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Citation Profile [Updated: 2023-01-07 21:26:51]
5 Years H Index
13
Impact Factor (IF)
0.78
5 Years IF
0.78
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
2012 0 0.65 5 0 3 3 410 15 15 0 0 0 15 5 0.34
2013 11 0.64 3.27 11 12 15 69 49 64 3 33 3 33 6 12.2 14 1.17 0.34
2014 3.33 0.65 2.29 3.33 9 24 87 55 119 15 50 15 50 4 7.3 4 0.44 0.34
2015 1.24 0.63 2.15 3.21 24 48 182 103 222 21 26 24 77 11 10.7 13 0.54 0.35
2016 1.21 0.63 1.82 1.94 14 62 100 113 335 33 40 48 93 13 11.5 12 0.86 0.34
2017 1.26 0.62 1.77 1.6 7 69 25 122 457 38 48 62 99 3 2.5 0 0.34
2018 1.24 0.62 1.64 1 6 75 8 123 580 21 26 66 66 0 0 0.35
2019 0.69 0.62 1.13 0.82 4 79 5 88 669 13 9 60 49 2 2.3 0 0.37
2020 0.4 0.7 1.33 0.93 5 84 11 112 781 10 4 55 51 7 6.3 3 0.6 0.72
2021 0.78 1.01 1.25 0.78 3 87 10 109 890 9 7 36 28 1 0.9 4 1.33 0.42
IF: Two years Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for all series in RePEc in year y
CIF: Cumulative impact factor
IF5: Five years 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
12012A Survey of Systemic Risk Analytics. (2012). Flood, Mark ; Bisias, Dimitrios ; Valavanis, Stavros . In: Working Papers. RePEc:ofr:wpaper:12-01.

Full description at Econpapers || Download paper

389
22014Shadow Banking: The Money View. (2014). Pozsar, Zoltan. In: Working Papers. RePEc:ofr:wpaper:14-04.

Full description at Econpapers || Download paper

36
32015Dynamical Macroprudential Stress Testing Using Network Theory. (2015). Havlin, Shlomo ; Stanley, Eugene H ; Avakian, Adam ; Levy-Carciente, Sary ; Kenett, Dror Y. In: Working Papers. RePEc:ofr:wpaper:15-12.

Full description at Econpapers || Download paper

34
42015Are the Borrowing Costs of Large Financial Firms Unusual?. (2015). Ahmed, Javed ; Zarutskie, Rebecca ; Anderson, Christopher. In: Working Papers. RePEc:ofr:wpaper:15-10.

Full description at Econpapers || Download paper

28
52015Reference Guide to U.S. Repo and Securities Lending Markets. (2015). Copeland, Adam ; Baklanova, Viktoria ; McCaughrin, Rebecca . In: Working Papers. RePEc:ofr:wpaper:15-17.

Full description at Econpapers || Download paper

28
62014An Agent-based Model for Financial Vulnerability. (2014). Paddrik, Mark ; Bookstaber, Rick ; Tivnan, Brian . In: Working Papers. RePEc:ofr:wpaper:14-05.

Full description at Econpapers || Download paper

26
72012Using Agent-Based Models for Analyzing Threats to Financial Stability. (2012). Bookstaber, Richard. In: Working Papers. RePEc:ofr:wpaper:12-03.

Full description at Econpapers || Download paper

24
82016Bank Networks and Systemic Risk: Evidence from the National Banking Acts. (2016). Wang, Jessie ; Paddrik, Mark. In: Working Papers. RePEc:ofr:wpaper:16-13.

Full description at Econpapers || Download paper

22
92013Hedge Fund Contagion and Risk-adjusted Returns: A Markov-switching Dynamic Factor Approach. (2013). Akay, Ozgur ; Yoldas, Emre ; Senyuz, Zeynep. In: Working Papers. RePEc:ofr:wpaper:13-03.

Full description at Econpapers || Download paper

18
102015Regulatory Arbitrage in the Repo Market. (2015). Munyan, Benjamin. In: Working Papers. RePEc:ofr:wpaper:15-22.

