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


0.38

Impact Factor

0.56

5-Years IF

9

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
19920.11000 (%)0.05
19930.13000 (%)0.06
19940.14000 (%)0.06
19950.17000 (%)0.1
19960.22000 (%)0.1
19970.22000 (%)0.09
19980.24000 (%)0.13
19990.3000 (%)0.15
20000.36000 (%)0.14
20010.36000 (%)0.17
20020.38000 (%)0.18
20030.39000 (%)0.19
20040.41000 (%)0.18
20050.43000 (%)0.2
20060.45000 (%)0.19
20070.38000 (%)0.17
20080.39000 (%)0.17
20090.37000 (%)0.17
20100.350300 (%)0.15
20110.40200 (%)0.19
20120.44222210.0569007 (10.1%)10.050.2
20130.270.490.272042140.33632262264 (6.3%)50.250.2
20140.60.520.61254310.5717422542252 (11.8%)30.250.23
20150.440.530.483286460.531643214542612 (7.3%)160.50.23
20161.050.590.8732118840.7149444686753 (6.1%)90.280.25
20171.130.610.7428146960.66136472118873 (23.1%)60.210.26
20180.380.70.5623169900.53126023124704 (33.3%)60.260.31
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
12015Financialization 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

41
22015Understanding 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

37
32015The 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

37
42012Contagious Bank Runs: Experimental Evidence. (2012). Vlahu, Razvan ; Trautmann, Stefan ; Brown, Martin. In: Working Papers on Finance. RePEc:usg:sfwpfi:2012:07.

Full description at Econpapers || Download paper

15
52012Systemic 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

13
62013Announcements 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

11
72013The 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

10
82015Econometric 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

9
92016Toward Removal of the Swiss Franc Cap: Market Expectations and Verbal Interventions. (2016). Söderlind, Paul ; Pozdeev, Igor ; Mirkov, Nikola. In: Working Papers on Finance. RePEc:usg:sfwpfi:2016:14.

Full description at Econpapers || Download paper

9
102016Prediction of Extreme Price Occurrences in the German Day-ahead Electricity Market. (2016). Prokopczuk, Marcel ; Paraschiv, Florentina ; Westgaard, Sjur ; Sator, Alma ; Kamperud, Hilde Horthe ; Hagfors, Lars Ivar. In: Working Papers on Finance. RePEc:usg:sfwpfi:2016:22.

Full description at Econpapers || Download paper

9
112015The 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

9
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

8
132017Deposit Withdrawals from Distressed Commercial Banks: The Importance of Switching Costs. (2017). Morkoetter, Stefan ; Guin, Benjamin ; Brown, Martin. In: Working Papers on Finance. RePEc:usg:sfwpfi:2013:19.

Full description at Econpapers || Download paper

8
142014Systemic 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

8
15Medium-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

8
162013Price Dynamics in Electricity Markets. (2013). Paraschiv, Florentina. In: Working Papers on Finance. RePEc:usg:sfwpfi:2013:14.

Full description at Econpapers || Download paper

7
172013Spot-forward Model for Electricity Prices. (2013). Schuerle, Michael ; 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
182015Insurability of Cyber Risk: An Empirical Analysis. (2015). Wirfs, Jan ; Biener, Christian ; Eling, Martin. In: Working Papers on Finance. RePEc:usg:sfwpfi:2015:03.

Full description at Econpapers || Download paper

7
192012Is Director Industry Experience Valuable?. (2012). von Meyerinck, Felix ; Schmid, Markus ; Oesch, David . In: Working Papers on Finance. RePEc:usg:sfwpfi:2012:17.

Full description at Econpapers || Download paper

6
202012Information 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

6
212013Basis Risk, Procylicality, and Systemic Risk in the Solvency II Equity Risk Module. (2013). Pankoke, David ; Eling, Martin. In: Working Papers on Finance. RePEc:usg:sfwpfi:2013:06.

Full description at Econpapers || Download paper

6
222018Bitcoin is not the New Gold - A Comparison of Volatility, Correlation, and Portfolio Performance. (2018). Walther, Thomas ; Thu, Hien Pham ; Klein, Tony. In: Working Papers on Finance. RePEc:usg:sfwpfi:2018:12.

