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Citation Profile [Updated: 2019-09-04 10:18:12]
5 Years H
14
Impact Factor
0.37
5 Years IF
0.36
Data available in this report

[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ] [more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators
Raw Data

 

IF AIF CIF IF5 DOC CDO CIT NCI CCU D2Y C2Y D5Y C5Y SC %SC CiY II AII
1990 0 0.11 0 0 0 0 0 0 0 0 0 0 0.06
1991 0 0.1 0 0 0 0 0 0 0 0 0 0 0.05
1992 0 0.11 0 0 0 0 0 0 0 0 0 0 0.05
1993 0 0.13 0 0 0 0 0 0 0 0 0 0 0.06
1994 0 0.14 0 0 0 0 0 0 0 0 0 0 0.06
1995 0 0.17 0 0 0 0 0 0 0 0 0 0 0.1
1996 0 0.22 0 0 0 0 0 0 0 0 0 0 0.1
1997 0 0.22 0 0 0 0 0 0 0 0 0 0 0.09
1998 0 0.24 0 0 0 0 0 0 0 0 0 0 0.12
1999 0 0.3 0 0 0 0 0 0 0 0 0 0 0.15
2000 0 0.36 1 0 1 1 0 1 0 0 0 0 0.14
2001 0 0.36 0 0 0 1 0 1 1 1 0 0 0.17
2002 0 0.38 0 0 1 2 0 1 1 1 0 0 0.18
2003 0 0.39 0.5 0.5 0 2 0 1 2 1 2 1 0 0 0.19
2004 0 0.41 0.5 0 0 2 0 3 1 2 0 0 0.18
2005 0 0.43 4 0 0 2 0 11 0 2 0 0 0.2
2006 0 0.45 0.34 0 39 41 210 12 25 0 1 0 12 0.31 0.19
2007 0.41 0.38 0.23 0.4 38 79 138 18 43 39 16 40 16 0 2 0.05 0.17
2008 0.42 0.39 0.31 0.42 46 125 109 36 82 77 32 77 32 1 2.8 2 0.04 0.17
2009 0.31 0.36 0.37 0.4 52 177 180 65 148 84 26 123 49 0 12 0.23 0.17
2010 0.29 0.35 0.26 0.29 44 221 84 56 205 98 28 175 50 1 1.8 4 0.09 0.15
2011 0.28 0.4 0.32 0.36 64 285 57 90 295 96 27 219 79 0 5 0.08 0.19
2012 0.19 0.44 0.25 0.26 44 329 17 81 376 108 20 244 64 0 1 0.02 0.2
2013 0.05 0.49 0.16 0.15 0 329 0 52 428 108 5 250 37 0 0 0.2
2014 0.02 0.52 0.19 0.19 45 374 23 70 498 44 1 204 39 0 0 0.23
2015 0 0.52 0.13 0.07 71 445 87 60 558 45 197 13 0 1 0.01 0.23
2016 0.09 0.58 0.17 0.06 92 537 85 90 648 116 11 224 14 1 1.1 7 0.08 0.25
2017 0.36 0.6 0.22 0.25 64 601 42 130 778 163 58 252 62 4 3.1 3 0.05 0.25
2018 0.37 0.68 0.27 0.36 94 695 33 189 967 156 57 272 98 0 17 0.18 0.3
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
CIF: Cumulative impact factor
IF5: Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CIT: Number of citations to papers published in year y
NCI: Number of citations in year y
CCU: Cumulative number of citations to papers published until 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: selft citations in y to articles published in y-1 plus y-2
%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
12006Exchange Rate Volatility and Productivity Growth: The Role of Financial Development. (2006). Rogoff, Kenneth ; Ranciere, Romain ; Aghion, Philippe ; Baccheta, Philippe. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0616.

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62
22009Information Percolation with Equilibrium Search Dynamics. (2009). Malamud, Semyon ; Duffie, Darrell ; Manso, Gustavo . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0902.

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52
32007An Objective Function for Simulation Based Inference on Exchange Rate Data. (2007). Winker, Peter ; Gilli, Manfred ; Jeleskovic, Vahidin. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0701.

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46
42009Health and (other) Asset Holdings. (2009). St-Amour, Pascal ; Pelgrin, Florian ; Hugonnier, Julien. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0918.

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31
52011Time-Varying Risk Premium In Large Cross-Sectional Equidity Datasets. (). Scaillet, Olivier ; Ossola, Elisa ; Gagliardini, Patrick. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1140.

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30
62007Prices and Portfolio Choices in Financial Markets: Theory, Econometrics, Experiments. (2007). Zame, William ; Plott, Charles ; Bossaerts, Peter. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0705.

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27
72008The Endogenous Price Dynamics of the Emission Allowances: An Application to CO2 Option Pricing. (2008). Taschini, Luca ; Chesney, Marc. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0802.

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26
82006An Econometric Analysis of Emission Trading Allowances. (2006). Taschini, Luca ; Paoletta, Marc S.. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0626.

