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

Proceedings / Federal Reserve Bank of Chicago

[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
19900.090.088686200.23101581500.04
19910.020.0888174190.11541624030.030.04
19920.020.0998272110.04511743010.010.05
19930.030.190362210.06421865020.020.04
19940.060.1294456400.0910218812020.020.05
19950.090.1697553570.15518416020.020.09
19960.050.1991644690.111151919040.040.09
19970.110.287731930.135118821010.010.09
19980.10.2186817810.112017818030.030.13
19990.120.271539701410.15191173200150.10.16
20000.150.399010601490.14282239350170.190.16
20010.220.3714412041850.153062435313.2130.090.17
20020.240.388212861700.13163234577140.170.18
20030.20.410013861690.128022646030.030.19
20040.230.437614622560.18341824112.210.010.19
20050.160.4511215742150.14126176296.9110.10.24
20060.150.466616402200.1319188293.420.030.2
20070.140.397017101550.09118178250110.160.17
20080.210.417417842260.13184136280280.380.18
20090.410.3717841750.101445900.18
20100.360.331818021370.0841742700.16
20110.560.454618481680.092818100130.280.23
20120.30.4618481310.070641900.24
 
 
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
2001The ability of banks to lend to informationally opaque small businesses. (2001). Udell, Gregory ; Klapper, Leora. In: Proceedings. RePEc:fip:fedhpr:y:2001:i:may:p:241-261.

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186
2008Understanding the subprime mortgage crisis. (2008). Demyanyk, Yuliya ; Van Hemert, Otto . In: Proceedings. RePEc:fip:fedhpr:y:2008:i:may:p:171-192.

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129
2000Does distance still matter? the information revolution in small business lending?. (2000). . In: Proceedings. RePEc:fip:fedhpr:y:2000:i:may:p:103-107.

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114
2002Does function follow organizational form? evidence from the lending practices of large and small banks. (2002). Stein, Jeremy C. ; Miller, Nathan H.. In: Proceedings. RePEc:fip:fedhpr:y:2002:i:may:p:383-400.

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68
1999Cookie-cutter versus character: the micro structure of small business lending by large and small banks. (1999). Goldberg, Lawrence G. ; White, Lawrence J.. In: Proceedings. RePEc:fip:fedhpr:y:1999:i:mar:p:362-389.

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63
1996Evaluation of value-at-risk models using historical data. (1996). Hendricks, Darryll . In: Proceedings. RePEc:fip:fedhpr:y:1996:i:may:p:334-362.

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61
2000Controlling fiscal costs of banking crises. (2000). Klingebiel, Daniela . In: Proceedings. RePEc:fip:fedhpr:y:2000:i:may:p:284-319.

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49
1994Are banks dead? or, are the reports greatly exaggerated?. (1994). Boyd, John H.. In: Proceedings. RePEc:fip:fedhpr:y:1994:i:may:p:85-117.

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42
2007Bank ownership, market structure, and risk. (2007). Loukoianova, Elena ; De Nicolo, Gianni . In: Proceedings. RePEc:fip:fedhpr:y:2007:i:may:p:377-3395.

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35
2010Measuring systemic risk. (2010). Acharya, Viral V.. In: Proceedings. RePEc:fip:fedhpr:y:2010:i:may:p:65-71.

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35
1999Small business borrowing from large and small banks. (1999). Ou, Charles ; Berney, Robert ; Haynes, George W.. In: Proceedings. RePEc:fip:fedhpr:y:1999:i:mar:p:287-327.

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35
1998Contagion and efficiency in gross and net interbank payment systems. (1998). Parigi, Bruno ; Freixas, Xavier . In: Proceedings. RePEc:fip:fedhpr:y:1998:i:may:p:247-274.

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33
2005Observing unobservables: identifying information asymmetries with a consumer-credit field experiment. (2005). Zinman, Jonathan . In: Proceedings. RePEc:fip:fedhpr:y:2005:i:apr:x:12.

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32
1988The profitability and risk effects of allowing bank holding companies to merge with other financial firms: a simulation study. (1988). Boyd, John H. ; Graham, Stanley L.. In: Proceedings. RePEc:fip:fedhpr:y:1988:p:476-514.

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31
2002Capital requirements, market power, and risk-taking in banking. (2002). . In: Proceedings. RePEc:fip:fedhpr:y:2002:i:may:p:150-163.

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30
1999Interbank exposures: quantifying the risk of contagion. (1999). Furfine, Craig. In: Proceedings. RePEc:fip:fedhpr:y:1999:i:may:p:313-328.

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29
2001The ability of banks to lend to informationally opaque small businesses. (2001). Udell, Gregory ; Berger, Allen N. ; Klapper, Leora F.. In: Proceedings. RePEc:fip:fedhpr:709.

