Last updated July, 3 2014 639.049 documents processed, 16.613.935 references and 6.218.529 citations

SFB 649 Discussion Papers / Sonderforschungsbereich 649, Humboldt University, Berlin, Germany


[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
19900.09000000.04
19910.09000000.05
19920.09000000.06
19930.1000000.05
19940.12000000.05
19950.16000000.09
19960.2000000.09
19970.2000000.08
19980.22000000.12
19990.27000000.15
20000.37000000.14
20010.38010000.17
20020.39000000.19
20030.42010000.19
20040.43070000.19
20050.456464370.5836300260.410.23
20060.780.4689153870.57195645024260.290.2
20070.420.4712241240.551921536415.6270.380.17
20080.390.4742981290.43106160632790.120.18
20090.240.37623601830.51136145352090.150.18
20100.240.33614212900.691131363318.2190.310.16
20110.460.45845059511.881381235628.6470.560.22
20120.410.48645691980.35471456021.760.090.24
20130.470.54466152460.4251487015.7130.280.26
20140.160.2328643790.1211101811.110.040.17
 
 
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
Optimal Sticky Prices under Rational Inattention. (2005). Wiederholt, Mirko ; Maćkowiak, Bartosz. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2005-040.

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81
2007Occupational Choice and the Spirit of Capitalism. (2007). Zilibotti, Fabrizio ; Doepke, Matthias. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2007-049.

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42
2005Labour Market Dynamics in Germany: Hirings, Separations, and Job-to-Job Transitions over the Business Cycle. (2005). Bachmann, Ronald. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2005-045.

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41
2011Unwillingness to Pay for Privacy: A Field Experiment. (2011). Preibusch, Sören ; Kübler, Dorothea ; Beresford, Alastair R. ; Kubler, Dorothea . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-010.

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39
2005What are the Effects of Fiscal Policy Shocks?. (2005). Uhlig, Harald ; Mountford, Andrew. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2005-039.

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37
2011Local Quantile Regression. (2011). Wang, Weining ; Härdle, Wolfgang ; Spokoiny, Vladimir ; Hardle, Wolfgang Karl . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-005.

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36
2011What Explains the German Labor Market Miracle in the Great Recession?. (2011). Hunt, Jennifer ; Burda, Michael ; MichaelC. Burda, . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-031.

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36
2005Conditional and Dynamic Convex Risk Measures. (2005). Scandolo, Giacomo ; Detlefsen, Kai. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2005-006.

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36
2011Localising temperature risk. (2011). Okhrin, Ostap ; López Cabrera, Brenda ; Härdle, Wolfgang ; Hardle, Wolfgang Karl ; Wang, Weining . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-001.

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36
2011The Law of Attraction: Bilateral Search and Horizontal Heterogeneity. (2011). Qari, Salmai ; Hofmann, Dirk . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-017.

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35
2011A Confidence Corridor for Expectile Functions. (2011). Härdle, Wolfgang ; Guo, Mengmeng ; Akdeniz Duran, Esra ; Hardle, Wolfgang Karl . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-004.

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34
2011Mean Volatility Regressions. (2011). Zhu, Lixing ; Härdle, Wolfgang ; Li, Feng ; Hardle, Wolfgang Karl ; Lin, Lu. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-003.

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34
2011Mean-Variance Cointegration and the Expectations Hypothesis. (2011). Weber, Enzo ; Strohsal, Till . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-007.

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34
2011Difference based Ridge and Liu type Estimators in Semiparametric Regression Models. (2011). Osipenko, Maria ; Härdle, Wolfgang ; Akdeniz Duran, Esra ; Hardle, Wolfgang Karl . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-014.

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34
2011A strategic mediator who is biased into the same direction as the expert can improve information transmission. (2011). Mechtenberg, Lydia ; Munster, Johannes . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-012.

