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Finance Working Papers / University of Aarhus, Aarhus School of Business, Department of Business Studies


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Impact Factor

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5-Years IF

6

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
19950.17000 (%)0.11
19960.22000 (%)0.1
19970.22000 (%)0.09
19980.24000 (%)0.13
19990.3000 (%)0.16
20000.37161626001 (3.8%)0.14
20010.060.370.06112720.0767161161 (%)0.17
20020.110.370.11154250.12222732733 (13.6%)10.070.18
20030.150.40.17196190.1523264427 (%)10.050.19
20040.150.410.13263100.16345618 (%)0.18
20050.290.430.3563240.382166322 (%)0.21
20060.440.1363120.192476 (%)0.19
20070.370.2863210.3303610 (%)0.17
20080.390.0563110.170211 (%)0.17
20090.366360.102 (%)0.17
20100.346360.100 (%)0.15
20110.416390.1400 (%)0.2
20120.456360.100 (%)0.21
20130.56370.1100 (%)0.2
20140.556350.0800 (%)0.25
20150.576350.0800 (%)0.26
20160.666340.0600 (%)0.34
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
12001Life Insurance Liabilities at Market Value.. (2001). Jørgensen, Peter ; Grosen, Anders ; Jorgensen, Peter Lochte . In: Finance Working Papers. RePEc:hhb:aarfin:2001_004.

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38
22001A Finite Difference Approach to the Valuation of Path Dependent Life Insurance Liabilities.. (2001). Jørgensen, Peter ; Grosen, Anders ; Jorgensen, Peter Lochte ; Jensen, Bjarke. In: Finance Working Papers. RePEc:hhb:aarfin:2001_005.

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20
32000Uncovered Interest Parity and Policy Behavior New Evidence.. (2000). Christensen, Michael . In: Finance Working Papers. RePEc:hhb:aarfin:2000_002.

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14
42001Bootstrap Inference in Semiparametric Generalized Additive Models.. (2001). Sperlich, Stefan ; Mammen, Enno ; Härdle, Wolfgang ; Huet, Sylvie ; Hardle, Wolfgang . In: Finance Working Papers. RePEc:hhb:aarfin:2001_003.

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8
52003Deposit Insurance and the Risk Premium in Bank Deposit Rates. (2003). boyle, glenn ; Bartholdy, Jan ; Stover, R. D.. In: Finance Working Papers. RePEc:hhb:aarfin:2002_010.

Full description at Econpapers || Download paper

8
62003Volatility-Spillover E ffects in European Bond Markets. (2003). Christiansen, Charlotte. In: Finance Working Papers. RePEc:hhb:aarfin:2003_008.

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6
72002Revisiting the shape of the yield curve: the effect of interest rate volatility.. (2002). Christiansen, Charlotte ; Lund, Jesper . In: Finance Working Papers. RePEc:hhb:aarfin:2002_003.

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6
82002Efficient Control Variates for Monte-Carlo Valuation of American Options. (2002). Rasmussen, Nicki Sondergaard. In: Finance Working Papers. RePEc:hhb:aarfin:2002_017.

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5
92002Regime Switching in the Yield Curve. (2002). Christiansen, Charlotte. In: Finance Working Papers. RePEc:hhb:aarfin:2002_013.

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5
102003Multivariate Term Structure Models with Level and Heteroskedasticity Effects. (2003). Christiansen, Charlotte. In: Finance Working Papers. RePEc:hhb:aarfin:2002_019.

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4
112002Testing for Multiple Types of Marginal Investor in Ex-day Pricing. (2002). Bartholdy, Jan ; Briown, Kate. In: Finance Working Papers. RePEc:hhb:aarfin:2002_012.

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4
122000Boundary and Bias Correction in Kernel Hazard Estimation. (2000). Nielsen, Jens Perch . In: Finance Working Papers. RePEc:hhb:aarfin:2000_007.

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3
132001Cross-Currency LIBOR Market Models.. (2001). Mikkelsen, Peter. In: Finance Working Papers. RePEc:hhb:aarfin:2001_006.

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3
142002The comovement of US and UK stock markets.. (2002). Engsted, Tom. In: Finance Working Papers. RePEc:hhb:aarfin:2002_001.

