Working Papers on Finance / University of St. Gallen, School of Finance
Citation Profile [Updated: 2023-01-07 21:26:51]
5 Years H Index
14
Impact Factor (IF)
0.74
5 Years IF
1.25
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]
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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 | 0.05 | 0 | 22 | 22 | 104 | 1 | 1 | 0 | 0 | 1 | 100 | 1 | 0.05 | 0.34 | ||
| 2013 | 0.32 | 0.64 | 0.4 | 0.32 | 20 | 42 | 116 | 15 | 18 | 22 | 7 | 22 | 7 | 2 | 13.3 | 8 | 0.4 | 0.34 |
| 2014 | 0.71 | 0.65 | 0.65 | 0.71 | 12 | 54 | 37 | 31 | 53 | 42 | 30 | 42 | 30 | 2 | 6.5 | 1 | 0.08 | 0.34 |
| 2015 | 0.66 | 0.63 | 0.73 | 0.63 | 32 | 86 | 433 | 60 | 116 | 32 | 21 | 54 | 34 | 6 | 10 | 24 | 0.75 | 0.35 |
| 2016 | 1.23 | 0.63 | 0.81 | 0.99 | 32 | 118 | 109 | 96 | 212 | 44 | 54 | 86 | 85 | 10 | 10.4 | 9 | 0.28 | 0.34 |
| 2017 | 1.11 | 0.62 | 0.68 | 0.74 | 27 | 145 | 44 | 98 | 311 | 64 | 71 | 118 | 87 | 7 | 7.1 | 6 | 0.22 | 0.34 |
| 2018 | 0.49 | 0.62 | 0.84 | 0.76 | 24 | 169 | 270 | 140 | 453 | 59 | 29 | 123 | 93 | 10 | 7.1 | 31 | 1.29 | 0.35 |
| 2019 | 1 | 0.62 | 0.83 | 0.98 | 17 | 186 | 36 | 154 | 607 | 51 | 51 | 127 | 124 | 3 | 1.9 | 4 | 0.24 | 0.37 |
| 2020 | 1.63 | 0.7 | 0.97 | 1.22 | 6 | 192 | 13 | 187 | 794 | 41 | 67 | 132 | 161 | 3 | 1.6 | 9 | 1.5 | 0.72 |
| 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
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2018 | Bitcoin 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 | 230 |
| 2 | 2015 | Financialization 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 | 161 |
| 3 | 2015 | Understanding FX Liquidity. (2015). S̮̦derlind, Paul ; Ranaldo, Angelo ; Karnaukh, Nina ; Soderlind, Paul . In: Working Papers on Finance. RePEc:usg:sfwpfi:2013:15. Full description at Econpapers || Download paper | 83 |
| 4 | 2015 | Insurability 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 | 55 |
| 5 | 2015 | The 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 | 47 |
| 6 | 2016 | Prediction 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 | 25 |
| 7 | 2013 | The 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 | 23 |
| 8 | 2015 | The 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 | 22 |
| 9 | 2012 | Systemic Risk in the Insurance Sector ââ¬â 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 | 17 |
| 10 | 2014 | The 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 | 17 |
| 11 | 2012 | Contagious 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 | 16 |
| 12 | 2012 | Is 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 | 15 |
| 13 | 2012 | Information 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 | 14 |
| 14 | 2012 | Limits 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. Full description at Econpapers || Download paper | 14 |
| 15 | 2013 | Announcements 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 | 14 |
| 16 | 2020 | Financial Innovation, Payment Choice and Cash Demand - Causal Evidence from the Staggered Introduction of Contactless Debit Cards. (2020). Stix, Helmut ; Hentschel, Nicole ; Mettler, Hannes ; Brown, Martin. In: Working Papers on Finance. RePEc:usg:sfwpfi:2020:02. Full description at Econpapers || Download paper | 13 |
| 17 | 2017 | Deposit 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 | 13 |
| 18 | 2013 | Financial Literacy, Household Investment and Household Debt: Evidence from Switzerland. (2013). Brown, Martin ; Graf, Roman . In: Working Papers on Finance. RePEc:usg:sfwpfi:2013:01. Full description at Econpapers || Download paper | 12 |
| 19 | 2013 | Variance Risk Premiums in Foreign Exchange Markets. (2013). Buesser, Ralf ; Ammann, Manuel. In: Working Papers on Finance. RePEc:usg:sfwpfi:2013:04. Full description at Econpapers || Download paper | 12 |
| 20 | 2015 | The 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 | 12 |
| 21 | 2013 | Financing 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 | 12 |
