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FMG Discussion Papers / Financial Markets Group

1.33

Impact Factor

0.67

5-Years IF

23

5-Years H index

Main indicators

Raw data

IF AIF IF5 DOC CDO CCU CIF CIT D2Y C2Y D5Y C5Y %SC CiY II AII
19900.133711 (%)0.06
19910.250.090.254710.14254141 (%)0.05
19920.140.110.132910.11137181 (%)0.06
19930.140.131210.08106101 (%)0.07
19940.20.120.0811310.08351131 (%)0.06
19950.250.160.3141750.291241134 (%)10.250.1
19960.20.20.2192680.314151143 (%)40.440.09
19970.230.210.371541120.2974133197 (%)20.130.09
19980.170.220.192263140.221902443261 (%)70.320.13
19990.410.280.412184250.311737155121 (%)30.140.16
20000.60.370.4625109420.397443267133 (%)40.160.14
20010.350.360.4828137600.44136461692441 (%)50.180.17
20020.570.370.6837174970.56279533011175 (%)80.220.18
20030.710.40.68272011170.5874654613390 (%)60.220.19
20041.020.420.71402411390.5853646513898 (%)60.150.19
20050.270.430.46212621030.3966671815773 (%)30.140.21
20060.360.450.46262881020.3596612215370 (%)20.080.2
20070.450.390.38243121000.321324721151581 (%)130.540.17
20080.660.390.3316328990.385503313846 (%)60.380.17
20090.730.370.4119347970.28241402912752 (%)50.260.18
20100.890.330.75173641330.37993531106801 (1%)70.410.15
20111.390.410.99323961680.428536501021014 (4.7%)90.280.2
20120.90.460.78174131260.31754944108843 (4%)50.290.21
20130.630.50.8654181730.418493110187 (%)0.21
20141.090.541.0874251580.373222249097 (%)111.570.26
20151.330.60.674251210.2812167852 (%)0.3
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
IF5: Impact Factor: C5Y / D5Y
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
D5Y: Number of articles published in y-1 until y-5
C5Y: Cites in y to articles published in y-1 until y-5
%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

 

50 most cited documents in this series:

#YearTitleCited
12002Market Timing and Return Prediction under Model Instability. (2002). Timmermann, Allan ; Pesaran, M. In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp412.

Full description at Econpapers || Download paper

99
22009A Preferred-Habitat Model of the Term Structure of Interest Rates. (2009). Vayanos, Dimitri ; Vila, Jean-Luc . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp641.

Full description at Econpapers || Download paper

96
32007Market Liquidity and Funding Liquidity. (2007). Brunnermeier, Markus ; Pederson, Lasse Heje. In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp580.

Full description at Econpapers || Download paper

94
42009Banking Stability Measures. (2009). Goodhart, Charles ; Segoviano, Miguel . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp627.

Full description at Econpapers || Download paper

72
51999A Model of the Lender of Last Resort. (1999). Huang, Haizhou ; Goodhart, Charles . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp313.

Full description at Econpapers || Download paper

50
62010Limits of Arbitrage: The State of the Theory. (2010). Vayanos, Dimitri ; Gromb, Denis. In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp650.

Full description at Econpapers || Download paper

45
72002Family Firms. (2002). Shleifer, Andrei ; Burkart, Mike ; Panunzi, Fausto. In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp406.

Full description at Econpapers || Download paper

35
81999A Simple Model of an International Lender of Last Resort. (1999). Huang, Haizhou ; Goodhart, Charles . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp336.

Full description at Econpapers || Download paper

33
91998Optimal Monetary Policy in a Model of Asymmetric Central Bank Preferences. (1998). Peel, David ; Nobay, Bob. In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp306.

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32
102002Coordination Failures and the Lender of Last Resort: Was Bagehot Right After All?. (2002). Vives, Xavier ; Rochet, Jean. In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp408.

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31
111998Informed Trading, Investment, and Welfare. (1998). Rahi, Rohit ; Dow, James. In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp292.

