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!!

Working Papers on Finance / University of St. Gallen, School of Finance


0.95

Impact Factor

0.83

5-Years IF

7

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
20100.340300 (%)0.15
20110.410200 (%)0.2
20120.45222210.0554006 (11.1%)10.050.21
20130.270.50.272042140.33492262264 (8.2%)50.250.2
20140.60.550.61254300.5610422542251 (10%)20.170.25
20150.440.570.463286440.51100321454259 (9%)150.470.26
20160.950.660.8332118800.6821444286711 (4.8%)80.250.34
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
12015The Euro Interbank Repo Market. (2015). Wrampelmeyer, Jan ; Ranaldo, Angelo ; Mancini, Loreano . In: Working Papers on Finance. RePEc:usg:sfwpfi:2013:16.

Full description at Econpapers || Download paper

33
22015Financialization in Commodity Markets: A Passing Trend or the New Normal?. (2015). Adams, Zeno . In: Working Papers on Finance. RePEc:usg:sfwpfi:2014:13.

Full description at Econpapers || Download paper

20
32015Understanding FX Liquidity. (2015). Söderlind, Paul ; Ranaldo, Angelo ; Karnaukh, Nina ; Soderlind, Paul . In: Working Papers on Finance. RePEc:usg:sfwpfi:2013:15.

Full description at Econpapers || Download paper

20
42012Contagious Bank Runs: Experimental Evidence. (2012). Vlahu, Razvan ; Trautmann, Stefan ; Brown, Martin. In: Working Papers on Finance. RePEc:usg:sfwpfi:2012:07.

Full description at Econpapers || Download paper

13
52013Announcements of Interest Rate Forecasts: Do Policymakers Stick to Them?. (2013). Natvik, Gisle ; Mirkov, Nikola. In: Working Papers on Finance. RePEc:usg:sfwpfi:2013:03.

Full description at Econpapers || Download paper

10
62012Systemic Risk in the Insurance Sector – What Do We Know?. (2012). Pankoke, David ; Eling, Martin . In: Working Papers on Finance. RePEc:usg:sfwpfi:2012:22.

Full description at Econpapers || Download paper

10
72015The Determinants of Efficiency and Productivity in the Swiss Insurance Industry. (2015). Wirfs, Jan ; Biener, Christian ; Eling, Martin . In: Working Papers on Finance. RePEc:usg:sfwpfi:2015:02.

Full description at Econpapers || Download paper

8
82013Spot-forward Model for Electricity Prices. (2013). Paraschiv, Florentina ; Fleten, Stein-Erik ; Schurle, Michel ; Stein-Erik, Fleten . In: Working Papers on Finance. RePEc:usg:sfwpfi:2013:11.

Full description at Econpapers || Download paper

7
92014Systemic Risk in the Insurance Sector: Review and Directions for Future Research. (2014). Pankoke, David ; Eling, Martin . In: Working Papers on Finance. RePEc:usg:sfwpfi:2014:21.

Full description at Econpapers || Download paper

7
10Medium-term Planning for Thermal Electricity Production.. (2012). Paraschiv, Florentina ; Kovacevic, Raimund M.. In: Working Papers on Finance. RePEc:usg:sfwpfi:2012:20.

Full description at Econpapers || Download paper

6
112012Forecasting Realized (Co)Variances with a Bloc Structure Wishart Autoregressive Model. (2012). Ranaldo, Angelo ; Caporin, Massimiliano ; Bonato, Matteo . In: Working Papers on Finance. RePEc:usg:sfwpfi:2012:11.

Full description at Econpapers || Download paper

6
122017Deposit Withdrawals from Distressed Commercial Banks: The Importance of Switching Costs. (2017). Morkoetter, Stefan ; Guin, Benjamin ; Brown, Martin. In: Working Papers on Finance. RePEc:usg:sfwpfi:2013:19.

Full description at Econpapers || Download paper

6
132015Econometric Analysis of 15-minute Intraday Electricity Prices. (2015). Paraschiv, Florentina ; Kiesel, Ruediger. In: Working Papers on Finance. RePEc:usg:sfwpfi:2015:21.

Full description at Econpapers || Download paper

5
142013Microfinance Banks and Household Access to Finance. (2013). Guin, Benjamin ; Brown, Martin ; Kirschenmann, Karolin . In: Working Papers on Finance. RePEc:usg:sfwpfi:2013:02.

Full description at Econpapers || Download paper

5
152013The Determinants of Microinsurance Demand. (2013). Pradhan, Shailee ; Schmit, Joan T. ; Eling, Martin . In: Working Papers on Finance. RePEc:usg:sfwpfi:2013:08.

Full description at Econpapers || Download paper

5
162012Information or Insurance? On the Role of Loan Officer Discretion in Credit Assessment. (2012). Brown, Martin ; Heusler, Markus ; Westerfeld, Simone ; Schaller, Matthias . In: Working Papers on Finance. RePEc:usg:sfwpfi:2012:03.

Full description at Econpapers || Download paper

5
172013Basis Risk, Procylicality, and Systemic Risk in the Solvency II Equity Risk Module. (2013). Pankoke, David ; Eling, Martin . In: Working Papers on Finance. RePEc:usg:sfwpfi:2013:06.

