Banque de France - Direction Generale des Etudes / Banque de France - Direction Generale des Etudes

Raw citation data, Impact Factor, Immediacy Index, Published documents, Citations received, , Most cited papers , Recent citations and documents published in this series in EconPapers.

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Raw data:
IF AIF DOC CIT D2Y C2Y SC(%) CiY II AII 1996 0.18 7 4 6 0 0.08 1997 0.19 3 2 12 0 0.09 1998 0.2 3 2 10 0 0.12 1999 0.29 17 6 6 0 0.19 2000 0.1 0.41 6 12 20 2 0 0.21 2001 0.04 0.37 7 19 23 1 0 3 0.43 0.19 2002 0.31 0.42 0 13 4 0 0.2 2003 0.43 0.43 0 7 3 0 0.21 2004 0.49 0 0 0 0.26 2005 0.48 0 0 0 0.29 2006 0.54 0 0 0 0.28
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:fth:banfra:15 Derivative Asset Pricing With Transaction Costs. (1991).
Cited: 25 times.

(2) RePEc:fth:banfra:82 Conditional Dependency of Financial Series: An Application of Copulas. (2001).
Cited: 11 times.

(3) RePEc:fth:banfra:16 European Integration and the Demand for Broad Money. (1991).
Cited: 6 times.

(4) RePEc:fth:banfra:74 Leading Indicators of Currency Crises in Emerging Economies. (2000).
Cited: 4 times.

(5) RePEc:fth:banfra:60 Fiscal Policy in the Transition to Monetary Union: a Structural VAR Model. (1999).
Cited: 4 times.

(6) RePEc:fth:banfra:31 Politique monetaire et concurrence bancaire. (1995).
Cited: 3 times.

(7) RePEc:fth:banfra:81 Pitfalls in Investment Euler Equations. (2001).
Cited: 3 times.

(8) RePEc:fth:banfra:36 Les strategies de Stop Loss : Theorie et application au contrat notionnel du MATIF. (1996).
Cited: 3 times.

(9) RePEc:fth:banfra:83 Assessing GMM Estimates of the Federal Reserve Reaction Function. (2001).
Cited: 3 times.

(10) RePEc:fth:banfra:76 Evaluating Monetary Policy Rules in Estimated Forward-Looking Models: A Comparison of US and German Monetary Policies. (2000).
Cited: 2 times.

(11) RePEc:fth:banfra:48 La relation entre le taux des credits et le cout des ressources bancaires. Modelisation et estimation sur donnees individuelles de banques. (1997).
Cited: 2 times.

(12) RePEc:fth:banfra:79 Entropy Densities: with an Application to Autoregressive Conditional Skewness and Kurtosis. (2001).
Cited: 2 times.

(13) RePEc:fth:banfra:77 Conditional Volatility, Skewness, and Kurtosis: Existence and Persistence. (2000).
Cited: 2 times.

(14) RePEc:fth:banfra:75 Estimation of a Time Varying NAIRU for France. (2000).
Cited: 2 times.

(15) RePEc:fth:banfra:64 Le partage de la valeur ajoutee en France et en Allemagne. (1999).
Cited: 1 times.

(16) RePEc:fth:banfra:25 Spatial Multiproduct Oligopoly. (1994).
Cited: 1 times.

(17) RePEc:fth:banfra:78 Modele a anticipations rationnelles de la conjoncture simulee : MARCOS. (2000).
Cited: 1 times.

(18) RePEc:fth:banfra:54 Reading Interest Rate and Bond Futures Options Smiles: How PIBOR and National Operators Appreciated the 1997 French Snap Election (1998).
Cited: 1 times.

(19) RePEc:fth:banfra:12 Consumption and Portfolio Decisions with Labor Income and Borrowing Constraints. (1990).
Cited: 1 times.

(20) RePEc:fth:banfra:34 Is There a Premium for Currencies Correlated with Volatility? Some Evidence from Risk Reversals. (1996).
Cited: 1 times.

(21) RePEc:fth:banfra:67 La pente des taux contient-elle de linformation sur lactivite economique future?. (1999).
Cited: 1 times.

(22) RePEc:fth:banfra:30 Competition among Financial Intermediaries and the Risk of Contagious Failures. (1995).
Cited: 1 times.

(23) RePEc:fth:banfra:21 Factor Analysis of the Term Structure: A Probabilistic Approach. (1992).
Cited: 1 times.

(24) RePEc:fth:banfra:53 Long-Run Causality, with an Application to International Links Between Long-Term Interest Rates (1998).
Cited: 1 times.

(25) RePEc:fth:banfra:73 Does Correlation between Stock Returns Really Increase during Turbulent Period?. (2000).
Cited: 1 times.

Recent citations received in: | 2006 | 2005 | 2004 | 2003

Recent citations received in: 2006

Recent citations received in: 2005

Recent citations received in: 2004

Recent citations received in: 2003

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