Last updated February, 3 2014 581.217 documents processed, 14.657.417 references and 5.549.674 citations

Working Papers / Swiss National Bank

[Raw data] [Main indicators] [Most cited papers] [cites used to compute the impact factor] [Recent citations ][documents published in EconPapers] [Keep updated about new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators

Raw data:

IF AIF DOC CDO CCU CIF CIT D2Y C2Y %SC CiY II AII
19900.08000000.04
19910.08000000.04
19920.09000000.05
19930.1000000.04
19940.12000000.05
19950.16000000.09
19960.19000000.09
19970.2000000.09
19980.21000000.13
19990.27000000.16
20000.39000000.16
20010.37000000.17
20020.38000000.18
20030.4000000.19
20040.4322213200210.19
200520.452451.25824250.24
200610.461115110.7341442560.550.2
20070.770.391732190.595913101020.120.17
20080.710.411951310.61552820570.370.18
20090.780.371667400.644362810.770.440.18
20100.340.331986340.4413512030.160.16
20110.660.4514100600.62835234.370.50.23
20120.520.4616116740.6423331711.8100.630.24
 
 
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CCU: Cumulative number of citations to papers published until year y
CIF: Cumulative impact factor
CIT: Number of citations to papers published 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

 

Most cited documents in this series:

YearTitleCited
2004Financial Market Participation and the Apparent Instability of Money Demand. (2004). Reynard, Samuel. In: Working Papers. RePEc:snb:snbwpa:2004-01.

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22
2007Maintaining Low Inflation: Money, Interest Rates, and Policy Stance. (2007). Reynard, Samuel. In: Working Papers. RePEc:snb:snbwpa:2007-05.

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22
2006Money and the Great Disinflation. (2006). Reynard, Samuel. In: Working Papers. RePEc:snb:snbwpa:2006-07.

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20
2008Financial Structure and the Impact of Monetary Policy on Asset Prices. (2008). Assenmacher, Katrin ; Gerlach, Stefan ; Assenmacher-Wesche, Katrin . In: Working Papers. RePEc:snb:snbwpa:2008-16.

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17
2008Forecasting the Swiss Economy Using VECX* Models: An Exercise in Forecast Combination Across Modelsand Observation Windows. (2008). Assenmacher, Katrin ; Pesaran, M ; Assenmacher-Wesche, Katrin . In: Working Papers. RePEc:snb:snbwpa:2008-03.

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15
2009Forecasting realized (co)variances with a block structure Wishart autoregressive model. (2009). Ranaldo, Angelo ; Caporin, Massimiliano ; Bonato, Matteo . In: Working Papers. RePEc:snb:snbwpa:2009-03.

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13
2009Foreign Currency Borrowing by Small Firms. (2009). Yesin, Pinar ; Ongena, Steven ; Brown, Martin. In: Working Papers. RePEc:snb:snbwpa:2009-02.

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11
2004What Does the Yield on Subordinated Bank Debt Measure?. (2004). Birchler, Urs ; Diana, Hancock. In: Working Papers. RePEc:snb:snbwpa:2004-02.

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11
2010Who Needs Credit and Who Gets Credit in Eastern Europe?. (2010). Yesin, Pinar ; Popov, Alexander ; Ongena, Steven ; Brown, Martin. In: Working Papers. RePEc:snb:snbwpa:2010-09.

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11
2006Realized Bond-Stock Correlation: Macroeconomic Announcement Effects. (2006). Ranaldo, Angelo ; Christiansen, Charlotte. In: Working Papers. RePEc:snb:snbwpa:2006-02.

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10
2012Market Structure and Exchange Rate Pass-Through. (2012). Schoenle, Raphael ; Auer, Raphael. In: Working Papers. RePEc:snb:snbwpa:2012-14.

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9
2010Liquidity in the Foreign Exchange Market: Measurement, Commonality, and Risk Premiums. (2010). Wrampelmeyer, Jan ; Ranaldo, Angelo ; Mancini, Loriano . In: Working Papers. RePEc:snb:snbwpa:2010-03.

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9
2007Safe Haven Currencies. (2007). Söderlind, Paul ; Ranaldo, Angelo. In: Working Papers. RePEc:snb:snbwpa:2007-17.

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9
2005On the Inadequacy of Newswire Reports for Empirical Research on Foreign Exchange Interventions. (2005). Fischer, Andreas. In: Working Papers. RePEc:snb:snbwpa:2005-02.

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8
2011Exploring an uncharted market: Evidence on the unsecured Swiss franc money market. (2011). Schumacher, Silvio ; Kraenzlin, Sébastien ; Guggenheim, Basil . In: Working Papers. RePEc:snb:snbwpa:2011-05.