Full description at Econpapers || Download paper

5
182016Fragility of Money Markets. (2016). Wrampelmeyer, Jan ; Ranaldo, Angelo ; Rupprecht, Matthias . In: Working Papers on Finance. RePEc:usg:sfwpfi:2016:01.

Full description at Econpapers || Download paper

5
192015Time Stamp Errors and the Stock Price Reaction to Analyst Recommendation and Forecast Revisions. (2015). Schmid, Markus ; Schaub, Nic ; Hoechle, Daniel . In: Working Papers on Finance. RePEc:usg:sfwpfi:2012:15.

Full description at Econpapers || Download paper

4
202013Electricity Derivatives Pricing with Forward-Looking Information. (2013). Prokopczuk, Marcel ; Füss, Roland ; Mahringer, Steffen ; Fuss, Roland ; ROLAND FÜSS, . In: Working Papers on Finance. RePEc:usg:sfwpfi:2013:17.

Full description at Econpapers || Download paper

4
212016Toward Removal of the Swiss Franc Cap: Market Expectations and Verbal Interventions. (2016). Söderlind, Paul ; Pozdeev, Igor ; Mirkov, Nikola. In: Working Papers on Finance. RePEc:usg:sfwpfi:2016:14.

Full description at Econpapers || Download paper

4
222013Variance Risk Premiums in Foreign Exchange Markets. (2013). Buesser, Ralf ; Ammann, Manuel. In: Working Papers on Finance. RePEc:usg:sfwpfi:2013:04.

Full description at Econpapers || Download paper

3
232015Relationship Banking in the Residential Mortgage Market? Evidence from Switzerland. (2015). Hoffmann, Matthias ; Brown, Martin. In: Working Papers on Finance. RePEc:usg:sfwpfi:2013:10.

Full description at Econpapers || Download paper

3
242017Does Price Fixing Benefit Corporate Managers?. (2017). Schmid, Markus ; Artiga Gonzalez, Tanja ; Yermack, David . In: Working Papers on Finance. RePEc:usg:sfwpfi:2013:09.

Full description at Econpapers || Download paper

3
252016The Value of Creditor Governance: Debt Renegotiations In and Outside Distress. (2016). Arnold, Marc ; Westermann, Ramona . In: Working Papers on Finance. RePEc:usg:sfwpfi:2015:14.

Full description at Econpapers || Download paper

3
262012Do Newspaper Articles Predict Aggregate Stock Returns?. (2012). Ammann, Manuel ; Frey, Roman ; Verhofen, Michael . In: Working Papers on Finance. RePEc:usg:sfwpfi:2012:04.

Full description at Econpapers || Download paper

3
272013Financing Asset Sales and Business Cycles. (2013). Hackbarth, Dirk ; Arnold, Marc ; Puhan, Tatjana-Xenia . In: Working Papers on Finance. RePEc:usg:sfwpfi:2013:20.

Full description at Econpapers || Download paper

3
282013Price Dynamics in Electricity Markets. (2013). Paraschiv, Florentina. In: Working Papers on Finance. RePEc:usg:sfwpfi:2013:14.

Full description at Econpapers || Download paper

3
292012An Alternative Three-Factor Model for International Markets: Evidence from the European Monetary Union. (2012). Ammann, Manuel ; Oesch, David ; Odoni, Sandro . In: Working Papers on Finance. RePEc:usg:sfwpfi:2012:02.

Full description at Econpapers || Download paper

2
302016Crash Sensitivity and the Cross-Section of Expected Stock Returns. (2016). Ruenzi, Stefan ; Weigert, Florian. In: Working Papers on Finance. RePEc:usg:sfwpfi:2013:24.

Full description at Econpapers || Download paper

2
312013Electricity Spot and Derivatives Pricing when Markets are Interconnected. (2013). Prokopczuk, Marcel ; Füss, Roland ; ROLAND FÜSS, ; Mahringer, Steffen ; Fuss, Roland . In: Working Papers on Finance. RePEc:usg:sfwpfi:2013:23.

Full description at Econpapers || Download paper

2
322012Limits to Arbitrage during the Crisis: Finding Liquidity Constraints and Covered Interest Parity. (2012). Ranaldo, Angelo ; Griffoli, Tommaso Mancini . In: Working Papers on Finance. RePEc:usg:sfwpfi:2012:12.

Full description at Econpapers || Download paper

2
332012Is Director Industry Experience Valuable?. (2012). von Meyerinck, Felix ; Schmid, Markus ; Oesch, David . In: Working Papers on Finance. RePEc:usg:sfwpfi:2012:17.

Full description at Econpapers || Download paper

2
342012Fragmentation in European Equity Markets and Market Quality – Evidence from the Analysis of Trade-Throughs. (2012). von Wyss, Rico ; Kohler, Alexander . In: Working Papers on Finance. RePEc:usg:sfwpfi:2012:10.

Full description at Econpapers || Download paper

2
352016Non-Interest Income and Bank Performance: Does Ring-Fencing Reduce Bank Risk?. (2016). Schmid, Markus ; Saunders, Anthony ; Walter, Ingo . In: Working Papers on Finance. RePEc:usg:sfwpfi:2014:17.

