Last updated February, 3 2014 581.217 documents processed, 14.657.417 references and 5.549.674 citations

Working Papers / COMISEF

[Raw data] [Main indicators] [Most cited papers] [cites used to compute the impact factor] [Recent citations ][documents published in EconPapers] [Keep updated about new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators

Raw data:

IF AIF DOC CDO CCU CIF CIT D2Y C2Y %SC CiY II AII
19900.08000000.04
19910.08000000.04
19920.09000000.05
19930.1000000.04
19940.12000000.05
19950.16000000.09
19960.19000000.09
19970.2000000.09
19980.21000000.13
19990.27000000.16
20000.39000000.16
20010.37000000.17
20020.38000000.18
20030.4000000.19
20040.43000000.19
20050.45000000.24
20060.46000000.2
20070.39000000.17
20080.416610.17110010.170.18
20090.330.37182420.0811621000.18
20100.330.332145160.36392485030.140.16
20110.230.45146130.28139900.23
20120.730.4646200.430221600.24
 
 
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CCU: Cumulative number of citations to papers published until year y
CIF: Cumulative impact factor
CIT: Number of citations to papers published 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
II: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y

 

Most cited documents in this series:

YearTitleCited
2010Too Interconnected To Fail: Financial Contagion and Systemic Risk In Network Model of CDS and Other Credit Enhancement Obligations of US Banks. (2010). Rais Shaghaghi, Ali ; Markose, Sheri ; Giansante, Simone ; Gatkowski, Mateusz . In: Working Papers. RePEc:com:wpaper:033.

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22
2008Review of Heuristic Optimization Methods in Econometrics. (2008). Winker, Peter ; Gilli, Manfred. In: Working Papers. RePEc:com:wpaper:001.

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7
2010Heuristic Optimization Methods for Dynamic Panel Data Model Selection. Application on the Russian Innovative Performance. (2010). Winker, Peter ; Savin, Ivan. In: Working Papers. RePEc:com:wpaper:027.

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5
2010Calibrating the Nelson–Siegel–Svensson model. (2010). Schumann, Enrico ; Gilli, Manfred ; Groe, Stefan . In: Working Papers. RePEc:com:wpaper:031.

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5
2010The Response of Retail Interest Rates to Factor Forecasts of Money Market Rates in Major European Economies. (2010). Mizen, Paul ; Bystrov, Victor ; Banerjee, Anindya. In: Working Papers. RePEc:com:wpaper:025.

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3
2009Heuristic Optimisation in Financial Modelling. (2009). Schumann, Enrico ; Gilli, Manfred. In: Working Papers. RePEc:com:wpaper:007.

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3
2008Least Median of Squares Estimation by Optimization Heuristics with an Application to the CAPM and Multi Factor Models. (2008). Winker, Peter ; Lyra, Marianna ; Sharpe, Chris . In: Working Papers. RePEc:com:wpaper:006.

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3
2009Optimal enough?. (2009). Schumann, Enrico ; Gilli, Manfred. In: Working Papers. RePEc:com:wpaper:010.

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3
2009Time-varying Multi-regime Models Fitting by Genetic Algorithms. (2009). Protopapas, Mattheos ; Battaglia, Francesco . In: Working Papers. RePEc:com:wpaper:009.

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2
2010Optimal Control of Nonlinear Dynamic Econometric Models: An Algorithm and an Application. (2010). Neck, Reinhard ; Blueschke, Dmitri ; Bluschke, Dmitri ; Bluschke-Nikolaeva, Viktoria . In: Working Papers. RePEc:com:wpaper:032.

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2
2010Multi-regime models for nonlinear nonstationary time series. (2010). Protopapas, Mattheos ; Battaglia, Francesco . In: Working Papers. RePEc:com:wpaper:026.

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2
2010Threshold Accepting for Credit Risk Assessment and Validation. (2010). Winker, Peter ; Lyra, Marianna ; Onwunta, Akwum . In: Working Papers. RePEc:com:wpaper:039.