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24
92015The Impact of Treasury Supply on Financial Sector Lending and Stability. (2015). Krishnamurthy, Arvind ; Vissing-Jorgensen, Annette. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1546.

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23
102016Bank Response to Higher Capital Requirements: Evidence from a Quasi-Natural Experiment. (2016). Wix, Carlo ; Ongena, Steven ; Gropp, Reint ; Mosk, Thomas C. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1670.

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20
112009Dragon-Kings, Black Swans and the Prediction of Crises. (2009). Sornette, Didier. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0936.

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20
122006Finance and Efficiency: Do Bank Branching Regulations Matter?. (2006). Sturgess, Jason ; Imbs, Jean ; Acharya, Viral. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0636.

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18
132006A Data-Driven Optimization Heuristic for Downside Risk Minimization. (2006). Gilli, Manfred ; Kellezi, Evis ; Hysi, Hilda. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0602.

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16
142007Declining Valuations And Equilibrium Bidding In Central Bank Refinancing Operations. (2007). Valla, Natacha ; Ewerhart, Christian ; Cassola, Nuno. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0722.

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16
152015Real-Time Prediction and Post-Mortem Analysis of the Shanghai 2015 Stock Market Bubble and Crash. (2015). Demos, Guilherme ; Zhang, Qun ; Sornette, Didier ; Filimonov, Vladimir ; Cauwels, Peter. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1531.

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13
162010Information Percolation in Segmented Markets. (2010). Malamud, Semyon ; Duffie, Darrell ; Manso, Gustavo . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1009.

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12
172006Approximation and Calibration of Short-Term Implied Volatilities under Jump-Diffusion Stochastic Volatility. (2006). Scaillet, Olivier ; Medvedev, Alexey . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0608.

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12
18Asymmetric Information and Adverse Selection in Mauritian Slave Auctions. (2008). Vencatachellum, Désiré ; St-Amour, Pascal ; Dionne, Georges. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0840.

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12
192006Growth and Volatility. (2006). Imbs, Jean. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0609.

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12
202007Forecasting EREIT Returns. (2007). Hoesli, Martin ; SERRANO, Camilo . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0735.

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12
212010The Dark Side of Outside Directors: Do they Quit When They are Most Needed?. (2010). Stulz, René ; Fahlenbrach, Ruediger ; Low, Angie. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1017.

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12
222010Money and Liquidity in Financial Markets. (2010). Nyborg, Kjell ; ostberg, Per . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1025.

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10
232009Gibrat’s law for cities: uniformly most powerful unbiased test of the Pareto against the lognormal. (2009). Malevergne, Yannick ; Sornette, D. ; Pisarenko, V.. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0940.

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10
242009Bank CEO Incentives and the Credit Crisis. (2009). Stulz, René ; Fahlenbrach, Ruediger. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0927.

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10
252014Physics and Financial Economics (1776-2014): Puzzles, Ising and Agent-Based Models. (2014). Sornette, Didier. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1425.

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10
262006The Overhang Hangover. (2005). Ranciere, Romain ; Imbs, Jean. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0603.

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9
272008A review of heuristic optimization methods in econometrics. (2008). Winker, Peter ; Gilli, Manfred. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0812.

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9
282016Aggregate Bank Capital and Credit Dynamics. (2016). Rochet, Jean ; Pfeil, Sebastian ; Klimenko, Nataliya ; de Nicolo, Gianni. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1642.

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8
292011Capital Supply Uncertainty, Cash Holdings, and Investment. (). Malamud, Semyon ; Morellec, Erwan ; Hugonnier, Julien. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1144.

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8
302008Distributed Optimisation of a Portfolios Omega. (2008). Schumann, Enrico ; Gilli, Manfred. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0817.

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8
312017The Blockchain Folk Theorem. (2017). casamatta, catherine ; BISIÈRE, Christophe ; Biais, Bruno ; Bouvard, Matthieu ; Bisiere, Christophe . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1775.

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8
322008Constructing Long/Short Portfolios with the Omega ratio. (2008). Schumann, Enrico ; Gilli, Manfred ; DI TOLLO, Giacomo ; CABEJ, Gerda. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0834.

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8
332009Endogenous completeness of diffusion driven equilibrium markets. (2009). Malamud, Semyon ; Trubowitz, Eugene ; Hugonnier, Julien. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0941.

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8
342015Real-Time Prediction and Post-Mortem Analysis of the Shanghai 2015 Stock Market Bubble and Crash. (2015). Demos, Guilherme ; Zhang, Qunzhi ; Sornette, Didier ; Filimonov, Vladimir ; Cauwels, Peter ; Qun, Zhang . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1532.

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8
352016How 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.

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8
362009Nonparametric Instrumental Variable Estimators of Structural Quantile Effects. (2009). Scaillet, Olivier ; Gagliardini, Patrick ; Chernozhukov, Victor. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0803.

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7
372006Bounded Rationality and Asset Pricing. (2006). Berrada, Tony. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0607.

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7
382010Risk-taking Incentives, Governance,and Losses in the Financial Crisis. (2010). Wagner, Alexander ; Chesney, Marc ; Stromberg, Jacob . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1018.

