Is this page useful for you? Then, help us to keep the service working. Please have a look to our donations page ... Thanks for your help!!

Citation Profile [Updated: 2022-08-02 06:44:01]
5 Years H
15
Impact Factor
0
5 Years IF
0
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 0.15 0 0 0 0 0 0 0 0 0 0 0.07
1991 0 0.13 0 0 0 0 0 0 0 0 0 0 0.07
1992 0 0.12 0 0 0 0 0 0 0 0 0 0 0.08
1993 0 0.17 0 0 0 0 0 0 0 0 0 0 0.13
1994 0 0.16 0 0 0 0 0 0 0 0 0 0 0.07
1995 0 0.22 0 0 0 0 0 0 0 0 0 0 0.11
1996 0 0.23 0 0 0 0 0 0 0 0 0 0 0.13
1997 0 0.26 0 0 0 0 0 0 0 0 0 0 0.14
1998 0 0.28 0.5 0 2 2 13 1 0 0 0 0 0.17
1999 2 0.37 0.56 2 7 9 47 5 6 2 4 2 4 0 1 0.14 0.24
2000 0.56 0.51 0.45 0.56 13 22 102 9 16 9 5 9 5 0 3 0.23 0.23
2001 0.95 0.46 0.84 1.05 15 37 243 30 47 20 19 22 23 1 3.3 5 0.33 0.26
2002 1.07 0.5 0.54 0.86 33 70 157 37 85 28 30 37 32 9 24.3 1 0.03 0.28
2003 0.71 0.5 0.56 0.66 31 101 235 56 142 48 34 70 46 8 14.3 7 0.23 0.29
2004 0.41 0.55 0.45 0.49 22 123 132 54 197 64 26 99 49 2 3.7 4 0.18 0.33
2005 0.42 0.57 0.4 0.42 36 159 230 63 260 53 22 114 48 3 4.8 6 0.17 0.35
2006 0.57 0.56 0.58 0.55 0 159 0 93 353 58 33 137 75 0 0 0.33
2007 0.33 0.48 0.38 0.35 0 159 0 61 414 36 12 122 43 0 0 0.27
2008 0 0.56 0.47 0.51 0 159 0 75 489 0 89 45 0 0 0.29
2009 0 0.54 0.45 0.4 0 159 0 71 560 0 58 23 0 0 0.3
2010 0 0.49 0.5 0.47 0 159 0 80 640 0 36 17 0 0 0.28
2011 0 0.58 0.46 0 0 159 0 73 713 0 0 0 0 0.34
2012 0 0.63 0.35 0 0 159 0 55 768 0 0 0 0 0.33
2013 0 0.62 0.41 0 0 159 0 65 833 0 0 0 0 0.32
2014 0 0.63 0.31 0 0 159 0 50 883 0 0 0 0 0.32
2015 0 0.61 0.32 0 0 159 0 51 934 0 0 0 0 0.33
2016 0 0.62 0.3 0 0 159 0 47 981 0 0 0 0 0.33
2017 0 0.6 0.28 0 0 159 0 45 1026 0 0 0 0 0.32
2018 0 0.6 0.23 0 0 159 0 36 1062 0 0 0 0 0.34
2019 0 0.61 0.18 0 0 159 0 28 1090 0 0 0 0 0.36
2020 0 0.7 0.15 0 0 159 0 24 1114 0 0 0 0 0.67
2021 0 1.04 0.14 0 0 159 0 22 1136 0 0 0 0 0.44
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
12001Variable Selection for Portfolio Choice. (2001). Ait-Sahalia, Yacine ; Brandt, Michael W.. In: FAME Research Paper Series. RePEc:fam:rpseri:rp34.

Full description at Econpapers || Download paper

149
22003Nonparametric Estimation of Copulas for Time Series. (2003). Scaillet, Olivier ; Fermanian, Jean-David. In: FAME Research Paper Series. RePEc:fam:rpseri:rp57.

Full description at Econpapers || Download paper

75
32003European Financial Integration and Equity Returns: A Theory-Based Assessment. (2003). Danthine, Jean-Pierre ; Adjaoute, Kpate. In: FAME Research Paper Series. RePEc:fam:rpseri:rp84.

Full description at Econpapers || Download paper

73
42002Exploring for the Determinants of Credit Risk in Credit Default Swap Transaction Data: Is Fixed-Income Markets’ Information Suffcient to Evaluate Credit Risk?. (2002). Aunon-Nerin, Daniel ; Huang, Zhijiang ; Hricko, Tomas ; Cossin, Didier . In: FAME Research Paper Series. RePEc:fam:rpseri:rp65.

Full description at Econpapers || Download paper

58
52000European Financial Markets After EMU: A First Assessment. (2000). von Thadden, Ernst-Ludwig ; Giavazzi, Francesco ; Danthine, Jean-Pierre. In: FAME Research Paper Series. RePEc:fam:rpseri:rp13.