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1
2010Calibrating Option Pricing Models with Heuristics. (2010). Schumann, Enrico ; Gilli, Manfred. In: Working Papers. RePEc:com:wpaper:030.

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1
2011Heuristic model selection for leading indicators in Russia and Germany. (2011). Winker, Peter ; Savin, Ivan. In: Working Papers. RePEc:com:wpaper:046.

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1
2009Decomposition-Based Method for Sparse Semidefinite Relaxations of Polynomial Optimization Problems. (2009). Rustem, Berc ; Parpas, Panos ; Kleniati, P. M.. In: Working Papers. RePEc:com:wpaper:022.

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1
2010Asset Allocation under Hierarchical Clustering. (2010). Maringer, Dietmar ; Zhang, Jin . In: Working Papers. RePEc:com:wpaper:036.

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1
2010Robust International Portfolio Management. (2010). Fonseca, Raquel ; Rustem, Berc ; Wiesemann, Wolfram . In: Working Papers. RePEc:com:wpaper:029.

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1
2010Generalized Decision Rule Approximations for Stochastic Programming via Liftings. (2010). Georghiou, Angelos ; Wiesemann, Wolfram ; Kuhn, Daniel . In: Working Papers. RePEc:com:wpaper:043.

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1
2009Optimized U-type Designs on Flexible Regions. (2009). Winker, Peter ; Sharpe, Chris ; Dennis K. J. Lin, . In: Working Papers. RePEc:com:wpaper:013.

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1
2010A comparative study of the Lasso-type and heuristic model selection methods. (2010). Savin, Ivan. In: Working Papers. RePEc:com:wpaper:042.

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1
2009Robust Optimization of Currency Portfolios. (2009). Fonseca, Raquel ; Rustem, Berc ; Wiesemann, Wolfram ; Zymler, Steve . In: Working Papers. RePEc:com:wpaper:012.

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1
2008Coevolutionary Genetic Algorithms for Establishing Nash Equilibrium in Symmetric Cournot Games. (2008). Protopapas, Mattheos ; Kosmatopoulo, Elias ; Battaglia, Francesco . In: Working Papers. RePEc:com:wpaper:004.

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1
2010Robust Portfolio Optimization with a Hybrid Heuristic Algorithm. (2010). Winker, Peter ; Fastrich, Bjorn . In: Working Papers. RePEc:com:wpaper:041.

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1

Citing documents used to compute impact factor 16:

YearTitleSee
2012Multistage stochastic portfolio optimisation in deregulated electricity markets using linear decision rules. (2012). Kuhn, Daniel ; Rocha, Paula . In: European Journal of Operational Research. RePEc:eee:ejores:v:216:y:2012:i:2:p:397-408.

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[Citation Analysis]
2012Heuristic Optimization Methods for Dynamic Panel Data Model Selection: Application on the Russian Innovative Performance. (2012). Winker, Peter ; Savin, Ivan. In: Computational Economics. RePEc:kap:compec:v:39:y:2012:i:4:p:337-363.

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[Citation Analysis]
2012New Insights Into Optimal Control of Nonlinear Dynamic Econometric Models: Application of a Heuristic Approach. (2012). Savin, Ivan ; Blueschke, Dmitri ; Blueschke-Nikolaeva, V.. In: Jena Economic Research Papers. RePEc:jrp:jrpwrp:2012-008.

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[Citation Analysis]
2012Derivatives and Credit Contagion in Interconnected Networks. (2012). Kuehn, Reimer ; Heise, Sebastian . In: Papers. RePEc:arx:papers:1202.3025.

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[Citation Analysis]
2012Core-Periphery Structure in the Overnight Money Market: Evidence from the e-MID Trading Platform. (2012). Fricke, Daniel ; Thomas Lux, Daniel Fricke, . In: Kiel Working Papers. RePEc:kie:kieliw:1759.