Full description at Econpapers || Download paper

17
112013CoCos, Bail-In, and Tail Risk. (2013). Glasserman, Paul ; Kang, Wanmo. In: Working Papers. RePEc:ofr:wpaper:13-04.

Full description at Econpapers || Download paper

17
122013Hedge Fund Contagion and Risk-adjusted Returns: A Markov-switching Dynamic Factor Approach. (2013). Glasserman, Paul ; Young, Peyton. In: Working Papers. RePEc:ofr:wpaper:13-06.

Full description at Econpapers || Download paper

15
132016Does OTC Derivatives Reform Incentivize Central Clearing?. (2016). Glasserman, Paul ; Ghamami, Samim. In: Working Papers. RePEc:ofr:wpaper:16-07.

Full description at Econpapers || Download paper

15
142015An Agent-Based Model of Liquidity. (2015). Paddrik, Mark ; Bookstaber, Richard. In: Working Papers. RePEc:ofr:wpaper:15-18.

Full description at Econpapers || Download paper

13
152015Are the Federal Reserves Stress Test Results Predictable?. (2015). Glasserman, Paul ; Tangirala, Gowtham . In: Working Papers. RePEc:ofr:wpaper:15-02.

Full description at Econpapers || Download paper

12
162013CoCos, Bail-In, and Tail Risk. (2013). Chen, Nan ; Pelger, Markus ; Nouri, Behzad ; Glasserman, Paul. In: Working Papers. RePEc:ofr:wpaper:13-01.

Full description at Econpapers || Download paper

12
172015Hidden Illiquidity with Multiple Central Counterparties. (2015). Yuan, Kai ; Moallemi, Ciamac C ; Glasserman, Paul. In: Working Papers. RePEc:ofr:wpaper:15-07.

Full description at Econpapers || Download paper

12
182016Do Higher Capital Standards Always Reduce Bank Risk? The Impact of the Basel Leverage Ratio on the U.S. Triparty Repo Market. (2016). Allahrakha, M. ; Munyan, Benjamin. In: Working Papers. RePEc:ofr:wpaper:16-11.

Full description at Econpapers || Download paper

11
192017How Safe are Central Counterparties in Derivatives Markets?. (2017). Paddrik, Mark ; Young, Peyton H. In: Working Papers. RePEc:ofr:wpaper:17-06.

Full description at Econpapers || Download paper

11
202021Hedge Funds and the Treasury Cash-Futures Disconnect. (2021). Kahn, Robert ; Barth, Daniel. In: Working Papers. RePEc:ofr:wpaper:21-01.

Full description at Econpapers || Download paper

10
212016A Map of Collateral Uses and Flows. (2016). Wipf, Thomas ; Bookstaber, Richard ; Kenett, Dror Y ; Aguiar, Andrea . In: Working Papers. RePEc:ofr:wpaper:16-06.

Full description at Econpapers || Download paper

10
222016The Real Consequences of Bank Mortgage Lending Standards. (2016). Driscoll, John ; Kay, Benjamin S ; Vojtech, Cindy M. In: Working Papers. RePEc:ofr:wpaper:16-05.

Full description at Econpapers || Download paper

9
232016Interconnectedness in the Global Financial Market. (2016). Raddant, Matthias ; Kenett, Dror Y. In: Working Papers. RePEc:ofr:wpaper:16-09.

Full description at Econpapers || Download paper

9
242016Contagion in the CDS Market. (2016). Paddrik, Mark ; Young, Peyton H. In: Working Papers. RePEc:ofr:wpaper:16-12.

Full description at Econpapers || Download paper

9
252015Systemic Risk: The Dynamics under Central Clearing. (2015). Rajan, Sriram ; Cheng, Allen W ; Capponi, Agostino. In: Working Papers. RePEc:ofr:wpaper:15-08.

Full description at Econpapers || Download paper

9
262013Systematic Scenario Selection: Stress Testing and the Nature of Uncertainty. (2013). Elliott, Douglas J. ; Lehnert, Andreas ; Feldberg, Greg . In: Working Papers. RePEc:ofr:wpaper:13-05.