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29
121998Beyond the Sample: Extreme Quantile and Probability Estimation. (1998). de Vries, Casper ; Danielsson, Jon. In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp298.

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29
131998Data-Snooping, Technical Trading, Rule Performance and the Bootstrap. (1998). White, Halbert ; Timmermann, Allan ; Sullivan, Ryan . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp303.

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29
142012Financial Regulation in General Equilibrium. (2012). Tsomocos, Dimitrios ; Kashyap, Anil ; Vardoulakis, Alexandros ; Goodhart, Charles . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp702.

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26
151998Housing Market Fluctuations in a Life-Cycle Economy with Credit Constraints. (1998). Rady, Sven ; Ortalo-Magne, Francois. In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp296.

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26
161999Optimal Bail Out Policy, Conditionality and Creative Ambiguity. (1999). FREIXAS, XAVIER. In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp327.

Full description at Econpapers || Download paper

26
172014Network Risk and Key Players: A Structural Analysis of Interbank Liquidity. (2014). Yuan, Kathy ; Julliard, Christian ; Denbee, Edward. In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp734.

Full description at Econpapers || Download paper

25
182009Negative Nominal Interest Rates: Three ways to overcome the zero lower bound. (2009). Buiter, Willem. In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp636.

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24
192006Recovery Rates, Default Probabilities and the Credit Cycle. (2006). González-Aguado, Carlos ; Bruche, Max ; Gonzalez-Aguado, Carlos . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp572.

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24
202001Housing Market Dynamics: on the Contribution of Income Shocks and Credit Constraints. (2001). Rady, Sven ; Ortalo-Magne, Francois. In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp375.

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24
212002Internal ratings, the business cycle and capital requirements: some evidence from an emerging market economy. (2002). Segoviano, Miguel ; Lowe, Philip . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp428.

Full description at Econpapers || Download paper

23
222005Subadditivity Re–Examined: the Case for Value-at-Risk. (2005). Jorgensen, Bjorn ; de Vries, Casper ; Danielsson, Jon ; Samorodnitsky, Gennady ; Mandira, Sarma. In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp549.

Full description at Econpapers || Download paper

23
232008Bond Supply and Excess Bond Returns. (2008). Vayanos, Dimitri ; Greenwood, Robin . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp607.

Full description at Econpapers || Download paper

23
242010Stronger Risk Controls, Lower Risk: Evidence from U.S. Bank Holding Companies. (2010). Ellul, Andrew ; Yerramilli, Vijay . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp646.

Full description at Econpapers || Download paper

23
251991The Clustering of Bid/Ask Prices and the Spread in the Foreign Exchange Market. (1991). Goodhart, Charles ; Curcio, Riccardo. In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp110.

Full description at Econpapers || Download paper

22
261996Announcement Effects and Seasonality in the Intra-day Foreign Exchange Market. (1996). Payne, Richard. In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp238.

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22
272010Risk Appetite and Endogenous Risk. (2010). Zigrand, Jean-Pierre ; Shin, Hyun Song ; Danielsson, Jon. In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp647.

Full description at Econpapers || Download paper

22
282006Consistent Information Multivariate Density Optimizing Methodology. (2006). Segoviano, Miguel . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp557.

Full description at Econpapers || Download paper

21
292009Financial Volatility and Economic Activity. (2009). Mele, Antonio. In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp642.

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18
301997Team Structure Modelling of Defaultable Bonds. (1997). Schönbucher, Philipp. In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp272.

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18
312003Equilibrium analysis, banking, contagion and financial fragility. (2003). Tsomocos, Dimitrios. In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp450.

Full description at Econpapers || Download paper

18
322011Balance Sheet Capacity and Endogenous Risk. (2011). Shin, Hyun Song ; Danielsson, Jon. In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp665.

Full description at Econpapers || Download paper

18
332012Bond Variance Risk Premia. (2012). Mueller, Philippe ; Vedolin, Andrea ; Yen, Yu-Min . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp699.

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17
341998Boom In, Bust Out: Young Households and the Housing Price Cycle. (1998). Rady, Sven ; Ortalo-Magne, Francois. In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp310.

