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 9 28 5 1 0 2 0.22 0.09 1997 0.08 0.18 15 32 13 1 0 2 0.13 0.09 1998 0.25 0.2 22 149 24 6 0 7 0.32 0.12 1999 0.27 0.26 21 62 37 10 0 3 0.14 0.16 2000 0.47 0.36 25 50 43 20 0 1 0.04 0.17 2001 0.22 0.35 28 87 46 10 0 2 0.07 0.17 2002 0.45 0.4 37 152 53 24 0 6 0.16 0.19 2003 0.58 0.4 27 24 65 38 0 4 0.15 0.2 2004 0.69 0.44 40 36 64 44 0 8 0.2 0.22 2005 0.16 0.46 21 39 67 11 0 4 0.19 0.27 2006 0.33 0.48 26 40 61 20 0 1 0.04 0.24 2007 0.43 0.4 24 98 47 20 0 12 0.5 0.2 2008 0.54 0.4 16 33 50 27 0 4 0.25 0.2 2009 0.58 0.36 19 31 40 23 0 2 0.11 0.21
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:dp580 Market Liquidity and Funding Liquidity (2007).
Cited: 86 times.

(2) RePEc:fmg:fmgdps:dp406 Family Firms (2002).
Cited: 31 times.

(3) RePEc:fmg:fmgdps:dp412 Market Timing and Return Prediction under Model Instability (2002).
Cited: 29 times.

(4) RePEc:fmg:fmgdps:dp303 Data-Snooping, Technical Trading, Rule Performance and the Bootstrap (1998).
Cited: 28 times.

(5) RePEc:fmg:fmgdps:dp298 Beyond the Sample: Extreme Quantile and Probability Estimation (1998).
Cited: 26 times.

(6) RePEc:fmg:fmgdps:dp306 Optimal Monetary Policy in a Model of Asymmetric Central Bank Preferences (1998).
Cited: 26 times.

(7) RePEc:fmg:fmgdps:dp408 Coordination Failures and the Lender of Last Resort: Was Bagehot Right After All? (2002).
Cited: 21 times.

(8) RePEc:fmg:fmgdps:dp310 Boom In, Bust Out: Young Households and the Housing Price Cycle (1998).
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:dp313 A Model of the Lender of Last Resort (1999).
Cited: 19 times.

(11) RePEc:fmg:fmgdps:dp296 Housing Market Fluctuations in a Life-Cycle Economy with Credit Constraints (1998).
Cited: 18 times.

(12) RePEc:fmg:fmgdps:dp347 Public Trading and Private Incentives (2000).
Cited: 18 times.

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

(14) RePEc:fmg:fmgdps:dp401 Bubbles and Crashes (2002).
Cited: 14 times.

(15) RePEc:fmg:fmgdps:dp627 Banking Stability Measures (2009).
Cited: 12 times.

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

(17) RePEc:fmg:fmgdps:dp292 Informed Trading, Investment, and Welfare (1998).
Cited: 12 times.

(18) RePEc:fmg:fmgdps:dp502 Estimation and Testing of Dynamic Models with Generalised Hyperbolic Innovations (2004).
Cited: 11 times.

(19) RePEc:fmg:fmgdps:dp572 Recovery Rates, Default Probabilities and the Credit Cycle (2006).
Cited: 11 times.

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

(21) RePEc:fmg:fmgdps:dp549 Subadditivity Re–Examined: the Case for Value-at-Risk (2005).
Cited: 9 times.

(22) RePEc:fmg:fmgdps:dp160 UK Directors Trading: The Impact of Dealings in Smaller Firms (1993).
Cited: 9 times.

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

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

(25) RePEc:fmg:fmgdps:dp326 Bank Moral Hazard and Market Discipline (1999).
Cited: 8 times.

(26) RePEc:fmg:fmgdps:dp647 Risk Appetite and Endogenous Risk (2010).
Cited: 8 times.

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

(28) RePEc:fmg:fmgdps:dp547 The Interest Rate Conditioning Assumption (2005).
Cited: 8 times.

(29) RePEc:fmg:fmgdps:dp428 Internal ratings, the business cycle and capital requirements: some evidence from an emerging market economy (2002).
Cited: 8 times.

(30) 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.

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

(32) RePEc:fmg:fmgdps:dp372 Does One Soros Make a Difference? A Theory of Currency Crises with Large and Small Traders (2001).
Cited: 7 times.

(33) RePEc:fmg:fmgdps:dp421 In-Kind Finance (2002).
Cited: 7 times.