Full description at Econpapers || Download paper

6
232012Forecasting 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
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

5
252013Microfinance Banks and Household Access to Finance. (2013). Kirschenmann, Karolin ; Guin, Benjamin ; Brown, Martin. In: Working Papers on Finance. RePEc:usg:sfwpfi:2013:02.

Full description at Econpapers || Download paper

5
262016The 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

4
272014Sophisticated vs. Simple Systemic Risk Measures. (2014). Pankoke, David. In: Working Papers on Finance. RePEc:usg:sfwpfi:2014:22.

Full description at Econpapers || Download paper

4
282012An Alternative Three-Factor Model for International Markets: Evidence from the European Monetary Union. (2012). Ammann, Manuel ; Oesch, David ; Odoni, Sandro . In: Working Papers on Finance. RePEc:usg:sfwpfi:2012:02.

Full description at Econpapers || Download paper

4
292015Time 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.

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4
302013Variance Risk Premiums in Foreign Exchange Markets. (2013). Buesser, Ralf ; Ammann, Manuel. In: Working Papers on Finance. RePEc:usg:sfwpfi:2013:04.

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4
312013Electricity 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.

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4
322012Do 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
332018Immigration And The Displacement of Incumbent Households. (2018). Blickle, Kristian ; Adams, Zeno. In: Working Papers on Finance. RePEc:usg:sfwpfi:2018:09.

Full description at Econpapers || Download paper

3
342016Non-Interest Income and Bank Performance: Does Ring-Fencing Reduce Bank Risk?. (2016). Schmid, Markus ; Saunders, Anthony ; Walter, Ingo. In: Working Papers on Finance. RePEc:usg:sfwpfi:2014:17.

Full description at Econpapers || Download paper

3
352015Announcement Effects of Contingent Convertible Securities: Evidence from the Global Banking Industry. (2015). Blickle, Kristian ; Ammann, Manuel ; Ehmann, Christian. In: Working Papers on Finance. RePEc:usg:sfwpfi:2015:25.

Full description at Econpapers || Download paper

3
362015Relationship Banking in the Residential Mortgage Market? Evidence from Switzerland. (2015). Hoffmann, Matthias ; Brown, Martin. In: Working Papers on Finance. RePEc:usg:sfwpfi:2013:10.

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3
372016Estimation and Application of Fully Parametric Multifactor Quantile Regression with Dynamic Coefficients. (2016). Paraschiv, Florentina ; Westgaard, Sjur ; Bunn, Derek. In: Working Papers on Finance. RePEc:usg:sfwpfi:2016:07.

Full description at Econpapers || Download paper

3
382012Limits 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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3
392015The Exposure of Mortgage Borrowers to Interest Rate Risk, Income Risk and House Price Risk – Evidence from Swiss Loan Application Data. (2015). Guin, Benjamin ; Brown, Martin. In: Working Papers on Finance. RePEc:usg:sfwpfi:2015:09.

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3
402017Does Price Fixing Benefit Corporate Managers?. (2017). Schmid, Markus ; Artiga Gonzalez, Tanja ; Yermack, David. In: Working Papers on Finance. RePEc:usg:sfwpfi:2013:09.

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3
412016Asset Pricing and Extreme Event Risk: Common Factors in ILS Fund Returns. (2016). Ben Ammar, Semir ; Braun, Alexander ; Eling, Martin. In: Working Papers on Finance. RePEc:usg:sfwpfi:2016:21.

Full description at Econpapers || Download paper

2
422012Fragmentation 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
432015Electricity 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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2
442016Crash Sensitivity and the Cross-Section of Expected Stock Returns. (2016). Ruenzi, Stefan ; Weigert, Florian. In: Working Papers on Finance. RePEc:usg:sfwpfi:2013:24.

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2
452017Culture and Financial Literacy. (2017). Brown, Martin ; Henchoz, Caroline ; Spycher, Thomas. In: Working Papers on Finance. RePEc:usg:sfwpfi:2017:03.

