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 Updated May, 1 2008 147.392 documents processed, 3.154.300 references and 1.403.701 citations

 

 
 

Wharton School Center for Financial Institutions, University of Pennsylvania / Center for Financial Institutions Working 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.

Raw data:
IF AIF DOC CIT D2Y C2Y SC(%) CiY II AII
19960.470.165211843205030.060.07
19970.410.1750308743023.3180.360.09
19980.260.19361391022733.360.170.12
19990.50.2951194864316.3160.310.19
20000.490.3943139874325.690.210.2
20010.590.344274945512.760.140.18
20020.450.3941246853815.8170.410.2
20030.690.41112883571.870.640.21
 
 
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
DOC: Number of documents published in year y
CIT: Number of citations to the series in year y
D2Y: Number of articles published in y-1 plus y-2
C2Y: Cites in y to articles published in y-1 plus y-2
SC(%): Percentage of selft citations in y to articles published in y-1 plus y-2
CiY: Cites in year y to documents published in year y
IdI: Immediacy Index: CiY / Documents.
 
AII: Average Immediacy Index for series in RePEc in year y
 
Impact Factor:
 
Immediacy Index:
 
Documents published:
 
Citations received:
 

 

Most cited documents in this series:

(1) RePEc:wop:pennin:97-04 Inside the Black Box: What Explains Differences in the Efficiencies of Financial Institutions? (1997). Wharton School Center for Financial Institutions, University of Pennsylvania / Center for Financial Institutions Working Papers
Cited: 137 times.

(2) RePEc:wop:pennin:97-05 Efficiency of Financial Institutions: International Survey and Directions for Future Research (1997). Wharton School Center for Financial Institutions, University of Pennsylvania / Center for Financial Institutions Working Papers
Cited: 132 times.

(3) RePEc:wop:pennin:96-06 The Transformation of the U.S. Banking Industry: What a Long, Strange Trip Its Been (1995). Wharton School Center for Financial Institutions, University of Pennsylvania / Center for Financial Institutions Working Papers
Cited: 106 times.

(4) RePEc:wop:pennin:98-31 Financial Contagion Journal of Political Economy (1998). Wharton School Center for Financial Institutions, University of Pennsylvania / Center for Financial Institutions Working Papers
Cited: 76 times.

(5) RePEc:wop:pennin:95-01 The Role of Capital in Financial Institutions (1995). Wharton School Center for Financial Institutions, University of Pennsylvania / Center for Financial Institutions Working Papers
Cited: 71 times.

(6) RePEc:wop:pennin:02-23 Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange? (2002). Wharton School Center for Financial Institutions, University of Pennsylvania / Center for Financial Institutions Working Papers
Cited: 62 times.

(7) RePEc:wop:pennin:97-01 Optimal Financial Crises (1976). Wharton School Center for Financial Institutions, University of Pennsylvania / Center for Financial Institutions Working Papers
Cited: 51 times.

(8) RePEc:wop:pennin:94-29 The Efficiency Cost of Market Power in the Banking Industry: A Test of the Quiet Life and Related Hypotheses (1994). Wharton School Center for Financial Institutions, University of Pennsylvania / Center for Financial Institutions Working Papers
Cited: 37 times.

(9) RePEc:wop:pennin:01-21 Payout Policy (2002). Wharton School Center for Financial Institutions, University of Pennsylvania / Center for Financial Institutions Working Papers
Cited: 33 times.

(10) RePEc:wop:pennin:02-27 Parametric and Nonparametric Volatility Measurement (2002). Wharton School Center for Financial Institutions, University of Pennsylvania / Center for Financial Institutions Working Papers
Cited: 32 times.

(11) RePEc:wop:pennin:96-03 The Effects of Megamergers on Efficiency and Prices: Evidence from a Bank Profit Function (1996). Wharton School Center for Financial Institutions, University of Pennsylvania / Center for Financial Institutions Working Papers
Cited: 31 times.

(12) RePEc:wop:pennin:98-30 Diversity of Opinion and Financing of New Technologies (1999). Wharton School Center for Financial Institutions, University of Pennsylvania / Center for Financial Institutions Working Papers
Cited: 30 times.

(13) RePEc:wop:pennin:96-32 The Theory of Financial Intermediation (1996). Wharton School Center for Financial Institutions, University of Pennsylvania / Center for Financial Institutions Working Papers
Cited: 30 times.

