Financial Markets Group and ESRC / FMG Discussion Papers

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 0.2 0.18 11 28 5 1 0 1 0.09 0.08 1997 0.19 16 30 15 0 2 0.13 0.09 1998 0.19 0.2 22 127 27 5 0 7 0.32 0.12 1999 0.37 0.29 21 51 38 14 0 3 0.14 0.19 2000 0.44 0.41 25 28 43 19 0 2 0.08 0.21 2001 0.2 0.37 28 69 46 9 0 1 0.04 0.19 2002 0.38 0.42 37 117 53 20 0 7 0.19 0.2 2003 0.49 0.43 27 26 65 32 0 4 0.15 0.21 2004 0.61 0.49 40 27 64 39 0 7 0.18 0.26 2005 0.15 0.48 19 19 67 10 0 1 0.05 0.29 2006 0.29 0.54 26 15 59 17 0 1 0.04 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:fmg:fmgdps:dp306 Optimal Monetary Policy in a Model of Asymmetric Central Bank Preferences (1998).
Cited: 30 times.

(2) RePEc:fmg:fmgdps:dp406 Family Firms (2002).
Cited: 25 times.

(3) RePEc:fmg:fmgdps:dp298 Beyond the Sample: Extreme Quantile and Probability Estimation (1998).
Cited: 24 times.

(4) RePEc:fmg:fmgdps:dp412 Market Timing and Return Prediction under Model Instability (2002).
Cited: 23 times.

(5) RePEc:fmg:fmgdps:dp313 A Model of the Lender of Last Resort (1999).
Cited: 19 times.

(6) RePEc:fmg:fmgdps:dp303 Data-Snooping, Technical Trading, Rule Performance and the Bootstrap (1998).
Cited: 18 times.

(7) RePEc:fmg:fmgdps:dp408 Coordination Failures and the Lender of Last Resort: Was Bagehot Right After All? (2002).
Cited: 17 times.

(8) RePEc:fmg:fmgdps:dp375 Housing Market Dynamics: on the Contribution of Income Shocks and Credit Constraints (2001).
Cited: 17 times.

(9) RePEc:fmg:fmgdps:dp296 Housing Market Fluctuations in a Life-Cycle Economy with Credit Constraints (1998).
Cited: 16 times.

(10) RePEc:fmg:fmgdps:dp580 Market Liquidity and Funding Liquidity (2007).
Cited: 16 times.

(11) RePEc:fmg:fmgdps:dp247 Optimal Monetary Policy Rules in a Rational Expectations Model of the Phillips Curve (1996).
Cited: 15 times.

(12) RePEc:fmg:fmgdps:dp450 Equilibrium analysis, banking, contagion and financial fragility (2003).
Cited: 15 times.

(13) RePEc:fmg:fmgdps:dp320 Real Trading Patterns and Prices in Spot Foreign Exchange Markets (1999).
Cited: 10 times.

(14) RePEc:fmg:fmgdps:dp378 Agency Conflicts, Ownership Concentration, and Legal Shareholder Protection (2001).
Cited: 10 times.

(15) RePEc:fmg:fmgdps:dp502 Estimation and Testing of Dynamic Models with Generalised Hyperbolic Innovations (2004).
Cited: 9 times.

(16) RePEc:fmg:fmgdps:dp253 Nonlinear Time Series With Long Memory: A Model for Stochastic Volatility (1997).
Cited: 9 times.

(17) RePEc:fmg:fmgdps:dp326 Bank Moral Hazard and Market Discipline (1999).
Cited: 9 times.

(18) RePEc:fmg:fmgdps:dp271 R&D Intensity and Finance: Are Innovative Firms Financially Constrained? (1997).
Cited: 8 times.

(19) RePEc:fmg:fmgdps:dp292 Informed Trading, Investment, and Welfare (1998).
Cited: 8 times.

(20) RePEc:fmg:fmgdps:dp362 Liquidity and Credit Risk (2000).
Cited: 7 times.

(21) RePEc:fmg:fmgdps:dp407 Consistent Testing for Stochastic Dominance: A Subsampling Approach (2002).
Cited: 7 times.

(22) RePEc:fmg:fmgdps:dp310 Boom In, Bust Out: Young Households and the Housing Price Cycle (1998).
Cited: 7 times.

(23) RePEc:fmg:fmgdps:dp428 Internal ratings, the business cycle and capital requirements: some evidence from an emerging market economy (2002).
Cited: 7 times.

(24) RePEc:fmg:fmgdps:dp483 (IAM Series No 003) Simple Tests for Models of Dependence Between Multiple Financial Time Series, with Applications to U.S. Equity Returns and Exchange Rates (2004).
Cited: 7 times.

(25) RePEc:fmg:fmgdps:dp238 Announcement Effects and Seasonality in the Intra-day Foreign Exchange Market (1996).
Cited: 7 times.

(26) RePEc:fmg:fmgdps:dp373 Coordination Risk and the Price of Debt (2001).
Cited: 7 times.

(27) RePEc:fmg:fmgdps:dp293 Close-Relationships Between Banks and Firms: Is It Good or Bad? (1998).
Cited: 6 times.

(28) RePEc:fmg:fmgdps:dp357 External Financing Costs and Banks Loan Supply: Does the Structure of the Bank Sector Matter? (2000).
Cited: 6 times.

(29) RePEc:fmg:fmgdps:dp160 UK Directors Trading: The Impact of Dealings in Smaller Firms (1993).
Cited: 6 times.

(30) RePEc:fmg:fmgdps:dp548 On Modelling Endogenous Default (2005).
Cited: 6 times.