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7
392006Tikhonov Regularization for Functional Minimum Distance Estimators. (2006). Scaillet, Olivier ; Gagliardini, Patrick. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0630.

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7
402016Why Does Fast Loan Growth Predict Poor Performance for Banks?. (2016). Fahlenbrach, Ruediger ; Prilmeier, Robert ; Stulz, Ren M. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1624.

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6
412010The Price of Liquidity: Bank Characteristics and Market Conditions. (2010). Nyborg, Kjell ; Fecht, Falko ; Rocholl, Jorg. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1020.

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6
422016A General Closed Form Option Pricing Formula. (2016). Necula, Ciprian ; Drimus, Gabriel G ; Farkas, Walter . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1553.

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6
432008Learning about Beta: Time-Varying Factor Loadings, Expected Returns,and the Conditional CAPM. (2008). Adrian, Tobias ; Franzoni, Francesco. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0836.

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6
442011On the Timing and Pricing of Dividends. (). van Binsbergen, Jules ; koijen, ralph ; Ralph S. J. Koijen, ; Brandt, Michael W.. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1113.

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6
452015Central Bank Collateral Frameworks. (2015). Nyborg, Kjell. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1510.

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6
462007Efficient Estimation of a Semiparametric Characteristic- Based Factor Model of Security Returns. (2007). LINTON, OLIVER ; Connor, Gregory ; Hagmann, Matthias . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0726.

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6
472015The Price of the Smile and Variance Risk Premia. (2015). Trojani, Fabio ; Tebaldi, Claudio ; Gruber, Peter H. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1536.

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6
482018Being Stranded on the Carbon Bubble? Climate Policy Risk and the Pricing of Bank Loans. (2018). Delis, Manthos ; Ongena, Steven ; de Greiff, Kathrin. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1810.

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6
492009A Consistent Model of ‘Explosive’Financial Bubbles With Mean-Reversing Residuals. (2009). Sornette, Didier ; Ren, Ruoen ; Lin, LI. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0914.

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6
502017Discriminatory Pricing of Over-the-Counter Derivatives. (2017). Langfield, Sam ; Hoffmann, Peter ; Timmer, Yannick ; Hau, Harald. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1770.

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6
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12015The Impact of Treasury Supply on Financial Sector Lending and Stability. (2015). Krishnamurthy, Arvind ; Vissing-Jorgensen, Annette. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1546.

Full description at Econpapers || Download paper

21
22016Bank Response to Higher Capital Requirements: Evidence from a Quasi-Natural Experiment. (2016). Wix, Carlo ; Ongena, Steven ; Gropp, Reint ; Mosk, Thomas C. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1670.

Full description at Econpapers || Download paper

20
32007An Objective Function for Simulation Based Inference on Exchange Rate Data. (2007). Winker, Peter ; Gilli, Manfred ; Jeleskovic, Vahidin. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0701.

Full description at Econpapers || Download paper

20
42011Time-Varying Risk Premium In Large Cross-Sectional Equidity Datasets. (). Scaillet, Olivier ; Ossola, Elisa ; Gagliardini, Patrick. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1140.

Full description at Econpapers || Download paper

19
52009Information Percolation with Equilibrium Search Dynamics. (2009). Malamud, Semyon ; Duffie, Darrell ; Manso, Gustavo . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0902.

Full description at Econpapers || Download paper

17
62015Real-Time Prediction and Post-Mortem Analysis of the Shanghai 2015 Stock Market Bubble and Crash. (2015). Demos, Guilherme ; Zhang, Qun ; Sornette, Didier ; Filimonov, Vladimir ; Cauwels, Peter. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1531.

Full description at Econpapers || Download paper

9
72007Prices and Portfolio Choices in Financial Markets: Theory, Econometrics, Experiments. (2007). Zame, William ; Plott, Charles ; Bossaerts, Peter. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0705.

Full description at Econpapers || Download paper

9
82014Physics and Financial Economics (1776-2014): Puzzles, Ising and Agent-Based Models. (2014). Sornette, Didier. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1425.

Full description at Econpapers || Download paper

9
92006Exchange Rate Volatility and Productivity Growth: The Role of Financial Development. (2006). Rogoff, Kenneth ; Ranciere, Romain ; Aghion, Philippe ; Baccheta, Philippe. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0616.

Full description at Econpapers || Download paper

8
102015Real-Time Prediction and Post-Mortem Analysis of the Shanghai 2015 Stock Market Bubble and Crash. (2015). Demos, Guilherme ; Zhang, Qunzhi ; Sornette, Didier ; Filimonov, Vladimir ; Cauwels, Peter ; Qun, Zhang . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1532.

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8
112017The Blockchain Folk Theorem. (2017). casamatta, catherine ; BISIÈRE, Christophe ; Biais, Bruno ; Bouvard, Matthieu ; Bisiere, Christophe . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1775.

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8
122009Health and (other) Asset Holdings. (2009). St-Amour, Pascal ; Pelgrin, Florian ; Hugonnier, Julien. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0918.

