Deutsche Bundesbank, Research Centre / Discussion Paper Series 2: Banking and Financial Studies

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 0.09 1997 0.18 0 0 0 0.09 1998 0.21 0 0 0 0.13 1999 0.29 0 0 0 0.17 2000 0.39 0 0 0 0.2 2001 0.37 0 0 0 0.18 2002 0.42 0 0 0 0.2 2003 0.43 2 12 0 0 0.21 2004 1 0.49 6 50 2 2 0 9 1.5 0.24 2005 4.38 0.5 18 55 8 35 28.6 13 0.72 0.29 2006 1.17 0.53 9 12 24 28 28.6 0.28 2007 0.26 0.44 18 20 27 7 42.9 2 0.11 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:zbw:bubdp2:2227 Forecasting Credit Portfolio Risk (2004).
Cited: 42 times.

(2) RePEc:zbw:bubdp2:4264 Accounting for distress in bank mergers (2005).
Cited: 31 times.

(3) RePEc:zbw:bubdp2:2226 Credit Risk Factor Modeling and the Basel II IRB Approach (2003).
Cited: 8 times.

(4) RePEc:zbw:bubdp2:4269 Time series properties of a rating system based on financial ratios (2005).
Cited: 6 times.

(5) RePEc:zbw:bubdp2:5355 Slippery slopes of stress : ordered failure events in German banking (2007).
Cited: 5 times.

(6) RePEc:zbw:bubdp2:4270 Inefficient or just different? Effects of heterogeneity on bank efficiency scores (2005).
Cited: 5 times.

(7) RePEc:zbw:bubdp2:6352 Asset correlations and credit portfolio risk: an empirical analysis (2007).
Cited: 5 times.

(8) RePEc:zbw:bubdp2:4262 Banks regulatory capital buffer and the business cycle: evidence for German savings and cooperative banks (2005).
Cited: 4 times.

(9) RePEc:zbw:bubdp2:2225 Measuring the Discriminative Power of Rating Systems (2003).
Cited: 4 times.

(10) RePEc:zbw:bubdp2:4358 Finance and growth in a bank-based economy: is it quantity or quality that matters? (2005).
Cited: 4 times.

(11) RePEc:zbw:bubdp2:6927 Creditor concentration: an empirical investigation (2007).
Cited: 4 times.

(12) RePEc:zbw:bubdp2:5156 Sector concentration in loan portfolios and economic capital (2006).
Cited: 3 times.

(13) RePEc:zbw:bubdp2:4536 Does diversification improve the performance of German banks? : Evidence from individual bank loan portfolios (2006).
Cited: 3 times.

(14) RePEc:zbw:bubdp2:4252 Does capital regulation matter for bank behaviour? Evidence for German savings banks (2004).
Cited: 3 times.

(15) repec:zbw:bubdp2:5224 ().
Cited: 2 times.

(16) RePEc:zbw:bubdp2:4267 Evaluating the German bank merger wave (2005).
Cited: 2 times.

(17) RePEc:zbw:bubdp2:6153 The quality of banking and regional growth (2007).
Cited: 2 times.

(18) RePEc:zbw:bubdp2:4251 Systematic Risk in Recovery Rates: An Empirical Analysis of US Corporate Credit Exposures (2004).
Cited: 2 times.

(19) RePEc:zbw:bubdp2:5353 Granularity adjustment for Basel II (2007).
Cited: 2 times.

(20) RePEc:zbw:bubdp2:4255 Estimating probabilities of default for German savings banks and credit cooperatives (2004).
Cited: 2 times.

(21) RePEc:zbw:bubdp2:5157 The cost efficiency of German banks : a comparison of SFA and DEA (2006).
Cited: 2 times.

(22) RePEc:zbw:bubdp2:4266 Financial integration and systemic risk (2005).
Cited: 2 times.

(23) RePEc:zbw:bubdp2:4771 Banks regulatory buffers, liquidity networks and monetary policy transmission (2006).
Cited: 1 times.