| 22 | 2016 | Toward Removal of the Swiss Franc Cap: Market Expectations and Verbal Interventions. (2016). S̮̦derlind, Paul ; Pozdeev, Igor ; Mirkov, Nikola. In: Working Papers on Finance. RePEc:usg:sfwpfi:2016:14. Full description at Econpapers || Download paper | 11 |
| 23 | 2013 | Basis 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 | 11 |
| 24 | 2013 | Price Dynamics in Electricity Markets. (2013). Paraschiv, Florentina. In: Working Papers on Finance. RePEc:usg:sfwpfi:2013:14. Full description at Econpapers || Download paper | 11 |
| 25 | 2016 | Non-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 | 10 |
| 26 | 2015 | Tail Risk in Hedge Funds: A Unique View from Portfolio Holdings. (2015). Ruenzi, Stefan ; Weigert, Florian ; Agarwal, Vikas. In: Working Papers on Finance. RePEc:usg:sfwpfi:2015:08. Full description at Econpapers || Download paper | 9 |
| 27 | 2016 | Estimation 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 | 9 |
| 28 | 2016 | Fragility 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 | 9 |
| 29 | 2014 | Systemic 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 |
| 30 | 2012 | An 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 | 8 |
| 31 | Medium-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 | |
| 32 | 2015 | Econometric 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 | 8 |
| 33 | 2015 | The Exposure of Mortgage Borrowers to Interest Rate Risk, Income Risk and House Price Risk ââ¬â Evidence from Swiss Loan Application Data. (2015). Guin, Benjamin ; Brown, Martin. In: Working Papers on Finance. RePEc:usg:sfwpfi:2015:09. Full description at Econpapers || Download paper | 8 |
| 34 | 2017 | Has Crude Oil Become a Financial Asset? Evidence from Ten Years of Financialization. (2017). Kartsakli, Maria ; Adams, Zeno. In: Working Papers on Finance. RePEc:usg:sfwpfi:2017:10. Full description at Econpapers || Download paper | 7 |
| 35 | Asset 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 | 7 | |
| 36 | 2016 | Unsecured and Secured Funding. (2016). Wrampelmeyer, Jan ; Ranaldo, Angelo. In: Working Papers on Finance. RePEc:usg:sfwpfi:2016:1. Full description at Econpapers || Download paper | 7 |
| 37 | 2016 | Competing with Superstars. (2016). Horsch, Philipp ; Ammann, Manuel ; Oesch, David . In: Working Papers on Finance. RePEc:usg:sfwpfi:2015:10. Full description at Econpapers || Download paper | 7 |
| 38 | 2013 | Microfinance 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 | 7 |
| 39 | 2018 | The Impact of Regulatory Stress Testing on Banks Equity and CDS Performance. (2018). Weigert, Florian ; Vonhoff, Volker ; Vogt, Pascal ; Ahnert, Lukas. In: Working Papers on Finance. RePEc:usg:sfwpfi:2018:14. Full description at Econpapers || Download paper | 6 |
| 40 | 2015 | Time 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. Full description at Econpapers || Download paper | 6 |
| 41 | 2019 | Credit Default Swap Regulation in Experimental Bond Markets. (2019). Weber, Matthias ; Schram, Arthur ; Duffy, John. In: Working Papers on Finance. RePEc:usg:sfwpfi:2019:05. Full description at Econpapers || Download paper | 6 |
| 42 | 2018 | Judgement 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. Full description at Econpapers || Download paper | 6 |
| 43 | 2016 | Characteristics-based Portfolio Choice with Leverage Constraints. (2016). Ammann, Manuel ; Schade, Jan-Philip ; Coqueret, Guillaume. In: Working Papers on Finance. RePEc:usg:sfwpfi:2016:06. Full description at Econpapers || Download paper | 6 |
| 44 | 2018 | Modeling and Forecasting Commodity Market Volatility with Long-term Economic and Financial Variables. (2018). Walther, Thomas ; Nguyen, Duc Khuong. In: Working Papers on Finance. RePEc:usg:sfwpfi:2018:24. Full description at Econpapers || Download paper | 6 |
| 45 | 2018 | Oil Price Changes and U.S. Real GDP Growth: Is this Time Different?. (2018). Walther, Thomas ; Charfeddine, Lanouar ; Klein, Tony. In: Working Papers on Finance. RePEc:usg:sfwpfi:2018:16. Full description at Econpapers || Download paper | 6 |