(31) RePEc:fmg:fmgdps:dp318 Moral Hazard, Insurance and Some Collusion (1999).
Cited: 6 times.

(32) RePEc:fmg:fmgdps:dp547 The Interest Rate Conditioning Assumption (2005).
Cited: 5 times.

(33) RePEc:fmg:fmgdps:dp71 News and the Foreign Exchange Market (1990).
Cited: 5 times.

(34) RePEc:fmg:fmgdps:dp372 Does One Soros Make a Difference? A Theory of Currency Crises with Large and Small Traders (2001).
Cited: 5 times.

(35) RePEc:fmg:fmgdps:dp397 Option Prices under Bayesian Learning: Implied Volatility Dynamics and Predictive Densities (2001).
Cited: 4 times.

(36) RePEc:fmg:fmgdps:dp216 Central Bank Reputation and Conservativeness (1995).
Cited: 4 times.

(37) RePEc:fmg:fmgdps:dp327 Optimal Bail Out Policy, Conditionality and Creative Ambiguity (1999).
Cited: 4 times.

(38) RePEc:fmg:fmgdps:dp572 Recovery Rates, Default Probabilities and the Credit Cycle (2006).
Cited: 4 times.

(39) RePEc:fmg:fmgdps:dp336 A Simple Model of an International Lender of Last Resort (1999).
Cited: 4 times.

(40) RePEc:fmg:fmgdps:dp248 Maximum Likelihood Estimation of Stochastic Volatility Models (1996).
Cited: 4 times.

(41) RePEc:fmg:fmgdps:dp393 What Happens When You Regulate Risk? Evidence from a Simple Equilibrium Model (2001).
Cited: 4 times.

(42) RePEc:fmg:fmgdps:dp421 In-Kind Finance (2002).
Cited: 4 times.

(43) RePEc:fmg:fmgdps:dp305 A Dilution Cost Approach to Financial Intermediation and Securities Markets (1998).
Cited: 4 times.

(44) RePEc:fmg:fmgdps:dp403 Diversification and Delegation in Firms (2002).
Cited: 4 times.

(45) RePEc:fmg:fmgdps:dp435 Coordination, Learning, and Delay (2002).
Cited: 4 times.

(46) RePEc:fmg:fmgdps:dp383 Is There Chaos in the World Economy? A Nonparametric Test Using Consistent Standard Errors (2001).
Cited: 4 times.

(47) RePEc:fmg:fmgdps:dp273 Extreme Returns, Tail Estimation, and Value-at-Risk (1997).
Cited: 4 times.

(48) RePEc:fmg:fmgdps:dp401 Bubbles and Crashes (2002).
Cited: 4 times.

(49) RePEc:fmg:fmgdps:dp376 Financing and Corporate Growth under Repeated Moral Hazard (2001).
Cited: 3 times.

(50) RePEc:fmg:fmgdps:dp390 Crisis costs and debtor discipline: the efficacy of public policy in sovereign debt crises (2001).
Cited: 3 times.

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

Recent citations received in: 2006

(1) RePEc:cfs:cfswop:wp200612 Why Do Contracts Differ between VC Types? Market Segmentation versus Corporate Governance Varieties (2006). Center for Financial Studies / CFS Working Paper Series

Recent citations received in: 2005

(1) RePEc:ecb:ecbwps:20050564 Forecasting the central bank’s inflation objective is a good rule of thumb (2005). European Central Bank / Working Paper Series

Recent citations received in: 2004

(1) RePEc:cmf:wpaper:wp2004_0409 INDIRECT ESTIMATION OF CONDITIONALLY HETEROSKEDASTIC FACTOR MODELS (2004). CEMFI / Working Papers

(2) RePEc:cmf:wpaper:wp2004_0410 SPANNING TESTS IN RETURN AND STOCHASTIC DISCOUNT FACTOR MEAN-VARIANCE FRONTIERS: A UNIFYING APPROACH (2004). CEMFI / Working Papers

(3) RePEc:cmf:wpaper:wp2004_0422 ECONOMIC AND REGULATORY CAPITAL. WHAT IS THE DIFFERENCE? (2004). CEMFI / Working Papers

(4) RePEc:ecm:feam04:559 Estimation of Copula-Based Semiparametric Time Series Models (2004). Econometric Society / Econometric Society 2004 Far Eastern Meetings

(5) RePEc:ecm:feam04:733 IDENTIFICATION AND ESTIMATION OF NONPARAMETRIC STRUCTURAL (2004). Econometric Society / Econometric Society 2004 Far Eastern Meetings

(6) RePEc:van:wpaper:0226 Estimation of Copula-Based Semiparametric Time Series Models (2004). Department of Economics, Vanderbilt University / Working Papers

(7) RePEc:van:wpaper:0419 Estimation and Model Selection of Semiparametric Copula-Based Multivariate Dynamic Models under Copula Misspecification (2004). Department of Economics, Vanderbilt University / Working Papers

Recent citations received in: 2003

(1) RePEc:fip:fedgif:758 Was there front running during the LTCM crisis (2003). Board of Governors of the Federal Reserve System (U.S.) / International Finance Discussion Papers

(2) RePEc:sbs:wpsefe:2003fe06 Procyclicality and the new Basel Accord - Banks choice of loan rating system (2003). Oxford Financial Research Centre / OFRC Working Papers Series

(3) RePEc:sbs:wpsefe:2003fe08 Equilibrium Analysis, Banking and Financial Instability (2003). Oxford Financial Research Centre / OFRC Working Papers Series

(4) RePEc:sbs:wpsefe:2003fe13 A Model to Analyse Financial Fragility (2003). Oxford Financial Research Centre / OFRC Working Papers Series

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