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9
272014The Application of Visual Analytics to Financial Stability Monitoring. (2014). Lemieux, Victoria ; Flood, Mark ; B. L. William Wong, ; Varga, Margaret . In: Working Papers. RePEc:ofr:wpaper:14-02.

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8
282013Stress Scenario Selection by Empirical Likelihood. (2013). Flood, Mark ; Bookstaber, Rick ; Glasserman, Paul ; Feldberg, Greg ; Cetina, Jill. In: Working Papers. RePEc:ofr:wpaper:13-07.

Full description at Econpapers || Download paper

8
292013Systematic Scenario Selection. (2013). Flood, Mark ; Korenko, George . In: Working Papers. RePEc:ofr:wpaper:13-02.

Full description at Econpapers || Download paper

8
302015Economic Uncertainty and Commodity Futures Volatility. (2015). Watugala, Sumudu W. In: Working Papers. RePEc:ofr:wpaper:15-14.

Full description at Econpapers || Download paper

8
312016Interbank Contagion: An Agent-based Model Approach to Endogenously Formed Networks. (2016). Paddrik, Mark ; Zhang, Xingjia ; Yang, Steve ; Liu, Anqi. In: Working Papers. RePEc:ofr:wpaper:16-14.

Full description at Econpapers || Download paper

7
322014Design of Risk Weights. (2014). Glasserman, Paul ; Kang, Wanmo. In: Working Papers. RePEc:ofr:wpaper:14-06.

Full description at Econpapers || Download paper

7
332017The OFR Financial Stress Index. (2017). Monin, Phillip. In: Working Papers. RePEc:ofr:wpaper:17-04.

Full description at Econpapers || Download paper

7
342014A Map of Funding Durability and Risk. (2014). Aguiar, Andrea ; Wipf, Thomas ; Bookstaber, Rick . In: Working Papers. RePEc:ofr:wpaper:14-03.

Full description at Econpapers || Download paper

7
352015Gauging Form PF: Data Tolerances in Regulatory Reporting on Hedge Fund Risk Exposures. (2015). Bandyopadhyay, Lina ; Monin, Phillip ; Flood, Mark D. In: Working Papers. RePEc:ofr:wpaper:15-13.

Full description at Econpapers || Download paper

7
362018Swing Pricing for Mutual Funds: Breaking the Feedback Loop Between Fire Sales and Fund Runs. (2018). Weber, Marko ; Glasserman, Paul ; Capponi, Agostino. In: Working Papers. RePEc:ofr:wpaper:18-04.

Full description at Econpapers || Download paper

6
372020Illiquidity in Intermediate Portfolios: Evidence from Large Hedge Funds. (2020). Monin, Phillip ; Barth, Daniel. In: Working Papers. RePEc:ofr:wpaper:20-03.

Full description at Econpapers || Download paper

5
382016Form PF and Hedge Funds: Risk-measurement Precision for Option Portfolios. (2016). Monin, Phillip ; Flood, Mark D. In: Working Papers. RePEc:ofr:wpaper:16-02.

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5
392014Effects of Limit Order Book Information Level on Market Stability Metrics. (2014). Paddrik, Mark ; Beling, Peter ; Scherer, William ; Hayes, Roy . In: Working Papers. RePEc:ofr:wpaper:14-09.

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5
402013Stress Tests to Promote Financial Stability: Assessing Progress and Looking to the Future. (2013). Glasserman, Paul ; Flood, Mark ; Feldberg, Greg ; Cetina, Jill ; Bookstaber, Rick . In: Working Papers. RePEc:ofr:wpaper:13-10.

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5
412016Stressed to the Core: Counterparty Concentrations and Systemic Losses in CDS Markets. (2016). Paddrik, Mark ; Rajan, Sriram ; Cetina, Jill. In: Working Papers. RePEc:ofr:wpaper:16-01.