Full description at Econpapers || Download paper

2
462015Internal Control and Strategic Communication within Firms – Evidence from Bank Lending. (2015). Brown, Martin ; Heusler, Markus ; Westerfeld, Simone ; Schaller, Matthias . In: Working Papers on Finance. RePEc:usg:sfwpfi:2015:04.

Full description at Econpapers || Download paper

2
472015The Impact of Financial Advice on Trade Performance and Behavioral Biases. (2015). Schmid, Markus ; Schaub, Nic ; Ruenzi, Stefan ; Hoechle, Daniel. In: Working Papers on Finance. RePEc:usg:sfwpfi:2014:19.

Full description at Econpapers || Download paper

2
482013Electricity Spot and Derivatives Pricing when Markets are Interconnected. (2013). Prokopczuk, Marcel ; Füss, Roland ; ROLAND FÜSS, ; Mahringer, Steffen ; Fuss, Roland. In: Working Papers on Finance. RePEc:usg:sfwpfi:2013:23.

Full description at Econpapers || Download paper

2
492014The Euroization of Bank Deposits in Eastern Europe. (2014). Stix, Helmut ; Brown, Martin. In: Working Papers on Finance. RePEc:usg:sfwpfi:2014:12.

Full description at Econpapers || Download paper

2
502016Can Group Incentives Alleviate Moral Hazard? The Role of Pro-Social Preferences. (2016). Biener, Christian ; Pradhan, Shailee ; Eling, Martin. In: Working Papers on Finance. RePEc:usg:sfwpfi:2016:10.

Full description at Econpapers || Download paper

1

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


#YearTitleCited
12015Financialization 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

32
22015Understanding 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

28
32015The 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

13
42016Toward Removal of the Swiss Franc Cap: Market Expectations and Verbal Interventions. (2016). Söderlind, Paul ; Pozdeev, Igor ; Mirkov, Nikola. In: Working Papers on Finance. RePEc:usg:sfwpfi:2016:14.

Full description at Econpapers || Download paper

8
52016Prediction of Extreme Price Occurrences in the German Day-ahead Electricity Market. (2016). Prokopczuk, Marcel ; Paraschiv, Florentina ; Westgaard, Sjur ; Sator, Alma ; Kamperud, Hilde Horthe ; Hagfors, Lars Ivar. In: Working Papers on Finance. RePEc:usg:sfwpfi:2016:22.

Full description at Econpapers || Download paper

8
62015Insurability of Cyber Risk: An Empirical Analysis. (2015). Wirfs, Jan ; Biener, Christian ; Eling, Martin. In: Working Papers on Finance. RePEc:usg:sfwpfi:2015:03.

Full description at Econpapers || Download paper

7
72018Bitcoin is not the New Gold - A Comparison of Volatility, Correlation, and Portfolio Performance. (2018). Walther, Thomas ; Thu, Hien Pham ; Klein, Tony. In: Working Papers on Finance. RePEc:usg:sfwpfi:2018:12.

Full description at Econpapers || Download paper

6
82013The 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

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

Full description at Econpapers || Download paper

6
102017Deposit Withdrawals from Distressed Commercial Banks: The Importance of Switching Costs. (2017). Morkoetter, Stefan ; Guin, Benjamin ; Brown, Martin. In: Working Papers on Finance. RePEc:usg:sfwpfi:2013:19.

Full description at Econpapers || Download paper

6
112015The 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

5
122012Is Director Industry Experience Valuable?. (2012). von Meyerinck, Felix ; Schmid, Markus ; Oesch, David . In: Working Papers on Finance. RePEc:usg:sfwpfi:2012:17.

Full description at Econpapers || Download paper

5
132016Fragility of Money Markets. (2016). Wrampelmeyer, Jan ; Ranaldo, Angelo ; Rupprecht, Matthias . In: Working Papers on Finance. RePEc:usg:sfwpfi:2016:01.

Full description at Econpapers || Download paper

5
142013Price Dynamics in Electricity Markets. (2013). Paraschiv, Florentina. In: Working Papers on Finance. RePEc:usg:sfwpfi:2013:14.