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8
2011Foreign Currency Loans - Demand or Supply Driven?. (2011). Ongena, Steven ; Brown, Martin ; Kirschenmann, Karolin . In: Working Papers. RePEc:snb:snbwpa:2011-02.

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7
2008Competition and Relational Contracts: The Role of Unemployment as a Disciplinary Device. (2008). Fehr, Ernst ; Falk, Armin ; Brown, Martin. In: Working Papers. RePEc:snb:snbwpa:2008-07.

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6
2010Limits to arbitrage during the crisis: funding liquidity constraints and covered interest parity. (2010). Ranaldo, Angelo ; Griffoli, Tommaso Mancini . In: Working Papers. RePEc:snb:snbwpa:2010-14.

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6
2012Exchange Rate Pass-Through, Domestic Competition, and Inflation: Evidence from the 2005/08 Revaluation of the Renminbi. (2012). Auer, Raphael. In: Working Papers. RePEc:snb:snbwpa:2012-01.

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6
2009Effects of Trade on Female Labor Force Participation. (2009). Zoabi, Hosny ; Sauré, Philip ; Saure, Philip . In: Working Papers. RePEc:snb:snbwpa:2009-12.

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6
2007Who Prices Locally? Survey Evidence of Swiss Exporters. (2007). Lutz, Matthias ; Fischer, Andreas ; Walti, Manuel. In: Working Papers. RePEc:snb:snbwpa:2007-16.

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5
2008Borrowing in Foreign Currency: Austrian Households as Carry Traders. (2008). Peter, Marcel ; Ongena, Steven ; Beer, Christian . In: Working Papers. RePEc:snb:snbwpa:2008-19.

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4
2009Explaining House Price Fluctuations. (2009). Hott, Christian. In: Working Papers. RePEc:snb:snbwpa:2009-05.

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4
2006Intraday Market Dynamics Around Public Information Arrivals. (2006). Ranaldo, Angelo. In: Working Papers. RePEc:snb:snbwpa:2006-11.

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4
2007The reaction of asset markets to Swiss National Bank communication. (2007). Rossi, Enzo ; Ranaldo, Angelo. In: Working Papers. RePEc:snb:snbwpa:2007-11.

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3
2012Liquidity Effects of Quantitative Easing on Long-Term Interest Rates. (2012). Reynard, Samuel ; Krogstrup, Signe ; Sutter, Barbara . In: Working Papers. RePEc:snb:snbwpa:2012-02.

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3
2008What Drives the Swiss Franc?. (2008). Reynard, Samuel. In: Working Papers. RePEc:snb:snbwpa:2008-14.

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3
2007Applying the Hirose-Kamada filter to Swiss data: Output gap and exchange rate pass-through estimates. (2007). Rossi, Enzo ; Bignasca, Franziska . In: Working Papers. RePEc:snb:snbwpa:2007-10.

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3
2010The Impact of Banking Sector Stability on the Real Economy. (2010). Jokipii, Terhi ; Monnin, Pierre . In: Working Papers. RePEc:snb:snbwpa:2010-05.

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3
2007Segmentation and Time-of-Day Patterns in Foreign Exchange Markets. (2007). Ranaldo, Angelo. In: Working Papers. RePEc:snb:snbwpa:2007-03.

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3
2007Information Sharing and Credit: Firm-Level Evidence from Transition Countries. (2007). Pagano, Marco ; Jappelli, Tullio ; Brown, Martin. In: Working Papers. RePEc:snb:snbwpa:2007-15.

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3
2007Monetary Factors and Inflation in Japan. (2007). Assenmacher, Katrin ; Sekine, Toshitaka ; Gerlach, Stefan ; Assenmacher-Wesche, Katrin . In: Working Papers. RePEc:snb:snbwpa:2007-13.

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3
2011Sectoral Inflation Dynamics, Idiosyncratic Shocks and Monetary Policy. (2011). Lein, Sarah ; Kaufmann, Daniel. In: Working Papers. RePEc:snb:snbwpa:2011-07.

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3
2013On financial risk and the safe haven characteristics of Swiss franc exchange rates. (2013). Nitschka, Thomas ; Grisse, Christian. In: Working Papers. RePEc:snb:snbwpa:2013-04.

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3
2007Communicating Policy Options at the Zero Bound. (2007). Fischer, Andreas ; Burkhard, Lukas . In: Working Papers. RePEc:snb:snbwpa:2007-12.

