Most cited documents in this series:

Year	Title	Cited
2007	Market Liquidity and Funding Liquidity RePEc:fmg:fmgdps:dp580 [Citation Analysis]	86
2002	Market Timing and Return Prediction under Model Instability RePEc:fmg:fmgdps:dp412 [Citation Analysis]	32
2002	Family Firms RePEc:fmg:fmgdps:dp406 [Citation Analysis]	31
1998	Beyond the Sample: Extreme Quantile and Probability Estimation RePEc:fmg:fmgdps:dp298 [Citation Analysis]	28
1998	Data-Snooping, Technical Trading, Rule Performance and the Bootstrap RePEc:fmg:fmgdps:dp303 [Citation Analysis]	28
1998	Optimal Monetary Policy in a Model of Asymmetric Central Bank Preferences RePEc:fmg:fmgdps:dp306 [Citation Analysis]	27
2002	Coordination Failures and the Lender of Last Resort: Was Bagehot Right After All? RePEc:fmg:fmgdps:dp408 [Citation Analysis]	22
2000	Public Trading and Private Incentives RePEc:fmg:fmgdps:dp347 [Citation Analysis]	21
1998	Boom In, Bust Out: Young Households and the Housing Price Cycle RePEc:fmg:fmgdps:dp310 [Citation Analysis]	20
1999	A Model of the Lender of Last Resort RePEc:fmg:fmgdps:dp313 [Citation Analysis]	20
2001	Housing Market Dynamics: on the Contribution of Income Shocks and Credit Constraints RePEc:fmg:fmgdps:dp375 [Citation Analysis]	19
1998	Housing Market Fluctuations in a Life-Cycle Economy with Credit Constraints RePEc:fmg:fmgdps:dp296 [Citation Analysis]	18
1998	Informed Trading, Investment, and Welfare RePEc:fmg:fmgdps:dp292 [Citation Analysis]	16
1996	Optimal Monetary Policy Rules in a Rational Expectations Model of the Phillips Curve RePEc:fmg:fmgdps:dp247 [Citation Analysis]	15
1997	The Effects of Macroeconomic News on High Frequency Exchange Rate Behaviour RePEc:fmg:fmgdps:dp258 [Citation Analysis]	15
2002	Bubbles and Crashes RePEc:fmg:fmgdps:dp401 [Citation Analysis]	14
1996	Announcement Effects and Seasonality in the Intra-day Foreign Exchange Market RePEc:fmg:fmgdps:dp238 [Citation Analysis]	13
2003	Macroeconomic news, order flows and exchange rates RePEc:fmg:fmgdps:dp475 [Citation Analysis]	13
2004	Estimation and Testing of Dynamic Models with Generalised Hyperbolic Innovations RePEc:fmg:fmgdps:dp502 [Citation Analysis]	13
2009	Banking Stability Measures RePEc:fmg:fmgdps:dp627 [Citation Analysis]	13
2006	Recovery Rates, Default Probabilities and the Credit Cycle RePEc:fmg:fmgdps:dp572 [Citation Analysis]	12
2001	Agency Conflicts, Ownership Concentration, and Legal Shareholder Protection RePEc:fmg:fmgdps:dp378 [Citation Analysis]	12
1993	UK Directors Trading: The Impact of Dealings in Smaller Firms RePEc:fmg:fmgdps:dp160 [Citation Analysis]	12
1997	R&D Intensity and Finance: Are Innovative Firms Financially Constrained? RePEc:fmg:fmgdps:dp271 [Citation Analysis]	10
2010	Risk Appetite and Endogenous Risk RePEc:fmg:fmgdps:dp647 [Citation Analysis]	10
2001	Coordination Risk and the Price of Debt RePEc:fmg:fmgdps:dp373 [Citation Analysis]	10
2005	Subadditivity Re–Examined: the Case for Value-at-Risk RePEc:fmg:fmgdps:dp549 [Citation Analysis]	10
1997	Nonlinear Time Series With Long Memory: A Model for Stochastic Volatility RePEc:fmg:fmgdps:dp253 [Citation Analysis]	9
1999	Real Trading Patterns and Prices in Spot Foreign Exchange Markets RePEc:fmg:fmgdps:dp320 [Citation Analysis]	9
1999	Moral Hazard, Insurance and Some Collusion RePEc:fmg:fmgdps:dp318 [Citation Analysis]	9
1999	Bank Moral Hazard and Market Discipline RePEc:fmg:fmgdps:dp326 [Citation Analysis]	8
2005	The Interest Rate Conditioning Assumption RePEc:fmg:fmgdps:dp547 [Citation Analysis]	8
2002	Internal ratings, the business cycle and capital requirements: some evidence from an emerging market economy RePEc:fmg:fmgdps:dp428 [Citation Analysis]	8
2004	(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 RePEc:fmg:fmgdps:dp483 [Citation Analysis]	8
1999	Optimal Bail Out Policy, Conditionality and Creative Ambiguity RePEc:fmg:fmgdps:dp327 [Citation Analysis]	8
2001	Does One Soros Make a Difference? A Theory of Currency Crises with Large and Small Traders RePEc:fmg:fmgdps:dp372 [Citation Analysis]	7
2008	Can Rare Events Explain the Equity Premium Puzzle? RePEc:fmg:fmgdps:dp610 [Citation Analysis]	7
2002	In-Kind Finance RePEc:fmg:fmgdps:dp421 [Citation Analysis]	7
1997	An Investigation of Long Range Dependence in Intra-Day Foreign Exchange Rate Volatility RePEc:fmg:fmgdps:dp264 [Citation Analysis]	7
2009	Financial Volatility and Economic Activity RePEc:fmg:fmgdps:dp642 [Citation Analysis]	7
2000	Liquidity and Credit Risk RePEc:fmg:fmgdps:dp362 [Citation Analysis]	7
2002	Consistent Testing for Stochastic Dominance: A Subsampling Approach RePEc:fmg:fmgdps:dp407 [Citation Analysis]	7
2006	(UBS Pensions Series 040) Pensions: Overview of Issues RePEc:fmg:fmgdps:dp562 [Citation Analysis]	6
2009	Negative Nominal Interest Rates: Three ways to overcome the zero lower bound RePEc:fmg:fmgdps:dp636 [Citation Analysis]	6
2008	Do Reputational Concerns Lead to Reliable Ratings? RePEc:fmg:fmgdps:dp613 [Citation Analysis]	6
2006	Consistent Information Multivariate Density Optimizing Methodology RePEc:fmg:fmgdps:dp557 [Citation Analysis]	6
2000	External Financing Costs and Banks Loan Supply: Does the Structure of the Bank Sector Matter? RePEc:fmg:fmgdps:dp357 [Citation Analysis]	6
2008	Bond Supply and Excess Bond Returns RePEc:fmg:fmgdps:dp607 [Citation Analysis]	6
1999	Insider Trading, Investment and Liquidity: A Welfare Analysis RePEc:fmg:fmgdps:dp334 [Citation Analysis]	6
2002	Homeownership: Low household mobility, volatile housing prices, high income dispersion RePEc:fmg:fmgdps:dp432 [Citation Analysis]	5

