Wharton School Center for Financial Institutions, University of Pennsylvania / Center for Financial Institutions Working Papers

Raw citation data, Impact Factor, Immediacy Index, Published documents, Citations received, , Most cited papers , Latest citations and documents published in this series in EconPapers.

Raw data:
IF AIF DOC CIT D2Y C2Y SC(%) CiY II AII 1996 0.47 0.16 52 118 43 20 50 3 0.06 0.07 1997 0.41 0.17 50 308 74 30 23.3 18 0.36 0.09 1998 0.26 0.19 36 139 102 27 33.3 6 0.17 0.12 1999 0.5 0.29 51 194 86 43 16.3 16 0.31 0.19 2000 0.49 0.39 43 139 87 43 25.6 9 0.21 0.2 2001 0.59 0.34 42 74 94 55 12.7 6 0.14 0.18 2002 0.45 0.39 41 246 85 38 15.8 17 0.41 0.2 2003 0.69 0.41 11 28 83 57 1.8 7 0.64 0.21
IF: Impact Factor: C2Y / D2Y AIF: Average Impact Factor for series in RePEc in year y DOC: Number of documents published in year y CIT: Number of citations to the series in year y D2Y: Number of articles published in y-1 plus y-2 C2Y: Cites in y to articles published in y-1 plus y-2 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 IdI: Immediacy Index: CiY / Documents.   AII: Average Immediacy Index for series in RePEc in year y
Impact Factor:
Immediacy Index:
Documents published:
Citations received:

Most cited documents in this series:

(1) RePEc:wop:pennin:97-04 Inside the Black Box: What Explains Differences in the Efficiencies of Financial Institutions? (1997). Wharton School Center for Financial Institutions, University of Pennsylvania / Center for Financial Institutions Working Papers
Cited: 137 times.

(2) RePEc:wop:pennin:97-05 Efficiency of Financial Institutions: International Survey and Directions for Future Research (1997). Wharton School Center for Financial Institutions, University of Pennsylvania / Center for Financial Institutions Working Papers
Cited: 132 times.

(3) RePEc:wop:pennin:96-06 The Transformation of the U.S. Banking Industry: What a Long, Strange Trip Its Been (1995). Wharton School Center for Financial Institutions, University of Pennsylvania / Center for Financial Institutions Working Papers
Cited: 106 times.

(4) RePEc:wop:pennin:98-31 Financial Contagion Journal of Political Economy (1998). Wharton School Center for Financial Institutions, University of Pennsylvania / Center for Financial Institutions Working Papers
Cited: 76 times.

(5) RePEc:wop:pennin:95-01 The Role of Capital in Financial Institutions (1995). Wharton School Center for Financial Institutions, University of Pennsylvania / Center for Financial Institutions Working Papers
Cited: 71 times.

(6) RePEc:wop:pennin:02-23 Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange? (2002). Wharton School Center for Financial Institutions, University of Pennsylvania / Center for Financial Institutions Working Papers
Cited: 62 times.

(7) RePEc:wop:pennin:97-01 Optimal Financial Crises (1976). Wharton School Center for Financial Institutions, University of Pennsylvania / Center for Financial Institutions Working Papers
Cited: 51 times.

(8) RePEc:wop:pennin:94-29 The Efficiency Cost of Market Power in the Banking Industry: A Test of the Quiet Life and Related Hypotheses (1994). Wharton School Center for Financial Institutions, University of Pennsylvania / Center for Financial Institutions Working Papers
Cited: 37 times.

(9) RePEc:wop:pennin:01-21 Payout Policy (2002). Wharton School Center for Financial Institutions, University of Pennsylvania / Center for Financial Institutions Working Papers
Cited: 33 times.

(10) RePEc:wop:pennin:02-27 Parametric and Nonparametric Volatility Measurement (2002). Wharton School Center for Financial Institutions, University of Pennsylvania / Center for Financial Institutions Working Papers
Cited: 32 times.

(11) RePEc:wop:pennin:96-03 The Effects of Megamergers on Efficiency and Prices: Evidence from a Bank Profit Function (1996). Wharton School Center for Financial Institutions, University of Pennsylvania / Center for Financial Institutions Working Papers
Cited: 31 times.

(12) RePEc:wop:pennin:98-30 Diversity of Opinion and Financing of New Technologies (1999). Wharton School Center for Financial Institutions, University of Pennsylvania / Center for Financial Institutions Working Papers
Cited: 30 times.

