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  Updated February, 5 2013 465.484 documents processed, 11.198.332 references and 4.512.497 citations

 

 
 

Finance Working Papers / S-WoBA, Swedish Working Papers in Business Administration

Raw citation data, Main indicators, Most cited papers , cites used to compute the impact factor (2011), 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
19900.090000.04
19910.10000.05
19920.090000.05
19930.10000.05
19940.120000.04
19950.170000.09
19960.20000.09
19970.210000.09
19980.220000.13
19990.290000.15
20000.41619000.15
20010.130.38114516200.18
20020.070.411522272010.070.2
20030.190.4419182652010.050.2
20040.090.462034300.2
20050.290.46021600.25
20060.490200.22
20070.420000.19
20080.430000.19
20090.40000.19
20100.330000.16
20110.50000.27
 
 
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
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y

 

Main indicators

Most cited documents in this series:
YearTitleCited
2001Life Insurance Liabilities at Market Value.
RePEc:hhb:aarfin:2001_004 [Citation Analysis]
27
2001A Finite Difference Approach to the Valuation of Path Dependent Life Insurance Liabilities.
RePEc:hhb:aarfin:2001_005 [Citation Analysis]
12
2002Revisiting the shape of the yield curve: the effect of interest rate volatility.
RePEc:hhb:aarfin:2002_003 [Citation Analysis]
7
2000Uncovered Interest Parity and Policy Behavior New Evidence.
RePEc:hhb:aarfin:2000_002 [Citation Analysis]
7
2003Multivariate Term Structure Models with Level and Heteroskedasticity Effects
RePEc:hhb:aarfin:2002_019 [Citation Analysis]
6
2003Volatility-Spillover E ffects in European Bond Markets
RePEc:hhb:aarfin:2003_008 [Citation Analysis]
6
2002Regime Switching in the Yield Curve
RePEc:hhb:aarfin:2002_013 [Citation Analysis]
6
2001Bootstrap Inference in Semiparametric Generalized Additive Models.
RePEc:hhb:aarfin:2001_003 [Citation Analysis]
4
2002Testing for Multiple Types of Marginal Investor in Ex-day Pricing
RePEc:hhb:aarfin:2002_012 [Citation Analysis]
4
2002Efficient Control Variates for Monte-Carlo Valuation of American Options
RePEc:hhb:aarfin:2002_017 [Citation Analysis]
4
2002The comovement of US and UK stock markets.
RePEc:hhb:aarfin:2002_001 [Citation Analysis]
3
2000Boundary and Bias Correction in Kernel Hazard Estimation
RePEc:hhb:aarfin:2000_007 [Citation Analysis]
3
2001Estimating Multiplicative and Additive Hazard Functions by Kernel Methods.
RePEc:hhb:aarfin:2001_002 [Citation Analysis]
3
2000Evaluating the C-CAPM and the Equity Premium Puzzle at Short and Long Horizons: A Markovian Bootstrap Approach.
RePEc:hhb:aarfin:2000_010 [Citation Analysis]
3
2002Efficient Control Variates and Strategies for Bermudan Swaptions in a Libor Market Model
RePEc:hhb:aarfin:2002_023 [Citation Analysis]
2
2001Long Maturity Forward Rates.
RePEc:hhb:aarfin:2001_012 [Citation Analysis]
2
2000Kernel Density Estimation of Actuarial Loss Functions.
RePEc:hhb:aarfin:2000_004 [Citation Analysis]
2
2003The Educational Asset Market: A Finance Perspective on Human Capital Investment
RePEc:hhb:aarfin:2002_009 [Citation Analysis]
2
2003Evaluating Danish Mutual Fund Performance
RePEc:hhb:aarfin:2003_004 [Citation Analysis]
2
2000Implied Volatility of Interest Rate Options: An Empirical Investigation of the Market Model.
RePEc:hhb:aarfin:2000_001 [Citation Analysis]
1
2003Deposit Insurance and the Risk Premium in Bank Deposit Rates
RePEc:hhb:aarfin:2002_010 [Citation Analysis]
1
2001Two-Dimensional Hazard Estimation for Longevity Analysis.
RePEc:hhb:aarfin:2001_010 [Citation Analysis]
1
2000Credit Spreads and the Term Structure of Interest Rates.
RePEc:hhb:aarfin:2000_014 [Citation Analysis]
1
2000Longevity Studies Based on Kernel Hazard Estimation.
RePEc:hhb:aarfin:2000_003 [Citation Analysis]
1
2002Long-Run Forecasting in Multicointegrated Systems
RePEc:hhb:aarfin:2002_014 [Citation Analysis]
1
2003Denmark - A chapter on the Danish Bond Market
RePEc:hhb:aarfin:2003_003 [Citation Analysis]
1
2000The Relation Between Asset Returns and Inflation at Short and Long Horizons.
RePEc:hhb:aarfin:2000_009 [Citation Analysis]
1

Citing documents used to compute impact factor 0:
YearTitleSee

Cites in year: CiY

Warning!! This is still an experimental service. The results of this service should be interpreted with care, especially in research assessment exercises. The processing of documents is automatic. There still are errors and omissions in the identification of references. We are working to improve the software to increase the accuracy of the results.

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

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