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33
2011Can crop yield risk be globally diversified?. (2011). Xu, Wei ; Odening, Martin ; Liu, Xiaoliang . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-018.

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33
2011Spatial Risk Premium on Weather Derivatives and Hedging Weather Exposure in Electricity. (2011). Osipenko, Maria ; Härdle, Wolfgang ; Hardle, Wolfgang Karl . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-013.

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33
2005Does Temporary Agency Work Provide a Stepping Stone to Regular Employment?. (2005). Kvasnicka, Michael. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2005-031.

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32
2011Sticky Information and Determinacy. (2011). Meyer-Gohde, Alexander. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-006.

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32
2011How do Unusual Working Schedules Affect Social Life?. (2011). Scheffel, Juliane. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-025.

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31
2011Identifying the Effect of Temporal Work Flexibility on Parental Time with Children. (2011). Scheffel, Juliane. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-024.

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31
2011A Confidence Corridor for Sparse Longitudinal Data Curves. (2011). Yang, Lijian ; Härdle, Wolfgang ; Hardle, Wolfgang Karl ; Zheng, Shuzhuan . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-002.

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30
2010Estimation of the characteristics of a Lévy process observed at arbitrary frequency. (2010). Reiss, Markus ; Kappus, Johanna . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2010-015.

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30
2011Developing web-based tools for the teaching of statistics: Our Wikis and the German Wikipedia. (2011). Klinke, Sigbert. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-030.

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29
2011Oracally Efficient Two-Step Estimation of Generalized Additive Model. (2011). Yang, Lijian ; Härdle, Wolfgang ; Hardle, Wolfgang Karl ; Liu, Rong . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-016.

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28
2007Time Series Modelling with Semiparametric Factor Dynamics. (2007). Mammen, Enno ; Härdle, Wolfgang ; Borak, Szymon ; PARK, Byeong U. ; Hardle, Wolfgang . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2007-023.

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24
2006Convenience Yields for CO2 Emission Allowance Futures Contracts. (2006). Weron, Rafał ; Trueck, Stefan ; Härdle, Wolfgang ; Borak, Szymon ; Truck, Stefan ; Hardle, Wolfgang . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2006-076.

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23
2011Bayesian Networks and Sex-related Homicides. (2011). Stahlschmidt, Stephan ; Härdle, Wolfgang ; Tausendteufel, Helmut ; Hardle, Wolfgang K.. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-045.

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23
2011The Regulation of Interdependent Markets. (2011). Scarpa, Carlo ; Fiocco, Raffaele . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-046.

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21
2011A Network Model of Financial System Resilience. (2011). Anand, Kartik ; Kapadia, Sujit ; Brennan, Simon ; Gai, Prasanna ; Willison, Matthew . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-051.

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21
2007Total Work, Gender and Social Norms. (2007). Weil, Philippe ; Hamermesh, Daniel ; Burda, Michael. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2007-058.

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20
2010On Securitization, Market Completion and Equilibrium Risk Transfer. (2010). Horst, Ulrich ; Reis, Gonalo Dos ; Pirvu, Traian A.. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2010-010.

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20
2006Regional Labor Markets, Network Externalities and Migration: The Case of German Reunification. (2006). Uhlig, Harald. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2006-004.

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20
2011Monetary Policy, Determinacy, and the Natural Rate Hypothesis. (2011). Meyer-Gohde, Alexander. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-049.

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19
2010Uniform confidence bands for pricing kernels. (2010). Wang, Weining ; Härdle, Wolfgang ; Okhrin, Yarema ; Hardle, Wolfgang Karl . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2010-003.

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18
2005New Evidence on the Puzzles. Results from Agnostic Identification on Monetary Policy and Exchange Rates.. (2005). Uhlig, Harald ; Scholl, Almuth. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2005-037.

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17
2009The Market Impact of a Limit Order. (2009). Huang, Ruihong ; Hautsch, Nikolaus. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2009-051.