Full description at Econpapers || Download paper

2
362016Prediction of Extreme Price Occurrences in the German Day-ahead Electricity Market. (2016). Prokopczuk, Marcel ; Hagfors, Lars Ivar ; Westgaard, Sjur ; Paraschiv, Florentina ; Sator, Alma ; Kamperud, Hilde Horthe . In: Working Papers on Finance. RePEc:usg:sfwpfi:2016:22.

Full description at Econpapers || Download paper

1
372014Sophisticated vs. Simple Systemic Risk Measures. (2014). Pankoke, David. In: Working Papers on Finance. RePEc:usg:sfwpfi:2014:22.

Full description at Econpapers || Download paper

1
382015Announcement Effects of Contingent Convertible Securities: Evidence from the Global Banking Industry. (2015). Ammann, Manuel ; Ehmann, Christian ; Blickle, Kristian . In: Working Papers on Finance. RePEc:usg:sfwpfi:2015:25.

Full description at Econpapers || Download paper

1
392015The Exposure of Mortgage Borrowers to Interest Rate Risk, Income Risk and House Price Risk – Evidence from Swiss Loan Application Data. (2015). Guin, Benjamin ; Brown, Martin. In: Working Papers on Finance. RePEc:usg:sfwpfi:2015:09.

Full description at Econpapers || Download paper

1
402012Foreign Bank Ownership and Household Credit. (2012). Beck, Thorsten. In: Working Papers on Finance. RePEc:usg:sfwpfi:2012:06.

Full description at Econpapers || Download paper

1
412016Neglected Risk: Evidence from Structured Product Counterparty Exposure. (2016). Wagner, Alexander ; Arnold, Marc ; Schuette, Dustin . In: Working Papers on Finance. RePEc:usg:sfwpfi:2014:06.

Full description at Econpapers || Download paper

1
422012Adjustment Policy of Deposit Rates in the Case of Swiss non-Maturing Savings Accounts. (2012). Paraschiv, Florentina. In: Working Papers on Finance. RePEc:usg:sfwpfi:2012:19.

Full description at Econpapers || Download paper

1
432015Tail Risk in Hedge Funds: A Unique View from Portfolio Holdings. (2015). Ruenzi, Stefan ; Weigert, Florian ; Agarwal, Vikas. In: Working Papers on Finance. RePEc:usg:sfwpfi:2015:08.

Full description at Econpapers || Download paper

1
442016Can Group Incentives Alleviate Moral Hazard? The Role of Pro-Social Preferences. (2016). Biener, Christian ; Eling, Martin . In: Working Papers on Finance. RePEc:usg:sfwpfi:2016:10.

Full description at Econpapers || Download paper

1
45Monetary Policy Effects on Long-term Rates and Stock Prices. (2013). Reynard, Samuel ; Ranaldo, Angelo. In: Working Papers on Finance. RePEc:usg:sfwpfi:2013:22.

Full description at Econpapers || Download paper

1
462014Ambiguity and Reality. (2014). Wrampelmeyer, Jan ; Trojani, Fabio ; Wiehenkamp, Christian . In: Working Papers on Finance. RePEc:usg:sfwpfi:2014:18.

Full description at Econpapers || Download paper

1
472013Regional Inflation and Financial Dollarization. (2013). De Haas, Ralph ; Brown, Martin ; Sokolov, Vladimir . In: Working Papers on Finance. RePEc:usg:sfwpfi:2013:27.

Full description at Econpapers || Download paper

1
482015Insurability of Cyber Risk: An Empirical Analysis. (2015). Wirfs, Jan ; Biener, Christian ; Eling, Martin . In: Working Papers on Finance. RePEc:usg:sfwpfi:2015:03.

Full description at Econpapers || Download paper

1
492016Unsecured and Secured Funding. (2016). Wrampelmeyer, Jan ; Ranaldo, Angelo. In: Working Papers on Finance. RePEc:usg:sfwpfi:2016:1.

Full description at Econpapers || Download paper

1
502013Financial Literacy, Household Investment and Household Debt: Evidence from Switzerland. (2013). Brown, Martin ; Graf, Roman . In: Working Papers on Finance. RePEc:usg:sfwpfi:2013:01.

Full description at Econpapers || Download paper

1

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


#YearTitleCited
12015The Euro Interbank Repo Market. (2015). Wrampelmeyer, Jan ; Ranaldo, Angelo ; Mancini, Loreano . In: Working Papers on Finance. RePEc:usg:sfwpfi:2013:16.

Full description at Econpapers || Download paper

32
22015Financialization in Commodity Markets: A Passing Trend or the New Normal?. (2015). Adams, Zeno . In: Working Papers on Finance. RePEc:usg:sfwpfi:2014:13.

Full description at Econpapers || Download paper

20
32015Understanding FX Liquidity. (2015). Söderlind, Paul ; Ranaldo, Angelo ; Karnaukh, Nina ; Soderlind, Paul . In: Working Papers on Finance. RePEc:usg:sfwpfi:2013:15.