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3
2010Immigration and Swiss House Prices. (2010). Fischer, Andreas ; Degen, Kathrin . In: Working Papers. RePEc:snb:snbwpa:2010-16.

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3
2008Price-Setting Behaviour in Switzerland Evidence from CPI Micro Data. (2008). Kaufmann, Daniel. In: Working Papers. RePEc:snb:snbwpa:2008-15.

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2
2011Interoperability between central counterparties. (2011). Nellen, Thomas ; Mägerle, Jürg ; Magerle, Jurg . In: Working Papers. RePEc:snb:snbwpa:2011-12.

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2
2009Bank Capital Buffer and Risk Adjustment Decisions. (2009). Milne, Alistair ; Jokipii, Terhi . In: Working Papers. RePEc:snb:snbwpa:2009-09.

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2
2012Bottom-up or Direct? Forecasting German GDP in a Data-rich Environment. (2012). Scheufele, Rolf ; Drechsel, Katja. In: Working Papers. RePEc:snb:snbwpa:2012-16.

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2
2010Daytime is money. (2010). Nellen, Thomas ; Kraenzlin, Sébastien. In: Working Papers. RePEc:snb:snbwpa:2010-06.

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2
Intraday patterns in FX returns and order flow. (2011). Ranaldo, Angelo ; Breedon, Francis. In: Working Papers. RePEc:snb:snbwpa:2011-04.

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2
2007Why Basel II May Need a Leverage Ratio Restriction. (2007). Blum, Jurg M.. In: Working Papers. RePEc:snb:snbwpa:2007-04.

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2
2006Time-Varying Pass-Through from Import Prices to Consumer Prices: Evidence from an Event Study with Real-Time Data. (2006). Fischer, Andreas ; Amstad, Marlene. In: Working Papers. RePEc:snb:snbwpa:2006-06.

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2
2009Optimal Central Counterparty Risk Management. (2009). Haene, Philipp ; Sturm, Andy . In: Working Papers. RePEc:snb:snbwpa:2009-07.

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2
2011Foreign currency returns and systematic risks. (2011). Nitschka, Thomas ; Galsband, Victoria . In: Working Papers. RePEc:snb:snbwpa:2011-03.

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2
2010Consumer Heterogeneity and the Impact of Trade Liberalization: How Representative is the Representative Agent Framework?. (2010). Auer, Raphael. In: Working Papers. RePEc:snb:snbwpa:2010-13.

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2
2008Measuring growth of labour quality and the quality-adjusted unemployment rate in Switzerland. (2008). Bolli, Thomas ; Zurlinden, Mathias . In: Working Papers. RePEc:snb:snbwpa:2008-13.

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2
2008The Effect of Low-Wage Import Competition on U.S. Inflationary Pressure. (2008). Fischer, Andreas ; Auer, Raphael. In: Working Papers. RePEc:snb:snbwpa:2008-18.

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2
2011Bargaining Power in the Repo Market. (2011). Kraenzlin, Sébastien ; von Scarpatetti, Benedikt . In: Working Papers. RePEc:snb:snbwpa:2011-14.

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2

Citing documents used to compute impact factor 17:

YearTitleSee
2012Modelling New Zealand mortgage interest rates?. (2012). Cassino, Enzo . In: Reserve Bank of New Zealand Analytical Notes series. RePEc:nzb:nzbans:2012/10.

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[Citation Analysis]
2012Foreign banks and foreign currency lending in emerging Europe. (2012). De Haas, Ralph ; Brown, Martin. In: MPRA Paper. RePEc:pra:mprapa:36323.

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[Citation Analysis]
2012The Share of Systematic Variation in Bilateral Exchange Rates. (2012). Verdelhan, Adrien. In: 2012 Meeting Papers. RePEc:red:sed012:763.

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[Citation Analysis]
2012Asymmetries in Price-Setting Behavior: New Microeconometric Evidence from Switzerland. (2012). Lein, Sarah ; Kaufmann, Daniel ; Bo E. Honore, . In: Working Papers. RePEc:snb:snbwpa:2012-09.

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[Citation Analysis]
2012[Citation Analysis]
2012Access policy and money market segmentation. (2012). Nellen, Thomas ; Kraenzlin, Sébastien. In: Working Papers. RePEc:snb:snbwpa:2012-12.

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[Citation Analysis]
2012Bidding behavior in the SNB’s repo auctions. (2012). Kraenzlin, Sébastien ; Schlegel, Martin . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:31:y:2012:i:2:p:170-188.

