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


0.93

Impact Factor

0.77

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 (%)0.05
19920.11000 (%)0.06
19930.13000 (%)0.07
19940.14000 (%)0.07
19950.18000 (%)0.11
19960.23000 (%)0.1
19970.22000 (%)0.09
19980.24000 (%)0.13
19990.3000 (%)0.16
20000.38000 (%)0.14
20010.37000 (%)0.17
20020.37000 (%)0.18
20030.39000 (%)0.19
20040.42000 (%)0.18
20050.43000 (%)0.21
20060.45000 (%)0.19
20070.38000 (%)0.17
20080.39000 (%)0.17
20090.37000 (%)0.18
20100.340300 (%)0.15
20110.410200 (%)0.2
20120.46222210.0549006 (12.2%)10.050.21
20130.320.490.322244150.34472272273 (6.4%)60.270.21
20140.550.550.551256280.57442444241 (14.3%)20.170.26
20150.380.580.393288400.4567341356229 (13.4%)150.470.27
20160.930.70.7733121760.6311444188681 (9.1%)80.240.4
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

26
22012Contagious 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
32015Financialization 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

12
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

10
52015Understanding 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

8
62013Spot-forward Model for Electricity Prices. (2013). Paraschiv, Florentina ; Fleten, Stein-Erik ; Stein-Erik, Fleten ; Schurle, Michel . In: Working Papers on Finance. RePEc:usg:sfwpfi:2013:11.

Full description at Econpapers || Download paper

7
7Medium-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
82012Forecasting 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.

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6
92015The 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

6
102012Systemic 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
112013Microfinance Banks and Household Access to Finance. (2013). Guin, Benjamin ; Brown, Martin ; Kirschenmann, Karolin . In: Working Papers on Finance. RePEc:usg:sfwpfi:2013:02.

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5
122014Systemic 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

5
132012Information 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
142015Time 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
152013Electricity 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
162013The 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
172013Price Dynamics in Electricity Markets. (2013). Paraschiv, Florentina. In: Working Papers on Finance. RePEc:usg:sfwpfi:2013:14.

Full description at Econpapers || Download paper

3
182013Variance 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
192013Deposit Withdrawals from Distressed Commercial Banks: The Importance of Switching Costs. (2013). Morkoetter, Stefan ; Guin, Benjamin ; Brown, Martin. In: Working Papers on Finance. RePEc:usg:sfwpfi:2013:19.

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3
202016Fragility 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

3
212015Econometric 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

3
222015Relationship Banking in the Residential Mortgage Market? Evidence from Switzerland. (2015). Brown, Martin ; Hoffmann, Matthias . In: Working Papers on Finance. RePEc:usg:sfwpfi:2013:10.

Full description at Econpapers || Download paper

3
232012Do Newspaper Articles Predict Aggregate Stock Returns?. (2012). Ammann, Manuel ; Frey, Roman ; Verhofen, Michael . In: Working Papers on Finance. RePEc:usg:sfwpfi:2012:04.

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3
242013Financing 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
252012An 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.

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2
262016Crash Sensitivity and the Cross-Section of Expected Stock Returns. (2016). Weigert, Florian ; Ruenzi, Stefan . In: Working Papers on Finance. RePEc:usg:sfwpfi:2013:24.

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2
272012Limits 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.

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2
282016The 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.

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2
292013Smokescreen: How Managers Behave When They Have Something to Hide. (2013). Schmid, Markus ; Artiga Gonzalez, Tanja ; Yermack, David . In: Working Papers on Finance. RePEc:usg:sfwpfi:2013:09.

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2
302012Fragmentation 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.

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2
312016Toward Removal of the Swiss Franc Cap: Market Expectations and Verbal Interventions. (2016). Söderlind, Paul ; Mirkov, Nikola ; Pozdeev, Igor . In: Working Papers on Finance. RePEc:usg:sfwpfi:2016:14.

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2
322015Crash Aversion and the Cross-Section of Expected Stock Returns Worldwide. (2015). Weigert, Florian . In: Working Papers on Finance. RePEc:usg:sfwpfi:2013:25.

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1
332015The 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.

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1
342014Credit Booms and Busts in Emerging Markets: The Role of Bank Governance and Risk Managment. (2014). Brown, Martin ; Andrieș, Alin Marius. In: Working Papers on Finance. RePEc:usg:sfwpfi:2014:14.

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1
352015Tail Risk in Hedge Funds: A Unique View from Portfolio Holdings. (2015). Weigert, Florian ; Agarwal, Vikas ; Ruenzi, Stefan . In: Working Papers on Finance. RePEc:usg:sfwpfi:2015:08.

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1
362012Foreign Bank Ownership and Household Credit. (2012). Beck, Thorsten. In: Working Papers on Finance. RePEc:usg:sfwpfi:2012:06.

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1
372012Adjustment 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.

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1
382013Electricity 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.