Full description at Econpapers || Download paper

4
152014Sophisticated vs. Simple Systemic Risk Measures. (2014). Pankoke, David. In: Working Papers on Finance. RePEc:usg:sfwpfi:2014:22.

Full description at Econpapers || Download paper

4
162018Immigration And The Displacement of Incumbent Households. (2018). Blickle, Kristian ; Adams, Zeno. In: Working Papers on Finance. RePEc:usg:sfwpfi:2018:09.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

3
182015Announcement Effects of Contingent Convertible Securities: Evidence from the Global Banking Industry. (2015). Blickle, Kristian ; Ammann, Manuel ; Ehmann, Christian. In: Working Papers on Finance. RePEc:usg:sfwpfi:2015:25.

Full description at Econpapers || Download paper

3
192016Estimation and Application of Fully Parametric Multifactor Quantile Regression with Dynamic Coefficients. (2016). Paraschiv, Florentina ; Westgaard, Sjur ; Bunn, Derek. In: Working Papers on Finance. RePEc:usg:sfwpfi:2016:07.

Full description at Econpapers || Download paper

3
202016Non-Interest Income and Bank Performance: Does Ring-Fencing Reduce Bank Risk?. (2016). Schmid, Markus ; Saunders, Anthony ; Walter, Ingo. In: Working Papers on Finance. RePEc:usg:sfwpfi:2014:17.

Full description at Econpapers || Download paper

3
212012Contagious 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
222013Financing 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

2
232015Internal Control and Strategic Communication within Firms – Evidence from Bank Lending. (2015). Brown, Martin ; Heusler, Markus ; Westerfeld, Simone ; Schaller, Matthias . In: Working Papers on Finance. RePEc:usg:sfwpfi:2015:04.

Full description at Econpapers || Download paper

2
242016The 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
252014The Euroization of Bank Deposits in Eastern Europe. (2014). Stix, Helmut ; Brown, Martin. In: Working Papers on Finance. RePEc:usg:sfwpfi:2014:12.

Full description at Econpapers || Download paper

2
262016Asset Pricing and Extreme Event Risk: Common Factors in ILS Fund Returns. (2016). Ben Ammar, Semir ; Braun, Alexander ; Eling, Martin. In: Working Papers on Finance. RePEc:usg:sfwpfi:2016:21.

Full description at Econpapers || Download paper

2
272012An Alternative Three-Factor Model for International Markets: Evidence from the European Monetary Union. (2012). Ammann, Manuel ; Oesch, David ; Odoni, Sandro . In: Working Papers on Finance. RePEc:usg:sfwpfi:2012:02.

Full description at Econpapers || Download paper

2
282017Culture and Financial Literacy. (2017). Brown, Martin ; Henchoz, Caroline ; Spycher, Thomas. In: Working Papers on Finance. RePEc:usg:sfwpfi:2017:03.

Full description at Econpapers || Download paper

2
292015The Impact of Financial Advice on Trade Performance and Behavioral Biases. (2015). Schmid, Markus ; Schaub, Nic ; Ruenzi, Stefan ; Hoechle, Daniel. In: Working Papers on Finance. RePEc:usg:sfwpfi:2014:19.

Full description at Econpapers || Download paper

2
302012Systemic 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

2

Citing documents used to compute impact factor 23:


YearTitle
2018Communication and Hidden Action: Evidence from a Person-to-Person Lending Experiment. (2018). Brown, Martin ; Zehnder, Christian ; Schmitz, Jan. In: Working Papers on Finance. RePEc:usg:sfwpfi:2018:19.

Full description at Econpapers || Download paper

2018Local banks, credit supply, and house prices. (2018). Blickle, Kristian. In: Staff Reports. RePEc:fip:fednsr:874.

Full description at Econpapers || Download paper

2018Cultural Differences in Monetary Policy Preferences. (2018). Jost, Adriel. In: Working Papers. RePEc:snb:snbwpa:2018-02.

