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Working Papers / Office of Financial Research, US Department of the Treasury

0.37

Impact Factor

0.9

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
19900.11000 (%)0.06
19910.1000 (%)0.04
19920.1000 (%)0.05
19930.13000 (%)0.06
19940.14000 (%)0.06
19950.17000 (%)0.1
19960.22000 (%)0.09
19970.22000 (%)0.09
19980.24000 (%)0.12
19990.3000 (%)0.15
20000.36000 (%)0.14
20010.36000 (%)0.16
20020.37000 (%)0.18
20030.39000 (%)0.19
20040.4000 (%)0.18
20050.42000 (%)0.2
20060.45000 (%)0.19
20070.38000 (%)0.16
20080.39000 (%)0.17
20090.36000 (%)0.17
20100.34000 (%)0.15
20110.4000 (%)0.19
20120.4433142008 (5.6%)0.2
20133.330.493.331215201.33343103104 (11.8%)40.330.2
20141.070.521.07924200.8342151615164 (9.5%)30.330.23
20151.140.542.332448661.3838212424566 (15.8%)50.210.24
20160.670.61.331462731.1816332248642 (12.5%)40.290.27
20170.370.640.9769570.8338146256 (%)0.28
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
12012A Survey of Systemic Risk Analytics. (2012). Flood, Mark ; Bisias, Dimitrios ; Valavanis, Stavros . In: Working Papers. RePEc:ofr:wpaper:12-01.

Full description at Econpapers || Download paper

129
22014Shadow Banking: The Money View. (2014). Pozsar, Zoltan. In: Working Papers. RePEc:ofr:wpaper:14-04.

Full description at Econpapers || Download paper

17
32012Using Agent-Based Models for Analyzing Threats to Financial Stability. (2012). Bookstaber, Richard. In: Working Papers. RePEc:ofr:wpaper:12-03.

Full description at Econpapers || Download paper

15
42014An Agent-based Model for Financial Vulnerability. (2014). Paddrik, Mark ; Bookstaber, Rick ; Tivnan, Brian . In: Working Papers. RePEc:ofr:wpaper:14-05.

Full description at Econpapers || Download paper

10
52015Are the Federal Reserves Stress Test Results Predictable?. (2015). Glasserman, Paul ; Tangirala, Gowtham . In: Working Papers. RePEc:ofr:wpaper:15-02.

Full description at Econpapers || Download paper

9
62013Systematic Scenario Selection: Stress Testing and the Nature of Uncertainty. (2013). Elliott, Douglas J. ; Lehnert, Andreas ; Feldberg, Greg . In: Working Papers. RePEc:ofr:wpaper:13-05.

Full description at Econpapers || Download paper

9
72014A Map of Funding Durability and Risk. (2014). Aguiar, Andrea ; Wipf, Thomas ; Bookstaber, Rick . In: Working Papers. RePEc:ofr:wpaper:14-03.

Full description at Econpapers || Download paper

7
82015Regulatory Arbitrage in the Repo Market. (2015). Munyan, Benjamin. In: Working Papers. RePEc:ofr:wpaper:15-22.

Full description at Econpapers || Download paper

6
92013Hedge Fund Contagion and Risk-adjusted Returns: A Markov-switching Dynamic Factor Approach. (2013). Senyuz, Zeynep ; Akay, Ozgur ; Yoldas, Emre . In: Working Papers. RePEc:ofr:wpaper:13-03.

Full description at Econpapers || Download paper

6
102013Hedge Fund Contagion and Risk-adjusted Returns: A Markov-switching Dynamic Factor Approach. (2013). Glasserman, Paul ; Young, Peyton. In: Working Papers. RePEc:ofr:wpaper:13-06.

Full description at Econpapers || Download paper

6
112014The Application of Visual Analytics to Financial Stability Monitoring. (2014). Lemieux, Victoria ; Flood, Mark ; B. L. William Wong, ; Varga, Margaret . In: Working Papers. RePEc:ofr:wpaper:14-02.

Full description at Econpapers || Download paper

6
122015Dynamical Macroprudential Stress Testing Using Network Theory. (2015). Kenett, Dror Y ; Havlin, Shlomo ; Stanley, Eugene H ; Avakian, Adam ; Levy-Carciente, Sary . In: Working Papers. RePEc:ofr:wpaper:15-12.

