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 0.2 0 0 0 0.12 1999 0.26 0 0 0 0.16 2000 0.36 0 0 0 0.17 2001 0.35 0 0 0 0.17 2002 0.4 0 0 0 0.19 2003 0.4 2 20 0 0 0.2 2004 1 0.44 6 57 2 2 0 9 1.5 0.22 2005 4.5 0.46 18 64 8 36 27.8 13 0.72 0.27 2006 1.17 0.48 9 22 24 28 28.6 1 0.11 0.24 2007 0.3 0.4 18 38 27 8 37.5 4 0.22 0.2 2008 0.67 0.4 20 15 27 18 33.3 3 0.15 0.2 2009 0.5 0.36 15 5 38 19 36.8 3 0.2 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: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: 13 times.

(4) RePEc:zbw:bubdp2:5355 Slippery slopes of stress: ordered failure events in German banking (2007).
Cited: 9 times.

(5) RePEc:zbw:bubdp2:4269 Time series properties of a rating system based on financial ratios (2005).
Cited: 9 times.

(6) RePEc:zbw:bubdp2:4262 Banks regulatory capital buffer and the business cycle: evidence for German savings and cooperative banks (2005).
Cited: 7 times.

(7) RePEc:zbw:bubdp2:2225 Measuring the Discriminative Power of Rating Systems (2003).
Cited: 7 times.

(8) RePEc:zbw:bubdp2:6352 Asset correlations and credit portfolio risk: an empirical analysis (2007).
Cited: 6 times.

(9) RePEc:zbw:bubdp2:5156 Sector concentration in loan portfolios and economic capital (2006).
Cited: 6 times.

(10) RePEc:zbw:bubdp2:6927 Creditor concentration: an empirical investigation (2007).
Cited: 6 times.

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

(12) RePEc:zbw:bubdp2:5353 Granularity adjustment for Basel II (2007).
Cited: 6 times.

(13) RePEc:zbw:bubdp2:4251 Systematic Risk in Recovery Rates: An Empirical Analysis of US Corporate Credit Exposures (2004).
Cited: 6 times.

(14) RePEc:zbw:bubdp2:5157 The cost efficiency of German banks: a comparison of SFA and DEA (2006).
Cited: 5 times.

(15) RePEc:zbw:bubdp2:4536 Does diversification improve the performance of German banks? Evidence from individual bank loan portfolios (2006).
Cited: 5 times.

(16) RePEc:zbw:bubdp2:4252 Does capital regulation matter for bank behaviour? Evidence for German savings banks (2004).
Cited: 5 times.

(17) RePEc:zbw:bubdp2:6799 Relationship lending: empirical evidence for Germany (2007).
Cited: 5 times.

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

(19) RePEc:zbw:bubdp2:4267 Evaluating the German bank merger wave (2005).
Cited: 3 times.

(20) RePEc:zbw:bubdp2:200820 Sturm und Drang in money market funds: when money market funds cease to be narrow (2008).
Cited: 2 times.

(21) RePEc:zbw:bubdp2:4771 Banks regulatory buffers, liquidity networks and monetary policy transmission (2006).
Cited: 2 times.

(22) RePEc:zbw:bubdp2:5576 Diversification and the banks risk-return-characteristics: evidence from loan portfolios of German banks (2007).
Cited: 2 times.

(23) RePEc:zbw:bubdp2:4268 Incorporating prediction and estimation risk in point-in-time credit portfolio models (2005).
Cited: 2 times.

(24) RePEc:zbw:bubdp2:5575 Open-end real estate funds in Germany: genesis and crisis (2007).
Cited: 2 times.

(25) RePEc:zbw:bubdp2:6929 Profitability of Western European banking systems: panel evidence on structural and cyclical determinants (2007).
Cited: 2 times.

(26) RePEc:zbw:bubdp2:7219 Monetary policy and bank distress: an integrated micro-macro approach (2008).
Cited: 2 times.

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

(28) RePEc:zbw:bubdp2:7320 Determinants of European banks engagement in loan securitization (2008).
Cited: 2 times.