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17
2007Explaining Asset Prices with External Habits and Wage Rigidities in a DSGE Model.. (2007). Uhlig, Harald. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2007-003.

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17
2011When to Cross the Spread: Curve Following with Singular Control. (2011). Horst, Ulrich ; Naujokat, Felix . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-053.

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17
2011Extreme value models in a conditional duration intensity framework. (2011). Schipp, Bernhard ; Herrera, Rodrigo . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-022.

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17
2005Duality theory for optimal investments under model uncertainty. (2005). Wu, Ching-Tang . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2005-025.

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17
2005Stable Distributions. (2005). Weron, Rafał ; Härdle, Wolfgang ; Borak, Szymon ; Hardle, Wolfgang . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2005-008.

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17
2006Reassessing Intergenerational Mobility in Germany and the United States: The Impact of Differences in Lifecycle Earnings Patterns. (2006). Vogel, Thorsten. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2006-055.

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17
2007Explaining Asset Prices with External Habits and Wage Rigidities in a DSGE Model.. (2007). Uhlig, Harald. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2007-003a.

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16
2010Nonparametric Estimation of Risk-Neutral Densities. (2010). Schienle, Melanie ; Härdle, Wolfgang ; Grith, Maria ; Hardle, Wolfgang Karl . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2010-021.

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16
2010Bayesian Inference in a Stochastic Volatility Nelson-Siegel Model. (2010). Yang, Fuyu ; Hautsch, Nikolaus. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2010-004.

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16
2009Regulation and Investment in Network Industries: Evidence from European Telecoms. (2009). Grajek, Michal ; Roller, Lars-Hendrik . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2009-039.

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16
2011Limit Order Flow, Market Impact and Optimal Order Sizes: Evidence from NASDAQ TotalView-ITCH Data. (2011). Huang, Ruihong ; Hautsch, Nikolaus. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-056.

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15
2005Uncovered Interest Rate Parity and the Expectations Hypothesis of the Term Structure: Empirical Results for the U.S. and Europe. (2005). Lütkepohl, Helmut ; Brüggemann, Ralf. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2005-035.

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15
2010Stochastic Mortality, Subjective Survival Expectations, and Individual Saving Behavior. (2010). Post, Thomas ; Hanewald, Katja. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2010-040.

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15

Citing documents used to compute impact factor 18:


YearTitleSee
2014Matrix Box-Cox Models for Multivariate Realized Volatility. (2014). Weigand, Roland . In: University of Regensburg Working Papers in Business, Economics and Management Information Systems. RePEc:bay:rdwiwi:29687.

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[Citation Analysis]
2014Functional stable limit theorems for efficient spectral covolatility estimators. (2014). Altmeyer, Randolf ; Bibinger, Markus . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2014-005.

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[Citation Analysis]
2014Financial sector-output dynamics in the euro area: Non-linearities reconsidered. (2014). Schleer, Frauke ; Semmler, Willi . In: ZEW Discussion Papers. RePEc:zbw:zewdip:13068r.

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[Citation Analysis]
2014Financial Stress, Sovereign Debt and Economic Activity in Industrialized Countries: Evidence from Dynamic Threshold Regressions. (2014). Schoder, Christian ; Proaño, Christian ; Proao, Christian R. ; Semmler, Willi . In: Department of Economics Working Papers. RePEc:wiw:wiwwuw:wuwp167.

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[Citation Analysis]
2014Financial stress, sovereign debt and economic activity in industrialized countries: Evidence from dynamic threshold regressions. (2014). Proao, Christian R. ; Semmler, Willi ; Schoder, Christian . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:45:y:2014:i:c:p:17-37.

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[Citation Analysis]
2014Fiscal Integration in the Eurozone: Economic Effects of Two Key Scenarios. (2014). Peichl, Andreas ; Dolls, Mathias ; Neumann, Dirk ; Fuest, Clemens . In: EUROMOD Working Papers. RePEc:ese:emodwp:em1-14.

