Center for Financial Institutions 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.

Create citation feed for this series

Raw data:
IF AIF DOC CIT D2Y C2Y SC(%) CiY II AII 1996 0.49 0.18 52 185 43 21 47.6 3 0.06 0.09 1997 0.46 0.18 50 504 74 34 20.6 19 0.38 0.09 1998 0.32 0.2 36 232 102 33 27.3 6 0.17 0.12 1999 0.55 0.26 51 291 86 47 14.9 16 0.31 0.16 2000 0.61 0.36 43 188 87 53 20.8 10 0.23 0.17 2001 0.63 0.35 42 124 94 59 11.9 7 0.17 0.17 2002 0.54 0.4 41 289 85 46 13 18 0.44 0.19 2003 0.72 0.4 11 46 83 60 1.7 7 0.64 0.2 2004 1.17 0.44 0 52 61 0 0.22 2005 0.64 0.46 0 11 7 0 0.27 2006 0.48 0 0 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:wop:pennin:97-05 Efficiency of Financial Institutions: International Survey and Directions for Future Research (1997).
Cited: 239 times.

(2) RePEc:wop:pennin:97-04 Inside the Black Box: What Explains Differences in the Efficiencies of Financial Institutions? (1997).
Cited: 213 times.

(3) RePEc:wop:pennin:98-31 Financial Contagion Journal of Political Economy (1998).
Cited: 113 times.

(4) RePEc:wop:pennin:96-06 The Transformation of the U.S. Banking Industry: What a Long, Strange Trip Its Been (1995).
Cited: 112 times.

(5) RePEc:wop:pennin:95-01 The Role of Capital in Financial Institutions (1995).
Cited: 107 times.

(6) RePEc:wop:pennin:02-23 Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange? (2002).
Cited: 57 times.

(7) RePEc:wop:pennin:96-03 The Effects of Megamergers on Efficiency and Prices: Evidence from a Bank Profit Function (1996).
Cited: 49 times.

(8) RePEc:wop:pennin:94-29 The Efficiency Cost of Market Power in the Banking Industry: A Test of the Quiet Life and Related Hypotheses (1994).
Cited: 48 times.

(9) RePEc:wop:pennin:97-01 Optimal Financial Crises (1976).
Cited: 45 times.

(10) RePEc:wop:pennin:96-32 The Theory of Financial Intermediation (1996).
Cited: 42 times.

(11) RePEc:wop:pennin:99-27 Real Estate Booms and Banking Busts: An International Perspective (1999).
Cited: 39 times.

(12) RePEc:wop:pennin:98-30 Diversity of Opinion and Financing of New Technologies (1999).
Cited: 38 times.

(13) RePEc:wop:pennin:02-27 Parametric and Nonparametric Volatility Measurement (2002).
Cited: 37 times.

(14) RePEc:wop:pennin:96-12 Catastrophe Insurance, Capital Markets and Uninsurable Risks (1996).
Cited: 36 times.

(15) RePEc:wop:pennin:01-21 Payout Policy (2002).
Cited: 34 times.

(16) RePEc:wop:pennin:02-28 Financial Intermediation (2002).
Cited: 31 times.

(17) RePEc:wop:pennin:98-10 Pitfalls and Opportunities in the Use of Extreme Value Theory in Risk Management (1998).
Cited: 31 times.

(18) RePEc:wop:pennin:99-08 The Distribution of Exchange Rate Volatility (1999).
Cited: 29 times.

(19) RePEc:wop:pennin:00-23 Optimal Currency Crises (2000).
Cited: 29 times.

(20) RePEc:wop:pennin:00-26 Ratings Migration and the Business Cycle, With Application to Credit Portfolio Stress Testing (2000).
Cited: 28 times.

(21) RePEc:wop:pennin:99-18 The Role of Real Annuities and Indexed Bonds in an Individual Accounts Retirement Program (1999).
Cited: 27 times.

(22) RePEc:wop:pennin:02-34 Forecasting the Term Structure of Government Bond Yields (2002).
Cited: 26 times.

(23) RePEc:wop:pennin:00-11 Should Banking Supervision and Monetary Policy Tasks Be Given to Different Agencies (1999).
Cited: 25 times.