Full description at Econpapers || Download paper

19
42013Announcements of Interest Rate Forecasts: Do Policymakers Stick to Them?. (2013). Natvik, Gisle ; Mirkov, Nikola. In: Working Papers on Finance. RePEc:usg:sfwpfi:2013:03.

Full description at Econpapers || Download paper

9
52015The Determinants of Efficiency and Productivity in the Swiss Insurance Industry. (2015). Wirfs, Jan ; Biener, Christian ; Eling, Martin . In: Working Papers on Finance. RePEc:usg:sfwpfi:2015:02.

Full description at Econpapers || Download paper

8
62012Systemic Risk in the Insurance Sector – What Do We Know?. (2012). Pankoke, David ; Eling, Martin . In: Working Papers on Finance. RePEc:usg:sfwpfi:2012:22.

Full description at Econpapers || Download paper

6
72014Systemic Risk in the Insurance Sector: Review and Directions for Future Research. (2014). Pankoke, David ; Eling, Martin . In: Working Papers on Finance. RePEc:usg:sfwpfi:2014:21.

Full description at Econpapers || Download paper

6
82013Spot-forward Model for Electricity Prices. (2013). Paraschiv, Florentina ; Fleten, Stein-Erik ; Schurle, Michel ; Stein-Erik, Fleten . In: Working Papers on Finance. RePEc:usg:sfwpfi:2013:11.

Full description at Econpapers || Download paper

6
92015Econometric Analysis of 15-minute Intraday Electricity Prices. (2015). Paraschiv, Florentina ; Kiesel, Ruediger. In: Working Papers on Finance. RePEc:usg:sfwpfi:2015:21.

Full description at Econpapers || Download paper

5
102016Fragility of Money Markets. (2016). Wrampelmeyer, Jan ; Ranaldo, Angelo ; Rupprecht, Matthias . In: Working Papers on Finance. RePEc:usg:sfwpfi:2016:01.

Full description at Econpapers || Download paper

5
112013The Determinants of Microinsurance Demand. (2013). Pradhan, Shailee ; Schmit, Joan T. ; Eling, Martin . In: Working Papers on Finance. RePEc:usg:sfwpfi:2013:08.

Full description at Econpapers || Download paper

4
122015Time Stamp Errors and the Stock Price Reaction to Analyst Recommendation and Forecast Revisions. (2015). Schmid, Markus ; Schaub, Nic ; Hoechle, Daniel . In: Working Papers on Finance. RePEc:usg:sfwpfi:2012:15.

Full description at Econpapers || Download paper

4
132016Toward Removal of the Swiss Franc Cap: Market Expectations and Verbal Interventions. (2016). Söderlind, Paul ; Pozdeev, Igor ; Mirkov, Nikola. In: Working Papers on Finance. RePEc:usg:sfwpfi:2016:14.

Full description at Econpapers || Download paper

4
142017Deposit Withdrawals from Distressed Commercial Banks: The Importance of Switching Costs. (2017). Morkoetter, Stefan ; Guin, Benjamin ; Brown, Martin. In: Working Papers on Finance. RePEc:usg:sfwpfi:2013:19.

Full description at Econpapers || Download paper

4
152012Contagious Bank Runs: Experimental Evidence. (2012). Vlahu, Razvan ; Trautmann, Stefan ; Brown, Martin. In: Working Papers on Finance. RePEc:usg:sfwpfi:2012:07.

Full description at Econpapers || Download paper

4
162013Financing Asset Sales and Business Cycles. (2013). Hackbarth, Dirk ; Arnold, Marc ; Puhan, Tatjana-Xenia . In: Working Papers on Finance. RePEc:usg:sfwpfi:2013:20.

Full description at Econpapers || Download paper

3
172012Medium-term Planning for Thermal Electricity Production.. (2012). Paraschiv, Florentina ; Kovacevic, Raimund M.. In: Working Papers on Finance. RePEc:usg:sfwpfi:2012:20.

Full description at Econpapers || Download paper

3
182015Relationship Banking in the Residential Mortgage Market? Evidence from Switzerland. (2015). Hoffmann, Matthias ; Brown, Martin. In: Working Papers on Finance. RePEc:usg:sfwpfi:2013:10.

Full description at Econpapers || Download paper

3
192012Information or Insurance? On the Role of Loan Officer Discretion in Credit Assessment. (2012). Brown, Martin ; Heusler, Markus ; Westerfeld, Simone ; Schaller, Matthias . In: Working Papers on Finance. RePEc:usg:sfwpfi:2012:03.

Full description at Econpapers || Download paper

3
202016The Value of Creditor Governance: Debt Renegotiations In and Outside Distress. (2016). Arnold, Marc ; Westermann, Ramona . In: Working Papers on Finance. RePEc:usg:sfwpfi:2015:14.

Full description at Econpapers || Download paper

3
212013Basis Risk, Procylicality, and Systemic Risk in the Solvency II Equity Risk Module. (2013). Pankoke, David ; Eling, Martin . In: Working Papers on Finance. RePEc:usg:sfwpfi:2013:06.

