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Citation Profile [Updated: 2024-03-05 07:42:34]
5 Years H Index
10
Impact Factor (IF)
0
5 Years IF
0.17
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
2015 0 0.66 0.13 0 8 8 30 1 1 0 0 1 100 1 0.13 0.36
2016 0.75 0.65 0.44 0.75 10 18 57 7 9 8 6 8 6 1 14.3 1 0.1 0.35
2017 1.06 0.62 1.23 1.06 4 22 41 25 36 18 19 18 19 0 6 1.5 0.35
2018 1.29 0.61 1.1 1 7 29 45 29 68 14 18 22 22 0 6 0.86 0.35
2019 1.55 0.63 1.26 1.1 9 38 26 34 116 11 17 29 32 4 11.8 1 0.11 0.36
2020 0.81 0.71 0.91 0.84 6 44 0 35 156 16 13 38 32 4 11.4 0 0.76
2021 0.8 0.98 0.85 0.81 3 47 1 35 196 15 12 36 29 0 0 0.4
2022 0.22 0.76 0.6 0.69 5 52 2 30 227 9 2 29 20 1 3.3 3 0.6 0.24
2023 0 0.61 0.11 0.17 5 57 28 6 233 8 30 5 0 0 0.22
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
12016The Global Financial Safety Net through the Prism of G20 Summits. (2016). Cheng, Gong. In: Working Papers. RePEc:stm:wpaper:13.

Full description at Econpapers || Download paper

19
22023The Macroeconomic Effects of Official Debt Restructuring: Evidence from the Paris Club. (2017). Erce, Aitor ; Díaz-Cassou, Javier ; Cheng, Gong ; Diaz-Cassou, Javier. In: Working Papers. RePEc:stm:wpaper:21.

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19
32018Fiscal multipliers and foreign holdings of public debt. (2018). Martin, Alberto ; Erce, Aitor ; Clancy, Daragh ; Broner, Fernando. In: Working Papers. RePEc:stm:wpaper:30.

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17
42017Debt Stocks Meet Gross Financing Needs: A Flow Perspective into Sustainability. (2017). Gabriele, Carmine ; Erce, Aitor ; Rojas, Juan ; Athanasopoulou, Marialena. In: Working Papers. RePEc:stm:wpaper:24.

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16
52017From Debt Collection to Relief Provision: 60 Years of Official Debt Restructurings through the Paris Club. (2017). Erce, Aitor ; Díaz-Cassou, Javier ; Cheng, Gong ; Diaz-Cassou, Javier. In: Working Papers. RePEc:stm:wpaper:20.

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16
62015Catalytic IMF? A gross flows approach. (2015). Riera-Crichton, Daniel ; Erce, Aitor. In: Working Papers. RePEc:stm:wpaper:9.

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14
72023Linking Bank Crises and Sovereign Defaults: Evidence from Emerging Markets. (2017). Erce, Aitor ; Balteanu, Irina. In: Working Papers. RePEc:stm:wpaper:22.

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11
82016The Role of Fiscal Transfers in Smoothing Regional Shocks: Evidence from Existing Federations. (2016). Poghosyan, Tigran ; Cottarelli, Carlo ; Senhadji, Abdelhak. In: Working Papers. RePEc:stm:wpaper:18.

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10
92015European Government Bond Dynamics and Stability Policies: Taming Contagion Risks. (2015). Hillebrand, Martin ; Ott, Thomas ; Schuele, Martin ; Schwendner, Peter . In: Working Papers. RePEc:stm:wpaper:8.

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10
102019Costs of sovereign defaults: Restructuring strategies, bank distress and the capital inflow-credit channel. (2019). Sasahara, Akira ; Erce, Aitor ; Chamon, Marcos ; Asonuma, Tamon. In: Working Papers. RePEc:stm:wpaper:37.

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10
112017Analysing Cross-Currency Basis Spreads. (2017). Witzany, Jiří ; Baran, Jaroslav . In: Working Papers. RePEc:stm:wpaper:25.

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10
122016International Risk Sharing in the EMU. (2016). Rogantini Picco, Anna ; Ferrari, Alessandro. In: Working Papers. RePEc:stm:wpaper:17.

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8
13Countercyclical capital rules for small open economies. (2016). Merola, Rossana ; Clancy, Daragh. In: Working Papers. RePEc:stm:wpaper:10.