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[Citation Analysis]
2014Optimal Execution in Lit and Dark Pools. (2014). Crisafi, Alessandra M. ; Macrina, Andrea . In: Papers. RePEc:arx:papers:1405.2023.

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[Citation Analysis]
2014[Citation Analysis]
2014Measuring agents’ reaction to private and public information in games with strategic complementarities. (2014). Cornand, Camille ; Heinemann, Frank . In: Experimental Economics. RePEc:kap:expeco:v:17:y:2014:i:1:p:61-77.

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[Citation Analysis]
2014Confidence Bands for Impulse Responses: Bonferroni versus Wald. (2014). Winker, Peter ; Staszewska-Bystrova, Anna ; Lütkepohl, Helmut ; Luetkepohl, Helmut . In: CESifo Working Paper Series. RePEc:ces:ceswps:_4634.

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[Citation Analysis]
2014Risk Matters: A Comment. (2014). Pfeifer, Johannes ; Born, Benjamin. In: Dynare Working Papers. RePEc:cpm:dynare:039.

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[Citation Analysis]
2014Measuring and testing for the systemically important financial institutions. (2014). Ferrari, Stijn ; Castro, Carlos . In: Journal of Empirical Finance. RePEc:eee:empfin:v:25:y:2014:i:c:p:1-14.

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[Citation Analysis]
2014Desempleo y ocupación en las ciudades colombianas. Un ejercicio con datos panel. (2014). Cesar Augusto MERCHAN HERNANDEZ, . In: ARCHIVOS DE ECONOMÍA. RePEc:col:000118:011212.

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[Citation Analysis]
2014[Citation Analysis]
2014A consistent two-factor model for pricing temperature derivatives. (2014). López Cabrera, Brenda ; Meyer-Brandis, Thilo ; Groll, Andreas ; Lopez-Cabrera, Brenda . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2014-006.

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[Citation Analysis]
2014Nonparametric estimation of the tree structure of a nested Archimedean copula. (2014). Segers, Johan ; Uyttendaele, Nathan . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:72:y:2014:i:c:p:190-204.

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[Citation Analysis]
2014Inference on the Lévy measure in case of noisy observations. (2014). Vetter, Mathias . In: Statistics & Probability Letters. RePEc:eee:stapro:v:87:y:2014:i:c:p:125-133.

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[Citation Analysis]
2014Accounting in Agriculture: Disclosure practices of listed firms. (2014). Gonalves, Rute ; Lopes, Patricia . In: FEP Working Papers. RePEc:por:fepwps:530.

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[Citation Analysis]

Cites in year: CiY


Recent citations received in: 2013


YearTitleSee
2013Nets: Network Estimation for Time Series. (2013). Brownlees, Christian ; Barigozzi, Matteo. In: Working Papers. RePEc:bge:wpaper:723.

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[Citation Analysis]
2013Solving DSGE models with a nonlinear moving average. (2013). Meyer-Gohde, Alexander ; Lan, Hong. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:37:y:2013:i:12:p:2643-2667.

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[Citation Analysis]
2013Pricing rainfall futures at the CME. (2013). Ritter, Matthias ; Odening, Martin ; López Cabrera, Brenda. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:37:y:2013:i:11:p:4286-4298.

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[Citation Analysis]
2013Pricing Rainfall Derivatives at the CME. (2013). Ritter, Matthias ; Odening, Martin ; López Cabrera, Brenda. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2013-005.

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[Citation Analysis]
2013Econometrics of co-jumps in high-frequency data with noise. (2013). Winkelmann, Lars ; Bibinger, Markus . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2013-021.

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[Citation Analysis]
2013.

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[Citation Analysis]
2013Modified Scheffé’s Prediction Bands. (2013). Staszewska-Bystrova, Anna. In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik). RePEc:jns:jbstat:v:233:y:2013:i:5-6:p:680-690.