| 46 | 2019 | Contract Nonperformance Risk and Uncertainty in Insurance Markets. (2019). Santana, Maria Isabel ; Biener, Christian ; Landmann, Andreas. In: Working Papers on Finance. RePEc:usg:sfwpfi:2017:01. Full description at Econpapers || Download paper | 6 |
| 47 | 2013 | Spot-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 | 5 |
| 48 | 2019 | The Behavioral Economics of Currency Unions: Economic Integration and Monetary Policy. (2019). Weber, Matthias ; Massaro, Domenico ; Bertasiute, Akvile. In: Working Papers on Finance. RePEc:usg:sfwpfi:2019:16. Full description at Econpapers || Download paper | 5 |
| 49 | 2012 | Forecasting 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. Full description at Econpapers || Download paper | 5 |
| 50 | 2014 | Sophisticated vs. Simple Systemic Risk Measures. (2014). Pankoke, David. In: Working Papers on Finance. RePEc:usg:sfwpfi:2014:22. Full description at Econpapers || Download paper | 5 |
50 most relevant documents in this series (papers most cited in the last two years)
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2018 | Bitcoin 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 | 174 |
| 2 | 2015 | Financialization 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 | 92 |
| 3 | 2015 | Insurability 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 | 33 |
| 4 | 2015 | Understanding FX Liquidity. (2015). S̮̦derlind, Paul ; Ranaldo, Angelo ; Karnaukh, Nina ; Soderlind, Paul . In: Working Papers on Finance. RePEc:usg:sfwpfi:2013:15. Full description at Econpapers || Download paper | 32 |
| 5 | 2016 | Prediction 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 | 14 |
| 6 | 2020 | Financial Innovation, Payment Choice and Cash Demand - Causal Evidence from the Staggered Introduction of Contactless Debit Cards. (2020). Stix, Helmut ; Hentschel, Nicole ; Mettler, Hannes ; Brown, Martin. In: Working Papers on Finance. RePEc:usg:sfwpfi:2020:02. Full description at Econpapers || Download paper | 13 |
| 7 | 2015 | The 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 |
| 8 | 2015 | The 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 | 7 |
| 9 | 2013 | The 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 | 7 |
| 10 | 2015 | The 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 | 7 |
| 11 | 2012 | Is 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 |
| 12 | 2013 | Financing 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 | 6 |
| 13 | 2018 | The Impact of Regulatory Stress Testing on Banks Equity and CDS Performance. (2018). Weigert, Florian ; Vonhoff, Volker ; Vogt, Pascal ; Ahnert, Lukas. In: Working Papers on Finance. RePEc:usg:sfwpfi:2018:14. Full description at Econpapers || Download paper | 6 |
| 14 | 2019 | Contract Nonperformance Risk and Uncertainty in Insurance Markets. (2019). Santana, Maria Isabel ; Biener, Christian ; Landmann, Andreas. In: Working Papers on Finance. RePEc:usg:sfwpfi:2017:01. Full description at Econpapers || Download paper | 6 |
| 15 | 2016 | Unsecured and Secured Funding. (2016). Wrampelmeyer, Jan ; Ranaldo, Angelo. In: Working Papers on Finance. RePEc:usg:sfwpfi:2016:1. Full description at Econpapers || Download paper | 5 |
| 16 | 2019 | Credit Default Swap Regulation in Experimental Bond Markets. (2019). Weber, Matthias ; Schram, Arthur ; Duffy, John. In: Working Papers on Finance. RePEc:usg:sfwpfi:2019:05. Full description at Econpapers || Download paper | 5 |
| 17 | 2013 | Variance Risk Premiums in Foreign Exchange Markets. (2013). Buesser, Ralf ; Ammann, Manuel. In: Working Papers on Finance. RePEc:usg:sfwpfi:2013:04. Full description at Econpapers || Download paper | 5 |
| 18 | 2014 | Corporate Transparency and Bond Liquidity. (2014). FÃÆüss, Roland ; Fecht, Falko ; Fuss, Roland ; ROLAND FÃSS, ; Rindler, Philipp B.. In: Working Papers on Finance. RePEc:usg:sfwpfi:2014:04. Full description at Econpapers || Download paper | 4 |
| 19 | 2017 | Has Crude Oil Become a Financial Asset? Evidence from Ten Years of Financialization. (2017). Kartsakli, Maria ; Adams, Zeno. In: Working Papers on Finance. RePEc:usg:sfwpfi:2017:10. Full description at Econpapers || Download paper | 4 |