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7
142016Bailouts, Moral Hazard and Banks’ Home Bias for Sovereign Debt. (2016). Zetlin-Jones, Ariel ; Gaballo, Gaetano. In: Working Papers. RePEc:stm:wpaper:16.

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7
152018External debt composition and domestic credit cycles. (2018). Sousa, Ricardo ; Avdjiev, Stefan ; Binder, Stephan . In: Working Papers. RePEc:stm:wpaper:28.

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6
162018The Benefits of Reducing Hold-Out Risk: Evidence from the Euro CAC Experiment, 2013-2018. (2018). picarelli, mattia osvaldo ; Jiang, XU ; Erce, Aitor. In: Working Papers. RePEc:stm:wpaper:33.

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6
172018Sovereign Ratings: An Analysis of the Degree, Changes and Source of Moodys Judgement. (2018). Moshammer, Edmund ; Lennkh, Rudolf Alvise. In: Working Papers. RePEc:stm:wpaper:27.

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6
182019Does Public Debt Produce a Crowding Out Effect for Public Investment in the EU?. (2019). picarelli, mattia osvaldo ; Marneffe, Wim ; Vanlaer, Willem. In: Working Papers. RePEc:stm:wpaper:36.

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5
192018Pricing and hedging GDP-linked bonds in incomplete markets. (2018). Zenios, Stavros ; Consiglio, Andrea. In: Working Papers. RePEc:stm:wpaper:29.

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5
202018Does exchange rate depreciation have contractionary effects on firm-level investment?. (2018). Sousa, Ricardo ; Serena Garralda, Jose Maria. In: Working Papers. RePEc:stm:wpaper:26.

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4
212016Firm Performance and (Foreign) Debt Financing before and during the Crisis: Evidence from Firm-Level Data. (2016). Lenarčič, Andreja ; Lenari, Andreja ; Herman, Uro ; Gabrijeli, Mateja . In: Working Papers. RePEc:stm:wpaper:15.

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4
222019Learning from trees: A mixed approach to building early warning systems for systemic banking crises. (2019). Gabriele, Carmine . In: Working Papers. RePEc:stm:wpaper:40.

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4
232016Euro Area Sovereign Ratings: An Analysis of Fundamental Criteria and Subjective Judgement. (2016). Lennkh, Rudolf Alvise ; D'Agostino, Antonello. In: Working Papers. RePEc:stm:wpaper:14.

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3
242019US corporate tax rate cuts: Spillovers to the Irish economy. (2019). Clancy, Daragh. In: Working Papers. RePEc:stm:wpaper:38.

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3
252015Combining time-variation and mixed-frequencies: an analysis of government spending multipliers in Italy. (2015). D'Agostino, Antonello ; Cimadomo, Jacopo. In: Working Papers. RePEc:stm:wpaper:7.

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3
262015Bank and sovereign risk feedback loops. (2015). . In: Working Papers. RePEc:stm:wpaper:1.

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3
272019Liquidity and tail-risk interdependencies in the euro area sovereign bond market. (2019). Filiani, Pasquale ; Dunne, Peter G ; Clancy, Daragh. In: Working Papers. RePEc:stm:wpaper:41.

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3
282022A journey in the history of sovereign defaults on domestic-law public debt. (2022). picarelli, mattia osvaldo ; Mallucci, Enrico ; Erce, Aitor. In: Working Papers. RePEc:stm:wpaper:51.

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2
292021A time-varying skewness model for Growth-at-Risk. (2021). Iseringhausen, Martin. In: Working Papers. RePEc:stm:wpaper:49.

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2
302018Risk management for sovereign financing within a debt sustainability framework. (2018). Zenios, Stavros A ; Moshammer, Edmund ; Gavilan, Angel ; Erce, Aitor ; Consiglio, Andrea ; Athanasopoulou, Marialena. In: Working Papers. RePEc:stm:wpaper:31.

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2
312019Loss aversion, economic sentiments and international consumption smoothing. (2019). Clancy, Daragh ; Ricci, Lorenzo. In: Working Papers. RePEc:stm:wpaper:35.

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1
322019Are governments matching citizens’ demand for better lives? A new approach comparing subjective and objective welfare measures. (2019). de Michele, Giuseppe ; Corrado, Luisa. In: Working Papers. RePEc:stm:wpaper:39.