(13) RePEc:wop:pennin:96-32 The Theory of Financial Intermediation (1996). Wharton School Center for Financial Institutions, University of Pennsylvania / Center for Financial Institutions Working Papers
Cited: 30 times.

(14) RePEc:wop:pennin:02-34 Forecasting the Term Structure of Government Bond Yields (2002). Wharton School Center for Financial Institutions, University of Pennsylvania / Center for Financial Institutions Working Papers
Cited: 27 times.

(15) RePEc:wop:pennin:99-18 The Role of Real Annuities and Indexed Bonds in an Individual Accounts Retirement Program (1999). Wharton School Center for Financial Institutions, University of Pennsylvania / Center for Financial Institutions Working Papers
Cited: 25 times.

(16) RePEc:wop:pennin:00-23 Optimal Currency Crises (2000). Wharton School Center for Financial Institutions, University of Pennsylvania / Center for Financial Institutions Working Papers
Cited: 23 times.

(17) RePEc:wop:pennin:00-26 Ratings Migration and the Business Cycle, With Application to Credit Portfolio Stress Testing (2000). Wharton School Center for Financial Institutions, University of Pennsylvania / Center for Financial Institutions Working Papers
Cited: 23 times.

(18) RePEc:wop:pennin:02-28 Financial Intermediation (2002). Wharton School Center for Financial Institutions, University of Pennsylvania / Center for Financial Institutions Working Papers
Cited: 22 times.

(19) RePEc:wop:pennin:99-08 The Distribution of Exchange Rate Volatility (1999). Wharton School Center for Financial Institutions, University of Pennsylvania / Center for Financial Institutions Working Papers
Cited: 22 times.

(20) RePEc:wop:pennin:99-30 What Do Financial Intermediaries Do? (1999). Wharton School Center for Financial Institutions, University of Pennsylvania / Center for Financial Institutions Working Papers
Cited: 20 times.

(21) RePEc:wop:pennin:96-12 Catastrophe Insurance, Capital Markets and Uninsurable Risks (1996). Wharton School Center for Financial Institutions, University of Pennsylvania / Center for Financial Institutions Working Papers
Cited: 17 times.

(22) RePEc:wop:pennin:97-12 Retirement Wealth Accumulation and Decumulation: New Developments and Outstanding Opportunities (1997). Wharton School Center for Financial Institutions, University of Pennsylvania / Center for Financial Institutions Working Papers
Cited: 16 times.

(23) RePEc:wop:pennin:98-10 Pitfalls and Opportunities in the Use of Extreme Value Theory in Risk Management (1998). Wharton School Center for Financial Institutions, University of Pennsylvania / Center for Financial Institutions Working Papers
Cited: 16 times.

(24) RePEc:wop:pennin:01-38 Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model (2002). Wharton School Center for Financial Institutions, University of Pennsylvania / Center for Financial Institutions Working Papers
Cited: 16 times.

(25) RePEc:wop:pennin:01-01 Modeling and Forecasting Realized Volatility (2001). Wharton School Center for Financial Institutions, University of Pennsylvania / Center for Financial Institutions Working Papers
Cited: 15 times.

(26) RePEc:wop:pennin:97-43 On the Profitability and Cost of Relationship Lending (1997). Wharton School Center for Financial Institutions, University of Pennsylvania / Center for Financial Institutions Working Papers
Cited: 15 times.

(27) RePEc:wop:pennin:95-02 Financial Markets, Intermediaries, and Intertemporal Smoothing (1995). Wharton School Center for Financial Institutions, University of Pennsylvania / Center for Financial Institutions Working Papers
Cited: 13 times.

(28) RePEc:wop:pennin:99-28 Corporate Governance and Competition (1999). Wharton School Center for Financial Institutions, University of Pennsylvania / Center for Financial Institutions Working Papers
Cited: 13 times.

(29) RePEc:wop:pennin:95-07 Banks and Derivatives (1995). Wharton School Center for Financial Institutions, University of Pennsylvania / Center for Financial Institutions Working Papers
Cited: 12 times.

(30) RePEc:wop:pennin:99-27 Real Estate Booms and Banking Busts: An International Perspective (1999). Wharton School Center for Financial Institutions, University of Pennsylvania / Center for Financial Institutions Working Papers
Cited: 12 times.

