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 Updated January, 4 2010 234.510 documents processed, 5.249.629 references and 2.248.145 citations

 

 
 

Financial Markets Group and ESRC / FMG Discussion Papers

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
19960.20.18112951010.090.09
19970.070.181629151020.130.09
19980.220.2122132276070.320.13
19990.370.2921603814030.140.17
20000.490.3925344321020.080.2
20010.20.372877469020.070.18
20020.450.42371395324070.190.2
20030.550.4327266536040.150.21
20040.670.4940336443080.20.24
20050.160.521286711030.140.29
20060.310.5326256119010.040.28
20070.380.44243447180120.50.24
 
 
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:dp406 Family Firms (2002).
Cited: 32 times.

(2) RePEc:fmg:fmgdps:dp412 Market Timing and Return Prediction under Model Instability (2002).
Cited: 28 times.

(3) RePEc:fmg:fmgdps:dp298 Beyond the Sample: Extreme Quantile and Probability Estimation (1998).
Cited: 28 times.

(4) RePEc:fmg:fmgdps:dp580 Market Liquidity and Funding Liquidity (2007).
Cited: 28 times.

(5) RePEc:fmg:fmgdps:dp306 Optimal Monetary Policy in a Model of Asymmetric Central Bank Preferences (1998).
Cited: 27 times.

(6) RePEc:fmg:fmgdps:dp303 Data-Snooping, Technical Trading, Rule Performance and the Bootstrap (1998).
Cited: 22 times.

(7) RePEc:fmg:fmgdps:dp313 A Model of the Lender of Last Resort (1999).
Cited: 20 times.

(8) RePEc:fmg:fmgdps:dp408 Coordination Failures and the Lender of Last Resort: Was Bagehot Right After All? (2002).
Cited: 19 times.

(9) RePEc:fmg:fmgdps:dp375 Housing Market Dynamics: on the Contribution of Income Shocks and Credit Constraints (2001).
Cited: 19 times.

(10) RePEc:fmg:fmgdps:dp296 Housing Market Fluctuations in a Life-Cycle Economy with Credit Constraints (1998).
Cited: 17 times.

(11) RePEc:fmg:fmgdps:dp450 Equilibrium analysis, banking, contagion and financial fragility (2003).
Cited: 16 times.

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

(13) RePEc:fmg:fmgdps:dp378 Agency Conflicts, Ownership Concentration, and Legal Shareholder Protection (2001).
Cited: 12 times.

(14) RePEc:fmg:fmgdps:dp502 Estimation and Testing of Dynamic Models with Generalised Hyperbolic Innovations (2004).
Cited: 10 times.

(15) RePEc:fmg:fmgdps:dp373 Coordination Risk and the Price of Debt (2001).
Cited: 10 times.

(16) RePEc:fmg:fmgdps:dp407 Consistent Testing for Stochastic Dominance: A Subsampling Approach (2002).
Cited: 10 times.

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

(18) RePEc:fmg:fmgdps:dp548 On Modelling Endogenous Default (2005).
Cited: 9 times.

(19) RePEc:fmg:fmgdps:dp292 Informed Trading, Investment, and Welfare (1998).
Cited: 9 times.

(20) RePEc:fmg:fmgdps:dp253 Nonlinear Time Series With Long Memory: A Model for Stochastic Volatility (1997).
Cited: 9 times.

(21) RePEc:fmg:fmgdps:dp326 Bank Moral Hazard and Market Discipline (1999).
Cited: 9 times.

(22) RePEc:fmg:fmgdps:dp572 Recovery Rates, Default Probabilities and the Credit Cycle (2006).
Cited: 8 times.

(23) 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.

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

(25) RePEc:fmg:fmgdps:dp318 Moral Hazard, Insurance and Some Collusion (1999).
Cited: 8 times.

(26) RePEc:fmg:fmgdps:dp248 Maximum Likelihood Estimation of Stochastic Volatility Models (1996).
Cited: 7 times.

(27) RePEc:fmg:fmgdps:dp428 Internal ratings, the business cycle and capital requirements: some evidence from an emerging market economy (2002).
Cited: 7 times.

(28) RePEc:fmg:fmgdps:dp160 UK Directors Trading: The Impact of Dealings in Smaller Firms (1993).
Cited: 7 times.

(29) RePEc:fmg:fmgdps:dp238 Announcement Effects and Seasonality in the Intra-day Foreign Exchange Market (1996).
Cited: 7 times.

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

(31) RePEc:fmg:fmgdps:dp310 Boom In, Bust Out: Young Households and the Housing Price Cycle (1998).
Cited: 7 times.

(32) RePEc:fmg:fmgdps:dp547 The Interest Rate Conditioning Assumption (2005).
Cited: 7 times.

(33) RePEc:fmg:fmgdps:dp421 In-Kind Finance (2002).
Cited: 6 times.

(34) RePEc:fmg:fmgdps:dp357 External Financing Costs and Banks Loan Supply: Does the Structure of the Bank Sector Matter? (2000).
Cited: 6 times.

(35) RePEc:fmg:fmgdps:dp71 News and the Foreign Exchange Market (1990).
Cited: 6 times.

(36) RePEc:fmg:fmgdps:dp393 What Happens When You Regulate Risk? Evidence from a Simple Equilibrium Model (2001).
Cited: 5 times.