Full description at Econpapers || Download paper

51
62004Equity Returns and Integration: Is Europe Changing?. (2004). Danthine, Jean-Pierre ; Adjaoute, Kpate. In: FAME Research Paper Series. RePEc:fam:rpseri:rp117.

Full description at Econpapers || Download paper

39
72005Financial Intermediation and the Costs of Trading in an Opaque Market. (2005). Schuerhoff, Norman ; Hollifield, Burton ; Green, Richard ; Schurhoff, Norman. In: FAME Research Paper Series. RePEc:fam:rpseri:rp130.

Full description at Econpapers || Download paper

36
82005Rational Inattention: A Solution to the Forward Discount Puzzle. (2005). van Wincoop, Eric ; Bacchetta, Philippe. In: FAME Research Paper Series. RePEc:fam:rpseri:rp156.

Full description at Econpapers || Download paper

33
92001Indirect Estimation of the Parameters of Agent Based Models of Financial Markets. (2001). Winker, Peter ; Gilli, Manfred. In: FAME Research Paper Series. RePEc:fam:rpseri:rp38.

Full description at Econpapers || Download paper

32
101999Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets. (1999). Viceira, Luis ; Chacko, George . In: FAME Research Paper Series. RePEc:fam:rpseri:rp11.

Full description at Econpapers || Download paper

32
112005A Kolmogorov-Smirnov Type Test for Positive Quadrant Dependence. (2005). Scaillet, Olivier. In: FAME Research Paper Series. RePEc:fam:rpseri:rp128.

Full description at Econpapers || Download paper

30
122005Can Information Heterogeneity Explain the Exchange Rate Determination?. (2005). van Wincoop, Eric ; Bacchetta, Philippe. In: FAME Research Paper Series. RePEc:fam:rpseri:rp155.

Full description at Econpapers || Download paper

23
132003Does Poor Legal Enforcement Make Households Credit-Constrained?. (2003). Padula, Mario ; Fabbri, Daniela . In: FAME Research Paper Series. RePEc:fam:rpseri:rp81.

Full description at Econpapers || Download paper

15
142005Order Submission Strategies and Information: Empirical Evidence from the NYSE. (2005). Beber, Alessandro ; Caglio, Cecilia. In: FAME Research Paper Series. RePEc:fam:rpseri:rp146.

Full description at Econpapers || Download paper

15
152002Conditional Dependency of Financial Series: The Copula-GARCH Model. (2002). Rockinger, Michael ; Jondeau, Eric. In: FAME Research Paper Series. RePEc:fam:rpseri:rp69.

Full description at Econpapers || Download paper

15
162002Mutual Fund Flows and Performance in Rational Markets. (2002). Green, Richard ; Berk, Jonathan B.. In: FAME Research Paper Series. RePEc:fam:rpseri:rp100.

Full description at Econpapers || Download paper

14
171998Who Should Buy Long-Term Bonds?. (1998). Viceira, Luis ; Campbell, John. In: FAME Research Paper Series. RePEc:fam:rpseri:rp5.

Full description at Econpapers || Download paper

14
182005Conditional Asset Allocation under Non-Normality: How Costly is the Mean-Variance Criterion?. (2005). Rockinger, Michael ; Jondeau, Eric. In: FAME Research Paper Series. RePEc:fam:rpseri:rp132.

Full description at Econpapers || Download paper

14
192000EMU and Portfolio Diversification Opportunities. (2000). Danthine, Jean-Pierre ; Adjaoute, Kpate. In: FAME Research Paper Series. RePEc:fam:rpseri:rp31.

Full description at Econpapers || Download paper

14
202000Prospect Theory and Asset Prices. (2000). HUANG, MING ; Santos, Tano ; Barberis, Nicholas. In: FAME Research Paper Series. RePEc:fam:rpseri:rp16.

Full description at Econpapers || Download paper

13
212004Nonparametric Estimation of Conditional Expected Shortfall. (2004). Scaillet, Olivier. In: FAME Research Paper Series. RePEc:fam:rpseri:rp112.

Full description at Econpapers || Download paper

12
222004SOME STATISTICAL PITFALLS IN COPULA MODELING FOR FINANCIAL APPLICATIONS. (2004). Scaillet, Olivier ; Fermanian, Jean-David. In: FAME Research Paper Series. RePEc:fam:rpseri:rp108.

Full description at Econpapers || Download paper

12
232003The capital structure of Swiss companies: an empirical analysis using dynamic panel data. (2003). Hoesli, Martin ; Bender, Andre ; Gaud, Philippe ; Jani, Elion . In: FAME Research Paper Series. RePEc:fam:rpseri:rp68.