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5
422015The Effect of Negative Equity on Mortgage Default: Evidence from HAMP PRA. (2015). Shore, Stephen H ; Scharlemann, Therese C. In: Working Papers. RePEc:ofr:wpaper:15-06.

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4
432015Bounding Wrong-Way Risk in Measuring Counterparty Risk. (2015). Yang, Linan ; Glasserman, Paul. In: Working Papers. RePEc:ofr:wpaper:15-16.

Full description at Econpapers || Download paper

4
442017The Complexity of Bank Holding Companies: A New Measurement Approach. (2017). Simon, Jonathan J ; Lumsdaine, Robin L ; Kenett, Dror Y ; Flood, Mark D. In: Working Papers. RePEc:ofr:wpaper:17-03.

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4
452013Cryptography and the Economics of Supervisory Information: Balancing Transparency and Confidentiality. (2013). Smith, Adam ; Ong, Stephen ; Katz, Jonathan ; Flood, Mark. In: Working Papers. RePEc:ofr:wpaper:13-11.

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4
462019The Effects of the Volcker Rule on Corporate Bond Trading: Evidence from the Underwriting Exemption. (2019). Watugala, Sumudu ; Munyan, Benjamin ; Cetina, Jill ; Allahrakha, Meraj. In: Working Papers. RePEc:ofr:wpaper:19-02.

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4
472018Reducing Moral Hazard at the Expense of Market Discipline: The Effectiveness of Double Liability Before and During the Great Depression. (2018). Choi, Dong Beom ; Barth, Daniel ; Anderson, Haelim. In: Working Papers. RePEc:ofr:wpaper:18-06.

Full description at Econpapers || Download paper

3
482015Contagion in Financial Markets. (2015). Young, Peyton H ; Glasserman, Paul. In: Working Papers. RePEc:ofr:wpaper:15-21.

Full description at Econpapers || Download paper

3
492016A Pilot Survey of Agent Securities Lending Activity. (2016). Baklanova, Viktoria ; Porter, Burt ; Keane, Frank ; Caglio, Cecilia. In: Working Papers. RePEc:ofr:wpaper:16-08.

Full description at Econpapers || Download paper

3
502020The Hedge Fund Industry is Bigger (and has Performed Better) Than You Think. (2020). Joenvaara, Juha ; Barth, Daniel ; Wermers, Russ ; Kauppila, Mikko. In: Working Papers. RePEc:ofr:wpaper:20-01.

Full description at Econpapers || Download paper

3
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12012A Survey of Systemic Risk Analytics. (2012). Flood, Mark ; Bisias, Dimitrios ; Valavanis, Stavros . In: Working Papers. RePEc:ofr:wpaper:12-01.

Full description at Econpapers || Download paper

101
22015Dynamical Macroprudential Stress Testing Using Network Theory. (2015). Havlin, Shlomo ; Stanley, Eugene H ; Avakian, Adam ; Levy-Carciente, Sary ; Kenett, Dror Y. In: Working Papers. RePEc:ofr:wpaper:15-12.

Full description at Econpapers || Download paper

19
32015Reference Guide to U.S. Repo and Securities Lending Markets. (2015). Copeland, Adam ; Baklanova, Viktoria ; McCaughrin, Rebecca . In: Working Papers. RePEc:ofr:wpaper:15-17.

Full description at Econpapers || Download paper

10
42021Hedge Funds and the Treasury Cash-Futures Disconnect. (2021). Kahn, Robert ; Barth, Daniel. In: Working Papers. RePEc:ofr:wpaper:21-01.

Full description at Econpapers || Download paper

10
52014Shadow Banking: The Money View. (2014). Pozsar, Zoltan. In: Working Papers. RePEc:ofr:wpaper:14-04.

Full description at Econpapers || Download paper

9
62015Regulatory Arbitrage in the Repo Market. (2015). Munyan, Benjamin. In: Working Papers. RePEc:ofr:wpaper:15-22.