(31) RePEc:wop:pennin:00-11 Should Banking Supervision and Monetary Policy Tasks Be Given to Different Agencies (1999). Wharton School Center for Financial Institutions, University of Pennsylvania / Center for Financial Institutions Working Papers
Cited: 12 times.

(32) RePEc:wop:pennin:02-44 Law, Finance, and Economic Growth in China (2002). Wharton School Center for Financial Institutions, University of Pennsylvania / Center for Financial Institutions Working Papers
Cited: 12 times.

(33) RePEc:wop:pennin:01-08 The Case of the Missing Market: The Bond Market and Why It Matters for Financial Development (2000). Wharton School Center for Financial Institutions, University of Pennsylvania / Center for Financial Institutions Working Papers
Cited: 11 times.

(34) RePEc:wop:pennin:99-41 At Last the Internationalization of Retail Banking? The Case of the Spanish Banks in Latin America (1999). Wharton School Center for Financial Institutions, University of Pennsylvania / Center for Financial Institutions Working Papers
Cited: 10 times.

(35) RePEc:wop:pennin:95-16 Recovering Technologies that Account for Generalized Managerial Preferences: An Application to Non-Risk-Neutral Banks (1995). Wharton School Center for Financial Institutions, University of Pennsylvania / Center for Financial Institutions Working Papers
Cited: 10 times.

(36) RePEc:wop:pennin:01-15 Comparative Financial Systems: A Survey (2001). Wharton School Center for Financial Institutions, University of Pennsylvania / Center for Financial Institutions Working Papers
Cited: 10 times.

(37) RePEc:wop:pennin:96-16 Risk Management by Insurers: An Analysis of the Process (1997). Wharton School Center for Financial Institutions, University of Pennsylvania / Center for Financial Institutions Working Papers
Cited: 10 times.

(38) RePEc:wop:pennin:00-29 Exchange Rate Returns Standardized by Realized Volatility Are (Nearly) Gaussian (1999). Wharton School Center for Financial Institutions, University of Pennsylvania / Center for Financial Institutions Working Papers
Cited: 10 times.

(39) RePEc:wop:pennin:97-03 Comparison of Frontier Efficiency Methods: An Application to the U.S. Life Insurance Industry (1997). Wharton School Center for Financial Institutions, University of Pennsylvania / Center for Financial Institutions Working Papers
Cited: 9 times.

(40) RePEc:wop:pennin:98-09 Pricing Excess-of-loss Reinsurance Contracts Against Catastrophic Loss (1998). Wharton School Center for Financial Institutions, University of Pennsylvania / Center for Financial Institutions Working Papers
Cited: 9 times.

(41) RePEc:wop:pennin:00-17 A Comparative Study of Efficiency in European Banking (2000). Wharton School Center for Financial Institutions, University of Pennsylvania / Center for Financial Institutions Working Papers
Cited: 9 times.

(42) RePEc:wop:pennin:99-10 What Explains the Dramatic Changes in Cost and Profit Performance of the U.S. Banking Industry? (1999). Wharton School Center for Financial Institutions, University of Pennsylvania / Center for Financial Institutions Working Papers
Cited: 8 times.

(43) RePEc:wop:pennin:00-10 Learning by Lending, Competition, and Screening Incentives in the Banking Industry (2000). Wharton School Center for Financial Institutions, University of Pennsylvania / Center for Financial Institutions Working Papers
Cited: 8 times.

(44) RePEc:wop:pennin:94-24 The Information Content of Bank Examinations (1994). Wharton School Center for Financial Institutions, University of Pennsylvania / Center for Financial Institutions Working Papers
Cited: 8 times.

(45) RePEc:wop:pennin:98-16 Horizon Problems and Extreme Events in Financial Risk Management (1998). Wharton School Center for Financial Institutions, University of Pennsylvania / Center for Financial Institutions Working Papers
Cited: 8 times.

(46) RePEc:wop:pennin:01-22 Explaining the Dramatic Changes in Performance of U.S. Banks: Technological Change, Deregulation and Dynamic Changes in Competition (2001). Wharton School Center for Financial Institutions, University of Pennsylvania / Center for Financial Institutions Working Papers
Cited: 7 times.

(47) RePEc:wop:pennin:99-29 Conglomeration Versus Strategic Focus: Evidence from the Insurance Industry (2000). Wharton School Center for Financial Institutions, University of Pennsylvania / Center for Financial Institutions Working Papers
Cited: 7 times.

