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.

Create citation feed for this series

Raw data:
IF AIF DOC CIT D2Y C2Y SC(%) CiY II AII 1996 0.2 0.18 11 29 5 1 0 1 0.09 0.09 1997 0.07 0.18 16 29 15 1 0 2 0.13 0.09 1998 0.22 0.21 22 132 27 6 0 7 0.32 0.13 1999 0.37 0.29 21 60 38 14 0 3 0.14 0.17 2000 0.49 0.39 25 34 43 21 0 2 0.08 0.2 2001 0.2 0.37 28 77 46 9 0 2 0.07 0.18 2002 0.45 0.42 37 139 53 24 0 7 0.19 0.2 2003 0.55 0.43 27 26 65 36 0 4 0.15 0.21 2004 0.67 0.49 40 33 64 43 0 8 0.2 0.24 2005 0.16 0.5 21 28 67 11 0 3 0.14 0.29 2006 0.31 0.53 26 25 61 19 0 1 0.04 0.28 2007 0.38 0.44 24 34 47 18 0 12 0.5 0.24
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:dp406 Family Firms (2002).
Cited: 32 times.

(2) RePEc:fmg:fmgdps:dp412 Market Timing and Return Prediction under Model Instability (2002).
Cited: 28 times.

(3) RePEc:fmg:fmgdps:dp298 Beyond the Sample: Extreme Quantile and Probability Estimation (1998).
Cited: 28 times.

(4) RePEc:fmg:fmgdps:dp580 Market Liquidity and Funding Liquidity (2007).
Cited: 28 times.

(5) RePEc:fmg:fmgdps:dp306 Optimal Monetary Policy in a Model of Asymmetric Central Bank Preferences (1998).
Cited: 27 times.

(6) RePEc:fmg:fmgdps:dp303 Data-Snooping, Technical Trading, Rule Performance and the Bootstrap (1998).
Cited: 22 times.

(7) RePEc:fmg:fmgdps:dp313 A Model of the Lender of Last Resort (1999).
Cited: 20 times.

(8) RePEc:fmg:fmgdps:dp408 Coordination Failures and the Lender of Last Resort: Was Bagehot Right After All? (2002).
Cited: 19 times.

(9) RePEc:fmg:fmgdps:dp375 Housing Market Dynamics: on the Contribution of Income Shocks and Credit Constraints (2001).
Cited: 19 times.

(10) RePEc:fmg:fmgdps:dp296 Housing Market Fluctuations in a Life-Cycle Economy with Credit Constraints (1998).
Cited: 17 times.

(11) RePEc:fmg:fmgdps:dp450 Equilibrium analysis, banking, contagion and financial fragility (2003).
Cited: 16 times.

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

(13) RePEc:fmg:fmgdps:dp378 Agency Conflicts, Ownership Concentration, and Legal Shareholder Protection (2001).
Cited: 12 times.

(14) RePEc:fmg:fmgdps:dp502 Estimation and Testing of Dynamic Models with Generalised Hyperbolic Innovations (2004).
Cited: 10 times.

(15) RePEc:fmg:fmgdps:dp373 Coordination Risk and the Price of Debt (2001).
Cited: 10 times.

(16) RePEc:fmg:fmgdps:dp407 Consistent Testing for Stochastic Dominance: A Subsampling Approach (2002).
Cited: 10 times.

(17) RePEc:fmg:fmgdps:dp320 Real Trading Patterns and Prices in Spot Foreign Exchange Markets (1999).
Cited: 9 times.

(18) RePEc:fmg:fmgdps:dp548 On Modelling Endogenous Default (2005).
Cited: 9 times.

(19) RePEc:fmg:fmgdps:dp292 Informed Trading, Investment, and Welfare (1998).
Cited: 9 times.

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

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

(22) RePEc:fmg:fmgdps:dp572 Recovery Rates, Default Probabilities and the Credit Cycle (2006).
Cited: 8 times.

(23) 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: 8 times.

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

(25) RePEc:fmg:fmgdps:dp318 Moral Hazard, Insurance and Some Collusion (1999).
Cited: 8 times.

(26) RePEc:fmg:fmgdps:dp248 Maximum Likelihood Estimation of Stochastic Volatility Models (1996).
Cited: 7 times.

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

(28) RePEc:fmg:fmgdps:dp160 UK Directors Trading: The Impact of Dealings in Smaller Firms (1993).
Cited: 7 times.

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

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

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

(32) RePEc:fmg:fmgdps:dp547 The Interest Rate Conditioning Assumption (2005).
Cited: 7 times.

