International Center for Financial Asset Management and Engineering / FAME Research Paper Series

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

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Raw data:
IF AIF DOC CIT D2Y C2Y SC(%) CiY II AII 1996 0.18 0 0 0 0.08 1997 0.19 0 0 0 0.09 1998 0.2 2 3 0 0 0.12 1999 0.29 7 16 2 0 1 0.14 0.19 2000 0.11 0.41 14 22 9 1 0 3 0.21 0.21 2001 0.43 0.37 15 16 21 9 0 4 0.27 0.19 2002 0.24 0.42 34 12 29 7 0 0.2 2003 0.16 0.43 31 17 49 8 0 3 0.1 0.21 2004 0.12 0.49 22 11 65 8 0 1 0.05 0.26 2005 0.06 0.48 36 27 53 3 0 3 0.08 0.29 2006 0.26 0.54 0 58 15 0 0.28
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:fam:rpseri:rp13 European Financial Markets After EMU: A First Assessment (2000).
Cited: 18 times.

(2) RePEc:fam:rpseri:rp11 Dynamic Consumption and Portfolio Choice with Stochastic Volatility in Incomplete Markets (1999).
Cited: 16 times.

(3) RePEc:fam:rpseri:rp34 Variable Selection for Portfolio Choice (2001).
Cited: 11 times.

(4) RePEc:fam:rpseri:rp156 Rational Inattention: A Solution to the Forward Discount Puzzle (2005).
Cited: 10 times.

(5) RePEc:fam:rpseri:rp100 Mutual Fund Flows and Performance in Rational Markets (2002).
Cited: 6 times.

(6) RePEc:fam:rpseri:rp84 European Financial Integration and Equity Returns: A Theory-Based Assessment (2003).
Cited: 6 times.

(7) RePEc:fam:rpseri:rp130 Financial Intermediation and the Costs of Trading in an Opaque Market (2005).
Cited: 4 times.

(8) RePEc:fam:rpseri:rp155 Can Information Heterogeneity Explain the Exchange Rate Determination? (2005).
Cited: 4 times.

(9) RePEc:fam:rpseri:rp5 Who Should Buy Long-Term Bonds? (1998).
Cited: 3 times.

(10) RePEc:fam:rpseri:rp57 Nonparametric Estimation of Copulas for Time Series (2003).
Cited: 3 times.

(11) RePEc:fam:rpseri:rp32 Portfolio Diversification: Alive and Well in Euroland! (2001).
Cited: 3 times.

(12) RePEc:fam:rpseri:rp76 Profitable Innovation Without Patent Protection: The Case of Derivatives. (2003).
Cited: 2 times.

(13) RePEc:fam:rpseri:rp132 Conditional Asset Allocation under Non-Normality: How Costly is the Mean-Variance Criterion? (2005).
Cited: 2 times.

(14) RePEc:fam:rpseri:rp110 Higher Order Expectations in Asset Pricing (2004).
Cited: 2 times.

(15) RePEc:fam:rpseri:rp35 Country, Sector or Style: What Matters Most When Constructing Global Equity Portfolios? An Empirical Investigation from 1990-2001 (2001).
Cited: 2 times.

(16) RePEc:fam:rpseri:rp67 Linear-Quadratic Jump-Diffusion Modeling with Application to Stochastic Volatility (2002).
Cited: 2 times.

(17) RePEc:fam:rpseri:rp119 A Simple Alternative House Price Index Method (2004).
Cited: 2 times.

(18) RePEc:fam:rpseri:rp18 Extreme Value Theory for Tail-Related Risk Measures (2000).
Cited: 2 times.

(19) RePEc:fam:rpseri:rp112 Nonparametric Estimation of Conditional Expected Shortfall (2004).
Cited: 1 times.

(20) RePEc:fam:rpseri:rp16 Prospect Theory and Asset Prices (2000).
Cited: 1 times.

(21) RePEc:fam:rpseri:rp78 Why Government Bonds Are Sold by Auction and Corporate Bonds by Posted-Price Selling (2003).
Cited: 1 times.

(22) RePEc:fam:rpseri:rp126 The Dynamics of Mergers and Acquisitions (2004).
Cited: 1 times.

(23) RePEc:fam:rpseri:rp99 Irreversible Investment with Regime Shifts (2002).
Cited: 1 times.

(24) RePEc:fam:rpseri:rp107 Theory and Calibration of Swap Market Models (2005).
Cited: 1 times.

(25) RePEc:fam:rpseri:rp147 Equity and Neutrality in Housing Taxation (2005).
Cited: 1 times.