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17
352000Public Trading and Private Incentives. (2000). Gromb, Denis ; Faure-Grimaud, Antoine . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp347.

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16
362001What Happens When You Regulate Risk? Evidence from a Simple Equilibrium Model. (2001). Zigrand, Jean-Pierre ; Danielsson, Jon. In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp393.

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15
372008Central banks and financial crises. (2008). Buiter, Willem ; Guriev, Sergei ; Bhattacharya, Sudipto . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp619.

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15
382003Macroeconomic news, order flows and exchange rates. (2003). Payne, Richard ; Love, Ryan . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp475.

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14
391997The Effects of Macroeconomic News on High Frequency Exchange Rate Behaviour. (1997). Payne, Richard ; Almeida, Alvaro ; Goodhart, Charles . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp258.

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14
402008Can Rare Events Explain the Equity Premium Puzzle?. (2008). Julliard, Christian ; Ghosh, Anisha . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp610.

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14
412002Bubbles and Crashes. (2002). Brunnermeier, Markus ; Abreu, Dilip . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp401.

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13
422011Anticipated and Repeated Shocks in Liquid Markets. (2011). ZHANG, JINFAN ; Yan, Hongjun ; Lou, Dong . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp684.

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13
432001Coordination Risk and the Price of Debt. (2001). Shin, Hyun Song ; Morris, Stephen. In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp373.

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13
442006(UBS Pensions Series 041) The Economics of Pensions. (2006). Diamond, Peter ; Barr, Nicholas . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp563.

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13
452004Estimation and Testing of Dynamic Models with Generalised Hyperbolic Innovations. (2004). Sentana, Enrique. In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp502.

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13
462001Agency Conflicts, Ownership Concentration, and Legal Shareholder Protection. (2001). Burkart, Mike ; Panunzi, Fausto. In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp378.

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12
471997R&D Intensity and Finance: Are Innovative Firms Financially Constrained?. (1997). Brown, Ward. In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp271.

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12
482005The Interest Rate Conditioning Assumption. (2005). Goodhart, Charles . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp547.

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12
492001The Impact of Technology on Cash Usage. (2001). Krueger, Malte ; Goodhart, Charles . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp374.

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12
502012Liquidity and Asset Returns under Asymmetric Information and Imperfect Competition. (2012). Vayanos, Dimitri ; Wang, Jiang . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp708.

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11

50 most relevant documents in this series (papers most cited in the last two years)

#YearTitleCited
12009A Preferred-Habitat Model of the Term Structure of Interest Rates. (2009). Vayanos, Dimitri ; Vila, Jean-Luc . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp641.

Full description at Econpapers || Download paper

71
22002Market Timing and Return Prediction under Model Instability. (2002). Timmermann, Allan ; Pesaran, M. In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp412.

Full description at Econpapers || Download paper

29
32009Banking Stability Measures. (2009). Goodhart, Charles ; Segoviano, Miguel . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp627.

Full description at Econpapers || Download paper

28
42010Limits of Arbitrage: The State of the Theory. (2010). Vayanos, Dimitri ; Gromb, Denis. In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp650.

Full description at Econpapers || Download paper

23
52014Network Risk and Key Players: A Structural Analysis of Interbank Liquidity. (2014). Yuan, Kathy ; Julliard, Christian ; Denbee, Edward. In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp734.

Full description at Econpapers || Download paper

21
62012Financial Regulation in General Equilibrium. (2012). Tsomocos, Dimitrios ; Kashyap, Anil ; Vardoulakis, Alexandros ; Goodhart, Charles . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp702.

Full description at Econpapers || Download paper

19
72009Negative Nominal Interest Rates: Three ways to overcome the zero lower bound. (2009). Buiter, Willem. In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp636.

Full description at Econpapers || Download paper

15
82012Bond Variance Risk Premia. (2012). Mueller, Philippe ; Vedolin, Andrea ; Yen, Yu-Min . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp699.

