Most cited documents in this series:

Year	Title	Cited
2004	Forecasting Credit Portfolio Risk RePEc:zbw:bubdp2:2227 [Citation Analysis]	42
2005	Accounting for distress in bank mergers RePEc:zbw:bubdp2:4264 [Citation Analysis]	31
2007	Slippery slopes of stress: ordered failure events in German banking RePEc:zbw:bubdp2:5355 [Citation Analysis]	20
2005	Banks regulatory capital buffer and the business cycle: evidence for German savings and cooperative banks RePEc:zbw:bubdp2:4262 [Citation Analysis]	18
2003	Credit Risk Factor Modeling and the Basel II IRB Approach RePEc:zbw:bubdp2:2226 [Citation Analysis]	18
2007	Relationship lending: empirical evidence for Germany RePEc:zbw:bubdp2:6799 [Citation Analysis]	10
2003	Measuring the Discriminative Power of Rating Systems RePEc:zbw:bubdp2:2225 [Citation Analysis]	10
2005	Time series properties of a rating system based on financial ratios RePEc:zbw:bubdp2:4269 [Citation Analysis]	9
2007	Granularity adjustment for Basel II RePEc:zbw:bubdp2:5353 [Citation Analysis]	9
2007	Diversification and the banks risk-return-characteristics: evidence from loan portfolios of German banks RePEc:zbw:bubdp2:5576 [Citation Analysis]	8
2007	Creditor concentration: an empirical investigation RePEc:zbw:bubdp2:6927 [Citation Analysis]	8
2007	Asset correlations and credit portfolio risk: an empirical analysis RePEc:zbw:bubdp2:6352 [Citation Analysis]	8
2004	Does capital regulation matter for bank behaviour? Evidence for German savings banks RePEc:zbw:bubdp2:4252 [Citation Analysis]	8
2005	Inefficient or just different? Effects of heterogeneity on bank efficiency scores RePEc:zbw:bubdp2:4270 [Citation Analysis]	7
2004	Systematic Risk in Recovery Rates: An Empirical Analysis of US Corporate Credit Exposures RePEc:zbw:bubdp2:4251 [Citation Analysis]	6
2006	The cost efficiency of German banks: a comparison of SFA and DEA RePEc:zbw:bubdp2:5157 [Citation Analysis]	6
2006	Does diversification improve the performance of German banks? Evidence from individual bank loan portfolios RePEc:zbw:bubdp2:4536 [Citation Analysis]	6
2005	Finance and growth in a bank-based economy: is it quantity or quality that matters? RePEc:zbw:bubdp2:4358 [Citation Analysis]	6
2006	Sector concentration in loan portfolios and economic capital RePEc:zbw:bubdp2:5156 [Citation Analysis]	5
2005	Evaluating the German bank merger wave RePEc:zbw:bubdp2:4267 [Citation Analysis]	5
2007	Profitability of Western European banking systems: panel evidence on structural and cyclical determinants RePEc:zbw:bubdp2:6929 [Citation Analysis]	5
	repec:zbw:bubdp2:200904 [Citation Analysis]	5
2008	Sturm und Drang in money market funds: when money market funds cease to be narrow RePEc:zbw:bubdp2:200820 [Citation Analysis]	4
2010	Interbank tiering and money center banks RePEc:zbw:bubdp2:201012 [Citation Analysis]	4
2008	Monetary policy and bank distress: an integrated micro-macro approach RePEc:zbw:bubdp2:7219 [Citation Analysis]	4
2009	Determinants for using visible reserves in German banks: an empirical study RePEc:zbw:bubdp2:200911 [Citation Analysis]	3
2010	Banks exposure to interest rate risk, their earnings from term transformation, and the dynamics of the term structure RePEc:zbw:bubdp2:201007 [Citation Analysis]	3
2008	Analyzing the interest rate risk of banks using time series of accounting-based data: evidence from Germany RePEc:zbw:bubdp2:7118 [Citation Analysis]	3
2009	Income diversification in the German banking industry RePEc:zbw:bubdp2:200909 [Citation Analysis]	3
2008	Which interest rate scenario is the worst one for a bank? Evidence from a tracking bank approach for German savings and cooperative banks RePEc:zbw:bubdp2:7317 [Citation Analysis]	3
2009	Does banks size distort market prices? Evidence for too-big-to-fail in the CDS market RePEc:zbw:bubdp2:200906 [Citation Analysis]	3
2006	The stability of efficiency rankings when risk-preferences and objectives are different RePEc:zbw:bubdp2:5096 [Citation Analysis]	3
2010	Are banks using hidden reserves to beat earnings benchmarks? Evidence from Germany RePEc:zbw:bubdp2:201013 [Citation Analysis]	3
2007	The quality of banking and regional growth RePEc:zbw:bubdp2:6153 [Citation Analysis]	3
2005	Measurement matters: Input price proxies and bank efficiency in Germany RePEc:zbw:bubdp2:4256 [Citation Analysis]	2
2007	Banking consolidation and small businessfinance: empirical evidence for Germany RePEc:zbw:bubdp2:5905 [Citation Analysis]	2
2006	Banks regulatory buffers, liquidity networks and monetary policy transmission RePEc:zbw:bubdp2:4771 [Citation Analysis]	2
2007	Open-end real estate funds in Germany: genesis and crisis RePEc:zbw:bubdp2:5575 [Citation Analysis]	2
2004	Estimating probabilities of default for German savings banks and credit cooperatives RePEc:zbw:bubdp2:4255 [Citation Analysis]	2
2007	Time-varying contributions by the corporate bond and CDS markets to credit risk price discovery RePEc:zbw:bubdp2:5904 [Citation Analysis]	2
2004	How will Basel II affect bank lending to emerging markets? An analysis based on German bank level data RePEc:zbw:bubdp2:4254 [Citation Analysis]	2
2005	Incorporating prediction and estimation risk in point-in-time credit portfolio models RePEc:zbw:bubdp2:4268 [Citation Analysis]	2
2008	Regulatory capital for market and credit risk interaction: is current regulation always conservative? RePEc:zbw:bubdp2:7324 [Citation Analysis]	2
2011	Contagion at the interbank market with stochastic LGD RePEc:zbw:bubdp2:201106 [Citation Analysis]	2
2004	German bank lending during emerging market crises: A bank level analysis RePEc:zbw:bubdp2:4253 [Citation Analysis]	2
2009	The dependency of the banks assets and liabilities: evidence from Germany RePEc:zbw:bubdp2:200914 [Citation Analysis]	2
2008	Real estate markets and bank distress RePEc:zbw:bubdp2:7449 [Citation Analysis]	2
2008	Determinants of European banks engagement in loan securitization RePEc:zbw:bubdp2:7320 [Citation Analysis]	2
2005	Financial integration and systemic risk RePEc:zbw:bubdp2:4266 [Citation Analysis]	2
2009	Margins of international banking: is there a productivity pecking order in banking, too? RePEc:zbw:bubdp2:200912 [Citation Analysis]	2