Full description at Econpapers || Download paper

7
132009Dragon-Kings, Black Swans and the Prediction of Crises. (2009). Sornette, Didier. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0936.

Full description at Econpapers || Download paper

7
142010Information Percolation in Segmented Markets. (2010). Malamud, Semyon ; Duffie, Darrell ; Manso, Gustavo . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1009.

Full description at Econpapers || Download paper

6
152006Finance and Efficiency: Do Bank Branching Regulations Matter?. (2006). Sturgess, Jason ; Imbs, Jean ; Acharya, Viral. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0636.

Full description at Econpapers || Download paper

6
162018Being Stranded on the Carbon Bubble? Climate Policy Risk and the Pricing of Bank Loans. (2018). Delis, Manthos ; Ongena, Steven ; de Greiff, Kathrin. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1810.

Full description at Econpapers || Download paper

6
172016Why Does Fast Loan Growth Predict Poor Performance for Banks?. (2016). Fahlenbrach, Ruediger ; Prilmeier, Robert ; Stulz, Ren M. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1624.

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6
182016A General Closed Form Option Pricing Formula. (2016). Necula, Ciprian ; Drimus, Gabriel G ; Farkas, Walter . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1553.

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6
192017Discriminatory Pricing of Over-the-Counter Derivatives. (2017). Langfield, Sam ; Hoffmann, Peter ; Timmer, Yannick ; Hau, Harald. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1770.

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6
202018Empirical Asset Pricing via Machine Learning. (2018). Xiu, Dacheng ; Kelly, Bryan T ; Gu, Shihao. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1871.

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6
212015Central Bank Collateral Frameworks. (2015). Nyborg, Kjell. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1510.

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6
222014Heterogeneity in Decentralized Asset Markets. (2014). Weill, Pierre-Olivier ; Lester, Benjamin ; Hugonnier, Julien. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1467.

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5
232016The Granular Nature of Large Institutional Investors. (2016). Sedunov, John ; Ben-David, Itzhak ; Moussawi, Rabih ; Franzoni, Francesco A. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1567.

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5
242015Bank Loan Announcements and Borrower Stock Returns Before and During the Recent Financial Crisis. (2015). Ongena, Steven ; Li, Chunshuo . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1426.

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5
252015The Price of the Smile and Variance Risk Premia. (2015). Trojani, Fabio ; Tebaldi, Claudio ; Gruber, Peter H. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1536.

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5
262015Stochastic Claims Reserving Manual: Advances in Dynamic Modeling. (2015). Wuthrich, Mario V ; Merz, Michael. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1534.

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5
272016Aggregate Bank Capital and Credit Dynamics. (2016). Rochet, Jean ; Pfeil, Sebastian ; Klimenko, Nataliya ; de Nicolo, Gianni. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1642.

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5
282016The Jacobi Stochastic Volatility Model. (2016). Ackerer, Damien ; Pulido, Sergio ; Filipovia, Damir . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1635.

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4
292016Measuring House Price Bubbles. (2016). Oikarinen, Elias ; Hoesli, Martin ; Bourassa, Steven. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1601.

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4
302017The British Pound on Brexit night: a natural experiment of market efficiency and real-time predictability. (2017). Wu, KE ; Sornette, Didier ; Wheatley, Spencer. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1712.

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4
312018Quantile-Based Risk Sharing with Heterogeneous Beliefs. (2018). Embrechts, Paul ; Wang, Ruodu ; Mao, Tiantian ; Liu, Haiyan. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1765.

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4
322016How 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.

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4
332017Gradual Portfolio Adjustment: Implications for Global Equity Portfolios and Returns. (2017). Bacchetta, Philippe ; van Wincoop, Eric. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1715.

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4
342017High-Frequency Jump Analysis of the Bitcoin Market. (2017). Scaillet, Olivier ; Trevisan, Christopher ; Treccani, Adrien . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1719.

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3
352015A Dynamic Equilibrium Model of ETFs. (2015). Malamud, Semyon. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1537.

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3
362010The Interest Rate Sensitivity of Real Estate. (2010). Hoesli, Martin ; Chaney, Alain . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1013.

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3
372015Power Law Scaling and Dragon-Kings in Distributions of Intraday Financial Drawdowns. (2015). Sornette, Didier ; Filimonov, Vladimir . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1448.

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3
382012Are REITs Real Estate? Evidence from International Sector Level Data. (). Oikarinen, Elias ; Hoesli, Martin. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1215.

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3
392017The Price of Law: The Case of the Eurozone Collective Action Clauses. (2017). Carletti, Elena ; Ongena, Steven ; Gulati, Mitu G ; Colla, Paolo . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1735.

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402016Equity is Cheap for Large Financial Institutions: The International Evidence. (2016). Gandhi, Priyank ; Lustig, Hanno N ; Plazzi, Alberto . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1622.

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3
412006A Data-Driven Optimization Heuristic for Downside Risk Minimization. (2006). Gilli, Manfred ; Kellezi, Evis ; Hysi, Hilda. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp0602.