(34) RePEc:fmg:fmgdps:dp264 An Investigation of Long Range Dependence in Intra-Day Foreign Exchange Rate Volatility (1997).
Cited: 7 times.

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

(36) RePEc:fmg:fmgdps:dp610 Can Rare Events Explain the Equity Premium Puzzle? (2008).
Cited: 7 times.

(37) RePEc:fmg:fmgdps:dp327 Optimal Bail Out Policy, Conditionality and Creative Ambiguity (1999).
Cited: 7 times.

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

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

(40) RePEc:fmg:fmgdps:dp613 Do Reputational Concerns Lead to Reliable Ratings? (2008).
Cited: 6 times.

(41) RePEc:fmg:fmgdps:dp607 Bond Supply and Excess Bond Returns (2008).
Cited: 6 times.

(42) RePEc:fmg:fmgdps:dp562 (UBS Pensions Series 040) Pensions: Overview of Issues (2006).
Cited: 6 times.

(43) RePEc:fmg:fmgdps:dp642 Financial Volatility and Economic Activity (2009).
Cited: 6 times.

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

(45) RePEc:fmg:fmgdps:dp557 Consistent Information Multivariate Density Optimizing Methodology (2006).
Cited: 6 times.

(46) RePEc:fmg:fmgdps:dp334 Insider Trading, Investment and Liquidity: A Welfare Analysis (1999).
Cited: 6 times.

(47) RePEc:fmg:fmgdps:dp636 Negative Nominal Interest Rates: Three ways to overcome the zero lower bound (2009).
Cited: 5 times.

(48) RePEc:fmg:fmgdps:dp248 Maximum Likelihood Estimation of Stochastic Volatility Models (1996).
Cited: 5 times.

(49) RePEc:fmg:fmgdps:dp594 Financing Constraints and a Firm’s Decision and Ability to Innovate: Establishing Direct and Reverse Effects (2007).
Cited: 5 times.

(50) RePEc:fmg:fmgdps:dp432 Homeownership: Low household mobility, volatile housing prices, high income dispersion (2002).
Cited: 5 times.

Recent citations received in: | 2009 | 2008 | 2007 | 2006

Recent citations received in: 2009

(1) RePEc:bbk:bbkefp:0914 The Relationship Between the Volatility of Returns and the Number of Jumps in Financial Markets (2009). Birkbeck Working Papers in Economics and Finance

(2) RePEc:imf:imfwpa:09/241 The Role of Financial Variables in Predicting Economic Activity in the Euro Area (2009). IMF Working Papers

Recent citations received in: 2008

(1) RePEc:nbr:nberwo:14087 A Gap-Filling Theory of Corporate Debt Maturity Choice (2008). NBER Working Papers

(2) RePEc:nbr:nberwo:14242 The Macroeconomic Implications of a Key Currency (2008). NBER Working Papers

(3) RePEc:pra:mprapa:11918 Information Exchange and the Limits of Arbitrage (2008). MPRA Paper

(4) RePEc:pra:mprapa:12621 Information Exchange and the Limits of Arbitrage (2008). MPRA Paper

Recent citations received in: 2007

(1) RePEc:cpr:ceprdp:6117 Slow Moving Capital (2007). CEPR Discussion Papers

(2) RePEc:ecl:ohidic:2006-11 Information, Trading Volume, and International Stock Return Comovements: Evidence from Cross-Listed Stocks (2007). Working Paper Series

(3) RePEc:ecl:ohidic:2007-16 Common Patterns in Commonality in Returns, Liquidity, and Turnover around the World (2007). Working Paper Series

(4) RePEc:fip:fedlwp:2007-052 The microstructure of the U.S. treasury market (2007). Working Papers

(5) RePEc:fip:fednsr:291 Hedge funds, financial intermediation, and systemic risk (2007). Staff Reports

(6) RePEc:hhs:rbnkwp:0215 Earnings Inequality and the Equity Premium (2007). Working Paper Series

(7) RePEc:ime:imedps:07-e-19 The Broad Yen Carry Trade (2007). IMES Discussion Paper Series

(8) RePEc:nbr:nberwo:12877 Slow Moving Capital (2007). NBER Working Papers

(9) RePEc:nbr:nberwo:12887 Liquidity and Risk Management (2007). NBER Working Papers

(10) RePEc:nbr:nberwo:13658 How Sovereign is Sovereign Credit Risk? (2007). NBER Working Papers

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

(12) RePEc:wbk:wbrwps:4445 Emerging market liquidity and crises (2007). 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). CFS Working Paper Series

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.