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26
2007Banks, distances, and financing constraints for firms. (2007). . In: Proceedings. RePEc:fip:fedhpr:y:2007:i:may:p:205-232.

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24
2010Measuring systemic risk. (2010). Acharya, Viral V.. In: Proceedings. RePEc:fip:fedhpr:1140.

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24
2000Bank competition and firm creation. (2000). di Patti, Emilia Bonaccorsi . In: Proceedings. RePEc:fip:fedhpr:y:2000:i:may:p:132-161.

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23
1997Market evidence on the opaqueness of banking firms assets. (1997). Nimalendran, M.. In: Proceedings. RePEc:fip:fedhpr:y:1997:i:may:p:470-485.

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21
1994Are banks dead? or, are the reports greatly exaggerated?. (1994). Boyd, John H. ; Gertler, Mark . In: Proceedings. RePEc:fip:fedhpr:25.

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21
1991Market discipline in banking. (1991). . In: Proceedings. RePEc:fip:fedhpr:y:1991:p:419-437.

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21
1987Alternate explanations of interest rate swaps. (1987). Wall, Larry ; Pringle, John J.. In: Proceedings. RePEc:fip:fedhpr:154.

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20
2007Distance and information asymmetries in lending decisions. (2007). Robert B. H. Hauswald, . In: Proceedings. RePEc:fip:fedhpr:y:2007:i:may:p:183-204.

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20
1985Thrift institution failures: causes and policy issues. (1985). Sauerhaft, Daniel ; BRUMBAUGH, DAN R. ; Barth, James R. ; George H. K. Wang, . In: Proceedings. RePEc:fip:fedhpr:68.

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19
2000Controlling fiscal costs of banking crises. (2000). Honohan, Patrick ; Klingebiel, Daniela . In: Proceedings. RePEc:fip:fedhpr:682.

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19
1985Thrift institution failures: causes and policy issues. (1985). Sauerhaft, Daniel ; Barth, James R. ; George H. K. Wang, ; BRUMBAUGH, DAN R.. In: Proceedings. RePEc:fip:fedhpr:y:1985:p:184-216.

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18
2002The effects of focus and diversification on bank risk and return: evidence from individual bank loan portfolios. (2002). Acharya, Viral ; Saunders, Anthony . In: Proceedings. RePEc:fip:fedhpr:y:2002:i:may:x:1.

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18
1987Why commercial banks sell loans: an empirical analysis. (1987). Pavel, Christine ; Phillis, David. In: Proceedings. RePEc:fip:fedhpr:y:1987:p:145-165.

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18
2008Securitization and the bank lending channel. (2008). Marques, David ; Altunbas, Yener ; Gambacorta, Leonardo . In: Proceedings. RePEc:fip:fedhpr:y:2008:i:may:p:421-443.

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18
2000Incentives for banking megamergers: what motives might regulations infer from event-study evidence?. (2000). Kane, Edward. In: Proceedings. RePEc:fip:fedhpr:675.

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18
1995A pre-commitment approach to capital requirements for market risk.. (1995). O'Brien, James M. ; Kupiec, Paul H.. In: Proceedings. RePEc:fip:fedhpr:y:1995:i:may:p:552-562.

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17
1998Banks as liquidity providers: an explanation for the co-existence of lending and deposit-taking. (1998). Stein, Jeremy. In: Proceedings. RePEc:fip:fedhpr:y:1998:i:may:p:90-112.

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17
2005Borrowing during unemployment: unsecured debt as a safety net. (2005). Sullivan, James. In: Proceedings. RePEc:fip:fedhpr:y:2005:i:apr:x:9.

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17
1998On the political economy of banking and financial regulatory reform in emerging markets. (1998). Kroszner, Randall S.. In: Proceedings. RePEc:fip:fedhpr:y:1998:i:may:p:464-481.

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17
2011Credit default swap spreads and systemic financial risk. (2011). Giglio, Stefano . In: Proceedings. RePEc:fip:fedhpr:y:2011:i:may:p:104-141.

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15
2003Does the source of capital affect capital structure?. (2003). Faulkender, Michael . In: Proceedings. RePEc:fip:fedhpr:y:2003:i:may:p:200-215.

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15
2005The impact of single-family mortgage foreclosures on neighborhood crime. (2005). Immergluck, Dan ; Smith, Geoff . In: Proceedings. RePEc:fip:fedhpr:y:2005:i:apr:x:6.

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15
2002Deposit insurance, moral hazard, and market monitoring. (2002). Vesala, Jukka . In: Proceedings. RePEc:fip:fedhpr:y:2002:i:may:p:75-107.