Full description at Econpapers || Download paper

3
222013Variance Risk Premiums in Foreign Exchange Markets. (2013). Buesser, Ralf ; Ammann, Manuel. In: Working Papers on Finance. RePEc:usg:sfwpfi:2013:04.

Full description at Econpapers || Download paper

3
232017Does Price Fixing Benefit Corporate Managers?. (2017). Schmid, Markus ; Artiga Gonzalez, Tanja ; Yermack, David . In: Working Papers on Finance. RePEc:usg:sfwpfi:2013:09.

Full description at Econpapers || Download paper

2
242016Crash Sensitivity and the Cross-Section of Expected Stock Returns. (2016). Ruenzi, Stefan ; Weigert, Florian. In: Working Papers on Finance. RePEc:usg:sfwpfi:2013:24.

Full description at Econpapers || Download paper

2
252013Price Dynamics in Electricity Markets. (2013). Paraschiv, Florentina. In: Working Papers on Finance. RePEc:usg:sfwpfi:2013:14.

Full description at Econpapers || Download paper

2
262012Limits to Arbitrage during the Crisis: Finding Liquidity Constraints and Covered Interest Parity. (2012). Ranaldo, Angelo ; Griffoli, Tommaso Mancini . In: Working Papers on Finance. RePEc:usg:sfwpfi:2012:12.

Full description at Econpapers || Download paper

2
272013Electricity Spot and Derivatives Pricing when Markets are Interconnected. (2013). Prokopczuk, Marcel ; Füss, Roland ; ROLAND FÜSS, ; Mahringer, Steffen ; Fuss, Roland . In: Working Papers on Finance. RePEc:usg:sfwpfi:2013:23.

Full description at Econpapers || Download paper

2
282016Non-Interest Income and Bank Performance: Does Ring-Fencing Reduce Bank Risk?. (2016). Schmid, Markus ; Saunders, Anthony ; Walter, Ingo . In: Working Papers on Finance. RePEc:usg:sfwpfi:2014:17.

Full description at Econpapers || Download paper

2
292013Electricity Derivatives Pricing with Forward-Looking Information. (2013). Prokopczuk, Marcel ; Füss, Roland ; Mahringer, Steffen ; Fuss, Roland ; ROLAND FÜSS, . In: Working Papers on Finance. RePEc:usg:sfwpfi:2013:17.

Full description at Econpapers || Download paper

2
302012Is Director Industry Experience Valuable?. (2012). von Meyerinck, Felix ; Schmid, Markus ; Oesch, David . In: Working Papers on Finance. RePEc:usg:sfwpfi:2012:17.

Full description at Econpapers || Download paper

2

Citing documents used to compute impact factor 42:


YearTitle
2016Increasing Trends in the Excess Comovement of Commodity Prices. (2016). Okimoto, Tatsuyoshi ; Ohashi, Kazuhiko . In: CAMA Working Papers. RePEc:een:camaaa:2016-09.

Full description at Econpapers || Download paper

2016Comovement and the financialization of commodities. (2016). Taschini, Luca ; Bonato, Matteo . In: GRI Working Papers. RePEc:lsg:lsgwps:wp215.

Full description at Econpapers || Download paper

2016Comovements and Volatility Spillover in Commodity Markets. (2016). Chen, Sihong ; Wu, Ximing . In: 2016 Annual Meeting, July 31-August 2, 2016, Boston, Massachusetts. RePEc:ags:aaea16:235686.

Full description at Econpapers || Download paper

2016Information Diffusion, Cluster formation and Entropy-based Network Dynamics in Equity and Commodity Markets. (2016). Uddin, Gazi ; Nguyen, Duc Khuong ; Bekiros, Stelios ; Junior, Leonidas Sandoval . In: MPRA Paper. RePEc:pra:mprapa:73397.

Full description at Econpapers || Download paper

2016Financial Markets and Agricultural Commodities: Volatility Impulse Response Analysis. (2016). Vandone, Daniela ; Peri, Massimo ; Baldi, Lucia . In: 2016 International European Forum, February 15-19, 2016, Innsbruck-Igls, Austria. RePEc:ags:iefi16:244461.

Full description at Econpapers || Download paper

2016Stock markets’ bubbles burst and volatility spillovers in agricultural commodity markets. (2016). Baldi, Lucia ; Peri, Massimo ; Vandone, Daniela . In: Research in International Business and Finance. RePEc:eee:riibaf:v:38:y:2016:i:c:p:277-285.

Full description at Econpapers || Download paper

2016Black Swan Events and Safe Havens: The role of Gold in Globally Integrated Emerging Markets. (2016). Uddin, Gazi ; Nguyen, Duc Khuong ; Bekiros, Stelios ; Boubaker, Sabri . In: MPRA Paper. RePEc:pra:mprapa:75740.

Full description at Econpapers || Download paper

2016A time-varying copula approach for modelling dependency: New evidence from commodity and stock markets. (2016). Charfeddine, Lanouar ; Benlagha, Noureddine . In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:37-38:y:2016:i::p:168-189.

Full description at Econpapers || Download paper

2016Increasing trends in the excess comovement of commodity prices. (2016). Ohashi, Kazuhiko ; Okimoto, Tatsuyoshi . In: Journal of Commodity Markets. RePEc:eee:jocoma:v:1:y:2016:i:1:p:48-64.