(14) RePEc:wop:pennin:02-34 Forecasting the Term Structure of Government Bond Yields (2002). Wharton School Center for Financial Institutions, University of Pennsylvania / Center for Financial Institutions Working Papers
Cited: 27 times.

(15) RePEc:wop:pennin:99-18 The Role of Real Annuities and Indexed Bonds in an Individual Accounts Retirement Program (1999). Wharton School Center for Financial Institutions, University of Pennsylvania / Center for Financial Institutions Working Papers
Cited: 25 times.

(16) RePEc:wop:pennin:00-23 Optimal Currency Crises (2000). Wharton School Center for Financial Institutions, University of Pennsylvania / Center for Financial Institutions Working Papers
Cited: 23 times.

(17) RePEc:wop:pennin:00-26 Ratings Migration and the Business Cycle, With Application to Credit Portfolio Stress Testing (2000). Wharton School Center for Financial Institutions, University of Pennsylvania / Center for Financial Institutions Working Papers
Cited: 23 times.

(18) RePEc:wop:pennin:02-28 Financial Intermediation (2002). Wharton School Center for Financial Institutions, University of Pennsylvania / Center for Financial Institutions Working Papers
Cited: 22 times.

(19) RePEc:wop:pennin:99-08 The Distribution of Exchange Rate Volatility (1999). Wharton School Center for Financial Institutions, University of Pennsylvania / Center for Financial Institutions Working Papers
Cited: 22 times.

(20) RePEc:wop:pennin:99-30 What Do Financial Intermediaries Do? (1999). Wharton School Center for Financial Institutions, University of Pennsylvania / Center for Financial Institutions Working Papers
Cited: 20 times.

(21) RePEc:wop:pennin:96-12 Catastrophe Insurance, Capital Markets and Uninsurable Risks (1996). Wharton School Center for Financial Institutions, University of Pennsylvania / Center for Financial Institutions Working Papers
Cited: 17 times.

(22) RePEc:wop:pennin:97-12 Retirement Wealth Accumulation and Decumulation: New Developments and Outstanding Opportunities (1997). Wharton School Center for Financial Institutions, University of Pennsylvania / Center for Financial Institutions Working Papers
Cited: 16 times.

(23) RePEc:wop:pennin:98-10 Pitfalls and Opportunities in the Use of Extreme Value Theory in Risk Management (1998). Wharton School Center for Financial Institutions, University of Pennsylvania / Center for Financial Institutions Working Papers
Cited: 16 times.

(24) RePEc:wop:pennin:01-38 Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model (2002). Wharton School Center for Financial Institutions, University of Pennsylvania / Center for Financial Institutions Working Papers
Cited: 16 times.

(25) RePEc:wop:pennin:01-01 Modeling and Forecasting Realized Volatility (2001). Wharton School Center for Financial Institutions, University of Pennsylvania / Center for Financial Institutions Working Papers
Cited: 15 times.

(26) RePEc:wop:pennin:97-43 On the Profitability and Cost of Relationship Lending (1997). Wharton School Center for Financial Institutions, University of Pennsylvania / Center for Financial Institutions Working Papers
Cited: 15 times.

(27) RePEc:wop:pennin:95-02 Financial Markets, Intermediaries, and Intertemporal Smoothing (1995). Wharton School Center for Financial Institutions, University of Pennsylvania / Center for Financial Institutions Working Papers
Cited: 13 times.

(28) RePEc:wop:pennin:99-28 Corporate Governance and Competition (1999). Wharton School Center for Financial Institutions, University of Pennsylvania / Center for Financial Institutions Working Papers
Cited: 13 times.

(29) RePEc:wop:pennin:95-07 Banks and Derivatives (1995). Wharton School Center for Financial Institutions, University of Pennsylvania / Center for Financial Institutions Working Papers
Cited: 12 times.

(30) RePEc:wop:pennin:99-27 Real Estate Booms and Banking Busts: An International Perspective (1999). Wharton School Center for Financial Institutions, University of Pennsylvania / Center for Financial Institutions Working Papers
Cited: 12 times.

(31) RePEc:wop:pennin:00-11 Should Banking Supervision and Monetary Policy Tasks Be Given to Different Agencies (1999). Wharton School Center for Financial Institutions, University of Pennsylvania / Center for Financial Institutions Working Papers
Cited: 12 times.

