Is this page useful for you? Then, help us to keep the service working. Please have a look to our donations page ... Thanks for your help!!

Swiss Finance Institute Research Paper Series / Swiss Finance Institute


0.02

Impact Factor

0.02

5-Years IF

11

5-Years H index

Main indicators


Raw data


IF AIF IF5 DOC CDO CCU CIF CIT D2Y C2Y D5Y C5Y %SC CiY II AII
19900.1000 (%)0.06
19910.09000 (%)0.04
19920.1000 (%)0.05
19930.13000 (%)0.06
19940.14000 (%)0.06
19950.18000 (%)0.11
19960.22000 (%)0.1
19970.22000 (%)0.09
19980.24000 (%)0.13
19990.3000 (%)0.15
20000.3611100 (%)0.14
20010.37111 (%)0.17
20020.3712111 (%)0.18
20030.390.5210.5121 (%)0.19
20040.41210.512 (%)0.18
20050.433581.61402 (%)10.330.21
20060.330.440.254045140.311583141 (%)110.280.19
20070.30.380.33075150.29743134413 (%)20.070.17
20080.340.390.3746121330.2796702473271 (1%)20.040.17
20090.290.360.3942163590.361367622119471 (%)110.260.17
20100.320.340.2926189510.2767882816146 (%)30.120.15
20110.40.410.41189840.44682718476 (%)0.2
20120.460.450.36189700.37261214452 (%)0.21
20130.490.19189380.2011422 (%)0.2
20140.540.431190590.3106829 (%)0.25
20150.570.2253243490.2181276 (%)0.26
20160.020.660.0291334730.2230541541 (%)50.050.34
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
12006Exchange Rate Volatility and Productivity Growth: The Role of Financial Development. (2006). Rogoff, Kenneth ; Ranciere, Romain ; Aghion, Philippe ; Baccheta, Philippe. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0616.

Full description at Econpapers || Download paper

53
22009Information Percolation with Equilibrium Search Dynamics. (2009). Malamud, Semyon ; Duffie, Darrell ; Manso, Gustavo . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0902.

Full description at Econpapers || Download paper

34
32007An Objective Function for Simulation Based Inference on Exchange Rate Data. (2007). Winker, Peter ; Gilli, Manfred ; Jeleskovic, Vahidin . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0701.

Full description at Econpapers || Download paper

30
42009Health and (other) Asset Holdings. (2009). St-Amour, Pascal ; Pelgrin, Florian ; Hugonnier, Julien . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0918.

Full description at Econpapers || Download paper

25
52008The Endogenous Price Dynamics of the Emission Allowances: An Application to CO2 Option Pricing. (2008). Taschini, Luca. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0802.

Full description at Econpapers || Download paper

23
62007Prices and Portfolio Choices in Financial Markets: Theory, Econometrics, Experiments. (2007). Zame, William ; Plott, Charles ; Bossaerts, Peter . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0705.

Full description at Econpapers || Download paper

17
72006An Econometric Analysis of Emission Trading Allowances. (2006). Taschini, Luca ; Paoletta, Marc S.. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0626.

Full description at Econpapers || Download paper

16
82007Declining Valuations And Equilibrium Bidding In Central Bank Refinancing Operations. (2007). Valla, Natacha ; Ewerhart, Christian ; Cassola, Nuno . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0722.

Full description at Econpapers || Download paper

16
92009Dragon-Kings, Black Swans and the Prediction of Crises. (2009). Sornette, Didier . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0936.

Full description at Econpapers || Download paper

14
102006Finance and Efficiency: Do Bank Branching Regulations Matter?. (2006). Sturgess, Jason ; Imbs, Jean ; Acharya, Viral. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0636.

Full description at Econpapers || Download paper

12
112006Growth and Volatility. (2006). Imbs, Jean. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0609.

Full description at Econpapers || Download paper

12
122007Forecasting EREIT Returns. (2007). Hoesli, Martin ; SERRANO, Camilo . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0735.

Full description at Econpapers || Download paper

11
132009Bank CEO Incentives and the Credit Crisis. (2009). Stulz, René ; Fahlenbrach, Ruediger. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0927.

Full description at Econpapers || Download paper

10
14Time-Varying Risk Premium In Large Cross-Sectional Equidity Datasets. (). Scaillet, Olivier ; Ossola, Elisa ; Gagliardini, Patrick. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1140.