(26) RePEc:fam:rpseri:rp68 The capital structure of Swiss companies: an empirical analysis using dynamic panel data (2003).
Cited: 1 times.

(27) RePEc:fam:rpseri:rp122 Investment under Uncertainty and Incomplete Markets (2004).
Cited: 1 times.

(28) RePEc:fam:rpseri:rp31 EMU and Portfolio Diversification Opportunities (2000).
Cited: 1 times.

(29) RePEc:fam:rpseri:rp88 The Macroeconomics of Delegated Management (2003).
Cited: 1 times.

(30) RePEc:fam:rpseri:rp136 Direct Preference Wealth in Aggregate Household Portfolios (2005).
Cited: 1 times.

(31) RePEc:fam:rpseri:rp66 Optimal asset allocation for pension funds under mortality risk during the accumulation and ecumulation phases (2003).
Cited: 1 times.

(32) RePEc:fam:rpseri:rp117 Equity Returns and Integration: Is Europe Changing? (2004).
Cited: 1 times.

(33) RePEc:fam:rpseri:rp163 False Discoveries in Mutual Fund Performance: Measuring Luck in Estimated Alphas (2005).
Cited: 1 times.

(34) RePEc:fam:rpseri:rp81 Does Poor Legal Enforcement Make Households Credit-Constrained? (2003).
Cited: 1 times.

(35) RePEc:fam:rpseri:rp77 Competition Between Stock Exchanges: A Survey (2003).
Cited: 1 times.

(36) RePEc:fam:rpseri:rp108 SOME STATISTICAL PITFALLS IN COPULA MODELING FOR FINANCIAL APPLICATIONS (2004).
Cited: 1 times.

(37) RePEc:fam:rpseri:rp151 Spatial Dependence, Housing Submarkets, and House Prices (2005).
Cited: 1 times.

(38) RePEc:fam:rpseri:rp69 Conditional Dependency of Financial Series: The Copula-GARCH Model (2002).
Cited: 1 times.

(39) RePEc:fam:rpseri:rp125 Capital Structure, Credit Risk, and Macroeconomic Conditions (2004).
Cited: 1 times.

(40) RePEc:fam:rpseri:rp93 A Simple Calibration Procedure of Stochastic Volatility Models with Jumps by Short Term Asymptotics (2004).
Cited: 1 times.

(41) RePEc:fam:rpseri:rp103 Portfolio Optimization with Concave Transaction Costs (2002).
Cited: 1 times.

(42) RePEc:fam:rpseri:rp138 Growth Options in General Equilibrium: Some Asset Pricing Implications (2005).
Cited: 1 times.

(43) RePEc:fam:rpseri:rp133 Are European Corporate Bond and Default Swap Markets Segmented? (2005).
Cited: 1 times.

(44) RePEc:fam:rpseri:rp59 Implicit Forward Rents as Predictors of Future Rents (2002).
Cited: 1 times.

Recent citations received in: | 2006 | 2005 | 2004 | 2003

Recent citations received in: 2006

Recent citations received in: 2005

(1) RePEc:nzb:nzbdps:2005/05 UIP, Expectations and the Kiwi (2005). Reserve Bank of New Zealand / Reserve Bank of New Zealand Discussion Paper Series

(2) RePEc:upf:upfgen:850 Productivity Growth and the Exchange Rate Regime: The Role of Financial Development (2005). Department of Economics and Business, Universitat Pompeu Fabra / Economics Working Papers

(3) RePEc:wpa:wuwpfi:0502009 Generic Market Models (2005). EconWPA / Finance

Recent citations received in: 2004

(1) RePEc:wpa:wuwpfi:0407014 Investment, Hedging, and Consumption Smoothing (2004). EconWPA / Finance

Recent citations received in: 2003

(1) RePEc:ecb:ecbwps:20030230 The Euro area financial system: structure, integration and policy initiatives. (2003). European Central Bank / Working Paper Series

(2) RePEc:fip:fednsr:162 Nonparametric pricing of multivariate contingent claims (2003). Federal Reserve Bank of New York / Staff Reports

(3) RePEc:tcd:tcduee:20034 Divergent Inflation Rates in EMU (2003). Trinity College Dublin, Department of Economics / Trinity Economics Papers

Warning!! This is still an experimental service. The results of this service should be interpreted with care, especially in research assessment exercises. The processing of documents is automatic. There still are errors and omissions in the identification of references. We are working to improve the software to increase the accuracy of the results.

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