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ESRB Working Paper Series / European Systemic Risk Board


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Impact Factor

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5-Years IF

5

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
20000.37000 (%)0.14
20010.37000 (%)0.17
20020.37000 (%)0.18
20030.4000 (%)0.19
20040.41000 (%)0.18
20050.43000 (%)0.21
20060.44000 (%)0.19
20070.37000 (%)0.17
20080.39000 (%)0.17
20090.36000 (%)0.17
20100.34000 (%)0.15
20110.41000 (%)0.2
20120.45000 (%)0.21
20130.5000 (%)0.2
20140.55000 (%)0.25
20150.57000 (%)0.26
20160.66333370.2142005 (11.9%)40.120.34
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
12016Double bank runs and liquidity risk management. (2016). Sette, Enrico ; Peydro, Jose-Luis ; Ippolito, Filippo ; Polo, Andrea . In: ESRB Working Paper Series. RePEc:srk:srkwps:201608.

Full description at Econpapers || Download paper

11
22016Securities trading by banks and credit supply: Micro-evidence from the crisis. (2016). Rodríguez Tous, Francesc ; Peydro, Jose-Luis ; Abbassi, Puriya ; Iyer, Rajkamal . In: ESRB Working Paper Series. RePEc:srk:srkwps:201605.

Full description at Econpapers || Download paper

11
32016The (unintended?) consequences of the largest liquidity injection ever. (2016). Fonseca, Luís ; Faria-e-Castro, Miguel ; Crosignani, Matteo. In: ESRB Working Paper Series. RePEc:srk:srkwps:201631.

Full description at Econpapers || Download paper

9
42016Bank exposures and sovereign stress transmission. (2016). Simonelli, Saverio ; Pagano, Marco ; Altavilla, Carlo ; Carlo Altavilla , . In: ESRB Working Paper Series. RePEc:srk:srkwps:201611.

Full description at Econpapers || Download paper

7
52017SRISK: a conditional capital shortfall measure of systemic risk. (2017). Engle, Robert ; Brownlees, Christian. In: ESRB Working Paper Series. RePEc:srk:srkwps:201737.

Full description at Econpapers || Download paper

6
62016Liquidity 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

4
72016How does risk flow in the credit default swap market?. (2016). D'Errico, Marco ; Scheicher, Martin ; Peltonen, Tuomas ; Battiston, Stefano. In: ESRB Working Paper Series. RePEc:srk:srkwps:201633.

Full description at Econpapers || Download paper

4
82016Macroprudential supervision: From theory to policy. (2016). Schoenmaker, Dirk ; Wierts, Peter . In: ESRB Working Paper Series. RePEc:srk:srkwps:201602.

Full description at Econpapers || Download paper

3
92017Addressing the safety trilemma: a safe sovereign asset for the eurozone. (2017). van Riet, Ad. In: ESRB Working Paper Series. RePEc:srk:srkwps:201735.

Full description at Econpapers || Download paper

3
102016Bank recapitalizations and lending: A little is not enough. (2016). Homar, Timotej . In: ESRB Working Paper Series. RePEc:srk:srkwps:201616.

Full description at Econpapers || Download paper

2
112017Credit conditions, macroprudential policy and house prices. (2017). O'Toole, Conor ; McCann, Fergal ; Kelly, Robert. In: ESRB Working Paper Series. RePEc:srk:srkwps:201736.

Full description at Econpapers || Download paper

2
122016Bail-in expectations for European banks: Actions speak louder than words. (2016). Weder, Beatrice ; Schnabel, Isabel ; Schafer, Alexander ; di Mauro, Beatrice Weder. In: ESRB Working Paper Series. RePEc:srk:srkwps:201607.

Full description at Econpapers || Download paper

2
132017The missing links: A global study on uncovering financial network structures from partial data. (2017). Banai, Adam ; Rajan, Sriram ; Nobili, Stefano ; Molina-Borboa, Jose Luis ; Lee, Hwayun ; Jaramillo, Serafin Martinez ; Hansen, IB ; Jose, Grzegorz Haajauthor-Name ; Stancato, Sergio Rubens ; Garratt, Rodney ; Silvestri, Laura ; Friedrich, Soeren ; Silva, Thiago Christiano ; van Lelyveldauthor-Name, Iman ; Salakhova, Dilyara ; Anand, Kartik. In: ESRB Working Paper Series. RePEc:srk:srkwps:201751.

Full description at Econpapers || Download paper

2
142016Banks exposure to interest rate risk and the transmission of monetary policy. (2016). thesmar, david ; Landier, Augustin ; Gomez, Matthieu ; Sraer, David . In: ESRB Working Paper Series. RePEc:srk:srkwps:201613.

Full description at Econpapers || Download paper

1
152016Strategic complementarity in banks’ funding liquidity choices and financial stability. (2016). Silva, Andre. In: ESRB Working Paper Series. RePEc:srk:srkwps:201619.

Full description at Econpapers || Download paper

1
162017Resolution of international banks: can smaller countries cope?. (2017). Schoenmaker, Dirk. In: ESRB Working Paper Series. RePEc:srk:srkwps:201734.

Full description at Econpapers || Download paper

1
172016Cyclical investment behavior across financial institutions. (2016). Timmer, Yannick . In: ESRB Working Paper Series. RePEc:srk:srkwps:201618.

Full description at Econpapers || Download paper

1
182017A dynamic theory of mutual fund runs and liquidity management. (2017). Zeng, Yao . In: ESRB Working Paper Series. RePEc:srk:srkwps:201742.

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1
192016Systemic risk in clearing houses: Evidence from the European repo market. (2016). thesmar, david ; Derrien, Franois ; Boissel, Charles ; Ors, Evren . In: ESRB Working Paper Series. RePEc:srk:srkwps:201610.

