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Working papers / Edith Cowan University, School of Business


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Impact Factor

0.27

5-Years IF

3

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 (%)0.05
19920.11000 (%)0.06
19930.14000 (%)0.07
19940.13000 (%)0.07
19950.17000 (%)0.11
19960.21000 (%)0.09
19970.22000 (%)0.09
19980.23000 (%)0.13
19990.29000 (%)0.16
20000.37000 (%)0.14
20010.37000 (%)0.17
20020.37000 (%)0.18
20030.39000 (%)0.18
20040.42000 (%)0.18
20050.43171700 (%)0.21
20060.455221717 (%)0.19
20070.398302222 (%)0.17
20080.39737213302 (100%)0.17
20090.070.370.03124910.02131513717 (53.8%)0.18
20100.160.340.0655430.06193493 (%)0.15
20110.290.420.14761100.1641753753 (75%)30.430.2
20120.460.116240.06212394 (%)0.21
20130.490.0336510.0258321 (%)0.21
20140.250.550.116530.0541283 (%)0.26
20150.590.066510.023161 (%)0.28
20160.70.276530.050113 (%)0.42
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
12009CVaR and Credit Risk Measurement. (2009). Allen, David E ; Powell, Robert . In: Working papers. RePEc:ecu:wpaper:2009-05.

Full description at Econpapers || Download paper

6
22009Asset Pricing, the Fama-French Factor Model and the Implications of Quantile Regression Analysis. (2009). Singh, Abhay Kumar ; Powell, Robert ; Allen, David E. In: Working papers. RePEc:ecu:wpaper:2009-11.

Full description at Econpapers || Download paper

5
32013Financial Dependence Analysis: Applications of Vine Copulae. (2013). Singh, Abhay Kumar ; Powell, Robert ; Allen, David E. In: Working papers. RePEc:ecu:wpaper:2013-03.

Full description at Econpapers || Download paper

4
42011Comparing Australian and US Corporate Default Risk using Quantile Regression. (2011). Singh, Abhay Kumar ; Powell, R. J. ; Allen, David E ; Kramadibrata, Akhmad R.. In: Working papers. RePEc:ecu:wpaper:2011-04.

Full description at Econpapers || Download paper

2
52011Peas in a pod: Canadian and Australian banks before and during a Global Financial Crisis. (2011). Allen, David E ; R. R Boffey, ; Powell, R. J.. In: Working papers. RePEc:ecu:wpaper:2011-01.

Full description at Econpapers || Download paper

2
62012The Volatility-Return Relationship: Insights from Linear and Non-Linear Quantile Regressions. (2012). Singh, Abhay Kumar ; Powell, Robert ; Thomas, Lyn ; Taylor, James ; Allen, David E. In: Working papers. RePEc:ecu:wpaper:2012-01.

Full description at Econpapers || Download paper

2
72008Structural Credit Modelling and Its Relationship to Market Value at Risk: An Australian Sectoral Perspective. (2008). Allen, David E. ; Powell, Robert . In: Working papers. RePEc:ecu:wpaper:2008-01.

Full description at Econpapers || Download paper

1
82011A Quantile Analysis of Default Risk for Speculative and Emerging Companies. (2011). Singh, Abhay Kumar ; Powell, R. J. ; Allen, David E ; Kramadibrata, Akhmad R.. In: Working papers. RePEc:ecu:wpaper:2011-05.

Full description at Econpapers || Download paper

1
92009Modelling Australian Domestic Tourism Demand: A Panel Data Approach.. (2009). Allen, David E ; Yap, Ghialy . In: Working papers. RePEc:ecu:wpaper:2009-10.

Full description at Econpapers || Download paper

1
102009Stock Returns and Equity Premium Evidence Using Dividend Price Ratios and Dividend Yields in Malaysia. (2009). Allen, David E ; Bujang, Imbarine . In: Working papers. RePEc:ecu:wpaper:2009-08.

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1
112011A Quantile Monte Carlo approach to measuring extreme credit risk. (2011). Allen, David E ; R. R Boffey, ; Powell, R. J.. In: Working papers. RePEc:ecu:wpaper:2011-02.

Full description at Econpapers || Download paper

1
122013Nonparametric Multiple Change Point Analysis of the Global Financial Crisis. (2013). Singh, Abhay Kumar ; Powell, Robert ; Ashraf, Mohammad A. ; Allen, David E. In: Working papers. RePEc:ecu:wpaper:2013-02.

Full description at Econpapers || Download paper

1
132008Realized Volatility Uncertainty. (2008). Allen, David E ; Scharth, Marcel . In: Working papers. RePEc:ecu:wpaper:2008-07.

Full description at Econpapers || Download paper

1

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


#YearTitleCited
12013Financial Dependence Analysis: Applications of Vine Copulae. (2013). Singh, Abhay Kumar ; Powell, Robert ; Allen, David E. In: Working papers. RePEc:ecu:wpaper:2013-03.

Full description at Econpapers || Download paper

3
22012The Volatility-Return Relationship: Insights from Linear and Non-Linear Quantile Regressions. (2012). Singh, Abhay Kumar ; Powell, Robert ; Thomas, Lyn ; Taylor, James ; Allen, David E. In: Working papers. RePEc:ecu:wpaper:2012-01.

Full description at Econpapers || Download paper

2

Citing documents used to compute impact factor 0:


YearTitle

Recent citations (cites in year: CiY)


Recent citations received in 2013

YearCiting document

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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 March, 1 2017. Contact: CitEc Team