(29) RePEc:zbw:bubdp2:5096 The stability of efficiency rankings when risk-preferences and objectives are different (2006).
Cited: 2 times.

(30) RePEc:zbw:bubdp2:5904 Time-varying contributions by the corporate bond and CDS markets to credit risk price discovery (2007).
Cited: 2 times.

(31) repec:zbw:bubdp2:200904 ().
Cited: 2 times.

(32) RePEc:zbw:bubdp2:4772 Empirical risk analysis of pension insurance: the case of Germany (2006).
Cited: 2 times.

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

(34) RePEc:zbw:bubdp2:7118 Analyzing the interest rate risk of banks using time series of accounting-based data: evidence from Germany (2008).
Cited: 2 times.

(35) RePEc:zbw:bubdp2:5224 Limits to international banking consolidation (2006).
Cited: 1 times.

(36) RePEc:zbw:bubdp2:7317 Which interest rate scenario is the worst one for a bank? Evidence from a tracking bank approach for German savings and cooperative banks (2008).
Cited: 1 times.

(37) RePEc:zbw:bubdp2:200914 The dependency of the banks assets and liabilities: evidence from Germany (2009).
Cited: 1 times.

(38) 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.

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

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

(41) RePEc:zbw:bubdp2:6153 The quality of banking and regional growth (2007).
Cited: 1 times.

(42) RePEc:zbw:bubdp2:4261 Cyclical implications of minimum capital requirements (2005).
Cited: 1 times.

(43) RePEc:zbw:bubdp2:7316 The success of bank mergers revisited: an assessment based on a matching strategy (2008).
Cited: 1 times.

(44) RePEc:zbw:bubdp2:200912 Margins of international banking: is there a productivity pecking order in banking, too? (2009).
Cited: 1 times.

(45) RePEc:zbw:bubdp2:4253 German bank lending during emerging market crises: A bank level analysis (2004).
Cited: 1 times.

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

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

(48) 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.

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

(50) RePEc:zbw:bubdp2:201012 Interbank tiering and money center banks (2010).
Cited: 1 times.

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

Recent citations received in: 2009

(1) RePEc:pqs:wpaper:042009 Off-Balance-Sheet Activities and the Shadow Banking System: An Application of the Hausman Test with Higher Moments Instruments (2009).

(2) RePEc:zbw:bubdp2:200905 Why do savings banks transform sight deposits into illiquid assets less intensively than the regulation allows? (2009). Discussion Paper Series 2: Banking and Financial Studies

(3) RePEc:zbw:bubdp2:200915 What macroeconomic shocks affect the German banking system? Analysis in an integrated micro-macro model (2009). Discussion Paper Series 2: Banking and Financial Studies

Recent citations received in: 2008

(1) RePEc:cnb:wpaper:2008/8 Monetary Policy Rules with Financial Instability (2008). Working Papers

(2) RePEc:zbw:bubdp2:7317 Which interest rate scenario is the worst one for a bank? Evidence from a tracking bank approach for German savings and cooperative banks (2008). Discussion Paper Series 2: Banking and Financial Studies

(3) RePEc:zbw:bubdp2:7449 Real estate markets and bank distress (2008). Discussion Paper Series 2: Banking and Financial Studies

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). CEPR Discussion Papers

(2) RePEc:kap:jfsres:v:32:y:2007:i:1:p:17-38 Basel II: Correlation Related Issues (2007). Journal of Financial Services Research

(3) RePEc:rdg:repxwp:rep-wp2007-05 German Open Ended Funds: Was there a Valuation Problem? (2007).

(4) RePEc:zbw:bubdp2:5608 Modelling dynamic portfolio risk using risk drivers of elliptical processes (2007). Discussion Paper Series 2: Banking and Financial Studies

Recent citations received in: 2006

(1) RePEc:zbw:fsfmwp:73 Distressed debt in Germany: whats next?: Possible innovative exit strategies (2006). Frankfurt School - Working Paper Series

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