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14
2001Asset market linkages in crisis periods. (2001). Straetmans, Stefan . In: Proceedings. RePEc:fip:fedhpr:y:2001:i:may:p:555-576.

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14
1999Small business borrowing from large and small banks. (1999). Haynes, George W. ; Berney, Robert ; Ou, Charles . In: Proceedings. RePEc:fip:fedhpr:776.

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14
1988Bank failure: an evaluation of the factors contributing to the failure of national banks. (1988). Graham, Fred C. ; Horner, James E.. In: Proceedings. RePEc:fip:fedhpr:y:1988:p:405-435.

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13
2000The determinants of cross-border bank shareholdings: an analysis with bank-level data from OECD countries. (2000). Focarelli, Dario . In: Proceedings. RePEc:fip:fedhpr:y:2000:i:may:p:199-232.

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13
2000Bond market discipline of banks. (2000). Morgan, Donald. In: Proceedings. RePEc:fip:fedhpr:y:2000:i:may:p:494-526.

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13
2001Allocating bank regulatory powers: lender of last resort, deposit insurance, and supervision. (2001). . In: Proceedings. RePEc:fip:fedhpr:y:2001:i:may:p:648-666.

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13
1992Deregulation and competition in Japanese banking. (1992). Frankel, Allen B. ; Morgan, Paul B.. In: Proceedings. RePEc:fip:fedhpr:y:1992:p:750-774.

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12
1998On the political economy of banking and financial regulatory reform in emerging markets. (1998). Kroszner, Randall S.. In: Proceedings. RePEc:fip:fedhpr:605.

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12
2005Borrower-lender distance, credit scoring, and the performance of small business loans. (2005). GLENNON, DENNIS ; DeYoung, Robert ; De Young, Robert. In: Proceedings. RePEc:fip:fedhpr:y:2005:i:may:p:299-309.

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12
1989The lender of last resort: some historical insights. (1989). . In: Proceedings. RePEc:fip:fedhpr:y:1989:p:177-197.

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12

Citing documents used to compute impact factor 19:

YearTitleSee
2012The Government-Sponsored Enterprises and the mortgage crisis: the role of the affordable housing goals. (2012). Bolotnyy, Valentin . In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2012-25.

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[Citation Analysis]
2012The Future of the Government-Sponsored Enterprises: The Role for Government in the U.S. Mortgage Market. (2012). Jaffee, Dwight ; Quigley, John M.. In: NBER Chapters. RePEc:nbr:nberch:12625.

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[Citation Analysis]
2012Macroprudential policy, countercyclical bank capital buffers and credit supply: Evidence from the Spanish dynamic provisioning experiments. (2012). Peydro, Jose-Luis ; Ongena, Steven ; Jimenez, Gabriel ; Saurina, Jesus . In: Working Paper Research. RePEc:nbb:reswpp:201210-231.

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[Citation Analysis]
2012Macroprudential Policy, Countercyclical Bank Capital Buffers and Credit Supply: Evidence from the Spanish Dynamic Provisioning Experiments. (2012). Peydro, Jose-Luis ; Ongena, Steven ; Jimnez, G. ; Saurina, J.. In: Discussion Paper. RePEc:dgr:kubcen:2012036.

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[Citation Analysis]
2012A model of shadow banking. (2012). Shleifer, Andrei ; Gennaioli, Nicola ; Vishny, Robert . In: Economics Working Papers. RePEc:upf:upfgen:1283.

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[Citation Analysis]
2012Sovereign Credit Default Swap Premia. (2012). Augustin, Patrick . In: Working Papers. RePEc:ste:nystbu:12-10.

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[Citation Analysis]
2012Measuring Systemic Liquidity Risk and the Cost of Liquidity Insurance. (2012). Severo, Tiago . In: IMF Working Papers. RePEc:imf:imfwpa:12/194.

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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]
2012A macroeconomic framework for quantifying systemic risk. (2012). Krishnamurthy, Arvind ; He, Zhiguo . In: Working Paper Research. RePEc:nbb:reswpp:201210-233.

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[Citation Analysis]
2012A Model of Shadow Banking. (2012). Gennaioli, Nicola. In: 2012 Meeting Papers. RePEc:red:sed012:89.

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[Citation Analysis]
2012Derivatives Holdings and Systemic Risk in the U.S. Banking Sector. (2012). Mayordomo, Sergio ; Pea, Juan Ignacio ; Rodriguez-Moreno, Maria . In: Faculty Working Papers. RePEc:una:unccee:wp2112.

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[Citation Analysis]
2012Are Banks Passive Liquidity Backstops? Deposit Rates and Flows during the 2007-2009 Crisis. (2012). Mora, Nada ; Acharya, Viral. In: NBER Working Papers. RePEc:nbr:nberwo:17838.