Full description at Econpapers || Download paper

2016Structural models for coupled electricity markets. (2016). Kusterman, Michael ; Kiesel, Rudiger . In: Journal of Commodity Markets. RePEc:eee:jocoma:v:3:y:2016:i:1:p:16-38.

Full description at Econpapers || Download paper

2016Liquidity Constraints, Wealth Transfers and Home Ownership. (2016). Brown, Martin ; Blickle, Kristian . In: Working Papers on Finance. RePEc:usg:sfwpfi:2016:18.

Full description at Econpapers || Download paper

2016The Roles of Industry Idiosyncrasy, Cost Efficiency, and Risk in Internationalization: Evidence from the Insurance Industry. (2016). Biener, Christian ; Eling, Martin ; Jia, Ruo . In: Working Papers on Finance. RePEc:usg:sfwpfi:2016:02.

Full description at Econpapers || Download paper

2016The Structure of the Global Reinsurance Market: An Analysis of Efficiency, Scale, and Scope. (2016). Biener, Christian ; Eling, Martin ; Jia, Ruo . In: Working Papers on Finance. RePEc:usg:sfwpfi:2016:03.

Full description at Econpapers || Download paper

2016Globalization, political institutions, financial liberalization, and performance of the insurance industry. (2016). Lee, Chien-Chiang ; Lin, Chun-Wei . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:36:y:2016:i:c:p:244-266.

Full description at Econpapers || Download paper

2016Technical Efficiency, Unions and Decentralized Labor Contracts. (2016). vannoni, davide ; Devicienti, Francesco ; Manello, Alessandro . In: IZA Discussion Papers. RePEc:iza:izadps:dp10292.

Full description at Econpapers || Download paper

2016A Structural Model for Electricity Forward Prices. (2016). Benth, Fred Espen ; Paraschiv, Florentina . In: Working Papers on Finance. RePEc:usg:sfwpfi:2016:11.

Full description at Econpapers || Download paper

2016Prediction of Extreme Price Occurrences in the German Day-ahead Electricity Market. (2016). Prokopczuk, Marcel ; Hagfors, Lars Ivar ; Westgaard, Sjur ; Paraschiv, Florentina ; Sator, Alma ; Kamperud, Hilde Horthe . In: Working Papers on Finance. RePEc:usg:sfwpfi:2016:22.

Full description at Econpapers || Download paper

2016The Perception of Dependence, Investment Decisions, and Stock Prices. (2016). Weber, Martin ; Ungeheuer, Michael . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11585.

Full description at Econpapers || Download paper

2016How central is central counterparty clearing? A deep dive into a European repo market during the crisis. (2016). Fecht, Falko ; Ebner, André ; Schulz, Alexander . In: Discussion Papers. RePEc:zbw:bubdps:142016.

Full description at Econpapers || Download paper

2016Japanese repo and call markets before, during, and emerging from the financial crisis. (2016). Kato, Naoya ; Fukunaga, Ichiro. In: Journal of the Japanese and International Economies. RePEc:eee:jjieco:v:39:y:2016:i:c:p:17-34.

Full description at Econpapers || Download paper

2016Fragility of Money Markets. (2016). Wrampelmeyer, Jan ; Ranaldo, Angelo ; Rupprecht, Matthias . In: Working Papers on Finance. RePEc:usg:sfwpfi:2016:01.

Full description at Econpapers || Download paper

2016How to monitor the exit from the Eurosystems unconventional monetary policy: Is EONIA dead and gone?. (2016). Heijmans, Ronald ; Gorgi, Zion ; Heuver, Richard . In: DNB Working Papers. RePEc:dnb:dnbwpp:504.

Full description at Econpapers || Download paper

2016Asset allocation and monetary policy: Evidence from the eurozone. (2016). Hau, Harald ; Lai, Sandy . In: Journal of Financial Economics. RePEc:eee:jfinec:v:120:y:2016:i:2:p:309-329.

Full description at Econpapers || Download paper

2016The Collateral Framework of the Eurosystem and Its Fiscal Implications. (2016). Eberl, Jakob Korbinian . In: ifo Beiträge zur Wirtschaftsforschung. RePEc:ces:ifobei:69.

Full description at Econpapers || Download paper

2016The collateral channel of open market operations. (2016). Koulischer, Francois ; Cassola, Nuno . In: Working Paper Series. RePEc:ecb:ecbwps:20161906.

Full description at Econpapers || Download paper

2016The Collateral Channel of Open Market Operations. (2016). Koulischer, Francois ; Cassola, N. In: Working papers. RePEc:bfr:banfra:593.

Full description at Econpapers || Download paper

2016Unsecured and Secured Funding. (2016). Wrampelmeyer, Jan ; Ranaldo, Angelo. In: Working Papers on Finance. RePEc:usg:sfwpfi:2016:1.

Full description at Econpapers || Download paper

2016A functional perspective to financial networks. (2016). Gaffeo, Edoardo. In: DEM Working Papers. RePEc:trn:utwprg:2016/06.