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3
422017Quantile-Based Risk Sharing. (2017). Embrechts, Paul ; Wang, Ruodu ; Liu, Haiyan. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1754.

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3
432014Integration of Sovereign Bonds Markets: Time Variation and Maturity Effects. (2014). Chaieb, Ines ; Brandon, Rajna Gibson ; Errunza, Vihang. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1447.

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3
442012Quantifying Reflexivity in Financial Markets: Towards a Prediction of Flash Crashes. (). Filimonov, Vladimir ; Sornette, Didier. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1202.

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3
452015Super-Exponential Endogenous Bubbles in an Equilibrium Model of Fundamentalist and Chartist Traders. (2015). Kaizoji, Taisei ; Saichev, Alexander I ; Leiss, Matthias ; Sornette, Didier. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1507.

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3
462016Corporate Policies with Permanent and Transitory Shocks. (2016). Decamps, Jean-Paul ; Villeneuve, Stephane ; Morellec, Erwan ; Gryglewicz, Sebastian. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1618.

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2
472018Dissection of Bitcoins Multiscale Bubble History. (2018). J-C Gerlach, ; Sornette, Didier ; Demos, Guilherme . In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1830.

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2
482018The Importance of Climate Risks for Institutional Investors. (2018). Starks, Laura T ; Sautner, Zacharias ; Krueger, Philipp. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1858.

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2
492016The Relevance of Broker Networks for Information Diffusion in the Stock Market. (2016). Sommavilla, Carlo ; Franzoni, Francesco A ; di Maggio, Marco ; Dimaggio, Marco ; Kermani, Amir. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1663.

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2
502017Company Stock Reactions to the 2016 Election Shock: Trump, Taxes and Trade. (2017). Zeckhauser, Richard ; Wagner, Alexander F ; Ziegler, Alexandre. In: Swiss Finance Institute Research Paper Series. RePEc:chf:rpseri:rp1706.

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2
Citing documents used to compute impact factor: 57
YearTitle
2018Social desirability bias and polling errors in the 2016 presidential election. (2018). Brownback, Andy ; Novotny, Aaron. In: Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics). RePEc:eee:soceco:v:74:y:2018:i:c:p:38-56.

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2018Trump’s Effect on stock markets: A multiscale approach. (2018). de Area, Eder Johnson ; Pereira, H. B. B., ; da Cunha, I C ; da Silva, Marcus Fernandes. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:512:y:2018:i:c:p:241-247.

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2018Optimal Short-Termism. (2018). Wong, Tak-Yuen ; Hackbarth, Dirk ; Rivera, Alejandro . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12588.

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2018Trade and Minimum Wages in General Equilibrium: Theory and Evidence. (2018). Krishna, Kala ; Bai, Xue ; Ma, Hong ; Chatterjee, Arpita. In: NBER Working Papers. RePEc:nbr:nberwo:24456.

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2018Minimum Wage and Outward FDI from China. (2018). Lin, Faqin ; Tang, Lixin ; Fan, Haichao. In: Journal of Development Economics. RePEc:eee:deveco:v:135:y:2018:i:c:p:1-19.

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2018Essays on corporate governance and the impact of regulation on financial markets. (2018). Rizzo, Emanuele. In: Other publications TiSEM. RePEc:tiu:tiutis:b5158260-ea13-4763-b992-62e63c97fdb8.

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2018Voluntary disclosure in bilateral transactions. (2018). OPP, CHRISTIAN ; Zhang, Xingtan ; Glode, Vincent. In: Journal of Economic Theory. RePEc:eee:jetheo:v:175:y:2018:i:c:p:652-688.

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2018Hedging with transient price impact for non-covered and covered options. (2018). Becherer, Dirk ; Bilarev, Todor. In: Papers. RePEc:arx:papers:1807.05917.

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2018Managing Counterparty Risk in OTC Markets. (2018). Brunetti, Celso ; Capponi, Agostino ; Frei, Christoph. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2017-83.

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2018Optimal Capital Requirement with Noisy Signals on Banking Risk. (2018). Perez-Reyna, David ; Hill, Enoch ; Ding, Kai. In: DOCUMENTOS CEDE. RePEc:col:000089:016429.

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2018Mean Reversion Trading with Sequential Deadlines and Transaction Costs. (2018). Leung, Tim ; Kitapbayev, Yerkin . In: Papers. RePEc:arx:papers:1707.03498.

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2018The pricing kernel puzzle: survey and outlook. (2018). Cuesdeanu, Horatio ; Jackwerth, Jens Carsten. In: Annals of Finance. RePEc:kap:annfin:v:14:y:2018:i:3:d:10.1007_s10436-017-0317-9.

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2018A quantum-probabilistic paradigm: Non-consequential reasoning and state dependence in investment choice. (2018). Haven, Emmanuel ; Khrennikova, Polina . In: Journal of Mathematical Economics. RePEc:eee:mateco:v:78:y:2018:i:c:p:186-197.

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2018Bank capital and risk-taking: evidence from misconduct provisions. (2018). Tracey, Belinda ; Sowerbutts, Rhiannon ; Schnittker, Christian . In: Bank of England working papers. RePEc:boe:boeewp:0671.