(24) RePEc:zbw:bubdp2:7118 Analyzing the interest rate risk of banks using time series of accounting-based data: evidence from Germany (2008).
Cited: 1 times.

(25) RePEc:zbw:bubdp2:6929 Profitability of Western European banking systems: panel evidence on structural and cyclical determinants (2007).
Cited: 1 times.

(26) RePEc:zbw:bubdp2:4256 Measurement matters: Input price proxies and bank efficiency in Germany (2005).
Cited: 1 times.

(27) RePEc:zbw:bubdp2:200904 Shocks at large banks and banking sector distress: the Banking Granular Residual (2009).
Cited: 1 times.

(28) RePEc:zbw:bubdp2:6799 Relationship lending: empirical evidence for Germany (2007).
Cited: 1 times.

(29) RePEc:zbw:bubdp2:4254 How will Basel II affect bank lending to emerging markets? An analysis based on German bank level data (2004).
Cited: 1 times.

(30) RePEc:zbw:bubdp2:7324 Regulatory capital for market and credit risk interaction: is current regulation always conservative? (2008).
Cited: 1 times.

(31) RePEc:zbw:bubdp2:4772 Empirical risk analysis of pension insurance: the case of Germany (2006).
Cited: 1 times.

(32) RePEc:zbw:bubdp2:7218 Bank mergers and the dynamics of deposit interest rates (2008).
Cited: 1 times.

(33) RePEc:zbw:bubdp2:5577 How do banks adjust their capital ratios? Evidence from Germany (2007).
Cited: 1 times.

(34) RePEc:zbw:bubdp2:6930 Estimating probabilities of default with support vector machines (2007).
Cited: 1 times.

(35) RePEc:zbw:bubdp2:4257 The supervisors portfolio: the market price risk of German banks from 2001 to 2003 - Analysis and models for risk aggregation (2005).
Cited: 1 times.

(36) RePEc:zbw:bubdp2:200909 Income diversification in the German banking industry (2009).
Cited: 1 times.

(37) RePEc:zbw:bubdp2:7325 The implications of latent technology regimes for competition and efficiency in banking (2008).
Cited: 1 times.

(38) RePEc:zbw:bubdp2:4268 Incorporating prediction and estimation risk in point-in-time credit portfolio models (2005).
Cited: 1 times.

(39) RePEc:zbw:bubdp2:5096 The stability of efficiency rankings when risk-preferences and objectives are different (2006).
Cited: 1 times.

(40) RePEc:zbw:bubdp2:7219 Monetary policy and bank distress: an integrated micro-macro approach (2008).
Cited: 1 times.

(41) RePEc:zbw:bubdp2:5905 Banking consolidation and small businessfinance : empirical evidence for Germany (2007).
Cited: 1 times.

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

Recent citations received in: 2007

(1) RePEc:cpr:ceprdp:6514 Hazardous Times for Monetary Policy: What Do Twenty-Three Million Bank Loans Say About the Effects of Monetary Policy on Credit Risk? (2007). C.E.P.R. Discussion Papers / CEPR Discussion Papers

(2) RePEc:zbw:bubdp2:5608 Modelling dynamic portfolio risk using risk drivers of elliptical processes (2007). Deutsche Bundesbank, Research Centre / Discussion Paper Series 2: Banking and Financial Studies

Recent citations received in: 2006

Recent citations received in: 2005

(1) RePEc:zbw:bubdp1:4222 Recursive robust estimation and control without commitment (2005). Deutsche Bundesbank, Research Centre / Discussion Paper Series 1: Economic Studies

(2) RePEc:zbw:bubdp1:4225 Umstellung der deutschen VGR auf Vorjahrespreisbasis (2005). Deutsche Bundesbank, Research Centre / Discussion Paper Series 1: Economic Studies

(3) RePEc:zbw:bubdp1:4226 Determinants of current account developments in the central and east European EU member states - consequences for the enlargement of the euro area (2005). Deutsche Bundesbank, Research Centre / Discussion Paper Series 1: Economic Studies

(4) RePEc:zbw:bubdp1:4228 Rational inattention: a research agenda (2005). Deutsche Bundesbank, Research Centre / Discussion Paper Series 1: Economic Studies