| 20 | 2016 | Asset 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 | 4 |
| 21 | 2019 | Multivariate Crash Risk. (2019). Weigert, Florian ; Huggenberger, Markus ; Chabi-Yo, Fousseni. In: Working Papers on Finance. RePEc:usg:sfwpfi:2019:01. Full description at Econpapers || Download paper | 4 |
| 22 | 2016 | Characteristics-based Portfolio Choice with Leverage Constraints. (2016). Ammann, Manuel ; Schade, Jan-Philip ; Coqueret, Guillaume. In: Working Papers on Finance. RePEc:usg:sfwpfi:2016:06. Full description at Econpapers || Download paper | 4 |
| 23 | 2016 | Competing with Superstars. (2016). Horsch, Philipp ; Ammann, Manuel ; Oesch, David . In: Working Papers on Finance. RePEc:usg:sfwpfi:2015:10. Full description at Econpapers || Download paper | 4 |
| 24 | 2018 | Informed Corporate Credit Market Before Monetary Policy Surprises: Explaining Pre-FOMC Stock Market Movements. (2018). Wu, Botao ; Abdi, Farshid. In: Working Papers on Finance. RePEc:usg:sfwpfi:2018:28. Full description at Econpapers || Download paper | 3 |
| 25 | 2019 | Robust Estimation of Risk-Neutral Moments. (2019). Feser, Alexander ; Ammann, Manuel. In: Working Papers on Finance. RePEc:usg:sfwpfi:2019:02. Full description at Econpapers || Download paper | 3 |
| 26 | 2012 | Limits 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. Full description at Econpapers || Download paper | 3 |
| 27 | 2016 | Non-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 |
| 28 | 2018 | Heterogeneous Information Content of Global FX Trading. (2018). Somogyi, Fabricius ; Ranaldo, Angelo. In: Working Papers on Finance. RePEc:usg:sfwpfi:2018:20. Full description at Econpapers || Download paper | 3 |
| 29 | 2016 | Estimation 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 |
| 30 | 2019 | Trading Volume, Illiquidity and Commonalities in FX Markets. (2018). Santucci de Magistris, Paolo ; Ranaldo, Angelo. In: Working Papers on Finance. RePEc:usg:sfwpfi:2018:23. Full description at Econpapers || Download paper | 3 |
| 31 | 2013 | Financial Literacy, Household Investment and Household Debt: Evidence from Switzerland. (2013). Brown, Martin ; Graf, Roman . In: Working Papers on Finance. RePEc:usg:sfwpfi:2013:01. Full description at Econpapers || Download paper | 3 |
| 32 | 2018 | Oil Price Changes and U.S. Real GDP Growth: Is this Time Different?. (2018). Walther, Thomas ; Charfeddine, Lanouar ; Klein, Tony. In: Working Papers on Finance. RePEc:usg:sfwpfi:2018:16. Full description at Econpapers || Download paper | 3 |
| 33 | 2019 | As California goes, so goes the nation? The impact of board gender quotas on firm performance and the director labor market. (2019). Schmid, Markus ; Solomon, Steven Davidoff ; Niessen-Ruenzi, Alexandra ; von Meyerinck, Felix. In: Working Papers on Finance. RePEc:usg:sfwpfi:2019:04. Full description at Econpapers || Download paper | 2 |
| 34 | 2017 | Investor Attention and Sentiment: Risk or Anomaly?. (2017). Bucher, Melk C. In: Working Papers on Finance. RePEc:usg:sfwpfi:2017:12. Full description at Econpapers || Download paper | 2 |
| 35 | 2018 | Modeling and Forecasting Commodity Market Volatility with Long-term Economic and Financial Variables. (2018). Walther, Thomas ; Nguyen, Duc Khuong. In: Working Papers on Finance. RePEc:usg:sfwpfi:2018:24. Full description at Econpapers || Download paper | 2 |
| 36 | 2012 | Information 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 | 2 |
| 37 | 2019 | The Behavioral Economics of Currency Unions: Economic Integration and Monetary Policy. (2019). Weber, Matthias ; Massaro, Domenico ; Bertasiute, Akvile. In: Working Papers on Finance. RePEc:usg:sfwpfi:2019:16. Full description at Econpapers || Download paper | 2 |
| 38 | 2016 | Competition in the Credit Rating Industry: Benefits for Investors and Issuers. (2016). Stebler, Roman ; Morkoetter, Stefan ; Westerfeld, Simone . In: Working Papers on Finance. RePEc:usg:sfwpfi:2015:05. Full description at Econpapers || Download paper | 2 |