Full description at Econpapers || Download paper

10
152010Money and Liquidity in Financial Markets. (2010). Nyborg, Kjell ; ostberg, Per . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1025.

Full description at Econpapers || Download paper

10
16Asymmetric Information and Adverse Selection in Mauritian Slave Auctions. (2008). Vencatachellum, Désiré ; St-Amour, Pascal ; Dionne, Georges. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0840.

Full description at Econpapers || Download paper

10
172010The Dark Side of Outside Directors: Do they Quit When They are Most Needed?. (2010). Stulz, René ; Fahlenbrach, Ruediger ; Low, Angie . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1017.

Full description at Econpapers || Download paper

9
182009Gibrat’s law for cities: uniformly most powerful unbiased test of the Pareto against the lognormal. (2009). Malevergne, Yannick ; Sornette, D. ; Pisarenko, V.. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0940.

Full description at Econpapers || Download paper

9
192006Approximation and Calibration of Short-Term Implied Volatilities under Jump-Diffusion Stochastic Volatility. (2006). Scaillet, Olivier ; Medvedev, Alexey . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0608.

Full description at Econpapers || Download paper

9
20Capital Supply Uncertainty, Cash Holdings, and Investment. (). Malamud, Semyon ; Morellec, Erwan ; Hugonnier, Julien . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1144.

Full description at Econpapers || Download paper

8
212009Endogenous completeness of diffusion driven equilibrium markets. (2009). Malamud, Semyon ; Trubowitz, Eugene ; Hugonnier, Julien . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0941.

Full description at Econpapers || Download paper

8
222010Information Percolation in Segmented Markets. (2010). Malamud, Semyon ; Duffie, Darrell ; Manso, Gustavo . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1009.

Full description at Econpapers || Download paper

8
232015The Impact of Treasury Supply on Financial Sector Lending and Stability. (2015). Krishnamurthy, Arvind ; Vissing-Jorgensen, Annette . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1546.

Full description at Econpapers || Download paper

8
242008A review of heuristic optimization methods in econometrics. (2008). Winker, Peter ; Gilli, Manfred. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0812.

Full description at Econpapers || Download paper

8
252005The Overhang Hangover. (2005). Ranciere, Romain ; Imbs, Jean. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0603.

Full description at Econpapers || Download paper

8
262006Bounded Rationality and Asset Pricing. (2006). Berrada, Tony. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0607.

Full description at Econpapers || Download paper

7
272006Tikhonov Regularization for Functional Minimum Distance Estimators. (2006). Scaillet, Olivier ; Gagliardini, Patrick. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0630.

Full description at Econpapers || Download paper

7
282009Nonparametric Instrumental Variable Estimators of Structural Quantile Effects. (2009). Scaillet, Olivier ; Gagliardini, Patrick ; Chernozhukov, Victor. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0803.

Full description at Econpapers || Download paper

7
292006A Data-Driven Optimization Heuristic for Downside Risk Minimization. (2006). Gilli, Manfred ; Kellezi, Evis ; Hysi, Hilda. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0602.

Full description at Econpapers || Download paper

7
302010Risk-taking Incentives, Governance,and Losses in the Financial Crisis. (2010). Wagner, Alexander ; Stromberg, Jacob . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1018.

Full description at Econpapers || Download paper

7
31On the Timing and Pricing of Dividends. (). van Binsbergen, Jules ; koijen, ralph ; Ralph S. J. Koijen, ; Brandt, Michael W.. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1113.

Full description at Econpapers || Download paper

6
322008Evolutionary Finance. (2008). Schenk-Hoppé, Klaus ; Evstigneev, Igor ; Hens, Thorsten ; Schenk-Hoppe, Klaus Reiner . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0814.

Full description at Econpapers || Download paper

6
332008Constructing Long/Short Portfolios with the Omega ratio. (2008). Schumann, Enrico ; Gilli, Manfred ; DI TOLLO, Giacomo ; CABEJ, Gerda. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0834.

Full description at Econpapers || Download paper

6
342010The Price of Liquidity: Bank Characteristics and Market Conditions. (2010). Nyborg, Kjell ; Fecht, Falko ; Rocholl, Jorg . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1020.

Full description at Econpapers || Download paper

6
352008Distributed Optimisation of a Portfolios Omega. (2008). Schumann, Enrico ; Gilli, Manfred. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0817.

