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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.

Raw data:
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:fmg:fmgdps:dp306 Optimal Monetary Policy in a Model of Asymmetric Central Bank Preferences (1998).
Cited: 24 times.

(2) RePEc:fmg:fmgdps:dp412 Market Timing and Return Prediction under Model Instability (2002).
Cited: 22 times.

(3) RePEc:fmg:fmgdps:dp298 Beyond the Sample: Extreme Quantile and Probability Estimation (1998).
Cited: 20 times.

(4) RePEc:fmg:fmgdps:dp303 Data-Snooping, Technical Trading, Rule Performance and the Bootstrap (1998).
Cited: 18 times.

(5) RePEc:fmg:fmgdps:dp406 Family Firms (2002).
Cited: 18 times.

(6) RePEc:fmg:fmgdps:dp375 Housing Market Dynamics: on the Contribution of Income Shocks and Credit Constraints (2001).
Cited: 16 times.

(7) RePEc:fmg:fmgdps:dp247 Optimal Monetary Policy Rules in a Rational Expectations Model of the Phillips Curve (1996).
Cited: 15 times.

(8) RePEc:fmg:fmgdps:dp313 A Model of the Lender of Last Resort (1999).
Cited: 14 times.

(9) RePEc:fmg:fmgdps:dp293 Close-Relationships Between Banks and Firms: Is It Good or Bad? (1998).
Cited: 14 times.

(10) RePEc:fmg:fmgdps:dp450 Equilibrium analysis, banking, contagion and financial fragility (2003).
Cited: 14 times.

(11) RePEc:fmg:fmgdps:dp408 Coordination Failures and the Lender of Last Resort: Was Bagehot Right After All? (2002).
Cited: 13 times.

(12) RePEc:fmg:fmgdps:dp296 Housing Market Fluctuations in a Life-Cycle Economy with Credit Constraints (1998).
Cited: 12 times.

(13) RePEc:fmg:fmgdps:dp320 Real Trading Patterns and Prices in Spot Foreign Exchange Markets (1999).
Cited: 9 times.

(14) RePEc:fmg:fmgdps:dp580 Market Liquidity and Funding Liquidity (2007).
Cited: 9 times.

(15) RePEc:fmg:fmgdps:dp271 R&D Intensity and Finance: Are Innovative Firms Financially Constrained? (1997).
Cited: 8 times.

(16) RePEc:fmg:fmgdps:dp378 Agency Conflicts, Ownership Concentration, and Legal Shareholder Protection (2001).
Cited: 8 times.

(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).
Cited: 8 times.

(18) RePEc:fmg:fmgdps:dp373 Coordination Risk and the Price of Debt (2001).
Cited: 7 times.

(19) RePEc:fmg:fmgdps:dp502 Estimation and Testing of Dynamic Models with Generalised Hyperbolic Innovations (2004).
Cited: 7 times.

(20) RePEc:fmg:fmgdps:dp292 Informed Trading, Investment, and Welfare (1998).
Cited: 7 times.

(21) RePEc:fmg:fmgdps:dp362 Liquidity and Credit Risk (2000).
Cited: 7 times.

(22) RePEc:fmg:fmgdps:dp326 Bank Moral Hazard and Market Discipline (1999).
Cited: 7 times.

(23) RePEc:fmg:fmgdps:dp238 Announcement Effects and Seasonality in the Intra-day Foreign Exchange Market (1996).
Cited: 6 times.

(24) RePEc:fmg:fmgdps:dp428 Internal ratings, the business cycle and capital requirements: some evidence from an emerging market economy (2002).
Cited: 6 times.

(25) RePEc:fmg:fmgdps:dp407 Consistent Testing for Stochastic Dominance: A Subsampling Approach (2002).
Cited: 6 times.

(26) RePEc:fmg:fmgdps:dp160 UK Directors Trading: The Impact of Dealings in Smaller Firms (1993).
Cited: 6 times.

(27) RePEc:fmg:fmgdps:dp318 Moral Hazard, Insurance and Some Collusion (1999).
Cited: 6 times.

(28) RePEc:fmg:fmgdps:dp310 Boom In, Bust Out: Young Households and the Housing Price Cycle (1998).
Cited: 5 times.

(29) RePEc:fmg:fmgdps:dp357 External Financing Costs and Banks Loan Supply: Does the Structure of the Bank Sector Matter? (2000).
Cited: 5 times.