(33) RePEc:fmg:fmgdps:dp421 In-Kind Finance (2002).
Cited: 6 times.

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

(35) RePEc:fmg:fmgdps:dp71 News and the Foreign Exchange Market (1990).
Cited: 6 times.

(36) RePEc:fmg:fmgdps:dp393 What Happens When You Regulate Risk? Evidence from a Simple Equilibrium Model (2001).
Cited: 5 times.

(37) RePEc:fmg:fmgdps:dp327 Optimal Bail Out Policy, Conditionality and Creative Ambiguity (1999).
Cited: 5 times.

(38) RePEc:fmg:fmgdps:dp607 Bond Supply and Excess Bond Returns (2008).
Cited: 5 times.

(39) RePEc:fmg:fmgdps:dp401 Bubbles and Crashes (2002).
Cited: 5 times.

(40) RePEc:fmg:fmgdps:dp273 Extreme Returns, Tail Estimation, and Value-at-Risk (1997).
Cited: 5 times.

(41) RePEc:fmg:fmgdps:dp334 Insider Trading, Investment and Liquidity: A Welfare Analysis (1999).
Cited: 4 times.

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

(43) RePEc:fmg:fmgdps:dp418 You Might as Well be Hung for a Sheep as a Lamb: The Loss Function of an Agent (2002).
Cited: 4 times.

(44) RePEc:fmg:fmgdps:dp579 Money Illusion and Housing Frenzies (2006).
Cited: 4 times.

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

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

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

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

(49) RePEc:fmg:fmgdps:dp390 Crisis costs and debtor discipline: the efficacy of public policy in sovereign debt crises (2001).
Cited: 4 times.

(50) RePEc:fmg:fmgdps:dp293 Close-Relationships Between Banks and Firms: Is It Good or Bad? (1998).
Cited: 4 times.

Recent citations received in: | 2007 | 2006 | 2005 | 2004

Recent citations received in: 2007

(1) RePEc:cpr:ceprdp:6117 Slow Moving Capital (2007). C.E.P.R. Discussion Papers / CEPR Discussion Papers

(2) RePEc:ecl:ohidic:2006-11 Information, Trading Volume, and International Stock Return Comovements: Evidence from Cross-Listed Stocks (2007). Ohio State University, Charles A. Dice Center for Research in Financial Economics / Working Paper Series

(3) RePEc:ecl:ohidic:2007-16 Common Patterns in Commonality in Returns, Liquidity, and Turnover around the World (2007). Ohio State University, Charles A. Dice Center for Research in Financial Economics / Working Paper Series

(4) RePEc:fip:fedlwp:2007-052 The microstructure of the U.S. treasury market (2007). Federal Reserve Bank of St. Louis / Working Papers

(5) RePEc:fip:fednsr:291 Hedge funds, financial intermediation, and systemic risk (2007). Federal Reserve Bank of New York / Staff Reports

(6) RePEc:hhs:rbnkwp:0215 Earnings Inequality and the Equity Premium (2007). Sveriges Riksbank (Central Bank of Sweden) / Working Paper Series

(7) RePEc:ime:imedps:07-e-19 The Broad Yen Carry Trade (2007). Institute for Monetary and Economic Studies, Bank of Japan / IMES Discussion Paper Series

(8) RePEc:nbr:nberwo:12877 Slow Moving Capital (2007). National Bureau of Economic Research, Inc / NBER Working Papers

(9) RePEc:nbr:nberwo:12887 Liquidity and Risk Management (2007). National Bureau of Economic Research, Inc / NBER Working Papers

(10) RePEc:nbr:nberwo:13658 How Sovereign is Sovereign Credit Risk? (2007). National Bureau of Economic Research, Inc / NBER Working Papers

(11) RePEc:usg:dp2007:2007-22 Safe Haven Currencies (2007). Department of Economics, University of St. Gallen / University of St. Gallen Department of Economics working paper series 2007

(12) RePEc:wbk:wbrwps:4445 Emerging market liquidity and crises (2007). The World Bank / Policy Research Working Paper Series

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:csl:devewp:202 Prolonged Use and Conditionality Failure: Investigating the IMF Responsibility (2005). Centro Studi Luca d'Agliano, University of Milano / Development Working Papers

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

(3) RePEc:kap:annfin:v:1:y:2005:i:2:p:197-224 A risk assessment model for banks (2005). Annals of Finance

Recent citations received in: 2004

(1) RePEc:ams:ndfwpp:04-16 Goodness-of-fit test for copulas (2004). Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance / CeNDEF Working Papers

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

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

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

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

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

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

(8) 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

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.