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1
392016Neglected Risk: Evidence from Structured Product Counterparty Exposure. (2016). Wagner, Alexander ; Arnold, Marc ; Schuette, Dustin . In: Working Papers on Finance. RePEc:usg:sfwpfi:2014:06.

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1
402012Is Director Industry Experience Valuable?. (2012). von Meyerinck, Felix ; Schmid, Markus ; Oesch, David . In: Working Papers on Finance. RePEc:usg:sfwpfi:2012:17.

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1
41Monetary Policy Effects on Long-term Rates and Stock Prices. (2013). Reynard, Samuel ; Ranaldo, Angelo. In: Working Papers on Finance. RePEc:usg:sfwpfi:2013:22.

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1
422013Financial Literacy, Household Investment and Household Debt: Evidence from Switzerland. (2013). Brown, Martin ; Graf, Roman . In: Working Papers on Finance. RePEc:usg:sfwpfi:2013:01.

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1
432016Prediction 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.

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1
442013Regional Inflation and Financial Dollarization. (2013). De Haas, Ralph ; Brown, Martin ; Sokolov, Vladimir . In: Working Papers on Finance. RePEc:usg:sfwpfi:2013:27.

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1
452015Decomposing Performance. (2015). Schmid, Markus ; Hoechle, Daniel ; Zimmermann, Heinz . In: Working Papers on Finance. RePEc:usg:sfwpfi:2012:16.

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1
462015Electricity Market Coupling and the Pricing of Transmission Rights: An Option-based Approach. (2015). Prokopczuk, Marcel ; Füss, Roland ; Mahringer, Steffen ; Fuess, Roland . In: Working Papers on Finance. RePEc:usg:sfwpfi:2015:12.

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1
472012Where does Information Processing in a Fragmented Market Take Place? – Evidence from the Swiss Stock Market after MiFID. (2012). von Wyss, Rico ; Kohler, Alexander . In: Working Papers on Finance. RePEc:usg:sfwpfi:2012:09.

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1
482014Ambiguity and Reality. (2014). Wrampelmeyer, Jan ; Trojani, Fabio ; Wiehenkamp, Christian . In: Working Papers on Finance. RePEc:usg:sfwpfi:2014:18.

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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

25
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

12
32013Announcements 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
42015Understanding 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

7
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

6
62013Spot-forward Model for Electricity Prices. (2013). Paraschiv, Florentina ; Fleten, Stein-Erik ; Stein-Erik, Fleten ; Schurle, Michel . In: Working Papers on Finance. RePEc:usg:sfwpfi:2013:11.

Full description at Econpapers || Download paper

6
72015Time 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
82014Systemic 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

4
92013Variance 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
102012Systemic 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

3
112012Medium-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
122016Fragility 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

3
132012Contagious 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

3
142015Econometric 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

3
152012Information 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
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
172013The 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

3
182016Toward Removal of the Swiss Franc Cap: Market Expectations and Verbal Interventions. (2016). Söderlind, Paul ; Mirkov, Nikola ; Pozdeev, Igor . In: Working Papers on Finance. RePEc:usg:sfwpfi:2016:14.

Full description at Econpapers || Download paper

2
192015Relationship Banking in the Residential Mortgage Market? Evidence from Switzerland. (2015). Brown, Martin ; Hoffmann, Matthias . In: Working Papers on Finance. RePEc:usg:sfwpfi:2013:10.

Full description at Econpapers || Download paper

2
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

2
212012Limits 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
222013Electricity 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
232016Crash Sensitivity and the Cross-Section of Expected Stock Returns. (2016). Weigert, Florian ; Ruenzi, Stefan . In: Working Papers on Finance. RePEc:usg:sfwpfi:2013:24.

Full description at Econpapers || Download paper

2
242013Price Dynamics in Electricity Markets. (2013). Paraschiv, Florentina. In: Working Papers on Finance. RePEc:usg:sfwpfi:2013:14.

Full description at Econpapers || Download paper

2

Citing documents used to compute impact factor 41:


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.

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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.

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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.

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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.

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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.

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

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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.

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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.

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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.

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

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

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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.

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

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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.

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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.

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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.

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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.

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

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

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

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

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

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

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

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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.

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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.

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

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

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

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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.

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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.

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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.

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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.

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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.

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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.

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Recent citations (cites in year: CiY)


Recent citations received in 2016

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

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

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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.

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

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

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

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

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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.

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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.

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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.

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

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

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

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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.

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

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

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

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

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

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

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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.

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

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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.

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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.

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

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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.

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2013How Do Insured Deposits Affect Bank Risk?: Evidence from the 2008 Emergency Economic Stabilization Act. (2013). Noth, Felix ; Lambert, Claudia ; Schuwer, Ulrich . In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1347.

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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.

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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.

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

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2013How do insured deposits affect bank risk? Evidence from the 2008 emergency economic stabilization act. (2013). Noth, Felix ; Lambert, Claudia ; Schuwer, Ulrich . In: SAFE Working Paper Series. RePEc:zbw:safewp:38.

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CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated June, 1st 2017. Contact: CitEc Team