Full description at Econpapers || Download paper

1
202016How excessive is banks’ maturity transformation?. (2016). Suarez, Javier ; Segura, Anatoli . In: ESRB Working Paper Series. RePEc:srk:srkwps:201603.

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1
212016Assessing the costs and benefits of capital-based macroprudential policy. (2016). Behn, Markus ; Peltonen, Tuomas ; Gross, Marco . In: ESRB Working Paper Series. RePEc:srk:srkwps:201617.

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1
222016Regime-dependent sovereign risk pricing during the euro crisis. (2016). Portes, Richard ; Fouquau, Julien ; Delatte, Anne-Laure . In: ESRB Working Paper Series. RePEc:srk:srkwps:201609.

Full description at Econpapers || Download paper

1

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


#YearTitleCited
12016Double bank runs and liquidity risk management. (2016). Sette, Enrico ; Peydro, Jose-Luis ; Ippolito, Filippo ; Polo, Andrea . In: ESRB Working Paper Series. RePEc:srk:srkwps:201608.

Full description at Econpapers || Download paper

11
22016Securities trading by banks and credit supply: Micro-evidence from the crisis. (2016). Rodríguez Tous, Francesc ; Peydro, Jose-Luis ; Abbassi, Puriya ; Iyer, Rajkamal . In: ESRB Working Paper Series. RePEc:srk:srkwps:201605.

Full description at Econpapers || Download paper

11
32016The (unintended?) consequences of the largest liquidity injection ever. (2016). Fonseca, Luís ; Faria-e-Castro, Miguel ; Crosignani, Matteo. In: ESRB Working Paper Series. RePEc:srk:srkwps:201631.

Full description at Econpapers || Download paper

9
42016Bank exposures and sovereign stress transmission. (2016). Simonelli, Saverio ; Pagano, Marco ; Altavilla, Carlo ; Carlo Altavilla , . In: ESRB Working Paper Series. RePEc:srk:srkwps:201611.

Full description at Econpapers || Download paper

7
52017SRISK: a conditional capital shortfall measure of systemic risk. (2017). Engle, Robert ; Brownlees, Christian. In: ESRB Working Paper Series. RePEc:srk:srkwps:201737.

Full description at Econpapers || Download paper

6
62016Liquidity 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

4
72016How does risk flow in the credit default swap market?. (2016). D'Errico, Marco ; Scheicher, Martin ; Peltonen, Tuomas ; Battiston, Stefano. In: ESRB Working Paper Series. RePEc:srk:srkwps:201633.

Full description at Econpapers || Download paper

4
82017Addressing the safety trilemma: a safe sovereign asset for the eurozone. (2017). van Riet, Ad. In: ESRB Working Paper Series. RePEc:srk:srkwps:201735.

Full description at Econpapers || Download paper

3
92016Macroprudential supervision: From theory to policy. (2016). Schoenmaker, Dirk ; Wierts, Peter . In: ESRB Working Paper Series. RePEc:srk:srkwps:201602.

Full description at Econpapers || Download paper

3
102017The missing links: A global study on uncovering financial network structures from partial data. (2017). Banai, Adam ; Rajan, Sriram ; Nobili, Stefano ; Molina-Borboa, Jose Luis ; Lee, Hwayun ; Jaramillo, Serafin Martinez ; Hansen, IB ; Jose, Grzegorz Haajauthor-Name ; Stancato, Sergio Rubens ; Garratt, Rodney ; Silvestri, Laura ; Friedrich, Soeren ; Silva, Thiago Christiano ; van Lelyveldauthor-Name, Iman ; Salakhova, Dilyara ; Anand, Kartik. In: ESRB Working Paper Series. RePEc:srk:srkwps:201751.

Full description at Econpapers || Download paper

2
112017Credit conditions, macroprudential policy and house prices. (2017). O'Toole, Conor ; McCann, Fergal ; Kelly, Robert. In: ESRB Working Paper Series. RePEc:srk:srkwps:201736.

Full description at Econpapers || Download paper

2
122016Bail-in expectations for European banks: Actions speak louder than words. (2016). Weder, Beatrice ; Schnabel, Isabel ; Schafer, Alexander ; di Mauro, Beatrice Weder. In: ESRB Working Paper Series. RePEc:srk:srkwps:201607.

Full description at Econpapers || Download paper

2
132016Bank recapitalizations and lending: A little is not enough. (2016). Homar, Timotej . In: ESRB Working Paper Series. RePEc:srk:srkwps:201616.

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 2016

YearCiting document
2016Rethinking Financial Contagion. (2016). Visentin, Gabriele ; D'Errico, Marco ; Battiston, Stefano. In: Papers. RePEc:arx:papers:1608.07831.

Full description at Econpapers || Download paper

2016Surviving the perfect storm: the role of the lender of last resort. (2016). Soares, Carla ; Bonfim, Diana ; Alves, Nuno . In: Working Papers. RePEc:ptu:wpaper:w201617.

Full description at Econpapers || Download paper

2016Bank exposures and sovereign stress transmission. (2016). Simonelli, Saverio ; Pagano, Marco ; Altavilla, Carlo ; Carlo Altavilla , . In: ESRB Working Paper Series. RePEc:srk:srkwps:201611.

Full description at Econpapers || Download paper

2016Cyclical investment behavior across financial institutions. (2016). Timmer, Yannick . In: ESRB Working Paper Series. RePEc:srk:srkwps:201618.

Full description at Econpapers || Download paper

10 most frequent citing series


#SeriesCites

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 December, 1st 2017. Contact: CitEc Team