| 39 | 2019 | Environmental Hazards and Risk Management in the Financial Sector: A Systematic Literature Review. (2019). Walther, Thomas ; Nguyen, Duc Khuong ; Breitenstein, Miriam. In: Working Papers on Finance. RePEc:usg:sfwpfi:2019:10. Full description at Econpapers || Download paper | 2 |
| 40 | 2017 | Deposit 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 | 2 |
| 41 | 2019 | Judgment Day: Algorithmic Trading Around The Swiss Franc Cap Removal. (2019). Vause, Nicholas ; Ranaldo, Angelo ; Breedon, Francis ; Chen, Louisa. In: Working Papers on Finance. RePEc:usg:sfwpfi:2019:12. Full description at Econpapers || Download paper | 2 |
Citing documents used to
compute impact factor: 17
| Year | Title | |
|---|---|---|
| 2021 | Supplementary Paper Series for the Assessment (1): The Effects of the Bank of Japans ETF Purchases on Risk Premia in the Stock Markets. (2021). Adachi, KO ; Kitamura, Tomiyuki ; Hiraki, Kazuhiro. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp21e03. Full description at Econpapers || Download paper | |
| 2021 | Central Bank Governance in Monetary Policy Economics (1981-2020). (2021). masciandaro, donato. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp20153. Full description at Econpapers || Download paper | |
| 2021 | Delivering health insurance through informal financial groups: Evidence on moral hazard and adverse selection. (2021). Sheth, Ketki. In: Health Economics. RePEc:wly:hlthec:v:30:y:2021:i:9:p:2185-2199. Full description at Econpapers || Download paper | |
| 2021 | Investment, insurance and weather shocks: Evidence from Cambodia. (2021). Spelta, Valeria ; Kong, Douch ; Rotondi, Valentina ; Falco, Chiara. In: Ecological Economics. RePEc:eee:ecolec:v:188:y:2021:i:c:s0921800921001737. Full description at Econpapers || Download paper | |
| 2021 | Insurance and geopolitical risk: Fresh empirical evidence. (2021). Nakhli, Mohamed Sahbi ; Hemrit, Wael. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:82:y:2021:i:c:p:320-334. Full description at Econpapers || Download paper | |
| 2021 | Insurance decisions under nonperformance risk and ambiguity. (2021). Bleichrodt, Han ; Bruggen, Paul ; Lambregts, Timo R. In: Journal of Risk and Uncertainty. RePEc:kap:jrisku:v:63:y:2021:i:3:d:10.1007_s11166-021-09364-7. Full description at Econpapers || Download paper | |
| 2021 | Commonality in FX liquidity: High-frequency evidence. (2021). Sensoy, Ahmet ; Lucey, Brian M ; Uzun, Sevcan. In: Finance Research Letters. RePEc:eee:finlet:v:39:y:2021:i:c:s1544612320304220. Full description at Econpapers || Download paper | |
| 2021 | Asymmetric information risk in FX markets. (2021). Ranaldo, Angelo ; Somogyi, Fabricius. In: Journal of Financial Economics. RePEc:eee:jfinec:v:140:y:2021:i:2:p:391-411. Full description at Econpapers || Download paper | |
| 2021 | The impact of RMBâs SDR inclusion on price discovery in onshore-offshore markets. (2021). Xu, KE ; Chen, Yu-Lun. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:127:y:2021:i:c:s0378426621000820. Full description at Econpapers || Download paper | |
| 2021 | Managerial incentives and stock price dynamics: an experimental approach. (2021). Riyanto, Yohanes ; Noussair, Charles ; Bao, Te ; Halim, Edward. In: Experimental Economics. RePEc:kap:expeco:v:24:y:2021:i:2:d:10.1007_s10683-020-09675-7. Full description at Econpapers || Download paper | |
| 2021 | Market Experiments with Multiple Assets: A survey. (2021). Duffy, John ; Rud, Olga ; Rabanal, Jean Paul. In: UiS Working Papers in Economics and Finance. RePEc:hhs:stavef:2021_004. Full description at Econpapers || Download paper | |
| 2021 | Regulatory effects on short-term interest rates. (2021). Ranaldo, Angelo ; Vasios, Michalis ; Schaffner, Patrick. In: Journal of Financial Economics. RePEc:eee:jfinec:v:141:y:2021:i:2:p:750-770. Full description at Econpapers || Download paper | |
| 2021 | The rise of digital watchers. (2021). Tenhofen, Jörn ; Nellen, Thomas ; Ebner, Till . In: Working Papers. RePEc:snb:snbwpa:2021-01. Full description at Econpapers || Download paper | |