(5) RePEc:zbw:bubdp1:4233 Short-run and long-run comovement of GDP and some expenditure aggregates in Germany, France and Italy (2005). Deutsche Bundesbank, Research Centre / Discussion Paper Series 1: Economic Studies

(6) RePEc:zbw:bubdp1:4235 Trade balances of the central and east European EU member states and the role of foreign direct investment (2005). Deutsche Bundesbank, Research Centre / Discussion Paper Series 1: Economic Studies

(7) RePEc:zbw:bubdp1:4236 Unit roots and cointegration in panels (2005). Deutsche Bundesbank, Research Centre / Discussion Paper Series 1: Economic Studies

(8) RePEc:zbw:bubdp2:4265 The eurosystem money market auctions: a banking perspective (2005). Deutsche Bundesbank, Research Centre / Discussion Paper Series 2: Banking and Financial Studies

(9) RePEc:zbw:bubdp2:4266 Financial integration and systemic risk (2005). Deutsche Bundesbank, Research Centre / Discussion Paper Series 2: Banking and Financial Studies

(10) RePEc:zbw:bubdp2:4267 Evaluating the German bank merger wave (2005). Deutsche Bundesbank, Research Centre / Discussion Paper Series 2: Banking and Financial Studies

(11) RePEc:zbw:bubdp2:4268 Incorporating prediction and estimation risk in point-in-time credit portfolio models (2005). Deutsche Bundesbank, Research Centre / Discussion Paper Series 2: Banking and Financial Studies

(12) RePEc:zbw:bubdp2:4357 Forecasting stock market volatility with macroeconomic variables in real time (2005). Deutsche Bundesbank, Research Centre / Discussion Paper Series 2: Banking and Financial Studies

(13) RePEc:zbw:bubdp2:4358 Finance and growth in a bank-based economy: is it quantity or quality that matters? (2005). Deutsche Bundesbank, Research Centre / Discussion Paper Series 2: Banking and Financial Studies

Recent citations received in: 2004

(1) RePEc:zbw:bubdp1:2166 How effective are automatic stabilisers? : Theory and empirical results for Germany and other OECD countries (2004). Deutsche Bundesbank, Research Centre / Discussion Paper Series 1: Economic Studies

(2) RePEc:zbw:bubdp1:2293 Do Consumer Confidence Indexes Help Forecast Consumer Spending in Real Time? (2004). Deutsche Bundesbank, Research Centre / Discussion Paper Series 1: Economic Studies

(3) RePEc:zbw:bubdp1:2297 Measurement errors in GDP and forward-looking monetary policy : The Swiss case (2004). Deutsche Bundesbank, Research Centre / Discussion Paper Series 1: Economic Studies

(4) RePEc:zbw:bubdp1:2302 Inflation and core money growth in the euro area (2004). Deutsche Bundesbank, Research Centre / Discussion Paper Series 1: Economic Studies

(5) RePEc:zbw:bubdp1:2917 Optimal lender of last resort policy in different financial systems (2004). Deutsche Bundesbank, Research Centre / Discussion Paper Series 1: Economic Studies

(6) RePEc:zbw:bubdp1:2918 Expected budget deficits and interest rate swap spreads - Evidence for France, Germany and Italy (2004). Deutsche Bundesbank, Research Centre / Discussion Paper Series 1: Economic Studies

(7) RePEc:zbw:bubdp2:4252 Does capital regulation matter for bank behaviour? Evidence for German savings banks (2004). Deutsche Bundesbank, Research Centre / Discussion Paper Series 2: Banking and Financial Studies

(8) RePEc:zbw:bubdp2:4253 German bank lending during emerging market crises: A bank level analysis (2004). Deutsche Bundesbank, Research Centre / Discussion Paper Series 2: Banking and Financial Studies

(9) RePEc:zbw:bubdp2:4255 Estimating probabilities of default for German savings banks and credit cooperatives (2004). Deutsche Bundesbank, Research Centre / Discussion Paper Series 2: Banking and Financial Studies

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