[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]
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  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 |
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Most cited documents in this series:
Year | Title | Cited |
---|---|---|
2007 | Market Liquidity and Funding Liquidity. (2007). Brunnermeier, Markus ; Pederson, Lasse Heje. In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp580. Full description at Econpapers || Download paper | 90 |
2002 | Market Timing and Return Prediction under Model Instability. (2002). Timmermann, Allan ; Pesaran, M. In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp412. Full description at Econpapers || Download paper | 55 |
1999 | A Model of the Lender of Last Resort. (1999). Huang, Haizhou ; Goodhart, Charles . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp313. Full description at Econpapers || Download paper | 40 |
2002 | Family Firms. (2002). Shleifer, Andrei ; Burkart, Mike ; Panunzi, Fausto. In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp406. Full description at Econpapers || Download paper | 33 |
2009 | Banking Stability Measures. (2009). Goodhart, Charles ; Segoviano, Miguel . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp627. Full description at Econpapers || Download paper | 31 |
2002 | Coordination Failures and the Lender of Last Resort: Was Bagehot Right After All?. (2002). Vives, Xavier ; Rochet, Jean. In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp408. Full description at Econpapers || Download paper | 31 |
1998 | Informed Trading, Investment, and Welfare. (1998). Rahi, Rohit ; Dow, James. In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp292. Full description at Econpapers || Download paper | 31 |
1998 | Optimal Monetary Policy in a Model of Asymmetric Central Bank Preferences. (1998). Peel, David ; Nobay, Bob. In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp306. Full description at Econpapers || Download paper | 30 |
1998 | Beyond the Sample: Extreme Quantile and Probability Estimation. (1998). de Vries, Casper ; Danielsson, Jon. In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp298. Full description at Econpapers || Download paper | 29 |
1998 | Data-Snooping, Technical Trading, Rule Performance and the Bootstrap. (1998). White, Halbert ; Timmermann, Allan ; Sullivan, Ryan . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp303. Full description at Econpapers || Download paper | 28 |
1998 | Housing Market Fluctuations in a Life-Cycle Economy with Credit Constraints. (1998). Rady, Sven ; Ortalo-Magne, Francois. In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp296. Full description at Econpapers || Download paper | 26 |
1999 | A Simple Model of an International Lender of Last Resort. (1999). Huang, Haizhou ; Goodhart, Charles . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp336. Full description at Econpapers || Download paper | 26 |
2001 | Housing Market Dynamics: on the Contribution of Income Shocks and Credit Constraints. (2001). Rady, Sven ; Ortalo-Magne, Francois. In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp375. Full description at Econpapers || Download paper | 22 |
2006 | Recovery Rates, Default Probabilities and the Credit Cycle. (2006). González-Aguado, Carlos ; Bruche, Max ; Gonzalez-Aguado, Carlos . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp572. Full description at Econpapers || Download paper | 21 |
1998 | Boom In, Bust Out: Young Households and the Housing Price Cycle. (1998). Rady, Sven ; Ortalo-Magne, Francois. In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp310. Full description at Econpapers || Download paper | 19 |
1999 | Optimal Bail Out Policy, Conditionality and Creative Ambiguity. (1999). FREIXAS, XAVIER. In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp327. Full description at Econpapers || Download paper | 18 |
2010 | Stronger Risk Controls, Lower Risk: Evidence from U.S. Bank Holding Companies. (2010). Ellul, Andrew ; Yerramilli, Vijay . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp646. Full description at Econpapers || Download paper | 18 |
2000 | Public Trading and Private Incentives. (2000). Gromb, Denis ; Faure-Grimaud, Antoine . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp347. Full description at Econpapers || Download paper | 17 |
1996 | Announcement Effects and Seasonality in the Intra-day Foreign Exchange Market. (1996). Payne, Richard. In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp238. Full description at Econpapers || Download paper | 17 |
2010 | Limits of Arbitrage: The State of the Theory. (2010). Vayanos, Dimitri ; Gromb, Denis. In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp650. Full description at Econpapers || Download paper | 16 |