Full description at Econpapers || Download paper

5
132015Reference Guide to U.S. Repo and Securities Lending Markets. (2015). Copeland, Adam ; McCaughrin, Rebecca ; Baklanova, Viktoria. In: Working Papers. RePEc:ofr:wpaper:15-17.

Full description at Econpapers || Download paper

5
142014Effects of Limit Order Book Information Level on Market Stability Metrics. (2014). Paddrik, Mark ; Beling, Peter ; Scherer, William ; Hayes, Roy . In: Working Papers. RePEc:ofr:wpaper:14-09.

Full description at Econpapers || Download paper

5
152013Stress Scenario Selection by Empirical Likelihood. (2013). Flood, Mark ; Bookstaber, Rick ; Glasserman, Paul ; Feldberg, Greg ; Cetina, Jill. In: Working Papers. RePEc:ofr:wpaper:13-07.

Full description at Econpapers || Download paper

4
162016Does OTC Derivatives Reform Incentivize Central Clearing?. (2016). Ghamami, Samim ; Glasserman, Paul. In: Working Papers. RePEc:ofr:wpaper:16-07.

Full description at Econpapers || Download paper

4
172013CoCos, Bail-In, and Tail Risk. (2013). Glasserman, Paul ; Kang, Wanmo. In: Working Papers. RePEc:ofr:wpaper:13-04.

Full description at Econpapers || Download paper

4
182013Systematic Scenario Selection. (2013). Flood, Mark ; Korenko, George . In: Working Papers. RePEc:ofr:wpaper:13-02.

Full description at Econpapers || Download paper

3
192015Economic Uncertainty and Commodity Futures Volatility. (2015). Watugala, Sumudu W. In: Working Papers. RePEc:ofr:wpaper:15-14.

Full description at Econpapers || Download paper

3
202015Hidden Illiquidity with Multiple Central Counterparties. (2015). Glasserman, Paul ; Yuan, Kai ; Moallemi, Ciamac C. In: Working Papers. RePEc:ofr:wpaper:15-07.

Full description at Econpapers || Download paper

3
212013The History of Cyclical Macroprudential Policy in the United States. (2013). Flood, Mark ; Smith, Adam ; Ong, Stephen ; Katz, Jonathan. In: Working Papers. RePEc:ofr:wpaper:13-08.

Full description at Econpapers || Download paper

2
222016Do Higher Capital Standards Always Reduce Bank Risk? The Impact of the Basel Leverage Ratio on the U.S. Triparty Repo Market. (2016). Allahrakha, Meraj ; Munyan, Benjamin. In: Working Papers. RePEc:ofr:wpaper:16-11.

Full description at Econpapers || Download paper

2
232016Stopping Contagion with Bailouts: Microevidence from Pennsylvania Bank Networks During the Panic of 1884. (2016). Bluedorn, John ; Park, Haelim. In: Working Papers. RePEc:ofr:wpaper:16-03.

Full description at Econpapers || Download paper

2
242015Are the Borrowing Costs of Large Financial Firms Unusual?. (2015). Ahmed, Javed ; Zarutskie, Rebecca ; Anderson, Christopher . In: Working Papers. RePEc:ofr:wpaper:15-10.

Full description at Econpapers || Download paper

2
252016Form PF and Hedge Funds: Risk-measurement Precision for Option Portfolios. (2016). Flood, Mark D ; Monin, Phillip. In: Working Papers. RePEc:ofr:wpaper:16-02.

Full description at Econpapers || Download paper

2
262016Interconnectedness in the Global Financial Market. (2016). Raddant, Matthias ; Kenett, Dror Y. In: Working Papers. RePEc:ofr:wpaper:16-09.

Full description at Econpapers || Download paper

2
272013CoCos, Bail-In, and Tail Risk. (2013). Chen, Nan ; Pelger, Markus ; Nouri, Behzad ; Glasserman, Paul. In: Working Papers. RePEc:ofr:wpaper:13-01.

Full description at Econpapers || Download paper

2
282016Stressed to the Core: Counterparty Concentrations and Systemic Losses in CDS Markets. (2016). Cetina, Jill ; Rajan, Sriram ; Paddrik, Mark. In: Working Papers. RePEc:ofr:wpaper:16-01.

