Most cited documents in this series:

Year	Title	Cited
2004	Forecasting Credit Portfolio Risk RePEc:zbw:bubdp2:2227 [Citation Analysis]	40
2005	Accounting for distress in bank mergers RePEc:zbw:bubdp2:4264 [Citation Analysis]	31
2003	Credit Risk Factor Modeling and the Basel II IRB Approach RePEc:zbw:bubdp2:2226 [Citation Analysis]	15
2007	Slippery slopes of stress: ordered failure events in German banking RePEc:zbw:bubdp2:5355 [Citation Analysis]	14
2005	Time series properties of a rating system based on financial ratios RePEc:zbw:bubdp2:4269 [Citation Analysis]	9
2005	Banks regulatory capital buffer and the business cycle: evidence for German savings and cooperative banks RePEc:zbw:bubdp2:4262 [Citation Analysis]	9
2007	Granularity adjustment for Basel II RePEc:zbw:bubdp2:5353 [Citation Analysis]	7
2007	Creditor concentration: an empirical investigation RePEc:zbw:bubdp2:6927 [Citation Analysis]	7
2003	Measuring the Discriminative Power of Rating Systems RePEc:zbw:bubdp2:2225 [Citation Analysis]	7
2005	Inefficient or just different? Effects of heterogeneity on bank efficiency scores RePEc:zbw:bubdp2:4270 [Citation Analysis]	6
2007	Asset correlations and credit portfolio risk: an empirical analysis RePEc:zbw:bubdp2:6352 [Citation Analysis]	6
2004	Systematic Risk in Recovery Rates: An Empirical Analysis of US Corporate Credit Exposures RePEc:zbw:bubdp2:4251 [Citation Analysis]	6
2006	The cost efficiency of German banks: a comparison of SFA and DEA RePEc:zbw:bubdp2:5157 [Citation Analysis]	6
2007	Relationship lending: empirical evidence for Germany RePEc:zbw:bubdp2:6799 [Citation Analysis]	5
2004	Does capital regulation matter for bank behaviour? Evidence for German savings banks RePEc:zbw:bubdp2:4252 [Citation Analysis]	5
2006	Sector concentration in loan portfolios and economic capital RePEc:zbw:bubdp2:5156 [Citation Analysis]	5
2006	Does diversification improve the performance of German banks? Evidence from individual bank loan portfolios RePEc:zbw:bubdp2:4536 [Citation Analysis]	5
2005	Evaluating the German bank merger wave RePEc:zbw:bubdp2:4267 [Citation Analysis]	5
2005	Finance and growth in a bank-based economy: is it quantity or quality that matters? RePEc:zbw:bubdp2:4358 [Citation Analysis]	5
2007	Diversification and the banks risk-return-characteristics: evidence from loan portfolios of German banks RePEc:zbw:bubdp2:5576 [Citation Analysis]	3
2008	Monetary policy and bank distress: an integrated micro-macro approach RePEc:zbw:bubdp2:7219 [Citation Analysis]	3
2006	The stability of efficiency rankings when risk-preferences and objectives are different RePEc:zbw:bubdp2:5096 [Citation Analysis]	3
2005	Financial integration and systemic risk RePEc:zbw:bubdp2:4266 [Citation Analysis]	2
2006	Empirical risk analysis of pension insurance: the case of Germany RePEc:zbw:bubdp2:4772 [Citation Analysis]	2
2008	Analyzing the interest rate risk of banks using time series of accounting-based data: evidence from Germany RePEc:zbw:bubdp2:7118 [Citation Analysis]	2
	repec:zbw:bubdp2:200904 [Citation Analysis]	2
2006	Banks regulatory buffers, liquidity networks and monetary policy transmission RePEc:zbw:bubdp2:4771 [Citation Analysis]	2
2004	Estimating probabilities of default for German savings banks and credit cooperatives RePEc:zbw:bubdp2:4255 [Citation Analysis]	2
2008	Sturm und Drang in money market funds: when money market funds cease to be narrow RePEc:zbw:bubdp2:200820 [Citation Analysis]	2
2007	The quality of banking and regional growth RePEc:zbw:bubdp2:6153 [Citation Analysis]	2
2009	The dependency of the banks assets and liabilities: evidence from Germany RePEc:zbw:bubdp2:200914 [Citation Analysis]	2
2007	Open-end real estate funds in Germany: genesis and crisis RePEc:zbw:bubdp2:5575 [Citation Analysis]	2
2007	Profitability of Western European banking systems: panel evidence on structural and cyclical determinants RePEc:zbw:bubdp2:6929 [Citation Analysis]	2
2005	Incorporating prediction and estimation risk in point-in-time credit portfolio models RePEc:zbw:bubdp2:4268 [Citation Analysis]	2
2007	Banking consolidation and small businessfinance: empirical evidence for Germany RePEc:zbw:bubdp2:5905 [Citation Analysis]	2
2009	Margins of international banking: is there a productivity pecking order in banking, too? RePEc:zbw:bubdp2:200912 [Citation Analysis]	2
2004	German bank lending during emerging market crises: A bank level analysis RePEc:zbw:bubdp2:4253 [Citation Analysis]	2
2008	Determinants of European banks engagement in loan securitization RePEc:zbw:bubdp2:7320 [Citation Analysis]	2
2007	Time-varying contributions by the corporate bond and CDS markets to credit risk price discovery RePEc:zbw:bubdp2:5904 [Citation Analysis]	2
2009	Income diversification in the German banking industry RePEc:zbw:bubdp2:200909 [Citation Analysis]	1
2008	Market conditions, default risk and credit spreads RePEc:zbw:bubdp2:7318 [Citation Analysis]	1
2010	Interbank tiering and money center banks RePEc:zbw:bubdp2:201012 [Citation Analysis]	1
2007	How do banks adjust their capital ratios? Evidence from Germany RePEc:zbw:bubdp2:5577 [Citation Analysis]	1
2005	Measurement matters: Input price proxies and bank efficiency in Germany RePEc:zbw:bubdp2:4256 [Citation Analysis]	1
2008	The impact of downward rating momentum on credit portfolio risk RePEc:zbw:bubdp2:7326 [Citation Analysis]	1
2006	Limits to international banking consolidation RePEc:zbw:bubdp2:5224 [Citation Analysis]	1
2008	Which interest rate scenario is the worst one for a bank? Evidence from a tracking bank approach for German savings and cooperative banks RePEc:zbw:bubdp2:7317 [Citation Analysis]	1
2010	Recovery determinants of distressed banks: Regulators, market discipline, or the environment? RePEc:zbw:bubdp2:201002 [Citation Analysis]	1
2007	Estimating probabilities of default with support vector machines RePEc:zbw:bubdp2:6930 [Citation Analysis]	1
2008	The implications of latent technology regimes for competition and efficiency in banking RePEc:zbw:bubdp2:7325 [Citation Analysis]	1

Citing documents used to compute impact factor 4:

Year	Title	See
2010	Transatlantic banking crisis: analysis, rating, policy issues RePEc:kap:iecepo:v:7:y:2010:i:1:p:3-48	[Citation Analysis]
2010	What drives bank securitisation? The Spanish experience. RePEc:ner:carlos:info:hdl:10016/11312	[Citation Analysis]
2010	The cross section of money market fund risks and financial crises RePEc:fip:fedgfe:2010-51	[Citation Analysis]
2010	Reliability and Heterogeneity of Real Estate Indexes and their Impact on the Predictability of Returns. RePEc:pra:mprapa:23378	[Citation Analysis]

Cites in year: CiY