Aarhus School of Business, Department of Finance / 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 1996 0.16 0 0 0 0.07 1997 0.17 0 0 0 0.09 1998 0.19 0 0 0 0.12 1999 0.29 0 0 0 0.19 2000 0.39 16 9 0 0 0.2 2001 0.06 0.34 11 4 16 1 0 0.18 2002 0.04 0.39 15 12 27 1 0 1 0.07 0.2 2003 0.15 0.41 19 9 26 4 25 1 0.05 0.21 2004 0.12 0.47 2 0 34 4 0 0.25
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:hhb:aarfin:2002_019 Multivariate Term Structure Models with Level and Heteroskedasticity Effects (2003).
Cited: 4 times.

(2) RePEc:hhb:aarfin:2002_017 Efficient Control Variates for Monte-Carlo Valuation of American Options (2002).
Cited: 3 times.

(3) RePEc:hhb:aarfin:2002_003 Revisiting the shape of the yield curve: the effect of interest rate volatility. (2002).
Cited: 3 times.

(4) RePEc:hhb:aarfin:2000_002 Uncovered Interest Parity and Policy Behavior New Evidence. (2000).
Cited: 3 times.

(5) RePEc:hhb:aarfin:2002_001 The comovement of US and UK stock markets. (2002).
Cited: 2 times.

(6) RePEc:hhb:aarfin:2001_005 A Finite Difference Approach to the Valuation of Path Dependent Life Insurance Liabilities. (2001).
Cited: 2 times.

(7) RePEc:hhb:aarfin:2002_013 Regime Switching in the Yield Curve (2002).
Cited: 2 times.

(8) RePEc:hhb:aarfin:2002_010 Deposit Insurance and the Risk Premium in Bank Deposit Rates (2003).
Cited: 2 times.

(9) RePEc:hhb:aarfin:2000_007 Boundary and Bias Correction in Kernel Hazard Estimation (2000).
Cited: 2 times.

(10) RePEc:hhb:aarfin:2002_012 Testing for Multiple Types of Marginal Investor in Ex-day Pricing (2002).
Cited: 2 times.

(11) RePEc:hhb:aarfin:2000_001 Implied Volatility of Interest Rate Options: An Empirical Investigation of the Market Model. (2000).
Cited: 1 times.

(12) RePEc:hhb:aarfin:2000_014 Credit Spreads and the Term Structure of Interest Rates. (2000).
Cited: 1 times.

(13) RePEc:hhb:aarfin:2003_003 Denmark - A chapter on the Danish Bond Market (2003).
Cited: 1 times.

(14) RePEc:hhb:aarfin:2001_012 Long Maturity Forward Rates. (2001).
Cited: 1 times.

(15) RePEc:hhb:aarfin:2002_014 Long-Run Forecasting in Multicointegrated Systems (2002).
Cited: 1 times.

(16) RePEc:hhb:aarfin:2001_002 Estimating Multiplicative and Additive Hazard Functions by Kernel Methods. (2001).
Cited: 1 times.

(17) RePEc:hhb:aarfin:2000_009 The Relation Between Asset Returns and Inflation at Short and Long Horizons. (2000).
Cited: 1 times.

(18) RePEc:hhb:aarfin:2003_004 Evaluating Danish Mutual Fund Performance (2003).
Cited: 1 times.

(19) RePEc:hhb:aarfin:2002_009 The Educational Asset Market: A Finance Perspective on Human Capital Investment (2003).
Cited: 1 times.

(20) RePEc:hhb:aarfin:2000_003 Longevity Studies Based on Kernel Hazard Estimation. (2000).
Cited: 1 times.

(21) RePEc:hhb:aarfin:2002_023 Efficient Control Variates and Strategies for Bermudan Swaptions in a Libor Market Model (2002).
Cited: 1 times.

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

Latest citations received in: 2004

Latest citations received in: 2003

(1) RePEc:may:mayecw:n1271003 Compensating Wage Differentials for Schooling Risk in Denmark (2003). Department of Economics, National University of Ireland - Maynooth / Economics Department Working Paper Series

Latest citations received in: 2002

(1) RePEc:hhb:aarfin:2002_023 Efficient Control Variates and Strategies for Bermudan Swaptions in a Libor Market Model (2002). Aarhus School of Business, Department of Finance / Working Papers

Latest citations received in: 2001

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Source data used to compute the impact factor of RePEc series.