(37) RePEc:fmg:fmgdps:dp327 Optimal Bail Out Policy, Conditionality and Creative Ambiguity (1999).
Cited: 5 times.

(38) RePEc:fmg:fmgdps:dp607 Bond Supply and Excess Bond Returns (2008).
Cited: 5 times.

(39) RePEc:fmg:fmgdps:dp401 Bubbles and Crashes (2002).
Cited: 5 times.

(40) RePEc:fmg:fmgdps:dp273 Extreme Returns, Tail Estimation, and Value-at-Risk (1997).
Cited: 5 times.

(41) RePEc:fmg:fmgdps:dp334 Insider Trading, Investment and Liquidity: A Welfare Analysis (1999).
Cited: 4 times.

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

(43) RePEc:fmg:fmgdps:dp418 You Might as Well be Hung for a Sheep as a Lamb: The Loss Function of an Agent (2002).
Cited: 4 times.

(44) RePEc:fmg:fmgdps:dp579 Money Illusion and Housing Frenzies (2006).
Cited: 4 times.

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

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

(47) RePEc:fmg:fmgdps:dp383 Is There Chaos in the World Economy? A Nonparametric Test Using Consistent Standard Errors (2001).
Cited: 4 times.

(48) RePEc:fmg:fmgdps:dp305 A Dilution Cost Approach to Financial Intermediation and Securities Markets (1998).
Cited: 4 times.

(49) RePEc:fmg:fmgdps:dp390 Crisis costs and debtor discipline: the efficacy of public policy in sovereign debt crises (2001).
Cited: 4 times.

(50) RePEc:fmg:fmgdps:dp293 Close-Relationships Between Banks and Firms: Is It Good or Bad? (1998).
Cited: 4 times.

Recent citations received in: | 2007 | 2006 | 2005 | 2004

Recent citations received in: 2007

(1) RePEc:cpr:ceprdp:6117 Slow Moving Capital (2007). C.E.P.R. Discussion Papers / CEPR Discussion Papers

(2) RePEc:ecl:ohidic:2006-11 Information, Trading Volume, and International Stock Return Comovements: Evidence from Cross-Listed Stocks (2007). Ohio State University, Charles A. Dice Center for Research in Financial Economics / Working Paper Series

(3) RePEc:ecl:ohidic:2007-16 Common Patterns in Commonality in Returns, Liquidity, and Turnover around the World (2007). Ohio State University, Charles A. Dice Center for Research in Financial Economics / Working Paper Series

(4) RePEc:fip:fedlwp:2007-052 The microstructure of the U.S. treasury market (2007). Federal Reserve Bank of St. Louis / Working Papers

(5) RePEc:fip:fednsr:291 Hedge funds, financial intermediation, and systemic risk (2007). Federal Reserve Bank of New York / Staff Reports

(6) RePEc:hhs:rbnkwp:0215 Earnings Inequality and the Equity Premium (2007). Sveriges Riksbank (Central Bank of Sweden) / Working Paper Series

(7) RePEc:ime:imedps:07-e-19 The Broad Yen Carry Trade (2007). Institute for Monetary and Economic Studies, Bank of Japan / IMES Discussion Paper Series

(8) RePEc:nbr:nberwo:12877 Slow Moving Capital (2007). National Bureau of Economic Research, Inc / NBER Working Papers

(9) RePEc:nbr:nberwo:12887 Liquidity and Risk Management (2007). National Bureau of Economic Research, Inc / NBER Working Papers

(10) RePEc:nbr:nberwo:13658 How Sovereign is Sovereign Credit Risk? (2007). National Bureau of Economic Research, Inc / NBER Working Papers

(11) RePEc:usg:dp2007:2007-22 Safe Haven Currencies (2007). Department of Economics, University of St. Gallen / University of St. Gallen Department of Economics working paper series 2007

(12) RePEc:wbk:wbrwps:4445 Emerging market liquidity and crises (2007). The World Bank / Policy Research Working Paper Series

Recent citations received in: 2006

(1) RePEc:cfs:cfswop:wp200612 Why Do Contracts Differ between VC Types? Market Segmentation versus Corporate Governance Varieties (2006). Center for Financial Studies / CFS Working Paper Series

Recent citations received in: 2005

(1) RePEc:csl:devewp:202 Prolonged Use and Conditionality Failure: Investigating the IMF Responsibility (2005). Centro Studi Luca d'Agliano, University of Milano / Development Working Papers

(2) RePEc:ecb:ecbwps:20050564 Forecasting the central bank’s inflation objective is a good rule of thumb (2005). European Central Bank / Working Paper Series

(3) RePEc:kap:annfin:v:1:y:2005:i:2:p:197-224 A risk assessment model for banks (2005). Annals of Finance

Recent citations received in: 2004

(1) RePEc:ams:ndfwpp:04-16 Goodness-of-fit test for copulas (2004). Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance / CeNDEF Working Papers

(2) RePEc:cmf:wpaper:wp2004_0409 INDIRECT ESTIMATION OF CONDITIONALLY HETEROSKEDASTIC FACTOR MODELS (2004). CEMFI / Working Papers

(3) RePEc:cmf:wpaper:wp2004_0410 SPANNING TESTS IN RETURN AND STOCHASTIC DISCOUNT FACTOR MEAN-VARIANCE FRONTIERS: A UNIFYING APPROACH (2004). CEMFI / Working Papers

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

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

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