| 2021 | La transformación en el uso de efectivo y pagos digitales durante la pandemia de Covid-19. (2021). Gonzalez-Correa, Ignacio ; Bautista-Gonzalez, Manuel A ; Batiz-Lazo, Bernardo. In: MPRA Paper. RePEc:pra:mprapa:109943. Full description at Econpapers || Download paper | |
| 2021 | Central bank digital currencies: motives, economic implications and the research frontier. (2021). Gambacorta, Leonardo ; Frost, Jon ; Auer, Raphael ; Rice, Tara ; Monnet, Cyril ; Shin, Hyun Song. In: BIS Working Papers. RePEc:bis:biswps:976. Full description at Econpapers || Download paper | |
| 2021 | Should we fear transition risks - A review of the applied literature. (2021). Daumas, Louis. In: Working Papers. RePEc:fae:wpaper:2021.05. Full description at Econpapers || Download paper | |
| 2021 | Non-bank financial intermediation in the euro area: implications for monetary policy transmission and key vulnerabilities. (2021). Taboga, Marco ; Moura, Alban ; Migiakis, Petros ; Maddaloni, Angela ; Mazelis, Falk ; Mayordomo, Sergio ; Kaufmann, Christoph ; Matilainen, Jani ; Holm-Hadulla, Federic ; Schober-Rhomberg, Alexandra ; Nicoletti, Giulio ; Tavares, Luis Miguel ; Gulan, Adam ; Corradin, Stefano ; Sedillot, Franck ; Cappiello, Lorenzo ; Ratnovski, Lev ; Behrens, Caterina ; Guazzarotti, Giovanni ; Koskinen, Kimmo ; Pierrard, Olivier ; Asimakopoulos, Ioannis ; Stupariu, Patricia ; Meme, Nicolas ; Avakian, Lucia Kazarian ; Golden, Brian ; Arts, Laura ; Soares, Carla ; Petersen, Annelie ; McCarthy, Barra ; Unger, Robert ; Giuzio, Margherita ; Zaghini, Andrea ; Sigmund, Michael ; Niemela, Juha ; van den |
Recent citations
Recent citations received in 2020
| Year | Citing document | |
|---|---|---|
| 2020 | Losing Contact: The Impact of Contactless Payments on Cash Usage. (2020). Felt, Marie-Helene. In: Staff Working Papers. RePEc:bca:bocawp:20-56. Full description at Econpapers || Download paper | |
| 2020 | A game changer in payment habits: evidence from daily data during a pandemic. (2020). Nobili, Andrea ; Ardizzi, Guerino ; Rocco, Giorgia. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_591_20. Full description at Econpapers || Download paper | |
| 2020 | Rise of the central bank digital currencies: drivers, approaches and technologies. (2020). Frost, Jon ; Auer, Raphael ; Cornelli, Giulio. In: BIS Working Papers. RePEc:bis:biswps:880. Full description at Econpapers || Download paper | |
| 2020 | Payment Innovations, the Shadow Economy and Cash Demand of Households in Euro Area Countries. (2020). Seitz, Franz ; Reimers, Hans-Eggert ; Schneider, Friedrich. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8574. Full description at Econpapers || Download paper | |
| 2020 | Rise of the Central Bank Digital Currencies: Drivers, Approaches and Technologies. (2020). Frost, Jon ; Auer, Raphael ; Cornelli, Giulio. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8655. Full description at Econpapers || Download paper | |
| 2020 | Monetary Policy with a Central Bank Digital Currency: The Short and the Long Term. (2020). Gersbach, Hans ; Böser, Florian ; Boser, Florian. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:15322. Full description at Econpapers || Download paper | |
| 2020 | The banking system of emerging economies in Asia against the background of COVID-19. Case study ââ¬â the ASEAN area. (2020). Voinea, Ionela. In: Journal of Financial Studies. RePEc:fst:rfsisf:v:5:y:2020:i:9:p:134-146. Full description at Econpapers || Download paper | |
| 2020 | A spatial analysis of access to ATMs in Austria. (2020). Stix, Helmut. In: Monetary Policy & the Economy. RePEc:onb:oenbmp:y:2020:i:q3/20:b:3. Full description at Econpapers || Download paper | |
| 2020 | Attributes needed for Japans central bank digital currency. (2020). Fujiki, Hiroshi. In: Working Papers. RePEc:tcr:wpaper:e151. Full description at Econpapers || Download paper |
Recent citations received in 2019
| Year | Citing document | |
|---|---|---|
| 2019 | Analysis of Risk Premium Behavior in the Tunisian Foreign Exchange Market During Crisis Period. (2019). Kouki, Sonia. In: Journal of Academic Finance. RePEc:jaf:journl:v:10:y:2019:i:2:n:255. Full description at Econpapers || Download paper | |