Full description at Econpapers || Download paper

6
36The executive turnover risk premium. (2008). Wagner, Alexander ; Peters, Florian S.. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0811.

Full description at Econpapers || Download paper

5
372008Global Securitized Real Estate Benchmarks and Performance. (2008). Hoesli, Martin ; SERRANO, Camilo . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0839.

Full description at Econpapers || Download paper

5
382008Constant-Quality House Price Indexes for Switzerland. (2008). Hoesli, Martin ; Bourassa, Steven ; Scognamiglio, Donato ; SORMANI, Philippe. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0810.

Full description at Econpapers || Download paper

5
392008Learning about Beta: Time-Varying Factor Loadings, Expected Returns,and the Conditional CAPM. (2008). Adrian, Tobias ; Franzoni, Francesco . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0836.

Full description at Econpapers || Download paper

5
402009Short Selling Regulation after the Financial Crisis – First Principles Revisited. (2009). Wagner, Alexander ; Weber, Rolf H. ; GRUENEWALD, Seraina . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0928.

Full description at Econpapers || Download paper

5
412007A Specification Test For Nonparametric Instrumental Variable Regression. (2007). Scaillet, Olivier ; Gagliardini, Patrick. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0713.

Full description at Econpapers || Download paper

4
422006Why Do the Swiss Rent?. (2006). Hoesli, Martin ; Bourassa, Steven. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0704.

Full description at Econpapers || Download paper

4
432006House Prices and Bubbles in New Zealand. (2006). Hoesli, Martin ; McAlevey, Lynn ; Fraser, Patricia ; Lynn Mc Alevey, . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0620.

Full description at Econpapers || Download paper

4
442016How Do Investors and Firms React to an Unexpected Currency Appreciation Shock?. (2016). Fahlenbrach, Ruediger ; Efing, Matthias ; Kruger, Philipp ; Herpfer, Christoph . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1565.

Full description at Econpapers || Download paper

4
452007Efficient Estimation of a Semiparametric Characteristic- Based Factor Model of Security Returns. (2007). LINTON, OLIVER ; Connor, Gregory ; Hagmann, Matthias . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0726.

Full description at Econpapers || Download paper

4
462005What Can Rational Investors Do About Excessive Volatility and Sentiment Fluctuations?. (2005). Uppal, Raman ; Kurshev, Alexander ; Dumas, Bernard . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0619.

Full description at Econpapers || Download paper

4
472010Bank Bailout Menus. (2010). Nyborg, Kjell ; Bhattacharya, Sudipto . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1024.

Full description at Econpapers || Download paper

4
482007Why Firms Purchase Property Insurance?. (2007). Ehling, Paul ; Aunon-Nerin, Daniel. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0716.

Full description at Econpapers || Download paper

4
492008Valuing modularity as a real option. (2008). Gamba, Andrea ; Fusari, Nicola . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0820.

Full description at Econpapers || Download paper

3
502008Frailty Correlated Default. (2008). Duffie, Darrell ; ECKNER, Andreas ; Saita, Leandro ; HOREL, Guillaume. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0844.

Full description at Econpapers || Download paper

3

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


#YearTitleCited
12007An Objective Function for Simulation Based Inference on Exchange Rate Data. (2007). Winker, Peter ; Gilli, Manfred ; Jeleskovic, Vahidin . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0701.

Full description at Econpapers || Download paper

20
22009Information Percolation with Equilibrium Search Dynamics. (2009). Malamud, Semyon ; Duffie, Darrell ; Manso, Gustavo . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0902.

Full description at Econpapers || Download paper

15
32009Health and (other) Asset Holdings. (2009). St-Amour, Pascal ; Pelgrin, Florian ; Hugonnier, Julien . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0918.

Full description at Econpapers || Download paper

12
42006Exchange Rate Volatility and Productivity Growth: The Role of Financial Development. (2006). Rogoff, Kenneth ; Ranciere, Romain ; Aghion, Philippe ; Baccheta, Philippe. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0616.

Full description at Econpapers || Download paper

10
52007Prices and Portfolio Choices in Financial Markets: Theory, Econometrics, Experiments. (2007). Zame, William ; Plott, Charles ; Bossaerts, Peter . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0705.

Full description at Econpapers || Download paper

9
62015The Impact of Treasury Supply on Financial Sector Lending and Stability. (2015). Krishnamurthy, Arvind ; Vissing-Jorgensen, Annette . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1546.