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[Citation Analysis]
2012How Do Austrian Banks Fund Their Swiss Franc Exposure?. (2012). Kraenzlin, Sébastien ; Auer, Raphael ; Liebeg, David . In: Working Papers. RePEc:onb:oenbwp:y:2012:i:24:b:1.

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[Citation Analysis]
2012Some Small Countries Do It Better : Rapid Growth and Its Causes in Singapore, Finland, and Ireland. (2012). Nabeshima, Kaoru ; Yusuf, Shahid . In: World Bank Publications. RePEc:wbk:wbpubs:2243.

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[Citation Analysis]
2012Measuring Systemic Liquidity Risk and the Cost of Liquidity Insurance. (2012). Severo, Tiago . In: IMF Working Papers. RePEc:imf:imfwpa:12/194.

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[Citation Analysis]
2012Dollar funding and the lending behavior of global banks. (2012). . In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2012-74.

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[Citation Analysis]
2012Market-specific and currency-specific risk during the global financial crisis: Evidence from the interbank markets in Tokyo and London. (2012). Fukuda, Shin-ichi . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:12:p:3185-3196.

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[Citation Analysis]
2012The Market Microstructure Approach to Foreign Exchange: Looking Back and Looking Forward. (2012). Rime, Dagfinn ; Osler, Carol ; King, Michael . In: Working Papers. RePEc:brd:wpaper:54.

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[Citation Analysis]
2012A methodology for constructing a financial systemic stress index: An application to Greece. (2012). Vouldis, Angelos ; Louzis, Dimitrios. In: Economic Modelling. RePEc:eee:ecmode:v:29:y:2012:i:4:p:1228-1241.

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[Citation Analysis]
2012Implicit intraday interest rate in the UK unsecured overnight money market. (2012). Jurgilas, Marius ; Zikes, Filip . In: Bank of England working papers. RePEc:boe:boeewp:0447.

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[Citation Analysis]
2012The influence of financial leverage of firms on their international trading activities. (2012). Nakhoda, Aadil. In: MPRA Paper. RePEc:pra:mprapa:35765.

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[Citation Analysis]
2012When the cats away the mice will play: does regulation at home affect bank risk taking abroad?. (2012). Udell, Gregory ; Popov, Alexander ; Ongena, Steven. In: Working Paper Series. RePEc:ecb:ecbwps:20121488.

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[Citation Analysis]

Cites in year: CiY

Recent citations received in: 2012

YearTitleSee
2012Interpreting TARGET2 balances. (2012). McGuire, Patrick ; McCauley, Robert ; Cecchetti, Stephen. In: BIS Working Papers. RePEc:bis:biswps:393.

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[Citation Analysis]
2012Forecasting GDP at the Regional Level with Many Predictors. (2012). Wohlrabe, Klaus ; Lehmann, Robert. In: CESifo Working Paper Series. RePEc:ces:ceswps:_3956.

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[Citation Analysis]
2012Market structure and exchange rate pass-through. (2012). Schoenle, Raphael ; Auer, Raphael. In: Globalization and Monetary Policy Institute Working Paper. RePEc:fip:feddgw:130.

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[Citation Analysis]
2012Importers, exporters, and exchange rate disconnect. (2012). Itskhoki, Oleg ; Amiti, Mary ; KONINGS, Jozef . In: Staff Reports. RePEc:fip:fednsr:586.

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[Citation Analysis]
2012Importers, exporters, and exchange rate disconnect. (2012). Itskhoki, Oleg ; Amiti, Mary ; KONINGS, Jozef . In: Working Paper Research. RePEc:nbb:reswpp:201212-238.

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[Citation Analysis]
2012[Citation Analysis]
2012Cykle na rynku nieruchomości mieszkaniowych i komercyjnych, ryzyko dla inwestora oraz potrzeba adekwatnej i ostrożnej wyceny. (2012). Olszewski, Krzysztof ; Łaszek, Jacek ; Augustyniak, Hanna ; Waszczuk, Joanna . In: MPRA Paper. RePEc:pra:mprapa:41070.

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[Citation Analysis]
2012Market Structure and Pass-Through. (2012). Schoenle, Raphael ; Auer, Raphael. In: 2012 Meeting Papers. RePEc:red:sed012:61.

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[Citation Analysis]
2012Market Structure and Exchange Rate Pass-Through. (2012). Schoenle, Raphael ; Auer, Raphael. In: Working Papers. RePEc:snb:snbwpa:2012-14.

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[Citation Analysis]
2012Central Bank Reserves and the Yield Curve at the ZLB. (2012). Mirkov, Nikola ; Sutter, Barbara . In: Working Papers on Finance. RePEc:usg:sfwpfi:2012:08.