| 2019 | Analysis of Risk Premium Behavior in the Tunisian Foreign Exchange Market During Crisis Period. (2019). Kouki, Sonia. In: Journal of Academic Finance. RePEc:jaf:journl:v:10:y:2019:i:2:n:318. Full description at Econpapers || Download paper | |
| 2019 | . Full description at Econpapers || Download paper | |
| 2019 | Stranded Asset Risk and Political Uncertainty: The Impact of the Coal Phase-out on the German Coal Industry. (2019). Walther, Thomas ; Nguyen, Duc Khuong ; Anke, Carl-Philipp ; Breitenstein, Miriam. In: MPRA Paper. RePEc:pra:mprapa:101763. Full description at Econpapers || Download paper |
Recent citations received in 2018
| Year | Citing document | |
|---|---|---|
| 2018 | Cryptocurrencies, central bank digital cash, traditional money: does privacy matter?. (2018). masciandaro, donato ; Cillo, Alessandra ; Rabitti, Giovanno ; Caselli, Stefano ; Borgonovo, Emanuele. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp1895. Full description at Econpapers || Download paper | |
| 2018 | Central Bank Digital Cash and Cryptocurrencies: Insights from a New Baumolââ¬âFriedman Demand for Money. (2018). masciandaro, donato. In: Australian Economic Review. RePEc:bla:ausecr:v:51:y:2018:i:4:p:540-550. Full description at Econpapers || Download paper | |
| 2018 | Local banks, credit supply, and house prices. (2018). Blickle, Kristian. In: Staff Reports. RePEc:fip:fednsr:874. Full description at Econpapers || Download paper | |
| 2018 | Determining Time-Varying Drivers of Spot Oil Price in a Dynamic Model Averaging Framework. (2018). Drachal, Krzysztof. In: Energies. RePEc:gam:jeners:v:11:y:2018:i:5:p:1207-:d:145404. Full description at Econpapers || Download paper | |
| 2018 | The LeadâLag Relationship between Oil Futures and Spot PricesâA Literature Review. (2018). Coughlan, Joseph ; Morales, Lucia ; Zavadska, Miroslava. In: IJFS. RePEc:gam:jijfss:v:6:y:2018:i:4:p:89-:d:179491. Full description at Econpapers || Download paper | |
| 2018 | The 2015 European Refugee Crisis and Residential Housing Rents in Germany. (2018). Kvasnicka, Michael ; Rauck, Kathleen Kurschner. In: IZA Discussion Papers. RePEc:iza:izadps:dp12047. Full description at Econpapers || Download paper | |
| 2018 | Exploring the Driving Forces of the Bitcoin Exchange Rate Dynamics: An EGARCH Approach. (2018). Zhou, Siwen. In: MPRA Paper. RePEc:pra:mprapa:89445. Full description at Econpapers || Download paper | |
| 2018 | Does Global Economic Uncertainty Matter for the Volatility and Hedging Effectiveness of Bitcoin?. (2018). Roubaud, David ; GUPTA, RANGAN ; Bouri, Elie ; Fang, Libing. In: Working Papers. RePEc:pre:wpaper:201858. Full description at Econpapers || Download paper | |
| 2018 | Exogenous 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. Full description at Econpapers || Download paper | |
| 2018 | Heterogeneous Information Content of Global FX Trading. (2018). Somogyi, Fabricius ; Ranaldo, Angelo. In: Working Papers on Finance. RePEc:usg:sfwpfi:2018:20. Full description at Econpapers || Download paper | |
| 2018 | Have Hedge Funds Solved the Idiosyncratic Volatility Puzzle?. (2018). Weigert, Florian ; Bali, Turan G. In: Working Papers on Finance. RePEc:usg:sfwpfi:2018:27. Full description at Econpapers || Download paper | |
| 2018 | LASSO-Driven Inference in Time and Space. (2018). Wang, Weining ; Huang, Chen ; Hardle, Wolfgang Karl ; Chernozhukov, Victor. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018021. Full description at Econpapers || Download paper | |
| 2018 | Toolbox: Gaussian comparison on Eucledian balls. (2018). Spokoiny, Vladimir ; Koziuk, Andzhey. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018028. Full description at Econpapers || Download paper | |
| 2018 | Understanding Latent Group Structure of Cryptocurrencies Market: A Dynamic Network Perspective. (2018). Hardle, Wolfgang Karl ; Tao, Yubo ; Guo, LI. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018032. Full description at Econpapers || Download paper | |