(24) RePEc:wop:pennin:95-02 Financial Markets, Intermediaries, and Intertemporal Smoothing (1995).
Cited: 22 times.

(25) RePEc:wop:pennin:99-28 Corporate Governance and Competition (1999).
Cited: 22 times.

(26) RePEc:wop:pennin:01-01 Modeling and Forecasting Realized Volatility (2001).
Cited: 19 times.

(27) RePEc:wop:pennin:99-30 What Do Financial Intermediaries Do? (1999).
Cited: 19 times.

(28) RePEc:wop:pennin:01-38 Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model (2002).
Cited: 18 times.

(29) RePEc:wop:pennin:97-12 Retirement Wealth Accumulation and Decumulation: New Developments and Outstanding Opportunities (1997).
Cited: 17 times.

(30) RePEc:wop:pennin:97-43 On the Profitability and Cost of Relationship Lending (1997).
Cited: 16 times.

(31) RePEc:wop:pennin:01-15 Comparative Financial Systems: A Survey (2001).
Cited: 16 times.

(32) RePEc:wop:pennin:95-07 Banks and Derivatives (1995).
Cited: 15 times.

(33) RePEc:wop:pennin:98-09 Pricing Excess-of-loss Reinsurance Contracts Against Catastrophic Loss (1998).
Cited: 14 times.

(34) RePEc:wop:pennin:02-03 The Future of Stock Exchanges in Emerging Economies: Evolution and Prosepcts (2002).
Cited: 14 times.

(35) RePEc:wop:pennin:96-16 Risk Management by Insurers: An Analysis of the Process (1997).
Cited: 14 times.

(36) RePEc:wop:pennin:01-08 The Case of the Missing Market: The Bond Market and Why It Matters for Financial Development (2000).
Cited: 14 times.

(37) RePEc:wop:pennin:01-37 Financial Fragility, Liquidity and Asset Prices (2003).
Cited: 14 times.

(38) RePEc:wop:pennin:99-29 Conglomeration Versus Strategic Focus: Evidence from the Insurance Industry (2000).
Cited: 13 times.

(39) RePEc:wop:pennin:97-03 Comparison of Frontier Efficiency Methods: An Application to the U.S. Life Insurance Industry (1997).
Cited: 13 times.

(40) RePEc:wop:pennin:99-41 At Last the Internationalization of Retail Banking? The Case of the Spanish Banks in Latin America (1999).
Cited: 13 times.

(41) RePEc:wop:pennin:99-06 Modeling Liquidity Risk, With Implications for Traditional Market Risk Measurement and Management (1998).
Cited: 13 times.

(42) RePEc:wop:pennin:02-33 Liquidity, Efficiency and Bank Bailouts (2002).
Cited: 12 times.

(43) RePEc:wop:pennin:98-22 Analyzing Firm Performance in the Insurance Industry Using Frontier Efficiency Methods (1998).
Cited: 11 times.

(44) RePEc:wop:pennin:97-34 Converting 1-Day Volatility to h-Day Volatitlity: Scaling by Root-h is Worse Than You Think (1997).
Cited: 11 times.

(45) RePEc:wop:pennin:98-28 An Empirical Analysis of Personal Bankruptcy and Delinquency (1999).
Cited: 11 times.

(46) RePEc:wop:pennin:02-44 Law, Finance, and Economic Growth in China (2002).
Cited: 11 times.

(47) RePEc:wop:pennin:01-22 Explaining the Dramatic Changes in Performance of U.S. Banks: Technological Change, Deregulation and Dynamic Changes in Competition (2001).
Cited: 11 times.

(48) RePEc:wop:pennin:97-24 On the Pricing of Intermediated Risks: Theory and Application to Catastrophe Reinsurance (1997).
Cited: 11 times.

(49) RePEc:wop:pennin:96-09 Financial Pricing of Insurance in the Multiple Line Insurance Company (1996).
Cited: 10 times.

(50) RePEc:wop:pennin:00-29 Exchange Rate Returns Standardized by Realized Volatility Are (Nearly) Gaussian (1999).
Cited: 10 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

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.