Finance Working 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 0.18 0 0 0 0.09 1997 0.18 0 0 0 0.09 1998 0.2 0 0 0 0.12 1999 0.26 0 0 0 0.16 2000 0.36 16 13 0 0 0.17 2001 0.06 0.35 11 16 16 1 0 0.17 2002 0.07 0.4 15 18 27 2 0 1 0.07 0.19 2003 0.15 0.4 19 15 26 4 25 1 0.05 0.2 2004 0.09 0.44 2 0 34 3 0 0.22 2005 0.29 0.46 0 21 6 0 0.27 2006 0.48 0 2 0 0.24 2007 0.4 0 0 0 0.2 2008 0.4 0 0 0 0.2 2009 0.36 0 0 0 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:hhb:aarfin:2001_004 Life Insurance Liabilities at Market Value. (2001).
Cited: 8 times.

(2) RePEc:hhb:aarfin:2003_008 Volatility-Spillover E ffects in European Bond Markets (2003).
Cited: 6 times.

(3) RePEc:hhb:aarfin:2002_003 Revisiting the shape of the yield curve: the effect of interest rate volatility. (2002).
Cited: 6 times.

(4) RePEc:hhb:aarfin:2002_019 Multivariate Term Structure Models with Level and Heteroskedasticity Effects (2003).
Cited: 5 times.

(5) RePEc:hhb:aarfin:2002_013 Regime Switching in the Yield Curve (2002).
Cited: 4 times.

(6) RePEc:hhb:aarfin:2000_002 Uncovered Interest Parity and Policy Behavior New Evidence. (2000).
Cited: 4 times.

(7) RePEc:hhb:aarfin:2001_003 Bootstrap Inference in Semiparametric Generalized Additive Models. (2001).
Cited: 3 times.

(8) RePEc:hhb:aarfin:2000_007 Boundary and Bias Correction in Kernel Hazard Estimation (2000).
Cited: 3 times.

(9) RePEc:hhb:aarfin:2002_001 The comovement of US and UK stock markets. (2002).
Cited: 3 times.

(10) RePEc:hhb:aarfin:2001_002 Estimating Multiplicative and Additive Hazard Functions by Kernel Methods. (2001).
Cited: 3 times.

(11) RePEc:hhb:aarfin:2002_012 Testing for Multiple Types of Marginal Investor in Ex-day Pricing (2002).
Cited: 3 times.

(12) RePEc:hhb:aarfin:2002_017 Efficient Control Variates for Monte-Carlo Valuation of American Options (2002).
Cited: 3 times.

(13) RePEc:hhb:aarfin:2001_005 A Finite Difference Approach to the Valuation of Path Dependent Life Insurance Liabilities. (2001).
Cited: 2 times.

(14) RePEc:hhb:aarfin:2000_001 Implied Volatility of Interest Rate Options: An Empirical Investigation of the Market Model. (2000).
Cited: 1 times.

(15) RePEc:hhb:aarfin:2002_023 Efficient Control Variates and Strategies for Bermudan Swaptions in a Libor Market Model (2002).
Cited: 1 times.

(16) RePEc:hhb:aarfin:2000_004 Kernel Density Estimation of Actuarial Loss Functions. (2000).
Cited: 1 times.

(17) RePEc:hhb:aarfin:2001_012 Long Maturity Forward Rates. (2001).
Cited: 1 times.

(18) RePEc:hhb:aarfin:2000_014 Credit Spreads and the Term Structure of Interest Rates. (2000).
Cited: 1 times.

(19) RePEc:hhb:aarfin:2002_010 Deposit Insurance and the Risk Premium in Bank Deposit Rates (2003).
Cited: 1 times.

(20) RePEc:hhb:aarfin:2000_003 Longevity Studies Based on Kernel Hazard Estimation. (2000).
Cited: 1 times.

(21) RePEc:hhb:aarfin:2000_010 Evaluating the C-CAPM and the Equity Premium Puzzle at Short and Long Horizons: A Markovian Bootstrap Approach. (2000).
Cited: 1 times.

(22) RePEc:hhb:aarfin:2002_009 The Educational Asset Market: A Finance Perspective on Human Capital Investment (2003).
Cited: 1 times.

(23) RePEc:hhb:aarfin:2003_004 Evaluating Danish Mutual Fund Performance (2003).
Cited: 1 times.

(24) RePEc:hhb:aarfin:2002_014 Long-Run Forecasting in Multicointegrated Systems (2002).
Cited: 1 times.

(25) RePEc:hhb:aarfin:2000_009 The Relation Between Asset Returns and Inflation at Short and Long Horizons. (2000).
Cited: 1 times.

(26) RePEc:hhb:aarfin:2003_003 Denmark - A chapter on the Danish Bond Market (2003).
Cited: 1 times.

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

Recent citations received in: 2009

Recent citations received in: 2008

Recent citations received in: 2007

Recent citations received in: 2006

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