Full description at Econpapers || Download paper

2
292015Gauging Form PF: Data Tolerances in Regulatory Reporting on Hedge Fund Risk Exposures. (2015). Flood, Mark D ; Bandyopadhyay, Lina ; Monin, Phillip. In: Working Papers. RePEc:ofr:wpaper:15-13.

Full description at Econpapers || Download paper

2
302016The Real Consequences of Bank Mortgage Lending Standards. (2016). Driscoll, John ; Kay, Benjamin S ; Vojtech, Cindy M. In: Working Papers. RePEc:ofr:wpaper:16-05.

Full description at Econpapers || Download paper

2
312015The Effect of Negative Equity on Mortgage Default: Evidence from HAMP PRA. (2015). Scharlemann, Therese C ; Shore, Stephen H. In: Working Papers. RePEc:ofr:wpaper:15-06.

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1
322014Design of Risk Weights. (2014). Glasserman, Paul ; Kang, Wanmo. In: Working Papers. RePEc:ofr:wpaper:14-06.

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1
332013Common Ground: The Need for a Universal Mortgage Loan Identifier. (2013). McCormick, Matthew ; Calahan, Lynn . In: Working Papers. RePEc:ofr:wpaper:13-12.

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1
342015Liquidity Risk, Bank Networks, and the Value of Joining the Federal Reserve System. (2015). Jaremski, Matthew ; Richardson, Gary ; Park, Haelim ; Calomiris, Charles W. In: Working Papers. RePEc:ofr:wpaper:15-05.

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1
352016The Market-implied Probability of European Government Intervention in Distressed Banks. (2016). Neuberg, Richard ; Rajan, Sriram ; Kay, Benjamin ; Glasserman, Paul. In: Working Papers. RePEc:ofr:wpaper:16-10.

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1
362013Cryptography and the Economics of Supervisory Information: Balancing Transparency and Confidentiality. (2013). Flood, Mark ; Smith, Adam ; Ong, Stephen ; Katz, Jonathan. In: Working Papers. RePEc:ofr:wpaper:13-11.

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1
372016Interbank Contagion: An Agent-based Model Approach to Endogenously Formed Networks. (2016). Liu, Anqi ; Zhang, Xingjia ; Yang, Steve ; Paddrik, Mark. In: Working Papers. RePEc:ofr:wpaper:16-14.

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1
382015Bounding Wrong-Way Risk in Measuring Counterparty Risk. (2015). Glasserman, Paul ; Yang, Linan. In: Working Papers. RePEc:ofr:wpaper:15-16.

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1
392015Systemic Risk: The Dynamics under Central Clearing. (2015). Capponi, Agostino ; Rajan, Sriram ; Cheng, Allen W. In: Working Papers. RePEc:ofr:wpaper:15-08.

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1
402013Stress Tests to Promote Financial Stability: Assessing Progress and Looking to the Future. (2013). Bookstaber, Rick ; Glasserman, Paul ; Flood, Mark ; Feldberg, Greg ; Cetina, Jill. In: Working Papers. RePEc:ofr:wpaper:13-10.

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1
412016Bank Networks and Systemic Risk: Evidence from the National Banking Acts. (2016). Paddrik, Mark ; Wang, Jessie Jiaxu. In: Working Papers. RePEc:ofr:wpaper:16-13.

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1
422015Process Systems Engineering as a Modeling Paradigm for Analyzing Systemic Risk in Financial Networks. (2015). Bookstaber, Richard ; Zhang, Zhizun ; Venkatasubramanian, Venkat ; Luo, YU ; Iyengar, Garud ; Glasserman, Paul. In: Working Papers. RePEc:ofr:wpaper:15-01.

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1
432015Safe Assets as Commodity Money. (2015). Eden, Maya ; Kay, Benjamin. In: Working Papers. RePEc:ofr:wpaper:15-23.

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1
442013How Likely is Contagion in Financial Networks?. (2013). McCormick, Matthew ; Calahan, Lynn . In: Working Papers. RePEc:ofr:wpaper:13-09.

Full description at Econpapers || Download paper

1
452016Contagion in the CDS Market. (2016). Paddrik, Mark ; Young, Peyton H. In: Working Papers. RePEc:ofr:wpaper:16-12.

Full description at Econpapers || Download paper

1

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

#YearTitleCited
12012A Survey of Systemic Risk Analytics. (2012). Flood, Mark ; Bisias, Dimitrios ; Valavanis, Stavros . In: Working Papers. RePEc:ofr:wpaper:12-01.