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3
152002Efficient Control Variates and Strategies for Bermudan Swaptions in a Libor Market Model. (2002). Jensen, Malene Shin ; Svenstrup, Mikkel. In: Finance Working Papers. RePEc:hhb:aarfin:2002_023.

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3
162000Evaluating the C-CAPM and the Equity Premium Puzzle at Short and Long Horizons: A Markovian Bootstrap Approach.. (2000). Mammen, Enno ; Engsted, Tom. In: Finance Working Papers. RePEc:hhb:aarfin:2000_010.

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3
172003The Educational Asset Market: A Finance Perspective on Human Capital Investment. (2003). Nielsen, Helena ; Christiansen, Charlotte. In: Finance Working Papers. RePEc:hhb:aarfin:2002_009.

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2
182003Evaluating Danish Mutual Fund Performance. (2003). Christensen, Michael . In: Finance Working Papers. RePEc:hhb:aarfin:2003_004.

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2
192000Kernel Density Estimation of Actuarial Loss Functions.. (2000). Guillen, Montserrat ; Bolance, Catalina ; Nielsen, Jens Perch . In: Finance Working Papers. RePEc:hhb:aarfin:2000_004.

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2
202000Credit Spreads and the Term Structure of Interest Rates.. (2000). Christiansen, Charlotte. In: Finance Working Papers. RePEc:hhb:aarfin:2000_014.

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2
212001Long Maturity Forward Rates.. (2001). Christiansen, Charlotte. In: Finance Working Papers. RePEc:hhb:aarfin:2001_012.

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2
222000Implied Volatility of Interest Rate Options: An Empirical Investigation of the Market Model.. (2000). Hansen, Charlotte ; Christiansen, Charlotte. In: Finance Working Papers. RePEc:hhb:aarfin:2000_001.

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1
232000The Relation Between Asset Returns and Inflation at Short and Long Horizons.. (2000). Engsted, Tom. In: Finance Working Papers. RePEc:hhb:aarfin:2000_009.

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1
242001Two-Dimensional Hazard Estimation for Longevity Analysis.. (2001). Guillen, Montserrat ; Nielsen, Jens Perch ; Fledelius, P. ; Vogelius, M.. In: Finance Working Papers. RePEc:hhb:aarfin:2001_010.

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1
252001Estimating Multiplicative and Additive Hazard Functions by Kernel Methods.. (2001). LINTON, OLIVER ; Nielsen, Jens Perch ; van de Geer, Sara . In: Finance Working Papers. RePEc:hhb:aarfin:2001_002.

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1
262002Long-Run Forecasting in Multicointegrated Systems. (2002). Siliverstovs, Boriss ; Haldrup, Niels ; Engsted, Tom. In: Finance Working Papers. RePEc:hhb:aarfin:2002_014.

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1
272001Real Supply Shocks and the Money Growth-Inflation Relationship.. (2001). Christensen, Michael . In: Finance Working Papers. RePEc:hhb:aarfin:2001_001.

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1
282003Denmark - A chapter on the Danish Bond Market. (2003). Engsted, Tom ; Christiansen, Charlotte ; Jakobsen, Svend. In: Finance Working Papers. RePEc:hhb:aarfin:2003_003.

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1

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


#YearTitleCited
12001Life Insurance Liabilities at Market Value.. (2001). Jørgensen, Peter ; Grosen, Anders ; Jorgensen, Peter Lochte . In: Finance Working Papers. RePEc:hhb:aarfin:2001_004.

Full description at Econpapers || Download paper

4
22001A Finite Difference Approach to the Valuation of Path Dependent Life Insurance Liabilities.. (2001). Jørgensen, Peter ; Grosen, Anders ; Jorgensen, Peter Lochte ; Jensen, Bjarke. In: Finance Working Papers. RePEc:hhb:aarfin:2001_005.

Full description at Econpapers || Download paper

3
32003Deposit Insurance and the Risk Premium in Bank Deposit Rates. (2003). boyle, glenn ; Bartholdy, Jan ; Stover, R. D.. In: Finance Working Papers. RePEc:hhb:aarfin:2002_010.

Full description at Econpapers || Download paper

3

Citing documents used to compute impact factor 0:


YearTitle

Recent citations (cites in year: CiY)


10 most frequent citing series


#SeriesCites

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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, 1st 2017. Contact: CitEc Team