(32) 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
Cited: 12 times.

(33) RePEc:wop:pennin:01-08 The Case of the Missing Market: The Bond Market and Why It Matters for Financial Development (2000). Wharton School Center for Financial Institutions, University of Pennsylvania / Center for Financial Institutions Working Papers
Cited: 11 times.

(34) RePEc:wop:pennin:99-41 At Last the Internationalization of Retail Banking? The Case of the Spanish Banks in Latin America (1999). Wharton School Center for Financial Institutions, University of Pennsylvania / Center for Financial Institutions Working Papers
Cited: 10 times.

(35) RePEc:wop:pennin:95-16 Recovering Technologies that Account for Generalized Managerial Preferences: An Application to Non-Risk-Neutral Banks (1995). Wharton School Center for Financial Institutions, University of Pennsylvania / Center for Financial Institutions Working Papers
Cited: 10 times.

(36) RePEc:wop:pennin:01-15 Comparative Financial Systems: A Survey (2001). Wharton School Center for Financial Institutions, University of Pennsylvania / Center for Financial Institutions Working Papers
Cited: 10 times.

(37) RePEc:wop:pennin:96-16 Risk Management by Insurers: An Analysis of the Process (1997). Wharton School Center for Financial Institutions, University of Pennsylvania / Center for Financial Institutions Working Papers
Cited: 10 times.

(38) RePEc:wop:pennin:00-29 Exchange Rate Returns Standardized by Realized Volatility Are (Nearly) Gaussian (1999). Wharton School Center for Financial Institutions, University of Pennsylvania / Center for Financial Institutions Working Papers
Cited: 10 times.

(39) RePEc:wop:pennin:97-03 Comparison of Frontier Efficiency Methods: An Application to the U.S. Life Insurance Industry (1997). Wharton School Center for Financial Institutions, University of Pennsylvania / Center for Financial Institutions Working Papers
Cited: 9 times.

(40) RePEc:wop:pennin:98-09 Pricing Excess-of-loss Reinsurance Contracts Against Catastrophic Loss (1998). Wharton School Center for Financial Institutions, University of Pennsylvania / Center for Financial Institutions Working Papers
Cited: 9 times.

(41) RePEc:wop:pennin:00-17 A Comparative Study of Efficiency in European Banking (2000). Wharton School Center for Financial Institutions, University of Pennsylvania / Center for Financial Institutions Working Papers
Cited: 9 times.

(42) RePEc:wop:pennin:99-10 What Explains the Dramatic Changes in Cost and Profit Performance of the U.S. Banking Industry? (1999). Wharton School Center for Financial Institutions, University of Pennsylvania / Center for Financial Institutions Working Papers
Cited: 8 times.

(43) RePEc:wop:pennin:00-10 Learning by Lending, Competition, and Screening Incentives in the Banking Industry (2000). Wharton School Center for Financial Institutions, University of Pennsylvania / Center for Financial Institutions Working Papers
Cited: 8 times.

(44) RePEc:wop:pennin:94-24 The Information Content of Bank Examinations (1994). Wharton School Center for Financial Institutions, University of Pennsylvania / Center for Financial Institutions Working Papers
Cited: 8 times.

(45) RePEc:wop:pennin:98-16 Horizon Problems and Extreme Events in Financial Risk Management (1998). Wharton School Center for Financial Institutions, University of Pennsylvania / Center for Financial Institutions Working Papers
Cited: 8 times.

(46) RePEc:wop:pennin:01-22 Explaining the Dramatic Changes in Performance of U.S. Banks: Technological Change, Deregulation and Dynamic Changes in Competition (2001). Wharton School Center for Financial Institutions, University of Pennsylvania / Center for Financial Institutions Working Papers
Cited: 7 times.

(47) RePEc:wop:pennin:99-29 Conglomeration Versus Strategic Focus: Evidence from the Insurance Industry (2000). Wharton School Center for Financial Institutions, University of Pennsylvania / Center for Financial Institutions Working Papers
Cited: 7 times.

(48) RePEc:wop:pennin:00-20 Bank Competition and Firm Creation (2000). Wharton School Center for Financial Institutions, University of Pennsylvania / Center for Financial Institutions Working Papers
Cited: 7 times.