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[Citation Analysis]
2013Uncertainty shocks, banking frictions, and economic activity. (2013). van Roye, Björn ; Bonciani, Dario . In: Kiel Working Papers. RePEc:kie:kieliw:1843.

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[Citation Analysis]
2013International transmission of financial stress: evidence from a GVAR. (2013). van Roye, Björn ; Dovern, Jonas. In: Kiel Working Papers. RePEc:kie:kieliw:1844.

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[Citation Analysis]
2013Nets: Network estimation for time series. (2013). Barigozzi, Matteo ; Brownlees, Christian T.. In: Economics Working Papers. RePEc:upf:upfgen:1391.

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[Citation Analysis]
2013Financial network systemic risk contributions. (2013). Schienle, Melanie ; Schaumburg, Julia ; Hautsch, Nikolaus. In: CFS Working Paper Series. RePEc:zbw:cfswop:201320.

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[Citation Analysis]
2013How many factors and shocks cause financial stress?. (2013). Schleer, Frauke ; Kappler, Marcus . In: ZEW Discussion Papers. RePEc:zbw:zewdip:13100.

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[Citation Analysis]
2013Fiscal integration in the eurozone: Economic effects of two key scenarios. (2013). Peichl, Andreas ; Fuest, Clemens ; Dolls, Mathias ; Neumann, Dirk . In: ZEW Discussion Papers. RePEc:zbw:zewdip:13106.

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[Citation Analysis]

Recent citations received in: 2012


YearTitleSee
2012Existence and Uniqueness of Perturbation Solutions in DSGE Models. (2012). Meyer-Gohde, Alexander ; Lan, Hong. In: Dynare Working Papers. RePEc:cpm:dynare:014.

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[Citation Analysis]
2012Quantile Regression in Risk Calibration. (2012). Wang, Weining ; Härdle, Wolfgang ; Chao, Shih-Kang ; Hardle, Wolfgang Karl . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2012-006.

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[Citation Analysis]
2012Intended and unintended consequences of mandatory IFRS adoption: A review of extant evidence and suggestions for future research. (2012). Sellhorn, Thorsten ; Brüggemann, Ulf ; Hitz, Jorg-Markus ; Bruggemann, Ulf . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2012-011.

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[Citation Analysis]
2012Simultaneous test procedures in terms of p-value copulae. (2012). Dickhaus, Thorsten ; Gierl, Jakob . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2012-049.

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[Citation Analysis]
2012Moral Hazard in Hierarchies and Soft Information. (2012). Russo, Antonio ; Angelucci, Charles. In: TSE Working Papers. RePEc:tse:wpaper:26384.

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[Citation Analysis]
2012Pre-Trade Transparency and Informed Trading an Experimental Approach to Hidden Liquidity. (2012). Gozluklu, Arie E.. In: Working Papers. RePEc:wbs:wpaper:wpn12-05.

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[Citation Analysis]

Recent citations received in: 2011


YearTitleSee
2011Dynamic Large Spatial Covariance Matrix Estimation in Application to Semiparametric Model Construction via Variable Clustering: the SCE approach. (2011). Song, Song . In: Papers. RePEc:arx:papers:1106.3921.

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[Citation Analysis]
2011A Behavioural Analysis of Online Privacy and Security. (2011). Baddeley, Michelle. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1147.

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[Citation Analysis]
2011Anmerkungen zum Target2-Streit. (2011). Homburg, Stefan. In: Ifo Schnelldienst. RePEc:ces:ifosdt:v:64:y:2011:i:16:p:46-50.

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[Citation Analysis]
2011Weitere Anmerkungen zur Debatte um Target2 während der Finanzkrise. (2011). Cour-Thimann, Philippine ; Philipp, Konig ; Bindseil, Ulrich . In: Ifo Schnelldienst. RePEc:ces:ifosdt:v:64:y:2011:i:16:p:79-86.