2010 | Risk Appetite and Endogenous Risk. (2010). Zigrand, Jean-Pierre ; Danielsson, Jon ; Shin, Hyun Song . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp647. Full description at Econpapers || Download paper | 16 |
2005 | Subadditivity ReâExamined: the Case for Value-at-Risk. (2005). Jorgensen, Bjorn ; de Vries, Casper ; Danielsson, Jon ; Samorodnitsky, Gennady ; Mandira, Sarma. In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp549. Full description at Econpapers || Download paper | 15 |
1997 | Team Structure Modelling of Defaultable Bonds. (1997). Schönbucher, Philipp. In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp272. Full description at Econpapers || Download paper | 15 |
1991 | The Clustering of Bid/Ask Prices and the Spread in the Foreign Exchange Market. (1991). Goodhart, Charles ; Curcio, Riccardo. In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp110. Full description at Econpapers || Download paper | 14 |
2009 | Financial Volatility and Economic Activity. (2009). Mele, Antonio. In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp642. Full description at Econpapers || Download paper | 14 |
2008 | Bond Supply and Excess Bond Returns. (2008). Vayanos, Dimitri ; Greenwood, Robin . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp607. Full description at Econpapers || Download paper | 14 |
1997 | The Effects of Macroeconomic News on High Frequency Exchange Rate Behaviour. (1997). Payne, Richard ; Almeida, Alvaro ; Goodhart, Charles . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp258. Full description at Econpapers || Download paper | 14 |
2004 | Estimation and Testing of Dynamic Models with Generalised Hyperbolic Innovations. (2004). Sentana, Enrique. In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp502. Full description at Econpapers || Download paper | 13 |
2009 | A Preferred-Habitat Model of the Term Structure of Interest Rates. (2009). Vayanos, Dimitri ; Vila, Jean-Luc . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp641. Full description at Econpapers || Download paper | 13 |
2002 | Bubbles and Crashes. (2002). Brunnermeier, Markus ; Abreu, Dilip . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp401. Full description at Econpapers || Download paper | 13 |
2001 | Agency Conflicts, Ownership Concentration, and Legal Shareholder Protection. (2001). Burkart, Mike ; Panunzi, Fausto. In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp378. Full description at Econpapers || Download paper | 13 |
2003 | Macroeconomic news, order flows and exchange rates. (2003). Payne, Richard ; Love, Ryan. In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp475. Full description at Econpapers || Download paper | 13 |
2002 | Internal ratings, the business cycle and capital requirements: some evidence from an emerging market economy. (2002). Segoviano, Miguel ; Lowe, Philip . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp428. Full description at Econpapers || Download paper | 13 |
2001 | Coordination Risk and the Price of Debt. (2001). Morris, Stephen ; Shin, Hyun Song . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp373. Full description at Econpapers || Download paper | 12 |
1997 | Nonlinear Time Series With Long Memory: A Model for Stochastic Volatility. (1997). Robinson, Peter ; Zaffaroni, Paolo . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp253. Full description at Econpapers || Download paper | 10 |
2001 | The Impact of Technology on Cash Usage. (2001). Krueger, Malte ; Goodhart, Charles . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp374. Full description at Econpapers || Download paper | 10 |
1996 | Optimal Monetary Policy Rules in a Rational Expectations Model of the Phillips Curve. (1996). Huang, Haizhou ; Goodhart, Charles ; Clark, Peter B. In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp247. Full description at Econpapers || Download paper | 10 |
1997 | R&D Intensity and Finance: Are Innovative Firms Financially Constrained?. (1997). Brown, Ward. In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp271. Full description at Econpapers || Download paper | 10 |
2008 | Can Rare Events Explain the Equity Premium Puzzle?. (2008). Julliard, Christian ; Ghosh, Anisha . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp610. Full description at Econpapers || Download paper | 10 |
1993 | UK Directors Trading: The Impact of Dealings in Smaller Firms. (1993). Tonks, Ian ; Gregory, Alan ; Purkis, Richard ; Matatko, John. In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp160. Full description at Econpapers || Download paper | 9 |
2006 | Consistent Information Multivariate Density Optimizing Methodology. (2006). Segoviano, Miguel . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp557. Full description at Econpapers || Download paper | 9 |
1999 | Bank Moral Hazard and Market Discipline. (1999). Carletti, Elena . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp326. Full description at Econpapers || Download paper | 9 |