Full description at Econpapers || Download paper

11
92012Liquidity and Asset Returns under Asymmetric Information and Imperfect Competition. (2012). Vayanos, Dimitri ; Wang, Jiang . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp708.

Full description at Econpapers || Download paper

10
102011Balance Sheet Capacity and Endogenous Risk. (2011). Shin, Hyun Song ; Danielsson, Jon. In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp665.

Full description at Econpapers || Download paper

10
111999A Model of the Lender of Last Resort. (1999). Huang, Haizhou ; Goodhart, Charles . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp313.

Full description at Econpapers || Download paper

9
122006(UBS Pensions Series 041) The Economics of Pensions. (2006). Diamond, Peter ; Barr, Nicholas . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp563.

Full description at Econpapers || Download paper

8
132003Equilibrium analysis, banking, contagion and financial fragility. (2003). Tsomocos, Dimitrios. In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp450.

Full description at Econpapers || Download paper

8
141999Optimal Bail Out Policy, Conditionality and Creative Ambiguity. (1999). FREIXAS, XAVIER. In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp327.

Full description at Econpapers || Download paper

6
152007Market Liquidity and Funding Liquidity. (2007). Brunnermeier, Markus ; Pederson, Lasse Heje. In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp580.

Full description at Econpapers || Download paper

6
162008Bond Supply and Excess Bond Returns. (2008). Vayanos, Dimitri ; Greenwood, Robin . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp607.

Full description at Econpapers || Download paper

6
172005Subadditivity Re–Examined: the Case for Value-at-Risk. (2005). Jorgensen, Bjorn ; de Vries, Casper ; Danielsson, Jon ; Samorodnitsky, Gennady ; Mandira, Sarma. In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp549.

Full description at Econpapers || Download paper

6
182006Consistent Information Multivariate Density Optimizing Methodology. (2006). Segoviano, Miguel . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp557.

Full description at Econpapers || Download paper

6
192014Liquidity Risk and the Dynamics of Arbitrage Capital. (2014). Vayanos, Dimitri ; Kondor, Péter. In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp730.

Full description at Econpapers || Download paper

6
201999A Simple Model of an International Lender of Last Resort. (1999). Huang, Haizhou ; Goodhart, Charles . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp336.

Full description at Econpapers || Download paper

5
212010Risk Appetite and Endogenous Risk. (2010). Zigrand, Jean-Pierre ; Shin, Hyun Song ; Danielsson, Jon. In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp647.

Full description at Econpapers || Download paper

5
222002Internal ratings, the business cycle and capital requirements: some evidence from an emerging market economy. (2002). Segoviano, Miguel ; Lowe, Philip . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp428.

Full description at Econpapers || Download paper

4
232010Stronger Risk Controls, Lower Risk: Evidence from U.S. Bank Holding Companies. (2010). Ellul, Andrew ; Yerramilli, Vijay . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp646.

Full description at Econpapers || Download paper

4
242013Debt Maturity and the Liquidity of Secondary Debt Markets. (2013). Segura, Anatoli ; Bruche, Max. In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp726.

Full description at Econpapers || Download paper

4
252008Central banks and financial crises. (2008). Buiter, Willem ; Guriev, Sergei ; Bhattacharya, Sudipto . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp619.

Full description at Econpapers || Download paper

3
261991The Clustering of Bid/Ask Prices and the Spread in the Foreign Exchange Market. (1991). Goodhart, Charles ; Curcio, Riccardo. In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp110.

Full description at Econpapers || Download paper

3
272002Daily Closing Inside Spreads and Trading Volumes around Earnings Announcements. (2002). Tonks, Ian ; Acker, Daniella ; Stalker, Matthew. In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp404.

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3
282012Market Liquidity - Theory and Empirical Evidence. (2012). Vayanos, Dimitri ; Wang, Jiang . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp709.

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3
292012Transparency, Tax Pressure and Access to Finance. (2012). Pagano, Marco ; Jappelli, Tullio ; Ellul, Andrew ; Panunzi, Fausto . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp705.