Citing documents used to compute impact factor 17:

Year	Title	See
2010	Risk-Factor Portfolios and Financial Stability RePEc:pra:mprapa:19611	[Citation Analysis]
2010	Sovereign Spreads: Global Risk Aversion, Contagion or Fundamentals? RePEc:imf:imfwpa:10/120	[Citation Analysis]
2010	An Inquiry into Banking Portfolios and Financial Stability Surrounding The Great Recession RePEc:pra:mprapa:25996	[Citation Analysis]
2010	¿Cómo deberíamos regular el capital bancario y los productos financieros? ¿Cuál es el papel de los “testamentos en vida”? RePEc:rei:ecoins:v:12:y:2010:i:23:p:85-109	[Citation Analysis]
2010	Cross-sectional Tobins Q RePEc:nbr:nberwo:16336	[Citation Analysis]
2010	Self-Fulfilling Risk Panics RePEc:nbr:nberwo:16159	[Citation Analysis]
2010	Self-Fulfilling Risk Panics RePEc:cpr:ceprdp:7920	[Citation Analysis]
2010	Ambiguity and Asset Markets RePEc:nbr:nberwo:16181	[Citation Analysis]
2010	The Research Agenda: Martin Schneider on Multiple Priors Preferences and Financial Markets RePEc:red:ecodyn:v:11:y:2010:i:2:agenda	[Citation Analysis]
2010	The euro area Bank Lending Survey matters - empirical evidence for credit and output growth RePEc:ecb:ecbwps:20101160	[Citation Analysis]
2010	Networks and cronyism: A social exchange analysis RePEc:kap:asiapa:v:27:y:2010:i:2:p:281-297	[Citation Analysis]
2010	Credibility for Sale - The Effect of Disclosure on Information Acquisition and Transmission RePEc:mtl:montec:08-2010	[Citation Analysis]
2010	The credit ratings game RePEc:upf:upfgen:1221	[Citation Analysis]
2010	MBS Ratings and the Mortgage Credit Boom RePEc:dgr:kubcen:201089s	[Citation Analysis]
2010	Rare Events, Financial Crises, and the Cross-Section of Asset Returns RePEc:pra:mprapa:20831	[Citation Analysis]
2010	Risk Premia in General Equilibrium RePEc:ces:ceswps:_3131	[Citation Analysis]
2010	Financial volatility and optimal instrument choice: A revisit to Pooles analysis RePEc:ebl:ecbull:v:30:y:2010:i:1:p:605-613	[Citation Analysis]

Cites in year: CiY