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Financial Markets Group and ESRC / FMG Discussion Papers Raw citation data, Impact Factor, Immediacy Index, Published documents, Citations received, , Most cited papers , Latest citations and documents published in this series in EconPapers.
Most cited documents in this series: (1) RePEc:fmg:fmgdps:dp306 Optimal Monetary Policy in a Model of Asymmetric Central Bank Preferences (1998). Financial Markets Group and ESRC / FMG Discussion Papers (2) RePEc:fmg:fmgdps:dp412 Market Timing and Return Prediction under Model Instability (2002). Financial Markets Group and ESRC / FMG Discussion Papers (3) RePEc:fmg:fmgdps:dp298 Beyond the Sample: Extreme Quantile and Probability Estimation (1998). Financial Markets Group and ESRC / FMG Discussion Papers (4) RePEc:fmg:fmgdps:dp303 Data-Snooping, Technical Trading, Rule Performance and the Bootstrap (1998). Financial Markets Group and ESRC / FMG Discussion Papers (5) RePEc:fmg:fmgdps:dp406 Family Firms (2002). Financial Markets Group and ESRC / FMG Discussion Papers (6) RePEc:fmg:fmgdps:dp375 Housing Market Dynamics: on the Contribution of Income Shocks and Credit Constraints (2001). Financial Markets Group and ESRC / FMG Discussion Papers (7) RePEc:fmg:fmgdps:dp247 Optimal Monetary Policy Rules in a Rational Expectations Model of the Phillips Curve (1996). Financial Markets Group and ESRC / FMG Discussion Papers (8) RePEc:fmg:fmgdps:dp313 A Model of the Lender of Last Resort (1999). Financial Markets Group and ESRC / FMG Discussion Papers (9) RePEc:fmg:fmgdps:dp293 Close-Relationships Between Banks and Firms: Is It Good or Bad? (1998). Financial Markets Group and ESRC / FMG Discussion Papers (10) RePEc:fmg:fmgdps:dp450 Equilibrium analysis, banking, contagion and financial fragility (2003). Financial Markets Group and ESRC / FMG Discussion Papers (11) RePEc:fmg:fmgdps:dp408 Coordination Failures and the Lender of Last Resort: Was Bagehot Right After All? (2002). Financial Markets Group and ESRC / FMG Discussion Papers (12) RePEc:fmg:fmgdps:dp296 Housing Market Fluctuations in a Life-Cycle Economy with Credit Constraints (1998). Financial Markets Group and ESRC / FMG Discussion Papers (13) RePEc:fmg:fmgdps:dp320 Real Trading Patterns and Prices in Spot Foreign Exchange Markets (1999). Financial Markets Group and ESRC / FMG Discussion Papers (14) RePEc:fmg:fmgdps:dp580 Market Liquidity and Funding Liquidity (2007). Financial Markets Group and ESRC / FMG Discussion Papers (15) RePEc:fmg:fmgdps:dp271 R&D Intensity and Finance: Are Innovative Firms Financially Constrained? (1997). Financial Markets Group and ESRC / FMG Discussion Papers (16) RePEc:fmg:fmgdps:dp378 Agency Conflicts, Ownership Concentration, and Legal Shareholder Protection (2001). Financial Markets Group and ESRC / FMG Discussion Papers (17) RePEc:fmg:fmgdps:dp483 (IAM Series No 003) Simple Tests for Models of Dependence Between Multiple Financial Time Series, with Applications to U.S. Equity Returns and Exchange Rates (2004). Financial Markets Group and ESRC / FMG Discussion Papers (18) RePEc:fmg:fmgdps:dp373 Coordination Risk and the Price of Debt (2001). Financial Markets Group and ESRC / FMG Discussion Papers (19) RePEc:fmg:fmgdps:dp502 Estimation and Testing of Dynamic Models with Generalised Hyperbolic Innovations (2004). Financial Markets Group and ESRC / FMG Discussion Papers (20) RePEc:fmg:fmgdps:dp292 Informed Trading, Investment, and Welfare (1998). Financial Markets Group and ESRC / FMG Discussion Papers (21) RePEc:fmg:fmgdps:dp362 Liquidity and Credit Risk (2000). Financial Markets Group and ESRC / FMG Discussion Papers (22) RePEc:fmg:fmgdps:dp326 Bank Moral Hazard