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3
302012Is Historical Cost Accounting a Panacea? Market Stress, Incentive Distortions, and Gains Trading. (2012). Lundblad, Christian ; Ellul, Andrew ; Wang, Yihui ; Jotikasthira, Chotibhak . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp701.

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3
312011Anticipated and Repeated Shocks in Liquid Markets. (2011). ZHANG, JINFAN ; Yan, Hongjun ; Lou, Dong . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp684.

Full description at Econpapers || Download paper

3
322009Financial Volatility and Economic Activity. (2009). Mele, Antonio. In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp642.

Full description at Econpapers || Download paper

3
332002Family Firms. (2002). Shleifer, Andrei ; Burkart, Mike ; Panunzi, Fausto. In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp406.

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2
342013Say Pays! Shareholder Voice and Firm Performance. (2013). Cuñat, Vicente ; Guadalupe, Maria ; Cuat, Vicente ; Gine, Mireia . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp724.

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2
352013Rights offerings, trading, and regulation: A global perspective. (2013). Vermaelen, Theo ; Massa, Massimo ; Xu, Moqi . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp727.

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2
362011Repo Runs. (2011). von Thadden, Ernst-Ludwig ; Skeie, David ; Martin, Antoine. In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp687.

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2
372011Micro Frictions, Asset Pricing and Aggregate. (2011). Lin, Xiaoji ; Favilukis, Jack . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp673.

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2
382012Agency, Firm Growth, and Managerial Turnover. (2012). Guibaud, Stéphane ; Bustamante, Cecilia M. ; Anderson, Ronald W.. In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp711.

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2

Citing documents used to compute impact factor 16:

YearTitle
2015The Dynamics of Financially Constrained Arbitrage. (2015). Vayanos, Dimitri ; Gromb, Denis. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10436.

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2015The Dynamics of Financially Constrained Arbitrage. (2015). Vayanos, Dimitri ; Gromb, Denis. In: NBER Working Papers. RePEc:nbr:nberwo:20968.

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2015The dynamics of financially constrained arbitrage. (2015). Vayanos, Dimitri ; Gromb, Denis. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:62007.

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2015Equilibrium theory of stock market crashes. (2015). Isaenko, Sergei. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:60:y:2015:i:c:p:73-94.

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2015Understanding FX Liquidity. (2015). Söderlind, Paul ; Ranaldo, Angelo ; Karnaukh, Nina ; Soderlind, Paul . In: Review of Financial Studies. RePEc:oup:rfinst:v:28:y:2015:i:11:p:3073-3108..

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2015Central clearing and collateral demand. (2015). Vuillemey, Guillaume ; Duffie, Darrell ; Scheicher, Martin . In: Journal of Financial Economics. RePEc:eee:jfinec:v:116:y:2015:i:2:p:237-256.

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2015Multiplex interbank networks and systemic importance: An application to European data. (2015). Aldasoro, Iaki ; Alves, Ivan . In: SAFE Working Paper Series. RePEc:zbw:safewp:102.

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2015Input-output-based measures of systemic importance. (2015). Angeloni, Ignazio ; Aldasoro, Iaki . In: Quantitative Finance. RePEc:taf:quantf:v:15:y:2015:i:4:p:589-606.

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2015GMM estimation of SAR models with endogenous regressors. (2015). Saraiva, Paulo. In: Regional Science and Urban Economics. RePEc:eee:regeco:v:55:y:2015:i:c:p:68-79.

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2015Network games with incomplete information. (2015). Zenou, Yves ; de Marti, Joan . In: Journal of Mathematical Economics. RePEc:eee:mateco:v:61:y:2015:i:c:p:221-240.

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2015Financial Contagion in Networks. (2015). Gottardi, Piero ; Gale, Douglas ; Cabrales, Antonio. In: Economics Working Papers. RePEc:eui:euiwps:eco2015/01.

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2015Vulnerable banks. (2015). Landier, Augustin ; Greenwood, Robin . In: Journal of Financial Economics. RePEc:eee:jfinec:v:115:y:2015:i:3:p:471-485.

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2015Econometrics of network models. (2015). de Paula, Aureo. In: CeMMAP working papers. RePEc:ifs:cemmap:52/15.