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2018Flooded through the back door: Firm-level effects of banks lending shifts. (2018). Rehbein, Oliver. In: IWH Discussion Papers. RePEc:zbw:iwhdps:42018.

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2018Time-varying capital requirements and disclosure rules: Effects on capitalization and lending decisions. (2018). Imbierowicz, Bjorn ; Rangvid, Jesper ; Kragh, Jonas. In: Discussion Papers. RePEc:zbw:bubdps:182018.

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2018External Credit Ratings and Bank Lending. (2018). Cahn, Christophe ; Salvade, Federica ; Girotti, Mattia. In: Working papers. RePEc:bfr:banfra:691.

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2018The Procyclicality of Expected Credit Loss Provisions. (2018). Suarez, Javier ; Abad, Jorge. In: Working Papers. RePEc:cmf:wpaper:wp2018_1806.

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2018The Procyclicality of Expected Credit Loss Provisions. (2018). Suarez, Javier ; Abad, Jorge. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13135.

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2018When losses turn into loans: the cost of undercapitalized banks. (2018). Blattner, Laura ; Farinha, Luisa ; Rebelo, Francisca. In: Working Papers. RePEc:ptu:wpaper:w201816.

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2018Bank capital constraints, lending supply and economic activity. (2018). Signoretti, Federico ; Nobili, Andrea ; Conti, Antonio. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1199_18.

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2018Repo market functioning: the role of capital regulation. (2018). Van Horen, Neeltje ; Kotidis, Antonis. In: Bank of England working papers. RePEc:boe:boeewp:0746.

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2018Repo market functioning: The role of capital regulation. (2018). Van Horen, Neeltje ; Kotidis, Antonis. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13090.

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2018The effects of policy uncertainty on investment: Evidence from the unexpected acceptance of a far-reaching referendum in Switzerland. (2018). Sturm, Jan-Egbert ; Dibiasi, Andreas ; Abberger, Klaus ; Siegenthaler, Michael. In: European Economic Review. RePEc:eee:eecrev:v:104:y:2018:i:c:p:38-67.

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2018Exchange Rates and Prices: Evidence from the 2015 Swiss Franc Appreciation. (2018). Lein, Sarah ; Burstein, Ariel ; Auer, Raphael. In: Working papers. RePEc:bsl:wpaper:2018/23.

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2018Exchange rates and prices: evidence from the 2015 Swiss franc appreciation. (2018). Lein, Sarah ; Auer, Raphael ; Burstein, Ariel. In: BIS Working Papers. RePEc:bis:biswps:751.

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2018Market-Book Ratios of European Banks: What Does Explain the Structural Fall?. (2018). Ferretti, Riccardo ; Venturelli, Valeria ; Landi, Andrea ; Gallo, Giovanni. In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance). RePEc:mod:wcefin:0065.

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2018The Jacobi Stochastic Volatility Model. (2018). Ackerer, Damien ; Pulido, Sergio ; Filipovi, Damir. In: Papers. RePEc:arx:papers:1605.07099.

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2018The Jacobi Stochastic Volatility Model. (2018). Ackerer, Damien ; Pulido, Sergio ; Filipovic, Damir. In: Post-Print. RePEc:hal:journl:hal-01338330.

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2018The Jacobi stochastic volatility model. (2018). Ackerer, Damien ; Pulido, Sergio ; Filipovi, Damir. In: Finance and Stochastics. RePEc:spr:finsto:v:22:y:2018:i:3:d:10.1007_s00780-018-0364-8.

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2018Investment and financing choices by time-inconsistent managers. (2018). Gan, Liu ; Chen, Yifei ; Xia, Xin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:46:y:2018:i:c:p:29-48.

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2018Stock Price Rewards to Climate Saints and Sinners: Evidence from the Trump Election. (2018). Ramelli, Stefano ; Ziegler, Alexandre ; Zeckhauser, Richard ; Wagner, Alexander F. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13206.

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2018The behaviour of betting and currency markets on the night of the EU referendum. (2018). LINTON, OLIVER ; Auld, Tom. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2018-10.

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2018The behaviour of betting and currency markets on the night of the EU referendum. (2018). LINTON, OLIVER ; Auld, Tom. In: CeMMAP working papers. RePEc:ifs:cemmap:01/18.

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2018Analyzing the Risks Embedded in Option Prices with rndfittool. (2018). Barletta, Andrea ; de Magistris, Paolo Santucci. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:2:p:28-:d:138299.

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2018The portfolio of euro area fund investors and ECB monetary policy announcements. (2018). Bubeck, Johannes ; Manganelli, Simone ; Habib, Maurizio Michael. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:89:y:2018:i:c:p:103-126.

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2018Globalization and the increasing correlation between capital inflows and outflows. (2018). Davis, Scott J ; van Wincoop, Eric. In: Journal of Monetary Economics. RePEc:eee:moneco:v:100:y:2018:i:c:p:83-100.