(49) RePEc:wop:pennin:97-24 On the Pricing of Intermediated Risks: Theory and Application to Catastrophe Reinsurance (1997). Wharton School Center for Financial Institutions, University of Pennsylvania / Center for Financial Institutions Working Papers
Cited: 7 times.

(50) RePEc:wop:pennin:01-37 Financial Fragility, Liquidity and Asset Prices (2003). Wharton School Center for Financial Institutions, University of Pennsylvania / Center for Financial Institutions Working Papers
Cited: 7 times.

Latest citations received in: | 2003 | 2002 | 2001 | 2000

Latest citations received in: 2003

(1) RePEc:att:wimass:200311 Sunk investments lead to unpredictable prices (2003). Wisconsin Madison - Social Systems / Working papers

(2) RePEc:ces:ceswps:_995 Macroeconomic Dynamics and Credit Risk: A Global Perspective (2003). CESifo GmbH / CESifo Working Paper Series

(3) RePEc:cla:levrem:666156000000000019 Sunk Investments Lead to Unpredictable Prices (2003). UCLA Department of Economics / Levine's Bibliography

(4) RePEc:dgr:uvatin:20030096 Go Public or Stay Private: A Theory of Entrepreneurial Choice (2003). Tinbergen Institute / Tinbergen Institute Discussion Papers

(5) RePEc:pen:papers:03-014 Sunk Investments Lead to Unpredictable Prices (2003). Penn Institute for Economic Research, Department of Economics, University of Pennsylvania / PIER Working Paper Archive

(6) RePEc:wop:pennin:03-08 Measurement and Estimation of Credit Migration Matrices (2003). Wharton School Center for Financial Institutions, University of Pennsylvania / Center for Financial Institutions Working Papers

(7) RePEc:wop:pennin:03-09 Metrics for Comparing Credit Migration Matrices (2003). Wharton School Center for Financial Institutions, University of Pennsylvania / Center for Financial Institutions Working Papers

Latest citations received in: 2002

(1) RePEc:cir:cirwor:2002s-02 Financial Asset Returns, Market Timing, and Volatility Dynamics (2002). CIRANO / CIRANO Working Papers

(2) RePEc:cir:cirwor:2002s-03 Macro Surprises And Short-Term Behaviour In Bond Futures (2002). CIRANO / CIRANO Working Papers

(3) RePEc:cir:cirwor:2002s-91 Correcting the Errors: A Note on Volatility Forecast Evaluation Based on High-Frequency Data and Realized Volatilities (2002). CIRANO / CIRANO Working Papers

(4) RePEc:cpr:ceprdp:3301 Explaining the Migration of Stocks from Exchanges in Emerging Economies to International Centres (2002). C.E.P.R. Discussion Papers / CEPR Discussion Papers

(5) RePEc:ecb:ecbwps:20020200 Interdependence between the euro area and the US: what role for EMU? (2002). European Central Bank / Working Paper Series

(6) RePEc:fip:fedpwp:02-22 Collateral and competition (2002). Federal Reserve Bank of Philadelphia / Working Papers

(7) RePEc:jae:japmet:v:17:y:2002:i:5:p:535-548 Bridging the gap between the distribution of realized (ECU) volatility and ARCH modelling (of the Euro): the GARCH-NIG model (2002). Journal of Applied Econometrics

(8) RePEc:mtl:montde:2002-21 Correcting the Errors : A Note on Volatility Forecast Evaluation Based on High-Frequency Data and Realized Volatilities (2002). Universite de Montreal, Departement de sciences economiques / Cahiers de recherche

(9) RePEc:mtl:montec:21-2002 Correcting the Errors : A Note on Volatility Forecast Evaluation Based on High-Frequency Data and Realized Volatilities (2002). Centre interuniversitaire de recherche en économie quantitative, CIREQ / Cahiers de recherche

(10) RePEc:ude:wpaper:1002 The Economics of financial Matching (2002). Department of Economics - dECON / Documentos de Trabajo (working papers)

(11) RePEc:wbk:wbrwps:2816 Explaining the migration of stocks from exchanges in emerging economies to international centers (2002). The World Bank / Policy Research Working Paper Series

(12) RePEc:wop:pennin:02-25 On Measuring Skewness and Kurtosis in Short Rate Distributions: The Case of the US Dollar London Inter Bank Offer Rates (2002). Wharton School Center for Financial Institutions, University of Pennsylvania / Center for Financial Institutions Working Papers