Full description at Econpapers || Download paper

81
22014Shadow Banking: The Money View. (2014). Pozsar, Zoltan. In: Working Papers. RePEc:ofr:wpaper:14-04.

Full description at Econpapers || Download paper

10
32013Systematic Scenario Selection: Stress Testing and the Nature of Uncertainty. (2013). Elliott, Douglas J. ; Lehnert, Andreas ; Feldberg, Greg . In: Working Papers. RePEc:ofr:wpaper:13-05.

Full description at Econpapers || Download paper

9
42015Regulatory Arbitrage in the Repo Market. (2015). Munyan, Benjamin. In: Working Papers. RePEc:ofr:wpaper:15-22.

Full description at Econpapers || Download paper

6
52012Using Agent-Based Models for Analyzing Threats to Financial Stability. (2012). Bookstaber, Richard. In: Working Papers. RePEc:ofr:wpaper:12-03.

Full description at Econpapers || Download paper

6
62014An Agent-based Model for Financial Vulnerability. (2014). Paddrik, Mark ; Bookstaber, Rick ; Tivnan, Brian . In: Working Papers. RePEc:ofr:wpaper:14-05.

Full description at Econpapers || Download paper

6
72015Reference Guide to U.S. Repo and Securities Lending Markets. (2015). Copeland, Adam ; McCaughrin, Rebecca ; Baklanova, Viktoria. In: Working Papers. RePEc:ofr:wpaper:15-17.

Full description at Econpapers || Download paper

5
82015Dynamical Macroprudential Stress Testing Using Network Theory. (2015). Kenett, Dror Y ; Havlin, Shlomo ; Stanley, Eugene H ; Avakian, Adam ; Levy-Carciente, Sary . In: Working Papers. RePEc:ofr:wpaper:15-12.

Full description at Econpapers || Download paper

5
92015Are the Federal Reserves Stress Test Results Predictable?. (2015). Glasserman, Paul ; Tangirala, Gowtham . In: Working Papers. RePEc:ofr:wpaper:15-02.

Full description at Econpapers || Download paper

5
102016Does OTC Derivatives Reform Incentivize Central Clearing?. (2016). Ghamami, Samim ; Glasserman, Paul. In: Working Papers. RePEc:ofr:wpaper:16-07.

Full description at Econpapers || Download paper

4
112015Economic Uncertainty and Commodity Futures Volatility. (2015). Watugala, Sumudu W. In: Working Papers. RePEc:ofr:wpaper:15-14.

Full description at Econpapers || Download paper

3
122014A Map of Funding Durability and Risk. (2014). Aguiar, Andrea ; Wipf, Thomas ; Bookstaber, Rick . In: Working Papers. RePEc:ofr:wpaper:14-03.

Full description at Econpapers || Download paper

3
132015Hidden Illiquidity with Multiple Central Counterparties. (2015). Glasserman, Paul ; Yuan, Kai ; Moallemi, Ciamac C. In: Working Papers. RePEc:ofr:wpaper:15-07.

Full description at Econpapers || Download paper

3
142016Stopping Contagion with Bailouts: Microevidence from Pennsylvania Bank Networks During the Panic of 1884. (2016). Bluedorn, John ; Park, Haelim. In: Working Papers. RePEc:ofr:wpaper:16-03.

Full description at Econpapers || Download paper

2
152016Interconnectedness in the Global Financial Market. (2016). Raddant, Matthias ; Kenett, Dror Y. In: Working Papers. RePEc:ofr:wpaper:16-09.

Full description at Econpapers || Download paper

2
162016The Real Consequences of Bank Mortgage Lending Standards. (2016). Driscoll, John ; Kay, Benjamin S ; Vojtech, Cindy M. In: Working Papers. RePEc:ofr:wpaper:16-05.

Full description at Econpapers || Download paper

2
172014The Application of Visual Analytics to Financial Stability Monitoring. (2014). Lemieux, Victoria ; Flood, Mark ; B. L. William Wong, ; Varga, Margaret . In: Working Papers. RePEc:ofr:wpaper:14-02.

Full description at Econpapers || Download paper

2
182016Stressed to the Core: Counterparty Concentrations and Systemic Losses in CDS Markets. (2016). Cetina, Jill ; Rajan, Sriram ; Paddrik, Mark. In: Working Papers. RePEc:ofr:wpaper:16-01.