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2018Foreign currency lending. (2018). Sarno, Lucio ; Politsidis, Panagiotis ; Delis, Manthos. In: MPRA Paper. RePEc:pra:mprapa:88197.

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2018Intermediation markups and monetary policy pass-through. (2018). Schrimpf, Andreas ; Malamud, Semyon. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12623.

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2018OTC premia. (2018). Vasios, Michalis ; Ranaldo, Angelo ; Cenedese, Gino. In: Bank of England working papers. RePEc:boe:boeewp:0751.

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2018The pricing of FX forward contracts: Micro evidence from banks dollar hedging. (2018). Bräuning, Falk ; Abbassi, Puriya ; Brauning, Falk. In: Discussion Papers. RePEc:zbw:bubdps:422018.

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2018OTC Premia. (2018). Cenedese, Gino ; Vasios, Michalis ; Ranaldo, Angelo. In: Working Papers on Finance. RePEc:usg:sfwpfi:2018:18.

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2018Climate politics: How public persuasion affects the trade-off between environmental and economic performance. (2018). ZOU, Benteng ; Prieur, Fabien. In: Mathematical Social Sciences. RePEc:eee:matsoc:v:96:y:2018:i:c:p:63-72.

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2018The effects of markets, uncertainty and search intensity on bitcoin returns. (2018). Vravosinos, Orestis ; Stengos, Thanasis ; Panagiotidis, Theodore. In: Working Paper series. RePEc:rim:rimwps:18-39.

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2018Volatility and return jumps in bitcoin. (2018). Laurini, Márcio ; Chaim, Pedro. In: Economics Letters. RePEc:eee:ecolet:v:173:y:2018:i:c:p:158-163.

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2018Blockchain-Based Settlement for Asset Trading. (2018). Chiu, Jonathan ; Koeppl, Thorsten. In: Staff Working Papers. RePEc:bca:bocawp:18-45.

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2018Limits to Arbitrage in Markets with Stochastic Settlement Latency. (2018). Hautsch, Nikolaus ; Voigt, Stefan ; Scheuch, Christoph. In: Papers. RePEc:arx:papers:1812.00595.

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2018
2018Limits to arbitrage in markets with stochastic settlement latency. (2018). Hautsch, Nikolaus ; Voigt, Stefan ; Scheuch, Christoph. In: CFS Working Paper Series. RePEc:zbw:cfswop:616.

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2018Risks and Returns of Cryptocurrency. (2018). Tsyvinski, Aleh ; Liu, Yukun. In: NBER Working Papers. RePEc:nbr:nberwo:24877.

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2018Risk sharing for capital requirements with multidimensional security markets. (2018). Liebrich, Felix-Benedikt ; Svindland, Gregor. In: Papers. RePEc:arx:papers:1809.10015.

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2018Solvency II, or how to sweep the downside risk under the carpet. (2018). Weber, Stefan. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:82:y:2018:i:c:p:191-200.

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2018The average risk sharing problem under risk measure and expected utility theory. (2018). Mao, Tiantian ; Liu, Haiyan ; Hu, Jiuyun. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:83:y:2018:i:c:p:170-179.

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2018Sovereign defaults in court. (2018). Schumacher, Julian ; Enderlein, Henrik ; Trebesch, Christoph. In: Working Paper Series. RePEc:ecb:ecbwps:20182135.

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2018Sovereign Defaults in Court. (2018). Schumacher, Julian ; Enderlein, Henrik ; Trebesch, Christoph. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6931.

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2018Sovereign defaults in court. (2018). Schuhmacher, Julian ; Enderlein, Henrik ; Trebesch, Christoph. In: Kiel Working Papers. RePEc:zbw:ifwkwp:2103.

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2018The Information Content of Loan Growth in Banks. (2018). Zemel, Michelle. In: Quarterly Journal of Finance (QJF). RePEc:wsi:qjfxxx:v:08:y:2018:i:02:n:s2010139218500040.

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Recent citations
Recent citations received in 2018

YearCiting document
2018Deep Learning for Predicting Asset Returns. (2018). Feng, Guanhao ; Polson, Nicholas G ; He, Jingyu. In: Papers. RePEc:arx:papers:1804.09314.

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2018Topological recognition of critical transitions in time series of cryptocurrencies. (2018). Gidea, Marian ; Shmalo, Yonah ; Roldan, Pablo ; Katz, Yuri ; Goldsmith, Daniel. In: Papers. RePEc:arx:papers:1809.00695.

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2018Inferring short-term volatility indicators from Bitcoin blockchain. (2018). Antulov-Fantulin, Nino ; Vodenska, Irena ; Ce, Zhang ; Piskorec, Matija ; Tolic, Dijana. In: Papers. RePEc:arx:papers:1809.07856.

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2018Representation Results for Law Invariant Recursive Dynamic Deviation Measures and Risk Sharing. (2018). Stadje, Mitja. In: Papers. RePEc:arx:papers:1811.09615.

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2018Explaining Monetary Spillovers: The Matrix Reloaded. (2018). Schrimpf, Andreas ; Xia, Dora ; Kearns, Jonathan . In: BIS Working Papers. RePEc:bis:biswps:757.