Full description at Econpapers || Download paper

8
72016Bank Networks and Systemic Risk: Evidence from the National Banking Acts. (2016). Wang, Jessie ; Paddrik, Mark. In: Working Papers. RePEc:ofr:wpaper:16-13.

Full description at Econpapers || Download paper

8
82013Hedge Fund Contagion and Risk-adjusted Returns: A Markov-switching Dynamic Factor Approach. (2013). Akay, Ozgur ; Yoldas, Emre ; Senyuz, Zeynep. In: Working Papers. RePEc:ofr:wpaper:13-03.

Full description at Econpapers || Download paper

7
92014An Agent-based Model for Financial Vulnerability. (2014). Paddrik, Mark ; Bookstaber, Rick ; Tivnan, Brian . In: Working Papers. RePEc:ofr:wpaper:14-05.

Full description at Econpapers || Download paper

6
102017How Safe are Central Counterparties in Derivatives Markets?. (2017). Paddrik, Mark ; Young, Peyton H. In: Working Papers. RePEc:ofr:wpaper:17-06.

Full description at Econpapers || Download paper

5
112013Hedge Fund Contagion and Risk-adjusted Returns: A Markov-switching Dynamic Factor Approach. (2013). Glasserman, Paul ; Young, Peyton. In: Working Papers. RePEc:ofr:wpaper:13-06.

Full description at Econpapers || Download paper

5
122017The OFR Financial Stress Index. (2017). Monin, Phillip. In: Working Papers. RePEc:ofr:wpaper:17-04.

Full description at Econpapers || Download paper

4
132020Illiquidity in Intermediate Portfolios: Evidence from Large Hedge Funds. (2020). Monin, Phillip ; Barth, Daniel. In: Working Papers. RePEc:ofr:wpaper:20-03.

Full description at Econpapers || Download paper

4
142019The Effects of the Volcker Rule on Corporate Bond Trading: Evidence from the Underwriting Exemption. (2019). Watugala, Sumudu ; Munyan, Benjamin ; Cetina, Jill ; Allahrakha, Meraj. In: Working Papers. RePEc:ofr:wpaper:19-02.

Full description at Econpapers || Download paper

4
152015Hidden Illiquidity with Multiple Central Counterparties. (2015). Yuan, Kai ; Moallemi, Ciamac C ; Glasserman, Paul. In: Working Papers. RePEc:ofr:wpaper:15-07.

Full description at Econpapers || Download paper

4
162016Do Higher Capital Standards Always Reduce Bank Risk? The Impact of the Basel Leverage Ratio on the U.S. Triparty Repo Market. (2016). Allahrakha, M. ; Munyan, Benjamin. In: Working Papers. RePEc:ofr:wpaper:16-11.

Full description at Econpapers || Download paper

4
172015Are the Borrowing Costs of Large Financial Firms Unusual?. (2015). Ahmed, Javed ; Zarutskie, Rebecca ; Anderson, Christopher. In: Working Papers. RePEc:ofr:wpaper:15-10.

Full description at Econpapers || Download paper

4
182016A Map of Collateral Uses and Flows. (2016). Wipf, Thomas ; Bookstaber, Richard ; Kenett, Dror Y ; Aguiar, Andrea . In: Working Papers. RePEc:ofr:wpaper:16-06.

Full description at Econpapers || Download paper

4
192012Using Agent-Based Models for Analyzing Threats to Financial Stability. (2012). Bookstaber, Richard. In: Working Papers. RePEc:ofr:wpaper:12-03.

Full description at Econpapers || Download paper

4
202013CoCos, Bail-In, and Tail Risk. (2013). Glasserman, Paul ; Kang, Wanmo. In: Working Papers. RePEc:ofr:wpaper:13-04.

Full description at Econpapers || Download paper

3
212018Swing Pricing for Mutual Funds: Breaking the Feedback Loop Between Fire Sales and Fund Runs. (2018). Weber, Marko ; Glasserman, Paul ; Capponi, Agostino. In: Working Papers. RePEc:ofr:wpaper:18-04.