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[Citation Analysis]
2012Derivatives and credit contagion in interconnected networks. (2012). Kuhn, R. ; Heise, S.. In: The European Physical Journal B - Condensed Matter and Complex Systems. RePEc:spr:eurphb:v:85:y:2012:i:4:p:1-19.

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[Citation Analysis]
2012Financial Stability in Brazil. (2012). Pereira da Silva, Luiz Awazu ; Gaglianone, Wagner ; Sales, Adriana Soares ; Luiz A. Pereira da Silva, . In: Working Papers Series. RePEc:bcb:wpaper:289.

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[Citation Analysis]
2012Contagion in CDS, Banking and Equity Markets.. (2012). Tabak, Benjamin ; Miranda, Rodrigo ; Rodrigo Cesar de Castro Miranda, ; Junior, Mauricio Medeiros . In: Working Papers Series. RePEc:bcb:wpaper:293.

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[Citation Analysis]
2012Multi-Agent Financial Network (MAFN) Model of US Collateralized Debt Obligations (CDO): Regulatory Capital Arbitrage, Negative CDS Carry Trade and Systemic Risk Analysis. (2012). Markose, Sheri ; Giansante, Simone ; Bewaji, Oluwasegun ; Oluwasegun, Bewaji . In: Economics Discussion Papers. RePEc:esx:essedp:714.

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[Citation Analysis]
2012Systemic Risk and the European Banking Sector. (2012). Di Giorgio, Giorgio ; Borri, Nicola ; Sorrentino, Alberto Maria ; Caccavaio, Marianna . In: Working Papers CASMEF. RePEc:lui:casmef:1211.

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[Citation Analysis]
2012Interbank lending and the spread of bank failures: A network model of systemic risk. (2012). Krause, Andreas ; Giansante, Simone . In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:83:y:2012:i:3:p:583-608.

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[Citation Analysis]
2012‘Too interconnected to fail’ financial network of US CDS market: Topological fragility and systemic risk. (2012). Rais Shaghaghi, Ali ; Markose, Sheri ; Giansante, Simone . In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:83:y:2012:i:3:p:627-646.

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[Citation Analysis]
2012Eurozone sovereign contagion: Evidence from the CDS market (2005–2010). (2012). Kalbaska, A. ; Gtkowski, M.. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:83:y:2012:i:3:p:657-673.

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[Citation Analysis]
2012Measuring the natural yield curve. (2012). Kotłowski, Jacek ; Brzoza-Brzezina, Michal ; Kotowski, Jacek . In: National Bank of Poland Working Papers. RePEc:nbp:nbpmis:108.

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[Citation Analysis]
2012The U.S.-Dollar Supranational Zero-Coupon Curve. (2012). Rivadeneyra, Francisco. In: Discussion Papers. RePEc:bca:bocadp:12-5.

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[Citation Analysis]
2012Interest Rate Pass-Through in the Euro Area during the Financial Crisis: a Multivariate Regime-Switching Approach. (2012). Aristei, David. In: Quaderni del Dipartimento di Economia, Finanza e Statistica. RePEc:pia:wpaper:107/2012.

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[Citation Analysis]

Cites in year: CiY

Recent citations received in: 2010

YearTitleSee
2010Heuristic Strategies in Finance – An Overview. (2010). Lyra, Marianna. In: Working Papers. RePEc:com:wpaper:045.

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[Citation Analysis]
2010Systemic risk in a network model of interbank markets with central bank activity. (2010). Poschmann, Jenny ; Georg, Co-Pierre. In: Jena Economic Research Papers. RePEc:jrp:jrpwrp:2010-033.

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[Citation Analysis]
2010Analyzing Systemic Risk with Financial Networks An Application During a Financial Crash. (2010). Saltoğlu, Burak ; Saltoglu, Burak ; Yenilmez, Taylan . In: MPRA Paper. RePEc:pra:mprapa:26684.

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[Citation Analysis]

Recent citations received in: 2009

YearTitleSee

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.