Full description at Econpapers || Download paper

8
7Time-Varying Risk Premium In Large Cross-Sectional Equidity Datasets. (). Scaillet, Olivier ; Ossola, Elisa ; Gagliardini, Patrick. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1140.

Full description at Econpapers || Download paper

8
82009Dragon-Kings, Black Swans and the Prediction of Crises. (2009). Sornette, Didier . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0936.

Full description at Econpapers || Download paper

5
92010Information Percolation in Segmented Markets. (2010). Malamud, Semyon ; Duffie, Darrell ; Manso, Gustavo . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1009.

Full description at Econpapers || Download paper

5
102010The Dark Side of Outside Directors: Do they Quit When They are Most Needed?. (2010). Stulz, René ; Fahlenbrach, Ruediger ; Low, Angie . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1017.

Full description at Econpapers || Download paper

5
112008Constructing Long/Short Portfolios with the Omega ratio. (2008). Schumann, Enrico ; Gilli, Manfred ; DI TOLLO, Giacomo ; CABEJ, Gerda. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0834.

Full description at Econpapers || Download paper

4
122009Bank CEO Incentives and the Credit Crisis. (2009). Stulz, René ; Fahlenbrach, Ruediger. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0927.

Full description at Econpapers || Download paper

4
132006A Data-Driven Optimization Heuristic for Downside Risk Minimization. (2006). Gilli, Manfred ; Kellezi, Evis ; Hysi, Hilda. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0602.

Full description at Econpapers || Download paper

4
142016How Do Investors and Firms React to an Unexpected Currency Appreciation Shock?. (2016). Fahlenbrach, Ruediger ; Efing, Matthias ; Kruger, Philipp ; Herpfer, Christoph . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1565.

Full description at Econpapers || Download paper

4
152008A review of heuristic optimization methods in econometrics. (2008). Winker, Peter ; Gilli, Manfred. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0812.

Full description at Econpapers || Download paper

3
16Integration of Sovereign Bonds Markets: Time Variation and Maturity Effects. (). Chaieb, Ines ; Brandon, Rajna Gibson ; Errunza, Vihang . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1447.

Full description at Econpapers || Download paper

3
172016The Jacobi Stochastic Volatility Model. (2016). Ackerer, Damien ; Pulido, Sergio ; Filipovia, Damir . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1635.

Full description at Econpapers || Download paper

3
182010Risk-taking Incentives, Governance,and Losses in the Financial Crisis. (2010). Wagner, Alexander ; Stromberg, Jacob . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1018.

Full description at Econpapers || Download paper

3
192016Bank Response to Higher Capital Requirements: Evidence from a Quasi-Natural Experiment. (2016). Wix, Carlo ; Ongena, Steven ; Gropp, Reint ; Mosk, Thomas C. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1670.

Full description at Econpapers || Download paper

3
202016Why Does Fast Loan Growth Predict Poor Performance for Banks?. (2016). Fahlenbrach, Ruediger ; Prilmeier, Robert ; Stulz, Ren M. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1624.

Full description at Econpapers || Download paper

3
212016Equity is Cheap for Large Financial Institutions: The International Evidence. (2016). Gandhi, Priyank ; Lustig, Hanno N ; Plazzi, Alberto . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1622.

Full description at Econpapers || Download paper

3
222007Efficient Estimation of a Semiparametric Characteristic- Based Factor Model of Security Returns. (2007). LINTON, OLIVER ; Connor, Gregory ; Hagmann, Matthias . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0726.

Full description at Econpapers || Download paper

3
232007Forecasting EREIT Returns. (2007). Hoesli, Martin ; SERRANO, Camilo . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0735.

Full description at Econpapers || Download paper

2
242015Divergence and the Price of Uncertainty. (2015). Trojani, Fabio ; Schneider, Paul . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1560.

Full description at Econpapers || Download paper

2
252005What Can Rational Investors Do About Excessive Volatility and Sentiment Fluctuations?. (2005). Uppal, Raman ; Kurshev, Alexander ; Dumas, Bernard . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0619.

Full description at Econpapers || Download paper

2
262007A Specification Test For Nonparametric Instrumental Variable Regression. (2007). Scaillet, Olivier ; Gagliardini, Patrick. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0713.

Full description at Econpapers || Download paper

2
272015Real-Time Prediction and Post-Mortem Analysis of the Shanghai 2015 Stock Market Bubble and Crash. (2015). Qun, Zhang ; Zhang, Qunzhi ; Demos, Guilherme ; Sornette, Didier ; Filimonov, Vladimir ; Cauwels, Peter . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1532.