Full description at Econpapers || Download paper

3
222017The Complexity of Bank Holding Companies: A New Measurement Approach. (2017). Simon, Jonathan J ; Lumsdaine, Robin L ; Kenett, Dror Y ; Flood, Mark D. In: Working Papers. RePEc:ofr:wpaper:17-03.

Full description at Econpapers || Download paper

3
232018Reducing Moral Hazard at the Expense of Market Discipline: The Effectiveness of Double Liability Before and During the Great Depression. (2018). Choi, Dong Beom ; Barth, Daniel ; Anderson, Haelim. In: Working Papers. RePEc:ofr:wpaper:18-06.

Full description at Econpapers || Download paper

3
242020The Hedge Fund Industry is Bigger (and has Performed Better) Than You Think. (2020). Joenvaara, Juha ; Barth, Daniel ; Wermers, Russ ; Kauppila, Mikko. In: Working Papers. RePEc:ofr:wpaper:20-01.

Full description at Econpapers || Download paper

3
252015Gauging Form PF: Data Tolerances in Regulatory Reporting on Hedge Fund Risk Exposures. (2015). Bandyopadhyay, Lina ; Monin, Phillip ; Flood, Mark D. In: Working Papers. RePEc:ofr:wpaper:15-13.

Full description at Econpapers || Download paper

3
262016The Real Consequences of Bank Mortgage Lending Standards. (2016). Driscoll, John ; Kay, Benjamin S ; Vojtech, Cindy M. In: Working Papers. RePEc:ofr:wpaper:16-05.

Full description at Econpapers || Download paper

3
272016Does OTC Derivatives Reform Incentivize Central Clearing?. (2016). Glasserman, Paul ; Ghamami, Samim. In: Working Papers. RePEc:ofr:wpaper:16-07.

Full description at Econpapers || Download paper

3
282016A Pilot Survey of Agent Securities Lending Activity. (2016). Baklanova, Viktoria ; Porter, Burt ; Keane, Frank ; Caglio, Cecilia. In: Working Papers. RePEc:ofr:wpaper:16-08.

Full description at Econpapers || Download paper

3
292016Interbank Contagion: An Agent-based Model Approach to Endogenously Formed Networks. (2016). Paddrik, Mark ; Zhang, Xingjia ; Yang, Steve ; Liu, Anqi. In: Working Papers. RePEc:ofr:wpaper:16-14.

Full description at Econpapers || Download paper

3
302020Central Counterparty Default Waterfalls and Systemic Loss. (2020). Zhang, Simpson ; Paddrik, Mark. In: Working Papers. RePEc:ofr:wpaper:20-04.

Full description at Econpapers || Download paper

2
312015Bounding Wrong-Way Risk in Measuring Counterparty Risk. (2015). Yang, Linan ; Glasserman, Paul. In: Working Papers. RePEc:ofr:wpaper:15-16.

Full description at Econpapers || Download paper

2
322015How Lead-Lag Correlations Affect the Intraday Pattern of Collective Stock Dynamics. (2015). Mantegna, Rosario ; Kenett, Dror Y ; Stanley, Eugene H ; Tumminello, Michele ; Curme, Chester. In: Working Papers. RePEc:ofr:wpaper:15-15.

Full description at Econpapers || Download paper

2
332015Economic Uncertainty and Commodity Futures Volatility. (2015). Watugala, Sumudu W. In: Working Papers. RePEc:ofr:wpaper:15-14.

Full description at Econpapers || Download paper

2
342015Are the Federal Reserves Stress Test Results Predictable?. (2015). Glasserman, Paul ; Tangirala, Gowtham . In: Working Papers. RePEc:ofr:wpaper:15-02.

Full description at Econpapers || Download paper

2
352015Systemic Risk: The Dynamics under Central Clearing. (2015). Rajan, Sriram ; Cheng, Allen W ; Capponi, Agostino. In: Working Papers. RePEc:ofr:wpaper:15-08.

Full description at Econpapers || Download paper

2
362020Credit Risk and the Transmission of Interest Rate Shocks. (2020). Yamarthy, Ram ; Palazzo, Berardino. In: Working Papers. RePEc:ofr:wpaper:20-05.