and Market Discipline (1999). Financial Markets Group and ESRC / FMG Discussion Papers (23) RePEc:fmg:fmgdps:dp238 Announcement Effects and Seasonality in the Intra-day Foreign Exchange Market (1996). Financial Markets Group and ESRC / FMG Discussion Papers (24) RePEc:fmg:fmgdps:dp428 Internal ratings, the business cycle and capital requirements: some evidence from an emerging market economy (2002). Financial Markets Group and ESRC / FMG Discussion Papers (25) RePEc:fmg:fmgdps:dp407 Consistent Testing for Stochastic Dominance: A Subsampling Approach (2002). Financial Markets Group and ESRC / FMG Discussion Papers (26) RePEc:fmg:fmgdps:dp160 UK Directors Trading: The Impact of Dealings in Smaller Firms (1993). Financial Markets Group and ESRC / FMG Discussion Papers (27) RePEc:fmg:fmgdps:dp318 Moral Hazard, Insurance and Some Collusion (1999). Financial Markets Group and ESRC / FMG Discussion Papers (28) RePEc:fmg:fmgdps:dp310 Boom In, Bust Out: Young Households and the Housing Price Cycle (1998). Financial Markets Group and ESRC / FMG Discussion Papers (29) RePEc:fmg:fmgdps:dp357 External Financing Costs and Banks Loan Supply: Does the Structure of the Bank Sector Matter? (2000). Financial Markets Group and ESRC / FMG Discussion Papers (30) RePEc:fmg:fmgdps:dp372 Does One Soros Make a Difference? A Theory of Currency Crises with Large and Small Traders (2001). Financial Markets Group and ESRC / FMG Discussion Papers (31) RePEc:fmg:fmgdps:dp548 On Modelling Endogenous Default (2005). Financial Markets Group and ESRC / FMG Discussion Papers (32) RePEc:fmg:fmgdps:dp572 Recovery Rates, Default Probabilities and the Credit Cycle (2006). Financial Markets Group and ESRC / FMG Discussion Papers (33) RePEc:fmg:fmgdps:dp421 In-Kind Finance (2002). Financial Markets Group and ESRC / FMG Discussion Papers (34) RePEc:fmg:fmgdps:dp273 Extreme Returns, Tail Estimation, and Value-at-Risk (1997). Financial Markets Group and ESRC / FMG Discussion Papers (35) RePEc:fmg:fmgdps:dp403 Diversification and Delegation in Firms (2002). Financial Markets Group and ESRC / FMG Discussion Papers (36) RePEc:fmg:fmgdps:dp435 Coordination, Learning, and Delay (2002). Financial Markets Group and ESRC / FMG Discussion Papers (37) RePEc:fmg:fmgdps:dp216 Central Bank Reputation and Conservativeness (1995). Financial Markets Group and ESRC / FMG Discussion Papers (38) RePEc:fmg:fmgdps:dp416 Speculative Attacks and Financial Architecture: Experimental Analysis of Coordination Games with Public and Private Information (2002). Financial Markets Group and ESRC / FMG Discussion Papers (39) RePEc:fmg:fmgdps:dp401 Bubbles and Crashes (2002). Financial Markets Group and ESRC / FMG Discussion Papers (40) RePEc:fmg:fmgdps:dp497 Spanning Tests in Return and Stochastic Discount Factor Mean-Variance Frontiers: A Unifying Approach (2004). Financial Markets Group and ESRC / FMG Discussion Papers (41) RePEc:fmg:fmgdps:dp308 Utility Functions For Central Bankers: The Not So Drastic Quadratic (1998). Financial Markets Group and ESRC / FMG Discussion Papers (42) RePEc:fmg:fmgdps:dp349 Money, Intermediaries and Cash-in-Advance Constraints (2000). Financial Markets Group and ESRC / FMG Discussion Papers (43) RePEc:fmg:fmgdps:dp453 Likelihood-based estimation of latent generalised ARCH structures (2003). Financial Markets Group and ESRC / FMG Discussion Papers (44) RePEc:fmg:fmgdps:dp71 News and the Foreign Exchange Market (1990). Financial Markets Group and ESRC / FMG Discussion Papers (45) RePEc:fmg:fmgdps:dp327 Optimal Bail Out Policy, Conditionality and Creative Ambiguity (1999). Financial Markets Group and ESRC / FMG Discussion Papers (46) RePEc:fmg:fmgdps:dp305 A Dilution Cost