(13) RePEc:wop:pennin:02-27 Parametric and Nonparametric Volatility Measurement (2002). Wharton School Center for Financial Institutions, University of Pennsylvania / Center for Financial Institutions Working Papers

(14) RePEc:wop:pennin:02-29 Bank Panics and the Endogeneity of Central Banking (2002). Wharton School Center for Financial Institutions, University of Pennsylvania / Center for Financial Institutions Working Papers

(15) RePEc:wop:pennin:02-33 Liquidity, Efficiency and Bank Bailouts (2002). Wharton School Center for Financial Institutions, University of Pennsylvania / Center for Financial Institutions Working Papers

(16) RePEc:wop:pennin:02-42 Weather Forecasting for Weather Derivatives (2002). Wharton School Center for Financial Institutions, University of Pennsylvania / Center for Financial Institutions Working Papers

(17) RePEc:zbw:zewdip:557 The Prospects of Capital Markets in Central and Eastern Europe (2002). ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research / ZEW Discussion Papers

Latest citations received in: 2001

(1) RePEc:bro:econwp:2001-04 A Forecast Comparison of Volatility Models: Does Anything Beat a GARCH(1,1)? (2001). Brown University, Department of Economics / Working Papers

(2) RePEc:fip:fedlwp:2001-009 Predicting exchange rate volatility: genetic programming vs. GARCH and RiskMetrics (2001). Federal Reserve Bank of St. Louis / Working Papers

(3) RePEc:hhs:hastef:0482 Where to Go after the Lamfalussy Report? - An Economic Analysis of Securities Market Regulation and Supervision (2001). Stockholm School of Economics / Working Paper Series in Economics and Finance

(4) RePEc:nbr:nberwo:8510 An Empirical Investigation of Continuous-Time Equity Return Models (2001). National Bureau of Economic Research, Inc / NBER Working Papers

(5) RePEc:sce:scecf1:85 Exchange Rate Effects on the Volume of Trade Flows: An Empirical Analysis Employing High-Frequency Data (2001). Society for Computational Economics / Computing in Economics and Finance 2001

(6) RePEc:wop:pennin:01-29 Banking Regulation versus Securities Market Regulation (2001). Wharton School Center for Financial Institutions, University of Pennsylvania / Center for Financial Institutions Working Papers

Latest citations received in: 2000

(1) RePEc:aea:aecrev:v:90:y:2000:i:2:p:71-75 Exchange-Rate Policy for Developing Countries (2000). American Economic Review

(2) RePEc:aug:augsbe:0198 Einfluss der Modellierung auf die Effizienz der Bank - Produktions- und Intermediationsansatz im Vergleich (2000). Universitaet Augsburg, Institute for Economics / Discussion Paper Series

(3) RePEc:dgr:uvatin:20000104 Forecasting the Variability of Stock Index Returns with Stochastic Volatility Models and Implied Volatility (2000). Tinbergen Institute / Tinbergen Institute Discussion Papers

(4) RePEc:fip:fedgfe:2000-36 The integration of the financial services industry: where are the efficiencies? (2000). Board of Governors of the Federal Reserve System (U.S.) / Finance and Economics Discussion Series

(5) RePEc:fip:fedhwp:wp-00-12 Oligopoly banking and capital accumulation (2000). Federal Reserve Bank of Chicago / Working Paper Series

(6) RePEc:fip:fedpbr:y:2000:i:may:p:3-15 Why dont banks take stock? (2000). Business Review

(7) RePEc:fip:fedrwp:00-12 Banking and the political support for dollarization (2000). Federal Reserve Bank of Richmond / Working Paper

(8) RePEc:wop:pennin:00-32 The Determinants Of Success In the New Financial Services Environment: Now That Firms Can Do Everything, What Should They Do And Why Should Regulators Care? (2000). Wharton School Center for Financial Institutions, University of Pennsylvania / Center for Financial Institutions Working Papers

(9) RePEc:wop:pennin:03-14 The New Basel Capital Accord and Questions for Research (2000). Wharton School Center for Financial Institutions, University of Pennsylvania / Center for Financial Institutions 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.

©2008 Jose Manuel Barrueco | mail: barrueco@uv.es