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[Citation Analysis]
2011TARGET2 Unlimited: Monetary Policy Implications of Asymmetric Liquidity Management within the Euro Area. (2011). Zemanek, Holger ; Loffler, Axel ; Abad, Jose M.. In: CEPS Papers. RePEc:eps:cepswp:5904.

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[Citation Analysis]
2011Achieving maximum long-term growth. (2011). Trichet, Jean-Claude . In: Proceedings - Economic Policy Symposium - Jackson Hole. RePEc:fip:fedkpr:y:2011:p:427-449.

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[Citation Analysis]
2011A strategic mediator who is biased into the same direction as the expert can improve information transmission. (2011). Mechtenberg, Lydia ; Munster, Johannes . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-012.

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[Citation Analysis]
2011Spatial Risk Premium on Weather Derivatives and Hedging Weather Exposure in Electricity. (2011). Osipenko, Maria ; Härdle, Wolfgang ; Hardle, Wolfgang Karl . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-013.

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[Citation Analysis]
2011The Law of Attraction: Bilateral Search and Horizontal Heterogeneity. (2011). Qari, Salmai ; Hofmann, Dirk . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-017.

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2011How Computational Statistics Became the Backbone of Modern Data Science. (2011). Härdle, Wolfgang ; Gentle, James E. ; Mori, Yuichi ; Hardle, Wolfgang Karl . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-020.

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2011How do Unusual Working Schedules Affect Social Life?. (2011). Scheffel, Juliane. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-025.

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2011Compensation of Unusual Working Schedules. (2011). Scheffel, Juliane. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-026.

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2011Estimation of the characteristics of a Lévy process observed at arbitrary frequency. (2011). Reiss, Markus ; Kappus, Johanna . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-027.

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2011Pointwise adaptive estimation for quantile regression. (2011). Reiss, Markus ; Cuenod, Charles A. ; Rozenholc, Yves . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-029.

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2011Asymptotics of Asynchronicity. (2011). Bibinger, Markus . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-033.

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2011An estimator for the quadratic covariation of asynchronously observed Itô processes with noise: Asymptotic distribution theory. (2011). Bibinger, Markus . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-034.

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2011The economics of TARGET2 balances. (2011). Konig, Philipp Johann ; Bindseil, Ulrich . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-035.

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2011Pollution permits, Strategic Trading and Dynamic Technology Adoption. (2011). Taschini, Luca ; Moreno-Bromberg, Santiago . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-042.

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2011CRRA Utility Maximization under Risk Constraints. (2011). Reveillac, Anthony ; Pirvu, Traian A. ; Moreno-Bromberg, Santiago . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-043.

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2011Bayesian Networks and Sex-related Homicides. (2011). Stahlschmidt, Stephan ; Härdle, Wolfgang ; Tausendteufel, Helmut ; Hardle, Wolfgang K.. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-045.

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2011The Regulation of Interdependent Markets. (2011). Scarpa, Carlo ; Fiocco, Raffaele . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-046.

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2011Bargaining and Collusion in a Regulatory Model. (2011). Gilli, Mario ; Fiocco, Raffaele . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-047.

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2011Monetary Policy, Determinacy, and the Natural Rate Hypothesis. (2011). Meyer-Gohde, Alexander. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-049.

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2011Rollover risk, network structure and systemic financial crises. (2011). Anand, Kartik ; Gai, Prasanna ; Marsili, Matteo . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-052.

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2011When to Cross the Spread: Curve Following with Singular Control. (2011). Horst, Ulrich ; Naujokat, Felix . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-053.

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2011TVICA - Time Varying Independent Component Analysis and Its Application to Financial Data. (2011). Härdle, Wolfgang ; Chen, Ray-Bing ; Hardle, Wolfgang . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-054.

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2011Pricing Chinese rain: a multi-site multi-period equilibrium pricing model for rainfall derivatives. (2011). Osipenko, Maria ; Härdle, Wolfgang ; Hardle, Wolfgang . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-055.