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[Citation Analysis]
2012A proposal for the resolution of systemically important assets and liabilities: The case of the repo market. (2012). Acharya, Viral ; oncu, Sabri T. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:8927.

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[Citation Analysis]
2012Estimation of the Marginal Expected Shortfall: The Mean when a Related Variable is Extreme. (2012). Zhou, Chen ; Einmahl, John ; Cai, J. ; Haan, L. F. M. de, ; Einmahl, J. H. J., . In: Discussion Paper. RePEc:dgr:kubcen:2012080.

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[Citation Analysis]
2012Closed form solutions of measures of systemic risk. (2012). Jaeger-Ambrozewicz, Manfred . In: Papers. RePEc:arx:papers:1211.4173.

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[Citation Analysis]
2012Measuring systemic risk: A factor-augmented correlated default approach. (2012). Suh, Sangwon. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:21:y:2012:i:2:p:341-358.

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[Citation Analysis]
2012International diversification: An extreme value approach. (2012). Lu, Ching-Chih ; de la Pea, Victor ; Chollete, Lorn . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:3:p:871-885.

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[Citation Analysis]
2012Systemic risk, macroprudential policy frameworks, monitoring financial systems and the evolution of capital adequacy. (2012). Ellis, Luci ; BORIO, Claudio ; Arnold, Bruce ; Moshirian, Fariborz . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:12:p:3125-3132.

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[Citation Analysis]
2012Short-term wholesale funding and systemic risk: A global CoVaR approach. (2012). Moreno, Antonio ; López-Espinosa, Germán ; Valderrama, Laura ; Lopez-Espinosa, German ; Rubia, Antonio . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:36:y:2012:i:12:p:3150-3162.

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[Citation Analysis]

Cites in year: CiY

Recent citations received in: 2011

YearTitleSee
2011Is there a role for funding in explaining recent US bank failures?. (2011). Bologna, Pierluigi. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_103_11.

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[Citation Analysis]
2011A Model of Shadow Banking. (2011). Shleifer, Andrei ; Gennaioli, Nicola ; Vishny, Robert . In: Working Papers. RePEc:bge:wpaper:576.

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[Citation Analysis]
2011The subprime crisis: Is government housing policy to blame?. (2011). Brevoort, Kenneth ; Avery, Robert B.. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2011-36.

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[Citation Analysis]
2011Collateral damage: Sizing and assessing the subprime CDO crisis. (2011). Cordell, Larry ; Huang, Yilin ; Williams, Meredith . In: Working Papers. RePEc:fip:fedpwp:11-30.

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[Citation Analysis]
2011The Macro-Prudential Authority: Powers, Scope and Accountability. (2011). Goodhart, Charles . In: FMG Special Papers. RePEc:fmg:fmgsps:sp203.

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[Citation Analysis]
2011Vulnerable Banks. (2011). Landier, Augustin ; Greenwood, Robin ; Thesmar, David . In: IDEI Working Papers. RePEc:ide:wpaper:25524.

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[Citation Analysis]
2011Is There a Role for Funding in Explaining Recent U.S. Banks Failures?. (2011). Bologna, Pierluigi. In: IMF Working Papers. RePEc:imf:imfwpa:11/180.

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[Citation Analysis]
2011Market Discipline and Conflicts of Interest between Banks and Pension Funds. (2011). Barajas, Adolfo ; Cataln, Mario. In: IMF Working Papers. RePEc:imf:imfwpa:11/282.

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[Citation Analysis]
2011A Model of Shadow Banking. (2011). Shleifer, Andrei ; Gennaioli, Nicola ; Vishny, Robert W.. In: NBER Working Papers. RePEc:nbr:nberwo:17115.

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[Citation Analysis]
2011CoVaR. (2011). Brunnermeier, Markus ; Adrian, Tobias. In: NBER Working Papers. RePEc:nbr:nberwo:17454.

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[Citation Analysis]
2011The Future of the Government Sponsored Enterprises: The Role for Government in the U.S. Mortgage Market. (2011). Quigley, John ; Jaffee, Dwight . In: NBER Working Papers. RePEc:nbr:nberwo:17685.

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[Citation Analysis]
2011Too-Systemic-To-Fail: What Option Markets Imply About Sector-wide Government Guarantees. (2011). Van Nieuwerburgh, Stijn ; Lustig, Hanno ; Kelly, Bryan . In: 2011 Meeting Papers. RePEc:red:sed011:1285.

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[Citation Analysis]
2011Vulnerable Banks. (2011). Landier, Augustin ; Greenwood, Robin ; Thesmar, David . In: TSE Working Papers. RePEc:tse:wpaper:25606.

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[Citation Analysis]

Recent citations received in: 2010

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.