Citing documents used to compute impact factor 9:

Year	Title	See
2011	Contingent capital to strengthen the private safety net for financial institutions: Cocos to the rescue? RePEc:zbw:bubdp2:201101	[Citation Analysis]
2011	Banks management of the net interest margin: Evidence from Germany RePEc:zbw:bubdp2:201113	[Citation Analysis]
2011	Bank Relationships, Business Cycles, and Financial Crises RePEc:nbr:nberwo:17356	[Citation Analysis]
2011	Complexity, concentration and contagion RePEc:eee:moneco:v:58:y:2011:i:5:p:453-470	[Citation Analysis]
2011	‘Too Systemically Important to Fail’ in Banking RePEc:bng:wpaper:11011	[Citation Analysis]
2011	Bank-specific shocks and the real economy RePEc:eee:jbfina:v:35:y:2011:i:8:p:2179-2187	[Citation Analysis]
2011	Banks management of the net interest margin: Evidence from Germany RePEc:zbw:bubdp2:201113	[Citation Analysis]
2011	Crises, rescues, and policy transmission through international banks RePEc:zbw:bubdp1:201115	[Citation Analysis]
2011	What drives portfolio investments of German banks in emerging capital markets? RePEc:kap:fmktpm:v:25:y:2011:i:2:p:197-231	[Citation Analysis]

Cites in year: CiY