Journal of Risk Finance

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 0.22 0 0 0 0.09 1998 0.25 0 0 0 0.1 1999 0.31 0 0 0 0.15 2000 0.42 0 0 0 0.19 2001 0.41 0 0 0 0.16 2002 0.44 0 0 0 0.2 2003 0.46 0 0 0 0.21 2004 0.51 0 0 0 0.23 2005 0.54 30 4 0 0 0.24 2006 0.56 34 8 30 0 0.24 2007 0.06 0.45 36 11 64 4 0 0.21 2008 0.09 0.5 39 0 70 6 0 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:eme:jrfpps:v:7:y:2006:i:5:p:558-574 Approximating the growth optimal portfolio with a diversified world stock index (2006).
Cited: 5 times.

(2) RePEc:eme:jrfpps:v:8:y:2007:i:4:p:330-348 Calibrating asset correlation for Indian corporate exposures: Implications for regulatory capital (2007).
Cited: 2 times.

(3) RePEc:eme:jrfpps:v:8:y:2007:i:3:p:260-287 On the use of value at risk for managing foreign-exchange exposure in large portfolios (2007).
Cited: 2 times.

(4) RePEc:eme:jrfpps:v:8:y:2007:i:5:p:434-449 Why hedge? Rationales for corporate hedging and value implications (2007).
Cited: 2 times.

(5) RePEc:eme:jrfpps:v:6:y:2005:i:3:p:226-238 Modeling risk for long and short trading positions (2005).
Cited: 2 times.

(6) RePEc:eme:jrfpps:v:6:y:2005:i:2:p:135-149 Asset and liability management in financial crisis (2005).
Cited: 1 times.

(7) RePEc:eme:jrfpps:v:8:y:2007:i:1:p:11-23 Securitization and risk: empirical evidence on US banks (2007).
Cited: 1 times.

(8) RePEc:eme:jrfpps:v:8:y:2007:i:5:p:489-507 Impacts of interval measurement on studies of economic variability: Evidence from stock market variability forecasting (2007).
Cited: 1 times.

(9) RePEc:eme:jrfpps:v:7:y:2006:i:4:p:348-371 Credit-default swap rates and equity volatility: a nonlinear relationship (2006).
Cited: 1 times.

(10) RePEc:eme:jrfpps:v:7:y:2006:i:2:p:146-159 Analysis of multinational underwriting cycles in property-liability insurance (2006).
Cited: 1 times.

(11) RePEc:eme:jrfpps:v:6:y:2005:i:3:p:208-225 An autoregressive conditional duration model of credit-risk contagion (2005).
Cited: 1 times.

(12) RePEc:eme:jrfpps:v:8:y:2007:i:1:p:24-34 Managing credit risk with info-gap uncertainty (2007).
Cited: 1 times.

(13) RePEc:eme:jrfpps:v:7:y:2006:i:2:p:160-176 Business cycles in insurance and reinsurance: the case of France, Germany and Switzerland (2006).
Cited: 1 times.

(14) RePEc:eme:jrfpps:v:8:y:2007:i:3:p:309-312 Input hedging: generalizations (2007).
Cited: 1 times.

(15) RePEc:eme:jrfpps:v:8:y:2007:i:1:p:35-45 Mapping corporate drift towards default: Part 1: a market-based approach (2007).
Cited: 1 times.

Recent citations received in: | 2008 | 2007 | 2006 | 2005

Recent citations received in: 2008

Recent citations received in: 2007

Recent citations received in: 2006

Recent citations received in: 2005

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.