Full description at Econpapers || Download paper

11
242003Competition Between Stock Exchanges: A Survey. (2003). Ramos, Sofia. In: FAME Research Paper Series. RePEc:fam:rpseri:rp77.

Full description at Econpapers || Download paper

11
252004Capital Structure, Credit Risk, and Macroeconomic Conditions. (2004). Miao, Jianjun ; Hackbarth, Dirk ; Morellec, Erwan. In: FAME Research Paper Series. RePEc:fam:rpseri:rp125.

Full description at Econpapers || Download paper

10
262000Extreme Value Theory for Tail-Related Risk Measures. (2000). Gilli, Manfred ; Kellezi, Evis . In: FAME Research Paper Series. RePEc:fam:rpseri:rp18.

Full description at Econpapers || Download paper

10
272004A Simple Alternative House Price Index Method. (2004). Hoesli, Martin ; Bourassa, Steven ; Sun, Jian. In: FAME Research Paper Series. RePEc:fam:rpseri:rp119.

Full description at Econpapers || Download paper

10
282003Profitable Innovation Without Patent Protection: The Case of Derivatives.. (2003). Schroth, Enrique ; Herrera, Helios. In: FAME Research Paper Series. RePEc:fam:rpseri:rp76.

Full description at Econpapers || Download paper

10
292001Assessing Market Risk for Hedge Funds Portfolios. (2001). Lhabitant, Franois-Serge . In: FAME Research Paper Series. RePEc:fam:rpseri:rp24.

Full description at Econpapers || Download paper

10
302001Country, Sector or Style: What Matters Most When Constructing Global Equity Portfolios? An Empirical Investigation from 1990-2001. (2001). Hamelink, Foort ; Hillion, Pierre ; Harasty, Helene . In: FAME Research Paper Series. RePEc:fam:rpseri:rp35.

Full description at Econpapers || Download paper

10
312004On the Consequences of State Dependent Preferences for the Pricing of Financial Assets. (2004). Giannikos, Christos ; Danthine, Jean-Pierre ; Guirguis, Hany ; Donaldson, John B.. In: FAME Research Paper Series. RePEc:fam:rpseri:rp73.

Full description at Econpapers || Download paper

9
322001Portfolio Diversification: Alive and Well in Euroland!. (2001). Danthine, Jean-Pierre ; Adjaoute, Kpate. In: FAME Research Paper Series. RePEc:fam:rpseri:rp32.

Full description at Econpapers || Download paper

9
332005Testing for Stochastic Dominance Efficiency. (2005). Topaloglou, Nikolas ; Scaillet, Olivier. In: FAME Research Paper Series. RePEc:fam:rpseri:rp154.

Full description at Econpapers || Download paper

9
342001Coping with Credit Risk. (2001). Schlesinger, Harris ; Loubergé, Henri. In: FAME Research Paper Series. RePEc:fam:rpseri:rp36.

Full description at Econpapers || Download paper

9
352001Liquidity and Credit Risk. (2001). Ericsson, Jan ; Renault, Olivier . In: FAME Research Paper Series. RePEc:fam:rpseri:rp42.

Full description at Econpapers || Download paper

8
362000International CAPM with Regime Switching GARCH Parameters. (2000). Cappiello, Lorenzo ; FEARNLEY, Tom A.. In: FAME Research Paper Series. RePEc:fam:rpseri:rp17.

Full description at Econpapers || Download paper

8
372002Linear-Quadratic Jump-Diffusion Modeling with Application to Stochastic Volatility. (2002). Scaillet, Olivier ; Cheng, Peng. In: FAME Research Paper Series. RePEc:fam:rpseri:rp67.

Full description at Econpapers || Download paper

8
382005Multiariate Wavelet-based sahpe preserving estimation for dependant observation. (2005). Scaillet, Olivier ; Cosma, Antonio ; von Sachs, Rainer. In: FAME Research Paper Series. RePEc:fam:rpseri:rp144.

Full description at Econpapers || Download paper

8
392002Estimation of an International Capital Asset Pricing Model with Stocks and Government Bonds. (2002). FEARNLEY, Tom A.. In: FAME Research Paper Series. RePEc:fam:rpseri:rp95.

Full description at Econpapers || Download paper

8
402005Spatial Dependence, Housing Submarkets, and House Prices. (2005). Hoesli, Martin ; Bourassa, Steven ; Cantoni, Eva . In: FAME Research Paper Series. RePEc:fam:rpseri:rp151.

Full description at Econpapers || Download paper

7
412004Higher Order Expectations in Asset Pricing. (2004). van Wincoop, Eric ; Bacchetta, Philippe. In: FAME Research Paper Series. RePEc:fam:rpseri:rp110.