(48) RePEc:wop:pennin:00-20 Bank Competition and Firm Creation (2000). Wharton School Center for Financial Institutions, University of Pennsylvania / Center for Financial Institutions Working Papers
Cited: 7 times.

(49) RePEc:wop:pennin:97-24 On the Pricing of Intermediated Risks: Theory and Application to Catastrophe Reinsurance (1997). Wharton School Center for Financial Institutions, University of Pennsylvania / Center for Financial Institutions Working Papers
Cited: 7 times.

(50) RePEc:wop:pennin:01-37 Financial Fragility, Liquidity and Asset Prices (2003). Wharton School Center for Financial Institutions, University of Pennsylvania / Center for Financial Institutions Working Papers
Cited: 7 times.

Latest citations received in: | 2003 | 2002 | 2001 | 2000

Latest citations received in: 2003

(1) RePEc:att:wimass:200311 Sunk investments lead to unpredictable prices (2003). Wisconsin Madison - Social Systems / Working papers

(2) RePEc:ces:ceswps:_995 Macroeconomic Dynamics and Credit Risk: A Global Perspective (2003). CESifo GmbH / CESifo Working Paper Series

(3) RePEc:cla:levrem:666156000000000019 Sunk Investments Lead to Unpredictable Prices (2003). UCLA Department of Economics / Levine's Bibliography

(4) RePEc:dgr:uvatin:20030096 Go Public or Stay Private: A Theory of Entrepreneurial Choice (2003). Tinbergen Institute / Tinbergen Institute Discussion Papers

(5) RePEc:pen:papers:03-014 Sunk Investments Lead to Unpredictable Prices (2003). Penn Institute for Economic Research, Department of Economics, University of Pennsylvania / PIER Working Paper Archive

(6) RePEc:wop:pennin:03-08 Measurement and Estimation of Credit Migration Matrices (2003). Wharton School Center for Financial Institutions, University of Pennsylvania / Center for Financial Institutions Working Papers

(7) RePEc:wop:pennin:03-09 Metrics for Comparing Credit Migration Matrices (2003). Wharton School Center for Financial Institutions, University of Pennsylvania / Center for Financial Institutions Working Papers

Latest citations received in: 2002

(1) RePEc:cir:cirwor:2002s-02 Financial Asset Returns, Market Timing, and Volatility Dynamics (2002). CIRANO / CIRANO Working Papers

(2) RePEc:cir:cirwor:2002s-03 Macro Surprises And Short-Term Behaviour In Bond Futures (2002). CIRANO / CIRANO Working Papers

(3) RePEc:cir:cirwor:2002s-91 Correcting the Errors: A Note on Volatility Forecast Evaluation Based on High-Frequency Data and Realized Volatilities (2002). CIRANO / CIRANO Working Papers

(4) RePEc:cpr:ceprdp:3301 Explaining the Migration of Stocks from Exchanges in Emerging Economies to International Centres (2002). C.E.P.R. Discussion Papers / CEPR Discussion Papers

(5) RePEc:ecb:ecbwps:20020200 Interdependence between the euro area and the US: what role for EMU? (2002). European Central Bank / Working Paper Series

(6) RePEc:fip:fedpwp:02-22 Collateral and competition (2002). Federal Reserve Bank of Philadelphia / Working Papers

(7) RePEc:jae:japmet:v:17:y:2002:i:5:p:535-548 Bridging the gap between the distribution of realized (ECU) volatility and ARCH modelling (of the Euro): the GARCH-NIG model (2002). Journal of Applied Econometrics

(8) RePEc:mtl:montde:2002-21 Correcting the Errors : A Note on Volatility Forecast Evaluation Based on High-Frequency Data and Realized Volatilities (2002). Universite de Montreal, Departement de sciences economiques / Cahiers de recherche

(9) RePEc:mtl:montec:21-2002 Correcting the Errors : A Note on Volatility Forecast Evaluation Based on High-Frequency Data and Realized Volatilities (2002). Centre interuniversitaire de recherche en économie quantitative, CIREQ / Cahiers de recherche

(10) RePEc:ude:wpaper:1002 The Economics of financial Matching (2002). Department of Economics - dECON / Documentos de Trabajo (working papers)

(11) RePEc:wbk:wbrwps:2816 Explaining the migration of stocks from exchanges in emerging economies to international centers (2002). The World Bank / Policy Research Working Paper Series