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1
332020State dependence in labour market fluctuations. (2020). Zanetti, Francesco ; Theodoridis, Konstantinos ; Pizzinelli, Carlo. In: Working Papers. RePEc:stm:wpaper:47.

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1
342015Collateral Damage? Micro-Simulation of Transaction Cost Shocks on the Value of Central Bank Collateral. (2015). Lennkh, Rudolf Alvise ; Walch, Florian . In: Working Papers. RePEc:stm:wpaper:6.

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1
352022Aggregate skewness and the business cycle. (2022). Petrella, Ivan ; Iseringhausen, Martin ; Theodoridis, Konstantinos. In: Working Papers. RePEc:stm:wpaper:53.

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1
362016A Highly Efficient Regression Estimator for Skewed and/or Heavy-tailed Distributed Errors. (2016). Verardi, Vincenzo ; Ricci, Lorenzo ; Vermandele, Catherine. In: Working Papers. RePEc:stm:wpaper:19.

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1
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12018Sovereign Ratings: An Analysis of the Degree, Changes and Source of Moodys Judgement. (2018). Moshammer, Edmund ; Lennkh, Rudolf Alvise. In: Working Papers. RePEc:stm:wpaper:27.

Full description at Econpapers || Download paper

6
22018Pricing and hedging GDP-linked bonds in incomplete markets. (2018). Zenios, Stavros ; Consiglio, Andrea. In: Working Papers. RePEc:stm:wpaper:29.

Full description at Econpapers || Download paper

3
32019Does Public Debt Produce a Crowding Out Effect for Public Investment in the EU?. (2019). picarelli, mattia osvaldo ; Marneffe, Wim ; Vanlaer, Willem. In: Working Papers. RePEc:stm:wpaper:36.

Full description at Econpapers || Download paper

2
42022A journey in the history of sovereign defaults on domestic-law public debt. (2022). picarelli, mattia osvaldo ; Mallucci, Enrico ; Erce, Aitor. In: Working Papers. RePEc:stm:wpaper:51.

Full description at Econpapers || Download paper

2
52019Costs of sovereign defaults: Restructuring strategies, bank distress and the capital inflow-credit channel. (2019). Sasahara, Akira ; Erce, Aitor ; Chamon, Marcos ; Asonuma, Tamon. In: Working Papers. RePEc:stm:wpaper:37.

Full description at Econpapers || Download paper

2
62016The Role of Fiscal Transfers in Smoothing Regional Shocks: Evidence from Existing Federations. (2016). Poghosyan, Tigran ; Cottarelli, Carlo ; Senhadji, Abdelhak. In: Working Papers. RePEc:stm:wpaper:18.

Full description at Econpapers || Download paper

2
72021A time-varying skewness model for Growth-at-Risk. (2021). Iseringhausen, Martin. In: Working Papers. RePEc:stm:wpaper:49.

Full description at Econpapers || Download paper

2
82019Learning from trees: A mixed approach to building early warning systems for systemic banking crises. (2019). Gabriele, Carmine . In: Working Papers. RePEc:stm:wpaper:40.

Full description at Econpapers || Download paper

2
92019Liquidity and tail-risk interdependencies in the euro area sovereign bond market. (2019). Filiani, Pasquale ; Dunne, Peter G ; Clancy, Daragh. In: Working Papers. RePEc:stm:wpaper:41.

Full description at Econpapers || Download paper

2
Citing documents used to compute impact factor:
YearTitle
Recent citations
Recent citations received in 2023

YearCiting document

Recent citations received in 2022

YearCiting document
2022Sovereign Debt. (2022). Zettelmeyer, Jeromin ; Roldan, Francisco ; Roch, Francisco ; Martinez, Leonardo. In: Working Papers. RePEc:aoz:wpaper:167.

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2022Asymmetric Uncertainty: Nowcasting Using Skewness in Real-time Data. (2022). Labonne, Paul. In: Economic Statistics Centre of Excellence (ESCoE) Discussion Papers. RePEc:nsr:escoed:escoe-dp-2022-23.

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2022Interest Rate Shocks and the Composition of Sovereign Debt. (2022). Gonzalez-Aguado, Eugenia. In: TSE Working Papers. RePEc:tse:wpaper:127468.

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Recent citations received in 2021

YearCiting document