Full description at Econpapers || Download paper

2
372014Design of Risk Weights. (2014). Glasserman, Paul ; Kang, Wanmo. In: Working Papers. RePEc:ofr:wpaper:14-06.

Full description at Econpapers || Download paper

2
382016Interconnectedness in the Global Financial Market. (2016). Raddant, Matthias ; Kenett, Dror Y. In: Working Papers. RePEc:ofr:wpaper:16-09.

Full description at Econpapers || Download paper

2
Citing documents used to compute impact factor: 7
YearTitle
2021Assessing the Safety of Central Counterparties. (2021). Young, Peyton H ; Paddrik, Mark. In: Working Papers. RePEc:ofr:wpaper:21-02.

Full description at Econpapers || Download paper

2021Hedge fund portfolio selection with fund characteristics. (2021). Kahra, Hannu ; Kauppila, Mikko ; Joenvaara, Juha. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:132:y:2021:i:c:s0378426621001916.

Full description at Econpapers || Download paper

2021Non-bank financial intermediaries and financial stability. (2021). Schrimpf, Andreas ; Shin, Hyun Song ; Aramonte, Sirio. In: BIS Working Papers. RePEc:bis:biswps:972.

Full description at Econpapers || Download paper

2021Banks as Regulated Traders. (2019). Falato, Antonio ; Zikes, Filip ; Iercosan, Diana A. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2019-05.

Full description at Econpapers || Download paper

2021Hedge Fund Treasury Trading and Funding Fragility: Evidence from the COVID-19 Crisis. (2021). Watugala, Sumudu ; Petrasek, Lubomir ; Monin, Phillip J ; Kruttli, Mathias S. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2021-38.

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2021Debt Maturity Heterogeneity and Investment Responses to Monetary Policy. (2021). Fang, Min ; Deng, Minjie. In: Discussion Papers. RePEc:sfu:sfudps:dp21-17.

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2021What’s wrong with Pittsburgh? Delegated investors and liquidity concentration. (2021). Ghent, Andra. In: Journal of Financial Economics. RePEc:eee:jfinec:v:139:y:2021:i:2:p:337-358.

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Recent citations
Recent citations received in 2021

YearCiting document
2021Strategic Trading, Welfare and Prices with Futures Contracts. (2021). Dastarac, Hugues. In: Working papers. RePEc:bfr:banfra:841.

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2021Non-bank financial institutions and the functioning of government bond markets. (2021). Wooldridge, Philip ; Eren, Egemen. In: BIS Papers. RePEc:bis:bisbps:119.

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2021Hedge Fund Treasury Trading and Funding Fragility: Evidence from the COVID-19 Crisis. (2021). Watugala, Sumudu ; Petrasek, Lubomir ; Monin, Phillip J ; Kruttli, Mathias S. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2021-38.

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2021The Federal Reserve’s Market Functioning Purchases. (2021). Fleming, Michael ; Schurmeier, Jake ; Podjasek, Rich ; Liu, Haoyang. In: Staff Reports. RePEc:fip:fednsr:93540.

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Recent citations received in 2020

YearCiting document
2020Risk-Sharing and the Creation of Systemic Risk. (2020). Acharya, Viral ; Iyer, Aaditya M ; Sundaram, Rangarajan K. In: JRFM. RePEc:gam:jjrfmx:v:13:y:2020:i:8:p:183-:d:399900.

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2020The Hedge Fund Industry is Bigger (and has Performed Better) Than You Think. (2020). Joenvaara, Juha ; Barth, Daniel ; Wermers, Russ ; Kauppila, Mikko. In: Working Papers. RePEc:ofr:wpaper:20-01.

Full description at Econpapers || Download paper

2020Leverage and Risk in Hedge Funds. (2020). Hammond, Laurel ; Barth, Daniel ; Monin, Phillip. In: Working Papers. RePEc:ofr:wpaper:20-02.

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Recent citations received in 2019

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