(12) RePEc:wop:pennin:02-25 On Measuring Skewness and Kurtosis in Short Rate Distributions: The Case of the US Dollar London Inter Bank Offer Rates (2002). Wharton School Center for Financial Institutions, University of Pennsylvania / Center for Financial Institutions Working Papers

(13) RePEc:wop:pennin:02-27 Parametric and Nonparametric Volatility Measurement (2002). Wharton School Center for Financial Institutions, University of Pennsylvania / Center for Financial Institutions Working Papers

(14) RePEc:wop:pennin:02-29 Bank Panics and the Endogeneity of Central Banking (2002). Wharton School Center for Financial Institutions, University of Pennsylvania / Center for Financial Institutions Working Papers

(15) RePEc:wop:pennin:02-33 Liquidity, Efficiency and Bank Bailouts (2002). Wharton School Center for Financial Institutions, University of Pennsylvania / Center for Financial Institutions Working Papers

(16) RePEc:wop:pennin:02-42 Weather Forecasting for Weather Derivatives (2002). Wharton School Center for Financial Institutions, University of Pennsylvania / Center for Financial Institutions Working Papers

(17) RePEc:zbw:zewdip:557 The Prospects of Capital Markets in Central and Eastern Europe (2002). ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research / ZEW Discussion Papers

Latest citations received in: 2001

(1) RePEc:bro:econwp:2001-04 A Forecast Comparison of Volatility Models: Does Anything Beat a GARCH(1,1)? (2001). Brown University, Department of Economics / Working Papers

(2) RePEc:fip:fedlwp:2001-009 Predicting exchange rate volatility: genetic programming vs. GARCH and RiskMetrics (2001). Federal Reserve Bank of St. Louis / Working Papers

(3) RePEc:hhs:hastef:0482 Where to Go after the Lamfalussy Report? - An Economic Analysis of Securities Market Regulation and Supervision (2001). Stockholm School of Economics / Working Paper Series in Economics and Finance

(4) RePEc:nbr:nberwo:8510 An Empirical Investigation of Continuous-Time Equity Return Models (2001). National Bureau of Economic Research, Inc / NBER Working Papers

(5) RePEc:sce:scecf1:85 Exchange Rate Effects on the Volume of Trade Flows: An Empirical Analysis Employing High-Frequency Data (2001). Society for Computational Economics / Computing in Economics and Finance 2001

(6) RePEc:wop:pennin:01-29 Banking Regulation versus Securities Market Regulation (2001). Wharton School Center for Financial Institutions, University of Pennsylvania / Center for Financial Institutions Working Papers

Latest citations received in: 2000

(1) RePEc:aea:aecrev:v:90:y:2000:i:2:p:71-75 Exchange-Rate Policy for Developing Countries (2000). American Economic Review

(2) RePEc:aug:augsbe:0198 Einfluss der Modellierung auf die Effizienz der Bank - Produktions- und Intermediationsansatz im Vergleich (2000). Universitaet Augsburg, Institute for Economics / Discussion Paper Series

(3) RePEc:dgr:uvatin:20000104 Forecasting the Variability of Stock Index Returns with Stochastic Volatility Models and Implied Volatility (2000). Tinbergen Institute / Tinbergen Institute Discussion Papers

(4) RePEc:fip:fedgfe:2000-36 The integration of the financial services industry: where are the efficiencies? (2000). Board of Governors of the Federal Reserve System (U.S.) / Finance and Economics Discussion Series

(5) RePEc:fip:fedhwp:wp-00-12 Oligopoly banking and capital accumulation (2000). Federal Reserve Bank of Chicago / Working Paper Series

(6) RePEc:fip:fedpbr:y:2000:i:may:p:3-15 Why dont banks take stock? (2000). Business Review

(7) RePEc:fip:fedrwp:00-12 Banking and the political support for dollarization (2000). Federal Reserve Bank of Richmond / Working Paper

(8) RePEc:wop:pennin:00-32 The Determinants Of Success In the New Financial Services Environment: Now That Firms Can Do Everything, What Should They Do And Why Should Regulators Care? (2000). Wharton School Center for Financial Institutions, University of Pennsylvania / Center for Financial Institutions Working Papers

(9) RePEc:wop:pennin:03-14 The New Basel Capital Accord and Questions for Research (2000). Wharton School Center for Financial Institutions, University of Pennsylvania / Center for Financial Institutions Working Papers

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Source data used to compute the impact factor of RePEc series.