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2011Limit Order Flow, Market Impact and Optimal Order Sizes: Evidence from NASDAQ TotalView-ITCH Data. (2011). Huang, Ruihong ; Hautsch, Nikolaus. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-056.

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2011We develop a sequential trade model of Iceberg order execution in a limit order book. The Iceberg-trader has the freedom to expose his trading intentions or (partially) shield the true order size agai. (2011). Horst, Ulrich ; Cebiroglu, Gokhan . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-057.

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2011Optimal liquidation in dark pools. (2011). Cebiroglu, Gokhan ; Horst, Ulrich . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-058.

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2011On heterogeneous latent class models with applications to the analysis of rating scores. (2011). Hafner, Christian ; Bertrand, Aurelie . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-062.

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2011Multivariate Volatility Modeling of Electricity Futures. (2011). Hafner, Christian ; Bauwens, Luc ; Pierret, Diane . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-063.

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2011Semiparametric Estimation with Generated Covariates. (2011). Schienle, Melanie ; Rothe, Christoph ; Mammen, Enno . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-064.

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2011Linking corporate reputation and shareholder value using the publication of reputation rankings. (2011). Hildebrandt, Lutz ; Tischer, Sven . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-065.

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2011Monitoring, Information Technology and the Labor Share. (2011). Schneider, Dorothee. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-066.

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2011Minimal Supersolutions of BSDEs with Lower Semicontinuous Generators. (2011). Mainberger, Christoph ; Kupper, Michael ; Heyne, Gregor . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-067.

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2011The Labor Share: A Review of Theory and Evidence. (2011). Schneider, Dorothee. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-069.

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2011Econometric analysis of volatile art markets. (2011). Hafner, Christian ; Fabian Y. R. P. Bocart, . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-071.

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2011Financial Network Systemic Risk Contributions. (2011). Schienle, Melanie ; Schaumburg, Julia ; Hautsch, Nikolaus. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-072.

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2011Continuous Equilibrium under Base Preferences and Attainable Initial Endowments. (2011). Macrina, Andrea ; Horst, Ulrich ; Kupper, Michael ; Mainberger, Christoph . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-082.

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2011Equilibrium Pricing in Incomplete Markets under Translation Invariant Preferences. (2011). Kupper, Michael ; Horst, Ulrich ; Pirvu, Traian A. ; Cheridito, Patrick . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-083.

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2011Competition and regulation in a differentiated good market. (2011). Fiocco, Raffaele . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-084.

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2011Risk Patterns and Correlated Brain Activities. Multidimensional statistical analysis of fMRI data with application to risk patterns. (2011). Myšičková, Alena ; Härdle, Wolfgang ; Myikova, Alena ; Hardle, Wolfgang K. ; Song, Song ; Majer, Piotr ; Peter N. C. Mohr, ; Rei, Markus ; Bibinger, Markus ; Heekeren, Hauke R.. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-085.

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2011Aggregate Hours Worked in OECD Countries: New Measurement and Implications for Business Cycles. (2011). Raffo, Andrea ; Ohanian, Lee. In: NBER Working Papers. RePEc:nbr:nberwo:17420.

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2011TARGET2 Unlimited: Monetary Policy Implications of Asymmetric Liquidity Management within the Euro Area. (2011). Zemanek, Holger ; Loeffler, Axel ; Abad, Jose M. In: MPRA Paper. RePEc:pra:mprapa:31937.

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2011Niurong as the target for NGDP targeting: Mario Draghis nightmare?. (2011). Belgodere, Antoine. In: MPRA Paper. RePEc:pra:mprapa:34871.

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2011Coordination, efficiency and pre-play communication with forgone costly messages. (2011). Weber, Roberto ; Blume, Andreas ; Kriss, Peter H.. In: ECON - Working Papers. RePEc:zur:econwp:034.

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