Full description at Econpapers || Download paper

2
192013Hedge Fund Contagion and Risk-adjusted Returns: A Markov-switching Dynamic Factor Approach. (2013). Glasserman, Paul ; Young, Peyton. In: Working Papers. RePEc:ofr:wpaper:13-06.

Full description at Econpapers || Download paper

2
202016Do Higher Capital Standards Always Reduce Bank Risk? The Impact of the Basel Leverage Ratio on the U.S. Triparty Repo Market. (2016). Allahrakha, Meraj ; Munyan, Benjamin. In: Working Papers. RePEc:ofr:wpaper:16-11.

Full description at Econpapers || Download paper

2
212015Gauging Form PF: Data Tolerances in Regulatory Reporting on Hedge Fund Risk Exposures. (2015). Flood, Mark D ; Bandyopadhyay, Lina ; Monin, Phillip. In: Working Papers. RePEc:ofr:wpaper:15-13.

Full description at Econpapers || Download paper

2
222014Effects of Limit Order Book Information Level on Market Stability Metrics. (2014). Paddrik, Mark ; Beling, Peter ; Scherer, William ; Hayes, Roy . In: Working Papers. RePEc:ofr:wpaper:14-09.

Full description at Econpapers || Download paper

2
232015Are the Borrowing Costs of Large Financial Firms Unusual?. (2015). Ahmed, Javed ; Zarutskie, Rebecca ; Anderson, Christopher . In: Working Papers. RePEc:ofr:wpaper:15-10.

Full description at Econpapers || Download paper

2
242016Form PF and Hedge Funds: Risk-measurement Precision for Option Portfolios. (2016). Flood, Mark D ; Monin, Phillip. In: Working Papers. RePEc:ofr:wpaper:16-02.

Full description at Econpapers || Download paper

2
252013Hedge Fund Contagion and Risk-adjusted Returns: A Markov-switching Dynamic Factor Approach. (2013). Senyuz, Zeynep ; Akay, Ozgur ; Yoldas, Emre . In: Working Papers. RePEc:ofr:wpaper:13-03.

Full description at Econpapers || Download paper

2

Citing documents used to compute impact factor 14:

YearTitle
2017How Safe are Central Counterparties in Derivatives Markets?. (2017). Paddrik, Mark ; Young, Peyton H. In: Working Papers. RePEc:ofr:wpaper:17-06.

Full description at Econpapers || Download paper

20172017 Financial Stability Report. (2017). . In: Reports. RePEc:ofr:report:17-2.

Full description at Econpapers || Download paper

2017Mortgage Debt, Consumption, and Illiquid Housing Markets in the Great Recession. (2017). Garriga, Carlos ; Hedlund, Aaron. In: Working Papers. RePEc:fip:fedlwp:2017-030.

Full description at Econpapers || Download paper

2017Regulation and structural change in financial systems. (2017). Claessens, Stijn. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11822.

Full description at Econpapers || Download paper

2017New Public Disclosures Shed Light on Central Counterparties. (2017). . In: Viewpoint Papers. RePEc:ofr:vpaper:17-02.

Full description at Econpapers || Download paper

2017Crowded Positions: An Overlooked Systemic Risk for Central Clearing Parties. (2017). Menkveld, Albert. In: Review of Asset Pricing Studies. RePEc:oup:rasset:v:7:y:2017:i:2:p:209-242..

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2017Investor Concentration, Flows, and Cash Holdings : Evidence from Hedge Funds. (2017). Kruttli, Mathias S ; Watugala, Sumudu W ; Monin, Phillip J. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2017-121.

Full description at Econpapers || Download paper

2017New Public Disclosures Shed Light on Central Counterparties. (2017). . In: Viewpoint Papers. RePEc:ofr:vpaper:17-02.

Full description at Econpapers || Download paper

2017Evaluating the information in the federal reserve stress tests. (2017). Kovner, Anna ; Hirtle, Beverly ; Flannery, Mark. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:29:y:2017:i:c:p:1-18.

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2017Models of Financial Stability and their Application in Stress Tests. (2017). Aymanns, Christoph ; Wetzer, Thom ; Keinniejenhuis, Alissa M ; Farmer, Doyne J. In: Working Papers on Finance. RePEc:usg:sfwpfi:2018:05.