(30) RePEc:fmg:fmgdps:dp372 Does One Soros Make a Difference? A Theory of Currency Crises with Large and Small Traders (2001).
Cited: 5 times.

(31) RePEc:fmg:fmgdps:dp548 On Modelling Endogenous Default (2005).
Cited: 5 times.

(32) RePEc:fmg:fmgdps:dp572 Recovery Rates, Default Probabilities and the Credit Cycle (2006).
Cited: 4 times.

(33) RePEc:fmg:fmgdps:dp421 In-Kind Finance (2002).
Cited: 4 times.

(34) RePEc:fmg:fmgdps:dp273 Extreme Returns, Tail Estimation, and Value-at-Risk (1997).
Cited: 4 times.

(35) RePEc:fmg:fmgdps:dp403 Diversification and Delegation in Firms (2002).
Cited: 4 times.

(36) RePEc:fmg:fmgdps:dp435 Coordination, Learning, and Delay (2002).
Cited: 4 times.

(37) RePEc:fmg:fmgdps:dp216 Central Bank Reputation and Conservativeness (1995).
Cited: 4 times.

(38) RePEc:fmg:fmgdps:dp416 Speculative Attacks and Financial Architecture: Experimental Analysis of Coordination Games with Public and Private Information (2002).
Cited: 3 times.

(39) RePEc:fmg:fmgdps:dp401 Bubbles and Crashes (2002).
Cited: 3 times.

(40) RePEc:fmg:fmgdps:dp497 Spanning Tests in Return and Stochastic Discount Factor Mean-Variance Frontiers: A Unifying Approach (2004).
Cited: 3 times.

(41) RePEc:fmg:fmgdps:dp308 Utility Functions For Central Bankers: The Not So Drastic Quadratic (1998).
Cited: 3 times.

(42) RePEc:fmg:fmgdps:dp349 Money, Intermediaries and Cash-in-Advance Constraints (2000).
Cited: 3 times.

(43) RePEc:fmg:fmgdps:dp453 Likelihood-based estimation of latent generalised ARCH structures (2003).
Cited: 3 times.

(44) RePEc:fmg:fmgdps:dp71 News and the Foreign Exchange Market (1990).
Cited: 3 times.

(45) RePEc:fmg:fmgdps:dp327 Optimal Bail Out Policy, Conditionality and Creative Ambiguity (1999).
Cited: 3 times.

(46) RePEc:fmg:fmgdps:dp305 A Dilution Cost Approach to Financial Intermediation and Securities Markets (1998).
Cited: 3 times.

(47) RePEc:fmg:fmgdps:dp376 Financing and Corporate Growth under Repeated Moral Hazard (2001).
Cited: 3 times.

(48) RePEc:fmg:fmgdps:dp282 Disclosure Requirements and Stock Exchange Listing Choice in an International Context (1998).
Cited: 3 times.

(49) RePEc:fmg:fmgdps:dp390 Crisis costs and debtor discipline: the efficacy of public policy in sovereign debt crises (2001).
Cited: 3 times.

(50) RePEc:fmg:fmgdps:dp336 A Simple Model of an International Lender of Last Resort (1999).
Cited: 3 times.

Latest citations received in: | 2004 | 2003 | 2002 | 2001

Latest citations received in: 2004



(3) RePEc:cmf:wpaper:wp2004_0422 ECONOMIC AND REGULATORY CAPITAL. WHAT IS THE DIFFERENCE? (2004). CEMFI / Working Papers

(4) RePEc:cpr:ceprdp:4422 Spanning Tests in Return and Stochastic Discount Factor Mean Variance Frontiers: A Unifying Approach (2004). C.E.P.R. Discussion Papers / CEPR Discussion Papers

(5) RePEc:ecm:feam04:559 Estimation of Copula-Based Semiparametric Time Series Models (2004). Econometric Society / Econometric Society 2004 Far Eastern Meetings

(6) RePEc:ecm:feam04:733 IDENTIFICATION AND ESTIMATION OF NONPARAMETRIC STRUCTURAL (2004). Econometric Society / Econometric Society 2004 Far Eastern Meetings

(7) RePEc:van:wpaper:0226 Estimation of Copula-Based Semiparametric Time Series Models (2004). Department of Economics, Vanderbilt University / Working Papers

(8) RePEc:van:wpaper:0419 Estimation and Model Selection of Semiparametric Copula-Based Multivariate Dynamic Models under Copula Misspecification (2004). Department of Economics, Vanderbilt University / Working Papers

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

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