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2018Optimal Short-Termism. (2018). Wong, Tak-Yuen ; Hackbarth, Dirk ; Rivera, Alejandro . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12588.

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2018Stock Price Rewards to Climate Saints and Sinners: Evidence from the Trump Election. (2018). Ramelli, Stefano ; Ziegler, Alexandre ; Zeckhauser, Richard ; Wagner, Alexander F. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13206.

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2018Mean Sojourn and Mean Return Time of the Buy-hoard-sell Strategy of Bitcoin Exchange Prices. (2018). Mba, Ifeoma Christy ; Arazu, Winnie Ogochukwu ; Ogbuabor, Jonathan Emenike. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2018-05-35.

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2018Betas V characteristics: Do stock characteristics enhance the investment opportunity set in U.K. stock returns?. (2018). Fletcher, Jonathan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:46:y:2018:i:c:p:114-129.

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2018Stock liquidity and corporate diversification: Evidence from China’s split share structure reform. (2018). Gu, Lifeng ; Zhang, Yilin ; Yao, Wentao ; Wang, Yixin. In: Journal of Empirical Finance. RePEc:eee:empfin:v:49:y:2018:i:c:p:57-80.

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2018Optimal risk allocation in reinsurance networks. (2018). Bauerle, Nicole ; Glauner, Alexander. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:82:y:2018:i:c:p:37-47.

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2018Financial development and industrial pollution. (2018). Popov, Alexander ; De Haas, Ralph. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:91310.

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2018Using Sentiment and Momentum to Predict Stock Returns. (2018). Lansing, Kevin ; Tubbs, Michael. In: FRBSF Economic Letter. RePEc:fip:fedfel:00180.

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2018A Discussion on Recent Risk Measures with Application to Credit Risk: Calculating Risk Contributions and Identifying Risk Concentrations. (2018). Fischer, Matthias ; Pfeuffer, Marius ; Moser, Thorsten. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:4:p:142-:d:188842.

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2018Fostering green investments and tackling climate-related financial risks: which role for macroprudential policies?. (2018). D'Orazio, Paola ; Popoyan, Lilit. In: LEM Papers Series. RePEc:ssa:lemwps:2018/35.

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2018Financial Development and Industrial Pollution. (2018). Popov, Alexander ; De Haas, Ralph. In: Discussion Paper. RePEc:tiu:tiucen:a0a4fb82-734a-442a-9ea1-a270843d4cd2.

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2018Fostering green investments and tackling climate-related financial risks: Which role for macroprudential policies?. (2018). D'Orazio, Paola ; Popoyan, Lilit. In: Ruhr Economic Papers. RePEc:zbw:rwirep:778.

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Recent citations received in 2017

YearCiting document
2017The Behaviour of Betting and Currency Markets on the Night of the EU Referendum. (2017). LINTON, OLIVER ; Auld, T. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1750.

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2017Globalization and the Increasing Correlation between Capital Inflows and Outflows. (2017). van Wincoop, Eric ; Davis, Jonathan. In: Globalization Institute Working Papers. RePEc:fip:feddgw:323.

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2017Globalization and the Increasing Correlation between Capital Inflows and Outflows. (2017). van Wincoop, Eric ; Davis, Jonathan. In: NBER Working Papers. RePEc:nbr:nberwo:23671.

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Recent citations received in 2016

YearCiting document
2016Macroprudential Regulation and Misallocation. (2016). Perez-Reyna, David ; Hill, Enoch. In: DOCUMENTOS CEDE. RePEc:col:000089:014974.

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2016The speed of the exchange rate pass-through. (2016). Sauré, Philip ; Fischer, Andreas ; Bonadio, Barthelemy ; Saure, Philip. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11195.

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2016Firm Response to Competitive Shocks: Evidence from Chinas Minimum Wage Policy. (2016). Hau, Harald ; Huang, YI ; Wang, Gewei. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11429.

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2016Term Structure of Uncertainty in the Macroeconomy. (2016). Borovicka, J ; Hansen, L P. In: Handbook of Macroeconomics. RePEc:eee:macchp:v2-1641.

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2016The speed of exchange rate pass-through. (2016). Sauré, Philip ; Fischer, Andreas ; Bonadio, Barthelemy. In: Globalization Institute Working Papers. RePEc:fip:feddgw:282.

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2016Firm Response to Competitive Shocks: Evidence from China’s Minimum Wage Policy. (2016). Hau, Harald ; Wang, Gewei ; Huang, YI. In: IHEID Working Papers. RePEc:gii:giihei:heidwp08-2016.

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2016Term Structure of Uncertainty in the Macroeconomy. (2016). Hansen, Lars ; Borovička, Jaroslav ; Borovika, Jaroslav. In: NBER Working Papers. RePEc:nbr:nberwo:22364.

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Recent citations received in 2015

YearCiting document
2015Speculative Influence Network during financial bubbles: application to Chinese Stock Markets. (2015). Lin, LI ; Sornette, Didier. In: Papers. RePEc:arx:papers:1510.08162.

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