| 2018 | Optimal contracts under competition when uncertainty from adverse selection and moral hazard are present. (2018). Packham, Natalie. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018033. Full description at Econpapers || Download paper | |
| 2018 | A factor-model approach for correlation scenarios and correlation stress-testing. (2018). Woebbeking, Fabian ; Packham, Natalie. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018034. Full description at Econpapers || Download paper | |
| 2018 | Correlation Under Stress In Normal Variance Mixture Models. (2018). Packham, Natalie ; Kalkbrener, Michael. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018035. Full description at Econpapers || Download paper | |
| 2018 | Default probabilities and default correlations under stress. (2018). Overbeck, Ludger ; Kalkbrener, Michael ; Packham, Natalie. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018037. Full description at Econpapers || Download paper | |
| 2018 | Penalized Adaptive Forecasting with Large Information Sets and Structural Changes. (2018). Hardle, Wolfgang Karl ; Li, Xinjue ; Zbonakova, Lenka. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018039. Full description at Econpapers || Download paper | |
| 2018 | Complete Convergence and Complete Moment Convergence for Maximal Weighted Sums of Extended Negatively Dependent Random Variables. (2018). Yan, Jigao. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018040. Full description at Econpapers || Download paper | |
| 2018 | On complete convergence in Marcinkiewicz-Zygmund type SLLN for random variables. (2018). Yan, Jigao ; Kuczmaszewska, Anna. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018041. Full description at Econpapers || Download paper | |
| 2018 | Predicative Ability of Similarity-based Futures Trading Strategies. (2018). Kuo, Wei-Yu ; Chiang, Mi-Hsiu ; Chiu, Hsin-Yu. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018045. Full description at Econpapers || Download paper | |
| 2018 | Inferences for a Partially Varying Coefficient Model With Endogenous Regressors. (2018). Su, Jia ; Lin, Ming ; Fang, Ying ; Cai, Zongwu. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018047. Full description at Econpapers || Download paper | |
| 2018 | A Regime Shift Model with Nonparametric Switching Mechanism. (2018). Zhu, Yanli ; Lin, Ming ; Chen, Haiqiang. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018048. Full description at Econpapers || Download paper | |
| 2018 | Strict Stationarity Testing and GLAD Estimation of Double Autoregressive Models. (2018). Li, Muyi ; Guo, Shaojun. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018049. Full description at Econpapers || Download paper | |
| 2018 | Variable selection and direction estimation for single-index models via DC-TGDR method. (2018). Ma, Shuangge ; Liu, XI ; Zhong, Wei. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018050. Full description at Econpapers || Download paper | |
| 2018 | Property Investment and Rental Rate under Housing Price Uncertainty: A Real Options Approach. (2018). Zhou, Yinggang ; Yu, Fan ; Wang, Honglin. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018051. Full description at Econpapers || Download paper | |
| 2018 | Nonparametric Additive Instrumental Variable Estimator: A Group Shrinkage Estimation Perspective. (2018). Zhong, Wei ; Fan, Qingliang. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018052. Full description at Econpapers || Download paper | |
| 2018 | The impact of temperature on gaming productivity: evidence from online games. (2018). Fan, Qingliang ; Bao, Xiaojia. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018053. Full description at Econpapers || Download paper | |
| 2018 | RESIDUALS INFLUENCE INDEX (RINFIN), BAD LEVERAGE AND UNMASKING IN HIGH DIMENSIONAL L2-REGRESSION. (2018). Yatracos, Yannis G. In: IRTG 1792 Discussion Papers. RePEc:zbw:irtgdp:2018060. Full description at Econpapers || Download paper |
10 most frequent citing series