Full description at Econpapers || Download paper

2016Networks and lending conditions: Empirical evidence from the Swiss franc money markets. (2016). Schumacher, Silvio. In: Working Papers. RePEc:snb:snbwpa:2016-12.

Full description at Econpapers || Download paper

2016Interbank loans, collateral and modern monetary policy. (2016). Wolski, Marcin ; van de Leur, Michiel. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:73:y:2016:i:c:p:388-416.

Full description at Econpapers || Download paper

2016Systemic 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

2016Currency momentum, carry trade, and market illiquidity. (2016). Orlov, Vitaly . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:67:y:2016:i:c:p:1-11.

Full description at Econpapers || Download paper

2016Macro uncertainty and currency premia. (2016). Della Corte, Pasquale ; Krecetovs, Aleksejs . In: 2016 Meeting Papers. RePEc:red:sed016:624.

Full description at Econpapers || Download paper

2016Foreign exchange market intervention in EMEs: what has changed?. (2016). Kohlscheen, Emanuel ; Domanski, Dietrich ; Moreno, Ramon . In: BIS Quarterly Review. RePEc:bis:bisqtr:1609f.

Full description at Econpapers || Download paper

2016Downsized FX markets: causes and implications. (2016). Sushko, Vladyslav ; Schrimpf, Andreas ; Moore, Michael. In: BIS Quarterly Review. RePEc:bis:bisqtr:1612e.

Full description at Econpapers || Download paper

2016Archival data of financial analysts earnings forecasts in the Euro zone: problems with euro conversions. (2016). Galanti, Sébastien. In: LEO Working Papers / DR LEO. RePEc:leo:wpaper:2413.

Full description at Econpapers || Download paper

2016Archival data of financial analysts earnings forecasts in the euro zone: Problems with euro conversions. (2016). Galanti, Sébastien. In: Research in International Business and Finance. RePEc:eee:riibaf:v:38:y:2016:i:c:p:466-473.

Full description at Econpapers || Download paper

2016Archival data of financial analysts earnings forecasts in the Euro zone: problems with euro conversions. (2016). Galanti, Sébastien. In: Working Papers. RePEc:hal:wpaper:hal-01392253.

Full description at Econpapers || Download paper

2016Systemic risk, corporate governance and regulation of banks across emerging countries. (2016). Andrieș, Alin Marius ; Nistor, Simona . In: Economics Letters. RePEc:eee:ecolet:v:144:y:2016:i:c:p:59-63.

Full description at Econpapers || Download paper

2016Insurance companies’ trading behaviour during the European sovereign debt crisis: Flight home or flight to quality?. (2016). Vermeulen, Robert ; Bijlsma, Melle. In: Journal of Financial Stability. RePEc:eee:finsta:v:27:y:2016:i:c:p:137-154.

Full description at Econpapers || Download paper

2016Macroprudential Insurance Regulation: A Swiss Case Study. (2016). Deprez, Philippe ; Wuthrich, Mario V. In: Risks. RePEc:gam:jrisks:v:4:y:2016:i:4:p:47-:d:85218.

Full description at Econpapers || Download paper

2016The Life Insurance Industry and Systemic Risk: A Bond Market Perspective. (2016). Rosen, Richard ; Paulson, Anna. In: Working Paper Series. RePEc:fip:fedhwp:wp-2016-04.

Full description at Econpapers || Download paper

Recent citations (cites in year: CiY)


Recent citations received in 2016

YearCiting document
2016Non-Bank Investors and Loan Renegotiations. (2016). santos, joao ; Paligorova, Teodora . In: Staff Working Papers. RePEc:bca:bocawp:16-60.

Full description at Econpapers || Download paper

2016The Collateral Channel of Open Market Operations. (2016). Koulischer, Francois ; Cassola, N. In: Working papers. RePEc:bfr:banfra:593.

Full description at Econpapers || Download paper

2016Immigration to the U.S.: A problem for the Republicans or the Democrats?. (2016). Steingress, Walter ; Peri, Giovanni. In: Working papers. RePEc:bfr:banfra:597.

Full description at Econpapers || Download paper

2016How 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

2016The collateral channel of open market operations. (2016). Koulischer, Francois ; Cassola, Nuno . In: Working Paper Series. RePEc:ecb:ecbwps:20161906.

Full description at Econpapers || Download paper

2016Debt renegotiation and the design of financial contracts. (2016). Godlewski, Christophe. In: Working Papers of LaRGE Research Center. RePEc:lar:wpaper:2016-03.

Full description at Econpapers || Download paper

2016Unsecured and Secured Funding. (2016). Wrampelmeyer, Jan ; Ranaldo, Angelo. In: Working Papers on Finance. RePEc:usg:sfwpfi:2016:1.

Full description at Econpapers || Download paper

2016Day-ahead electricity price forecasting with high-dimensional structures: Univariate vs. multivariate models. (2016). Weron, Rafał ; Ziel, Florian . In: HSC Research Reports. RePEc:wuu:wpaper:hsc1608.