Full description at Econpapers || Download paper

7
422001On Swiss Timing and Selectivity: In the Quest of Alpha. (2001). Lhabitant, Franois-Serge . In: FAME Research Paper Series. RePEc:fam:rpseri:rp27.

Full description at Econpapers || Download paper

7
432003Are practitioners right? On the relative importance of industrial factors in international stock returns. (2003). Isakov, Dusan ; Sonney, Frederic . In: FAME Research Paper Series. RePEc:fam:rpseri:rp72.

Full description at Econpapers || Download paper

7
442002Optimal Investment With Default Risk. (2002). Jin, Xiangrong ; Hou, Yuanfeng . In: FAME Research Paper Series. RePEc:fam:rpseri:rp46b.

Full description at Econpapers || Download paper

6
451999Systematic Patterns Before and After Large Price Changes: Evidence from High Frequency Data from the Paris Bourse. (1999). Hamelink, Foort. In: FAME Research Paper Series. RePEc:fam:rpseri:rp6.

Full description at Econpapers || Download paper

6
462002Portfolio Optimization with Concave Transaction Costs. (2002). Demchuk, Andriy. In: FAME Research Paper Series. RePEc:fam:rpseri:rp103.

Full description at Econpapers || Download paper

6
472003Optimal asset allocation for pension funds under mortality risk during the accumulation and ecumulation phases. (2003). Scaillet, Olivier ; Menoncin, Francesco ; Battocchio, Paolo . In: FAME Research Paper Series. RePEc:fam:rpseri:rp66.

Full description at Econpapers || Download paper

6
482002Implicit Forward Rents as Predictors of Future Rents. (2002). Hoesli, Martin ; Soderberg, Bo ; Englund, Peter ; GUNNELIN, ke. In: FAME Research Paper Series. RePEc:fam:rpseri:rp59.

Full description at Econpapers || Download paper

6
492005Monte Carlo Simulations for Real Estate Valuation. (2005). Hoesli, Martin ; Bender, Andre ; Jani, Elion . In: FAME Research Paper Series. RePEc:fam:rpseri:rp148.

Full description at Econpapers || Download paper

6
502002A Geometric Approach to Multiperiod Mean Variance Optimization of Assets and Liabilities. (2002). vanini, paolo ; Trojani, Fabio ; Leippold, Markus. In: FAME Research Paper Series. RePEc:fam:rpseri:rp48.

Full description at Econpapers || Download paper

5
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12001Variable Selection for Portfolio Choice. (2001). Ait-Sahalia, Yacine ; Brandt, Michael W.. In: FAME Research Paper Series. RePEc:fam:rpseri:rp34.

Full description at Econpapers || Download paper

15
22005A Kolmogorov-Smirnov Type Test for Positive Quadrant Dependence. (2005). Scaillet, Olivier. In: FAME Research Paper Series. RePEc:fam:rpseri:rp128.

Full description at Econpapers || Download paper

7
32003European Financial Integration and Equity Returns: A Theory-Based Assessment. (2003). Danthine, Jean-Pierre ; Adjaoute, Kpate. In: FAME Research Paper Series. RePEc:fam:rpseri:rp84.

Full description at Econpapers || Download paper

3
42003Nonparametric Estimation of Copulas for Time Series. (2003). Scaillet, Olivier ; Fermanian, Jean-David. In: FAME Research Paper Series. RePEc:fam:rpseri:rp57.

Full description at Econpapers || Download paper

3
52005Conditional Asset Allocation under Non-Normality: How Costly is the Mean-Variance Criterion?. (2005). Rockinger, Michael ; Jondeau, Eric. In: FAME Research Paper Series. RePEc:fam:rpseri:rp132.

Full description at Econpapers || Download paper

2
62004On the Consequences of State Dependent Preferences for the Pricing of Financial Assets. (2004). Giannikos, Christos ; Danthine, Jean-Pierre ; Guirguis, Hany ; Donaldson, John B.. In: FAME Research Paper Series. RePEc:fam:rpseri:rp73.

Full description at Econpapers || Download paper

2
72004R2 Around the World: New Theory and New Tests. (2004). Jin, LI ; Myers, Stewart C.. In: FAME Research Paper Series. RePEc:fam:rpseri:rp158.

Full description at Econpapers || Download paper

2
82005Rational Inattention: A Solution to the Forward Discount Puzzle. (2005). van Wincoop, Eric ; Bacchetta, Philippe. In: FAME Research Paper Series. RePEc:fam:rpseri:rp156.

Full description at Econpapers || Download paper

2
92002Conditional Dependency of Financial Series: The Copula-GARCH Model. (2002). Rockinger, Michael ; Jondeau, Eric. In: FAME Research Paper Series. RePEc:fam:rpseri:rp69.

Full description at Econpapers || Download paper

2
Citing documents used to compute impact factor:
YearTitle
Recent citations