Full description at Econpapers || Download paper

2017Illiquidity spirals in Coupled Over-The-Counter Markets. (2017). Golub, Benjamin ; Georg, Co-Pierre ; Aymanns, Christoph . In: Working Papers on Finance. RePEc:usg:sfwpfi:2018:10.

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2017What Drives Volatility Expectations in Grain and Oilseed Markets?. (2017). Robe, Michel ; Adjemian, Michael ; Wallen, Jonathan ; Bruno, Valentina. In: 2017 Annual Meeting, July 30-August 1, Chicago, Illinois. RePEc:ags:aaea17:258452.

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2017Investor Concentration, Flows, and Cash Holdings: Evidence from Hedge Funds. (2017). Kruttli, Mathias S ; Watugala, Sumudu W ; Monin, Phillip J. In: Working Papers. RePEc:ofr:wpaper:17-07.

Full description at Econpapers || Download paper

2017Interest on Reserves and Arbitrage in Post-Crisis Money Markets. (2017). Macchiavelli, Marco ; Keating, Thomas. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2017-124.

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Recent citations (cites in year: CiY)

Recent citations received in 2016
YearCiting document
2016Endogenous Bank Networks and Contagion. (2016). He, Jieshuang . In: Caepr Working Papers. RePEc:inu:caeprp:2016005.

Full description at Econpapers || Download paper

2016Mobile Collateral versus Immobile Collateral. (2016). Gorton, Gary ; Muir, Tyler. In: NBER Working Papers. RePEc:nbr:nberwo:22619.

Full description at Econpapers || Download paper

20162016 Financial Stability Report. (2016). . In: Reports. RePEc:ofr:report:16-3.

Full description at Econpapers || Download paper

2016Contagion in the CDS Market. (2016). Paddrik, Mark ; Young, Peyton H. In: Working Papers. RePEc:ofr:wpaper:16-12.

Full description at Econpapers || Download paper

Recent citations received in 2015
YearCiting document
2015United States; Financial Sector Assessment Program-Stress Testing-Technical Notes. (2015). International Monetary Fund. Monetary, ; Capital Markets Department, ; International Monetary Fund. Monetary, . In: IMF Staff Country Reports. RePEc:imf:imfscr:15/173.

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2015March Madness in Wall Street; (What) Does the Market Learn from Stress Tests?. (2015). Igan, Deniz ; Fernandes, Marcelo ; Pinheiro, Marcelo . In: IMF Working Papers. RePEc:imf:imfwpa:15/271.

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2015March Madness in Wall Street: (What) Does the Market Learn from Stress Tests?. (2015). Igan, Deniz ; Pinheiro, Marcelo ; Fernandes, Marcelo. In: Working Papers. RePEc:qmw:qmwecw:771.

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2015March Madness in Wall Street: (What) Does the Market Learn from Stress Tests?. (2015). Pinheiro, Marcelo ; Igan, Deniz ; Fernandes, Marcelo. In: Working Papers. RePEc:qmw:qmwecw:wp771.

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2015Network science: a useful tool in economics and finance. (2015). Kenett, Dror ; Havlin, Shlomo. In: Mind & Society: Cognitive Studies in Economics and Social Sciences. RePEc:spr:minsoc:v:14:y:2015:i:2:p:155-167.

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Recent citations received in 2014
YearCiting document
2014Visual Tools and Narratives: New Ways to Improve Financial Literacy. (2014). Samek, Anya ; Lusardi, Annamaria ; Kapteyn, Arie ; Glinert, Lewis ; Hung, Angela ; Heinberg, Aileen . In: Framed Field Experiments. RePEc:feb:framed:00429.

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2014Visual Tools and Narratives: New Ways to Improve Financial Literacy. (2014). Samek, Anya ; Lusardi, Annamaria ; Kapteyn, Arie ; Heinberg, Aileen ; Glinert, Lewis ; SavikhinSamek, Anya ; Hung, Angela . In: NBER Working Papers. RePEc:nbr:nberwo:20229.

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2014An Agent-based Model for Financial Vulnerability. (2014). Paddrik, Mark ; Bookstaber, Rick ; Tivnan, Brian . In: Working Papers. RePEc:ofr:wpaper:14-05.

Full description at Econpapers || Download paper

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, 2th 2018. Contact: CitEc Team