Approach to Financial Intermediation and Securities Markets (1998). Financial Markets Group and ESRC / FMG Discussion Papers (47) RePEc:fmg:fmgdps:dp376 Financing and Corporate Growth under Repeated Moral Hazard (2001). Financial Markets Group and ESRC / FMG Discussion Papers (48) RePEc:fmg:fmgdps:dp282 Disclosure Requirements and Stock Exchange Listing Choice in an International Context (1998). Financial Markets Group and ESRC / FMG Discussion Papers (49) RePEc:fmg:fmgdps:dp390 Crisis costs and debtor discipline: the efficacy of public policy in sovereign debt crises (2001). Financial Markets Group and ESRC / FMG Discussion Papers (50) RePEc:fmg:fmgdps:dp336 A Simple Model of an International Lender of Last Resort (1999). Financial Markets Group and ESRC / FMG Discussion Papers Latest citations received in: | 2003 | 2002 | 2001 | 2000 Latest citations received in: 2003 (1) RePEc:fip:fedgif:758 Was there front running during the LTCM crisis (2003). Board of Governors of the Federal Reserve System (U.S.) / International Finance Discussion Papers (2) RePEc:sbs:wpsefe:2003fe06 Procyclicality and the new Basel Accord - Banks choice of loan rating system (2003). Oxford Financial Research Centre / OFRC Working Papers Series (3) RePEc:sbs:wpsefe:2003fe08 Equilibrium Analysis, Banking and Financial Instability (2003). Oxford Financial Research Centre / OFRC Working Papers Series (4) RePEc:sbs:wpsefe:2003fe13 A Model to Analyse Financial Fragility (2003). Oxford Financial Research Centre / OFRC Working Papers Series Latest citations received in: 2002 (1) RePEc:cla:uclaol:211 Imperfect Common Knowledge of Preferences in Global Coordination Games (October 2002) (2002). UCLA Department of Economics / UCLA Economics Online Papers (2) RePEc:cpr:ceprdp:3513 Business Creation and the Stock Market (2002). C.E.P.R. Discussion Papers / CEPR Discussion Papers (3) RePEc:cpr:ceprdp:3626 Does the New Economy Need New Governance? Ownership, Knowledge and Performance (2002). C.E.P.R. Discussion Papers / CEPR Discussion Papers (4) RePEc:eab:financ:300 Bailout and Conglomeration (2002). East Asian Bureau of Economic Research / Finance Working Papers (5) RePEc:fip:fedkrw:rwp02-05 Forecast-based model selection in the presence of structural breaks (2002). Federal Reserve Bank of Kansas City / Research Working Paper (6) RePEc:fip:fedkrw:rwp02-10 Reconciling Bagehot with the Feds response to Sept. 11 (2002). Federal Reserve Bank of Kansas City / Research Working Paper (7) RePEc:wop:pennin:02-44 Law, Finance, and Economic Growth in China (2002). Wharton School Center for Financial Institutions, University of Pennsylvania / Center for Financial Institutions Working Papers Latest citations received in: 2001 (1) RePEc:hhs:hastef:0472 Risk sharing and firm size: theory and international evidence (2001). Stockholm School of Economics / Working Paper Series in Economics and Finance Latest citations received in: 2000 (1) RePEc:cdl:ucsdec:2000-25 Why Is There Money? Endogenous Derivation of Money as the Most Liquid Asset: A Class of Examples (2000). Department of Economics, UC San Diego / University of California at San Diego, Economics Working Paper Series (2) RePEc:ema:worpap:2000-51 An Empirical Estimation in Credit Spread Indices (2000). THEMA / Working papers Warning!! This is still an experimental service. The results of this service should be interpreted with care, especially in research assessment exercises. The processing of documents is automatic. There still are errors and omissions in the identification of references. We are working to improve the software to increase the accuracy of the results. Source data used to compute the impact factor of RePEc series. |