Full description at Econpapers || Download paper

Recent citations received in 2015

YearCiting document
2015The impact of CCPs� margin policies on Repo markets. (2015). Picillo, Cristina ; Pietrunti, Mario ; Miglietta, Arianna . In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1028_15.

Full description at Econpapers || Download paper

2015Development and functioning of FX markets in Asia and the Pacific. (2015). Levich, Richard M ; Packer, Frank . In: BIS Papers chapters. RePEc:bis:bisbpc:82-07.

Full description at Econpapers || Download paper

2015The impact of CCPs margin policies on repo markets. (2015). Picillo, Cristina ; Pietrunti, Mario ; Miglietta, Arianna . In: BIS Working Papers. RePEc:bis:biswps:515.

Full description at Econpapers || Download paper

2015Liquidity, Government Bonds and Sovereign Debt Crises. (2015). Molteni, Francesco. In: Working Papers. RePEc:cii:cepidt:2015-32.

Full description at Econpapers || Download paper

2015Central Bank Collateral Frameworks. (2015). Nyborg, Kjell. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10663.

Full description at Econpapers || Download paper

2015Why do options prices predict stock returns? Evidence from analyst tipping. (2015). Lin, Tse-Chun ; Lu, Xiaolong . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:52:y:2015:i:c:p:17-28.

Full description at Econpapers || Download paper

2015An empirical analysis of the GCF Repo® Service. (2015). Martin, Antoine ; Copeland, Adam ; Davis, Isaac . In: Economic Policy Review. RePEc:fip:fednep:00026.

Full description at Econpapers || Download paper

2015Structural and cyclical determinants of bank interest rate pass-through in Eurozone. (2015). Leroy, Aurélien. In: NBP Working Papers. RePEc:nbp:nbpmis:198.

Full description at Econpapers || Download paper

2015Investor sophistication and capital income inequality. (2015). Stevens, Luminita ; Nosal, Jaromir ; Kacperczyk, Marcin. In: NBP Working Papers. RePEc:nbp:nbpmis:199.

Full description at Econpapers || Download paper

2015On the Information Flow from Credit Derivatives to the Macroeconomy. (2015). Mizen, Paul ; Veleanu, Veronica. In: Discussion Papers. RePEc:not:notcfc:15/21.

Full description at Econpapers || Download paper

2015Re-use of collateral in the repo market. (2015). Schumacher, Silvio ; Fuhrer, Lucas ; Guggenheim, Basil . In: Working Papers. RePEc:snb:snbwpa:2015-02.

Full description at Econpapers || Download paper

2015Essays in household finance. (2015). Djordjevic, Ljubica . In: Other publications TiSEM. RePEc:tiu:tiutis:ad3edc86-915e-4ce8-ba38-bc60aa70b561.

Full description at Econpapers || Download paper

2015The Exposure of Mortgage Borrowers to Interest Rate Risk, Income Risk and House Price Risk – Evidence from Swiss Loan Application Data. (2015). Guin, Benjamin ; Brown, Martin. In: Working Papers on Finance. RePEc:usg:sfwpfi:2015:09.

Full description at Econpapers || Download paper

2015The intraday interest rate: Whats that?. (2015). Fecht, Falko ; Abbassi, Puriya ; Tischer, Johannes . In: Discussion Papers. RePEc:zbw:bubdps:242015.

Full description at Econpapers || Download paper

2015On the role of market makers for money market liquidity and tensions. (2015). Reitz, Stefan ; Fecht, Falko ; Weber, Patrick . In: Kiel Working Papers. RePEc:zbw:ifwkwp:2013.

Full description at Econpapers || Download paper

Recent citations received in 2014

YearCiting document
2014Dynamic Asset Allocation with Ambiguous Return Predictability. (2014). Miao, Jianjun ; ju, nengjiu ; Chen, Hui. In: Review of Economic Dynamics. RePEc:red:issued:12-77.

Full description at Econpapers || Download paper

2014Sophisticated vs. Simple Systemic Risk Measures. (2014). Pankoke, David. In: Working Papers on Finance. RePEc:usg:sfwpfi:2014:22.

Full description at Econpapers || Download paper

Recent citations received in 2013

YearCiting document
2013Banking in Africa. (2013). Cull, Robert ; Beck, Thorsten. In: CSAE Working Paper Series. RePEc:csa:wpaper:2013-16.

Full description at Econpapers || Download paper

2013An effective equity model allowing long term investments within the framework of Solvency II. (2013). De Lauzon, Franois-Xavier ; Majri, Mohamed . In: Working Papers. RePEc:hal:wpaper:hal-00847887.

Full description at Econpapers || Download paper

2013Electricity Spot and Derivatives Pricing when Markets are Interconnected. (2013). Prokopczuk, Marcel ; Füss, Roland ; ROLAND FÜSS, ; Mahringer, Steffen ; Fuss, Roland . In: Working Papers on Finance. RePEc:usg:sfwpfi:2013:23.

Full description at Econpapers || Download paper

2013The transmission of banking crises to households : lessons from the 2008-2011 crises in the ECA region. (2013). Brown, Martin. In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:6528.

Full description at Econpapers || Download paper

2013Banking in Africa. (2013). Cull, Robert ; Beck, Thorsten. In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:6684.

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