Full description at Econpapers || Download paper

2018The effects of bank loan renegotiation on corporate policies and performance. (2018). Godlewski, Christophe. In: Working Papers of LaRGE Research Center. RePEc:lar:wpaper:2018-01.

Full description at Econpapers || Download paper

2018Do multiple credit ratings affect syndicated loan spreads?. (2018). Gallo, Raffaele ; Drago, Danilo. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:56:y:2018:i:c:p:1-16.

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2018The cross-section of expected stock returns in the property/liability insurance industry. (2018). ben Ammar, Semir ; Milidonis, Andreas ; Eling, Martin. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:96:y:2018:i:c:p:292-321.

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2018Seasonal aspects of the energy-water nexus: The case of a run-of-the-river hydropower plant. (2018). Gaudard, Ludovic ; de Michele, Carlo ; Avanzi, Francesco. In: Applied Energy. RePEc:eee:appene:v:210:y:2018:i:c:p:604-612.

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2018Day-ahead electricity price forecasting with high-dimensional structures: Univariate vs. multivariate modeling frameworks. (2018). Weron, Rafał ; Ziel, Florian. In: Energy Economics. RePEc:eee:eneeco:v:70:y:2018:i:c:p:396-420.

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2018Day-ahead electricity price forecasting with high-dimensional structures: Univariate vs. multivariate modeling frameworks. (2018). Weron, Rafał ; Ziel, Florian. In: Papers. RePEc:arx:papers:1805.06649.

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2018Efficient Forecasting of Electricity Spot Prices with Expert and LASSO Models. (2018). Weron, Rafał ; Uniejewski, Bartosz. In: Energies. RePEc:gam:jeners:v:11:y:2018:i:8:p:2039-:d:162196.

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2018Efficient forecasting of electricity spot prices with expert and LASSO models. (2018). Weron, Rafał ; Uniejewski, Bartosz. In: HSC Research Reports. RePEc:wuu:wpaper:hsc1802.

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2018Electricity markets around the world. (2018). Trueck, Stefan ; Truck, Stefan ; Mayer, Klaus . In: Journal of Commodity Markets. RePEc:eee:jocoma:v:9:y:2018:i:c:p:77-100.

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2018Liquidity in the repo market. (2018). Fuhrer, Lucas. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:84:y:2018:i:c:p:1-22.

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2018Unsecured and Secured Funding. (2018). Ranaldo, Angelo ; Wrampelmeyer, Jan ; di Filippo, Mario . In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20180038.

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2018Making Parametric Portfolio Policies Work. (2018). Gehrig, Thomas ; Westerkamp, Arne ; Sogner, Leopold . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13193.

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2018Recent advances in electricity price forecasting: A review of probabilistic forecasting. (2018). Weron, Rafał ; Nowotarski, Jakub. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:81:y:2018:i:p1:p:1548-1568.

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2018Is gender in the eye of the beholder? Identifying cultural attitudes with art auction prices. (2018). Navone, Marco ; Kräussl, Roman ; Verwijmeren, Patrick ; Kraussl, Roman ; Adams, Renee . In: CFS Working Paper Series. RePEc:zbw:cfswop:595.

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2018Immigration And The Displacement of Incumbent Households. (2018). Blickle, Kristian ; Adams, Zeno. In: Working Papers on Finance. RePEc:usg:sfwpfi:2018:09.

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2018Judgement Day: Algorithmic Trading Around the Swiss Franc Cap Removal. (2018). Ranaldo, Angelo ; Breedon, Francis ; Vause, Nicholas ; Chen, Louisa. In: Working Papers on Finance. RePEc:usg:sfwpfi:2018:08.

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2018Did the Swiss exchange rate shock shock the market?. (2018). von Schweinitz, Gregor ; Tonzer, Lena ; Buchholz, Manuel. In: IWH Discussion Papers. RePEc:zbw:iwhdps:92018.

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2018Forex intervention and reserve management in Switzerland and Israel since the financial crisis: Comparison and policy lessons. (2018). Cukierman, Alex. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13186.

