Last updated July, 3 2014 639.049 documents processed, 16.613.935 references and 6.218.529 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
19900.09000000.04
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
20010.38000000.17
20020.39000000.19
20030.42000000.19
20040.4322213800210.19
20052.50.452461.5925200.23
200610.461115110.7341442560.550.2
20070.770.41732180.566213101010.060.17
20080.710.41951310.61582820570.370.18
20090.860.371667460.694836319.790.560.18
20100.340.331986350.41453512040.210.16
20110.630.4514100590.593635224.570.50.22
20120.580.4816116790.6834331910.5100.630.24
20131.070.5411127670.53930323.130.270.26
20140.30.233130210.16027812.50.17
 
 
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
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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26
2007Maintaining Low Inflation: Money, Interest Rates, and Policy Stance. (2007). Reynard, Samuel. In: Working Papers. RePEc:snb:snbwpa:2007-05.

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25
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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18
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
2012Market Structure and Exchange Rate Pass-Through. (2012). Schoenle, Raphael ; Auer, Raphael. In: Working Papers. RePEc:snb:snbwpa:2012-14.

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13
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
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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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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12
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
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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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
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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9
2007Safe Haven Currencies. (2007). Söderlind, Paul ; Ranaldo, Angelo. In: Working Papers. RePEc:snb:snbwpa:2007-17.

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9
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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8
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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8
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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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
2012Housing Bubbles and Interest Rates. (2012). Jokipii, Terhi ; Hott, Christian. In: Working Papers. RePEc:snb:snbwpa:2012-07.

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5
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
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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5
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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4
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
2010The Business Cycle Implications of Reciprocity in Labor Relations. (2010). Kurmann, André ; Danthine, Jean-Pierre. In: Working Papers. RePEc:snb:snbwpa:2010-10.

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

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4
2008What Drives the Swiss Franc?. (2008). Reynard, Samuel. In: Working Papers. RePEc:snb:snbwpa:2008-14.

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3
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
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
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
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
2009Bounded Love of Variety and Patterns of Trade. (2009). Sauré, Philip ; Saure, Philip . In: Working Papers. RePEc:snb:snbwpa:2009-10.

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

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3
2007Banking Sector Reform and Interest Rates in Transition Economies: Bank-Level Evidence from Kyrgyzstan. (2007). Brown, Martin ; Maurer, Maria Rueda ; Pak, Tamara ; Tynaev, Nurlanbek . In: Working Papers. RePEc:snb:snbwpa:2007-07.

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

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3
2009Optimal Central Counterparty Risk Management. (2009). Haene, Philipp ; Sturm, Andy . In: Working Papers. RePEc:snb:snbwpa:2009-07.

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2
2013Time variation in asset price responses to macro announcements. (2013). Grisse, Christian ; Goldberg, Linda S.. In: Working Papers. RePEc:snb:snbwpa:2013-11.

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2
2008Cost Pass Through in a Competitive Model of Pricing-to-Market. (2008). Chaney, Thomas ; Auer, Raphael. In: Working Papers. RePEc:snb:snbwpa:2008-06.

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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
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
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
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
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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2

Citing documents used to compute impact factor 8:

YearTitleSee
2014The Good? The Bad? The Ugly? Which news drive (co)variation in Swiss and US bond and stock excess returns?. (2014). Nitschka, Thomas. In: Working Papers. RePEc:snb:snbwpa:2014-01.

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[Citation Analysis]
2014Looking at the Other Side of Carry Trades: Are there any Safe Haven Currencies?. (2014). RAYMOND, Helene ; Guillaumin, Cyriac ; Coudert, Virginie. In: Working Papers. RePEc:cii:cepidt:2014-03.

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[Citation Analysis]
2014Looking at the other side of carry trades: Are there any safe haven currencies?. (2014). RAYMOND, Helene ; Guillaumin, Cyriac ; Coudert, Virginie. In: EconomiX Working Papers. RePEc:drm:wpaper:2014-13.

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[Citation Analysis]
2014Evolving market perceptions of Federal Reserve policy objectives. (2014). Kahn, George A. ; Taylor, Lisa . In: Economic Review. RePEc:fip:fedker:00012.

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[Citation Analysis]
2014Understanding the accumulation of bank and thrift reserves during the U.S. financial crisis. (2014). Chang, Su-Hsin ; Francis, Johanna L. ; Contessi, Silvio . In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:43:y:2014:i:c:p:78-106.

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[Citation Analysis]
2014Double marginalization and cost pass-through: Weyl–Fabinger and Cowan meet Spengler and Bresnahan–Reiss. (2014). Adachi, Takanori ; Ebina, Takeshi . In: Economics Letters. RePEc:eee:ecolet:v:122:y:2014:i:2:p:170-175.

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[Citation Analysis]
2014The international business cycle and gold-price fluctuations. (2014). Risse, Marian ; Pierdzioch, Christian ; Rohloff, Sebastian . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:54:y:2014:i:2:p:292-305.

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[Citation Analysis]
2014Shipment Frequency of Exporters and Demand Uncertainty. (2014). Vicard, Vincent ; Fontagné, Lionel ; Bekes, Gabor ; Murakozy, Balazs . In: CESifo Working Paper Series. RePEc:ces:ceswps:_4734.

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[Citation Analysis]

Cites in year: CiY

Recent citations received in: 2013

YearTitleSee
2013Monetary policy surprises, positions of traders, and changes in commodity futures prices. (2013). Gospodinov, Nikolay ; Jamali, Ibrahim . In: Working Paper. RePEc:fip:fedawp:2013-12.

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[Citation Analysis]
2013The Behavior of Currencies during Risk-off Episodes. (2013). de Carvalho Filho, Irineu ; De Bock, Reinout ; Irineu E. Carvalho Filho, . In: IMF Working Papers. RePEc:imf:imfwpa:13/8.

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[Citation Analysis]
2013Currency excess returns and global downside market risk. (2013). Nitschka, Thomas ; Galsband, Victoria . In: Working Papers. RePEc:snb:snbwpa:2013-07.

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[Citation Analysis]

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). Konings, Jozef ; Itskhoki, Oleg ; Amiti, Mary. In: NBER Working Papers. RePEc:nbr:nberwo:18615.

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

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[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 ; Farooq, Moazzam ; Baele, Lieven. 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]

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.