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[Citation Analysis]

Recent citations received in: 2011

YearTitleSee
2011International banks, new liquidity rules and monetary policy in EMEs. (2011). Villar, Agustin ; Takats, Elod . In: BIS Papers chapters. RePEc:bis:bisbpc:57-02.

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[Citation Analysis]
2011Of Religion and Redemption: Evidence from Default on Islamic Loans. (2011). Ongena, Steven ; Baele, Lieven ; Farooq, Moazzam . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:8504.

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[Citation Analysis]
2011International liquidity provision during the financial crisis: a view from Switzerland. (2011). Kraenzlin, Sébastien ; Auer, Raphael. In: Globalization and Monetary Policy Institute Working Paper. RePEc:fip:feddgw:75.

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[Citation Analysis]
2011International liquidity provision during the financial crisis: a view from Switzerland. (2011). Kraenzlin, Sébastien ; Auer, Raphael. In: Review. RePEc:fip:fedlrv:y:2011:i:nov:p:409-418:n:v.93no.6.

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[Citation Analysis]
2011Nonperforming Loans in CESEE – What Do They Comprise?. (2011). Hake, Mariya ; Fidrmuc, Jarko ; Crespo Cuaresma, Jesus. In: Focus on European Economic Integration. RePEc:onb:oenbfi:y:2011:i:4:b:2.

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[Citation Analysis]
2011Households’ Foreign Currency Borrowing in Central and Eastern Europe. (2011). Stix, Helmut ; Hake, Mariya ; Fidrmuc, Jarko. In: Working Papers. RePEc:onb:oenbwp:171.

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[Citation Analysis]
2011Bargaining Power in the Repo Market. (2011). Kraenzlin, Sébastien ; von Scarpatetti, Benedikt . In: Working Papers. RePEc:snb:snbwpa:2011-14.

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[Citation Analysis]

Recent citations received in: 2010

YearTitleSee
2010Cross-border banking and the international transmission of financial distress during the crisis of 2007-2008. (2010). Udell, Gregory ; Popov, Alexander. In: Working Paper Series. RePEc:ecb:ecbwps:20101203.

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[Citation Analysis]
2010Liquidity Crunch in Late 2008: High-Frequency Differentials between Forward-Implied Funding Costs and Money Market Rates. (2010). Ho, Wai-Yip Alex ; Joseph K. W. Fung, ; Yiu, Matthew S. ; MatthewS. Yiu, ; Jin, Lu. In: Working Papers. RePEc:hkm:wpaper:262010.

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[Citation Analysis]
2010Convertibility Restriction Determination in Chinas Foreign Exchange Market and its Impact of Forward Pricing. (2010). Wang, Yi. In: Discussion Papers. RePEc:sip:dpaper:09-024.

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[Citation Analysis]

Recent citations received in: 2009

YearTitleSee
2009On the Economic Evaluation of Volatility Forecasts. (2009). Voev, Valeri. In: CREATES Research Papers. RePEc:aah:create:2009-56.

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[Citation Analysis]
2009Do We Really Need Both BEKK and DCC? A Tale of Two Covariance Models. (2009). McAleer, Michael ; Caporin, Massimiliano. In: CARF F-Series. RePEc:cfi:fseres:cf156.

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[Citation Analysis]
2009The impact of banking sector reform in a transition economy: Evidence from Kyrgyzstan. (2009). Brown, Martin ; Maurer, Maria Rueda ; Pak, Tamara ; Tynaev, Nurlanbek . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:33:y:2009:i:9:p:1677-1687.

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[Citation Analysis]
2009The Camp View of Inflation Forecasts. (2009). Schmid, Kai ; Sauter, Oliver ; Geiger, Felix. In: Diskussionspapiere aus dem Institut für Volkswirtschaftslehre der Universität Hohenheim. RePEc:hoh:hohdip:320.

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[Citation Analysis]
2009Banks and Real Estate Prices. (2009). Hott, Christian. In: Working Papers. RePEc:snb:snbwpa:2009-08.

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[Citation Analysis]
2009Do We Really Need Both BEKK and DCC? A Tale of Two Covariance Models. (2009). McAleer, Michael ; Caporin, Massimiliano. In: Documentos del Instituto Complutense de Análisis Económico. RePEc:ucm:doicae:0904.

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[Citation Analysis]
2009A blocking and regularization approach to high dimensional realized covariance estimation. (2009). Hautsch, Nikolaus ; Kyj, Lada M.. In: CFS Working Paper Series. RePEc:zbw:cfswop:200920.

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[Citation Analysis]

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.