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2018Measuring Exchange Rate, Price, and Output Dynamics at the Effective Lower Bound. (2018). Kaufmann, Daniel ; Baeurle, Gregor ; Baurle, Gregor. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:80:y:2018:i:6:p:1243-1266.

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2018The investment behavior of socially responsible individual investors. (2018). Lapanan, Nicha. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:70:y:2018:i:c:p:214-226.

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Recent citations (cites in year: CiY)


Recent citations received in 2018

YearCiting document
2018Local banks, credit supply, and house prices. (2018). Blickle, Kristian. In: Staff Reports. RePEc:fip:fednsr:874.

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2018The 2015 European Refugee Crisis and Residential Housing Rents in Germany. (2018). Rauck, Kathleen Kurschner ; Kvasnicka, Michael. In: IZA Discussion Papers. RePEc:iza:izadps:dp12047.

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2018Exploring the Driving Forces of the Bitcoin Exchange Rate Dynamics: An EGARCH Approach. (2018). Zhou, Siwen. In: MPRA Paper. RePEc:pra:mprapa:89445.

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2018Exogenous Drivers of Cryptocurrency Volatility - A Mixed Data Sampling Approach To Forecasting. (2018). Walther, Thomas ; Klein, Tony. In: Working Papers on Finance. RePEc:usg:sfwpfi:2018:15.

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2018Heterogeneous Information Content of Global FX Trading. (2018). Ranaldo, Angelo ; Somogyi, Fabricius. In: Working Papers on Finance. RePEc:usg:sfwpfi:2018:20.

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2018Have Hedge Funds Solved the Idiosyncratic Volatility Puzzle?. (2018). Bali, Turan G ; Weigert, Florian. In: Working Papers on Finance. RePEc:usg:sfwpfi:2018:27.

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Recent citations received in 2017

YearCiting document
2017Capital Structure Under Collusion. (2017). Povel, Paul ; Sertsios, Giorgio ; Ormazabal, Gaizka ; Ferres, Daniel. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12151.

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2017To stay or go? Consumer bank switching behaviour after government interventions. (2017). Cruijsen, Carin ; van der Cruijsen, Carin ; Diepstraten, Maaike. In: DNB Working Papers. RePEc:dnb:dnbwpp:550.

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2017Banking Products: You Can Take Them with You, So Why Don’t You?. (2017). Cruijsen, Carin ; Diepstraten, Maaike. In: Journal of Financial Services Research. RePEc:kap:jfsres:v:52:y:2017:i:1:d:10.1007_s10693-017-0276-3.

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2017Till Mortgage Do Us Part: Refinancing Costs and Household’s Bank Switching. (2017). Ciciretti, Rocco ; Brunetti, Marianna ; Djordjevic, Ljubica . In: CEIS Research Paper. RePEc:rtv:ceisrp:364.

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2017Culture and Financial Literacy. (2017). Brown, Martin ; Henchoz, Caroline ; Spycher, Thomas. In: Working Papers on Finance. RePEc:usg:sfwpfi:2017:03.

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2017Local Banks, Credit Supply, and House Prices. (2017). Blickle, Kristian. In: Working Papers on Finance. RePEc:usg:sfwpfi:2018:11.

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Recent citations received in 2016

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

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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 ; Mayda, Anna Maria. In: Working papers. RePEc:bfr:banfra:597.

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2016DOES A GOOD CENTRAL BANKER MAKE A DIFFERENCE?. (2016). Neuenkirch, Matthias ; PeterTillmann, . In: Economic Inquiry. RePEc:bla:ecinqu:v:54:y:2016:i:3:p:1541-1560.

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

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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 ; Guggenheim, Basil ; Fuhrer, Lucas. In: Working Papers. RePEc:snb:snbwpa:2015-02.

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2015Liquidity commonality does not imply liquidity resilience commonality: a functional characterisation for ultra-high frequency cross-sectional LOB data. (2015). Panayi, Efstathios ; Kosmidis, Ioannis ; Peters, Gareth W. In: Quantitative Finance. RePEc:taf:quantf:v:15:y:2015:i:10:p:1737-1758.

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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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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 March, 4 2019. Contact: CitEc Team