Full description at Econpapers || Download paper

2
282008The Endogenous Price Dynamics of the Emission Allowances: An Application to CO2 Option Pricing. (2008). Taschini, Luca. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0802.

Full description at Econpapers || Download paper

2
292008Learning about Beta: Time-Varying Factor Loadings, Expected Returns,and the Conditional CAPM. (2008). Adrian, Tobias ; Franzoni, Francesco . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0836.

Full description at Econpapers || Download paper

2
302016Collateral, Central Bank Repos, and Systemic Arbitrage. (2016). Nyborg, Kjell ; Fecht, Falko ; Woschitz, Jiri ; Rocholl, Jorg . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1666.

Full description at Econpapers || Download paper

2
312016Aggregate Bank Capital and Credit Dynamics. (2016). Rochet, Jean ; Pfeil, Sebastian ; de Nicolo, Gianni ; Klimenko, Nataliya . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1642.

Full description at Econpapers || Download paper

2
322006An Econometric Analysis of Emission Trading Allowances. (2006). Taschini, Luca ; Paoletta, Marc S.. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0626.

Full description at Econpapers || Download paper

2
332008Asymmetric Information and Adverse Selection in Mauritian Slave Auctions. (2008). Vencatachellum, Désiré ; St-Amour, Pascal ; Dionne, Georges. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0840.

Full description at Econpapers || Download paper

2
342006Finance and Efficiency: Do Bank Branching Regulations Matter?. (2006). Sturgess, Jason ; Imbs, Jean ; Acharya, Viral. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0636.

Full description at Econpapers || Download paper

2
352008Distributed Optimisation of a Portfolios Omega. (2008). Schumann, Enrico ; Gilli, Manfred. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0817.

Full description at Econpapers || Download paper

2
362015Real-Time Prediction and Post-Mortem Analysis of the Shanghai 2015 Stock Market Bubble and Crash. (2015). Zhang, Qun ; Demos, Guilherme ; Sornette, Didier ; Filimonov, Vladimir ; Cauwels, Peter . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1531.

Full description at Econpapers || Download paper

2
372009Gibrat’s law for cities: uniformly most powerful unbiased test of the Pareto against the lognormal. (2009). Malevergne, Yannick ; Sornette, D. ; Pisarenko, V.. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0940.

Full description at Econpapers || Download paper

2
382006House Prices and Bubbles in New Zealand. (2006). Hoesli, Martin ; McAlevey, Lynn ; Fraser, Patricia ; Lynn Mc Alevey, . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0620.

Full description at Econpapers || Download paper

2

Citing documents used to compute impact factor 1:


YearTitle
2016Liquidity transformation in asset management: Evidence from the cash holdings of mutual funds. (2016). Chernenko, Sergey ; Sunderam, Adi . In: ESRB Working Paper Series. RePEc:srk:srkwps:201623.

Full description at Econpapers || Download paper

Recent citations (cites in year: CiY)


Recent citations received in 2016

YearCiting document
2016Macroprudential Regulation and Misallocation. (2016). Perez-Reyna, David ; Hill, Enoch. In: DOCUMENTOS CEDE. RePEc:col:000089:014974.

Full description at Econpapers || Download paper

2016The speed of the exchange rate pass-through. (2016). Sauré, Philip ; Fischer, Andreas ; Bonadio, Barthelemy ; Saure, Philip . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11195.

Full description at Econpapers || Download paper

2016Firm Response to Competitive Shocks: Evidence from Chinas Minimum Wage Policy. (2016). Hau, Harald ; Huang, YI ; Wang, Gewei . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11429.

Full description at Econpapers || Download paper

2016The speed of exchange rate pass-through. (2016). Sauré, Philip ; Fischer, Andreas ; Bonadio, Barthelemy . In: Globalization and Monetary Policy Institute Working Paper. RePEc:fip:feddgw:282.

Full description at Econpapers || Download paper

2016Term Structure of Uncertainty in the Macroeconomy. (2016). Hansen, Lars ; Borovička, Jaroslav. In: NBER Working Papers. RePEc:nbr:nberwo:22364.

Full description at Econpapers || Download paper

Recent citations received in 2015

YearCiting document

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.

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 3 2017. Contact: CitEc Team