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2015Multiplex interbank networks and systemic importance: An application to European data. (2015). Aldasoro, Iaki ; Alves, Ivan . In: SAFE Working Paper Series. RePEc:zbw:safewp:102r.

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2015When Cutting Dividends Is Not Bad News: The Case Of Optional Stock Dividends. (2015). Ginglinger, Edith ; David, Thomas . In: Economics Papers from University Paris Dauphine. RePEc:dau:papers:123456789/15219.

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2015Secondary Market Liquidity and the Optimal Capital Structure. (2015). Arseneau, David ; Rappoport, David ; Vardoulakis, Alexandros . In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2015-31.

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Recent citations (cites in year: CiY)

Recent citations received in 2014
YearCiting document
2014Risk-Sharing and Contagion in Networks. (2014). Gottardi, Piero ; Cabrales, Antonio ; Vega-Redondo, Fernando . In: CESifo Working Paper Series. RePEc:ces:ceswps:_4715.

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2014Dealer Networks. (2014). Schuerhoff, Norman ; Li, Dan ; Schurhoff, Norman . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10237.

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2014Key Players. (2014). Zenou, Yves. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10277.

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2014Network Games with Incomplete Information. (2014). Zenou, Yves ; de Martí Beltran, Joan ; de Marti, Joan . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10290.

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2014Liquidity risk and the dynamics of arbitrage capital. (2014). Vayanos, Dimitri ; Kondor, Péter. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:55910.

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2014Risk-sharing and contagion in networks. (2014). Gottardi, Piero ; Cabrales, Antonio ; Vega-Redondo, Fernando . In: Working Papers. RePEc:fda:fdaddt:2014-18.

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2014Dealer Networks. (2014). Schuerhoff, Norman ; Li, Dan ; Schurhoff, Norman . In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2014-95.

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2014Contagion in the European Sovereign Debt Crisis. (2014). Richards-Shubik, Seth ; Glover, Brent . In: NBER Working Papers. RePEc:nbr:nberwo:20567.

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2014Risk Sharing and Contagion in Networks. (2014). Gottardi, Piero ; Cabrales, Antonio ; Vega-Redondo, Fernando . In: 2014 Meeting Papers. RePEc:red:sed014:278.

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2014Spillover Dynamics for Systemic Risk Measurement using Spatial Financial Time Series Models. (2014). Schaumburg, Julia ; Lucas, André ; Koopman, Siem Jan ; Blasques, Francisco. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140107.

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2014Spillover dynamics for systemic risk measurement using spatial financial time series models. (2014). Schaumburg, Julia ; Lucas, André ; Koopman, Siem Jan ; Blasques, Francisco. In: Annual Conference 2014 (Hamburg): Evidence-based Economic Policy. RePEc:zbw:vfsc14:100632.

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Recent citations received in 2013
YearCiting document

Recent citations received in 2012
YearCiting document
2012Intermediary Leverage Cycles and Financial Stability. (2012). Boyarchenko, Nina ; Adrian, Tobias . In: Working Papers. RePEc:bfi:wpaper:2012-010.

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2012When Credit Bites Back: Leverage, Business Cycles and Crises. (2012). Taylor, Alan ; Schularick, Moritz ; Jorda, Oscar. In: Working Papers. RePEc:cda:wpaper:12-24.

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2012Financial Disclosure and Market Transparency with Costly Information Processing. (2012). Pagano, Marco ; Di Maggio, Marco ; Dimaggio, Marco . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:9207.

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2012The Cost of Financial Frictions for Life Insurers. (2012). Yogo, Motohiro ; koijen, ralph ; Ralph S. J. Koijen, . In: NBER Working Papers. RePEc:nbr:nberwo:18321.

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2012When Credit Bites Back: Leverage, Business Cycles and Crises. (2012). Jorda, Oscar ; Taylor, Alan M ; Hp, Moritz . In: Working Papers Series. RePEc:thk:wpaper:20.

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

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 1 2016. Contact: CitEc Team