2008 | Do Reputational Concerns Lead to Reliable Ratings?. (2008). Mariano, Beatriz. In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp613. Full description at Econpapers || Download paper | 9 |
2001 | What Happens When You Regulate Risk? Evidence from a Simple Equilibrium Model. (2001). Zigrand, Jean-Pierre ; Danielsson, Jon. In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp393. Full description at Econpapers || Download paper | 9 |
2005 | The Interest Rate Conditioning Assumption. (2005). Goodhart, Charles . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp547. Full description at Econpapers || Download paper | 9 |
2000 | External Financing Costs and Banks Loan Supply: Does the Structure of the Bank Sector Matter?. (2000). Ostergaard, Charlotte. In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp357. Full description at Econpapers || Download paper | 9 |
1999 | Real Trading Patterns and Prices in Spot Foreign Exchange Markets. (1999). Payne, Richard ; Danielsson, Jon. In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp320. Full description at Econpapers || Download paper | 9 |
2009 | Labor Hiring, Investment and Stock Return Predictability in the Cross Section. (2009). Lin, Xiaoji ; Bazdresch, Santiago ; Belo, Frederico ; Bazdrech, Santiago . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp628. Full description at Econpapers || Download paper | 8 |
2011 | Short Run Bond Risk Premia. (2011). Zhou, Hao ; Mueller, Philippe ; Vedolin, Andrea . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp686. Full description at Econpapers || Download paper | 8 |
2009 | Ambiguity, Information Acquisition and Price Swings in Asset Markets. (2009). Mele, Antonio ; Sangiorgi, Francesco . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp633. Full description at Econpapers || Download paper | 8 |
Citing documents used to compute impact factor 31:
Year | Title | See |
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2012 | Econometric measures of connectedness and systemic risk in the finance and insurance sectors. (2012). Pelizzon, Loriana ; Lo, Andrew ; Billio, Monica ; Getmansky, Mila . In: Journal of Financial Economics. RePEc:eee:jfinec:v:104:y:2012:i:3:p:535-559. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Recapitalization, credit and liquidity. (2012). merrouche, ouarda ; Mariathasan, Mike. In: Economic Policy. RePEc:bla:ecpoli:v:27:y:2012:i:72:p:603-646. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Should We Regulate Financial Information. (2012). Veldkamp, Laura ; Kurlat, Pablo . In: Working Papers. RePEc:ste:nystbu:12-15. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Payment systems, inside money and financial intermediation. (2012). merrouche, ouarda ; Nier, Erlend . In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:21:y:2012:i:3:p:359-382. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Credit constraints and exports: Evidence for German manufacturing
enterprises. (2012). Wagner, Joachim. In: Working Paper Series in Economics and Institutions of Innovation. RePEc:hhs:cesisp:0286. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Credit constraints and exports: Evidence for German manufacturing enterprises. (2012). Wagner, Joachim. In: Working Paper Series in Economics. RePEc:lue:wpaper:251. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Corporate taxation and exports. (2012). federici, daniela ; Parisi, Valentino . In: MPRA Paper. RePEc:pra:mprapa:41012. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Exporters, Importers and Credit Constraints. (2012). Muûls, Mirabelle ; Muuls, Mirabelle . In: CEP Discussion Papers. RePEc:cep:cepdps:dp1169. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Corporate Taxation and Exports. (2012). federici, daniela. In: Working Papers. RePEc:css:wpaper:2012-01. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | What do we know about the relationship between access to finance and international trade?. (2012). de Nicola, Francesca ; Contessi, Silvio. In: Working Papers. RePEc:fip:fedlwp:2012-054. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Risk Premium, Variance Premium and the Maturity Structure of Uncertainty. (2012). Taamouti, Abderrahim ; Tedongap, Romeo ; Fontaine, Jean-Sebastien ; Feunou, Bruno . In: Working Papers. RePEc:bca:bocawp:12-11. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Variance Risk Premium Differentials and Foreign Exchange Returns. (2012). Aloosh, Arash ; Arash, Aloosh . In: MPRA Paper. RePEc:pra:mprapa:40829. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Bond Variance Risk Premia. (2012). Mueller, Philippe ; Vedolin, Andrea ; Yen, Yu-Min . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp699. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Ambiguity Aversion and Variance Premium. (2012). Zhou, Hao ; Miao, Jianjun ; Wei, Bin . In: Boston University - Department of Economics - Working Papers Series. RePEc:bos:wpaper:wp2012-009. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Aggregate Stock Market Illiquidity and Bond Risk Premia. (2012). Sojli, Elvira ; Tham, Wing Wah ; Bouwman, Kees E.. In: Tinbergen Institute Discussion Papers. RePEc:dgr:uvatin:20120140. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Shadow banking: a review of the literature. (2012). Ashcraft, Adam ; Adrian, Tobias. In: Staff Reports. RePEc:fip:fednsr:580. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | A primer on market discipline and governance of financial institutions for those in a state of shocked disbelief. (2012). Mester, Loretta ; Hughes, Joseph P.. In: Working Papers. RePEc:fip:fedpwp:12-13. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Risk-sharing or risk-taking? Counterparty risk, incentives and margins. (2012). Hoerova, Marie ; Heider, Florian ; Biais, Bruno. In: Working Paper Series. RePEc:ecb:ecbwps:20121413. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Bank Risk during the Financial Crisis: Do business models matter?. (2012). Marqués Ibañez, David ; Manganelli, Simone ; Altunbas, Yener ; Marques-Ibanez, David . In: Working Papers. RePEc:bng:wpaper:12003. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Bankers and bank investors: Reconsidering the economies of scale in banking. (2012). Jõeveer, Karin ; Joeveer, Karin ; Anderson, Ronald W.. In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp712. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | The Seeds of a Crisis: A Theory of Bank Liquidity and Risk-Taking over the Business Cycle. (2012). Naqvi, Hassan ; Acharya, Viral. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:8851. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | A Primer on Market Discipline and Governance of Financial Institutions for Those in a State of Shocked Disbelief. (2012). Mester, Loretta ; Hughes, Joseph P.. In: Departmental Working Papers. RePEc:rut:rutres:201204. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | How is non-knowledge represented in economic theory?. (2012). Svetlova, Ekaterina ; van Elst, Henk . In: Papers. RePEc:arx:papers:1209.2204. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Credit risk in general equilibrium. (2012). Summer, Martin ; Rheinberger, Klaus ; Eichberger, Jürgen. In: Working Paper Series. RePEc:ecb:ecbwps:20121445. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Concentrated Ownership and Equilibrium Asset Prices. (2012). Haddad, Valentin . In: 2012 Meeting Papers. RePEc:red:sed012:902. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Efficiency and Bargaining Power in the Interbank Loan Market. (2012). Shum, Matthew ; Echenique, Federico ; Allen, Jason ; CHAPMAN, JAMES . In: Working Papers. RePEc:bca:bocawp:12-29. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | The Role of Speculation in the Determination of Energy Prices. (2012). Mustapha, Umar M.. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2012-04-7. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | The impact of passive investing on corporate valuations. (2012). Nanigian, David ; Finke, Michael ; Belasco, Eric . In: Managerial Finance. RePEc:eme:mfipps:v:38:y:2012:i:11:p:1067-1084. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Global, local, and contagious investor sentiment. (2012). Yuan, Yu ; Wurgler, Jeffrey ; Baker, Malcolm. In: Journal of Financial Economics. RePEc:eee:jfinec:v:104:y:2012:i:2:p:272-287. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Currency momentum strategies. (2012). Schrimpf, Andreas ; Schmeling, Maik ; Sarno, Lucio ; Menkhoff, Lukas. In: Journal of Financial Economics. RePEc:eee:jfinec:v:106:y:2012:i:3:p:660-684. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | The Efficacy of Shareholder Voting: Evidence from Equity Compensation Plans. (2012). ARMSTRONG, CHRISTOPHER S. ; GOW, IAN D. ; Larcker, David F.. In: Research Papers. RePEc:ecl:stabus:2097. Full description at Econpapers || Download paper | [Citation Analysis] |
Recent citations received in: 2012
Year | Title | See |
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2012 | When Credit Bites Back: Leverage, Business Cycles and Crises. (2012). Taylor, Alan ; Schularick, Moritz ; Jorda, Oscar. In: Working Papers. RePEc:cda:wpaper:12-24. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Intermediary leverage cycles and financial stability. (2012). Boyarchenko, Nina ; Adrian, Tobias. In: Staff Reports. RePEc:fip:fednsr:567. Full description at Econpapers || Download paper | [Citation Analysis] |
Recent citations received in: 2011
Year | Title | See |
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2011 | Rescue packages and bank lending. (2011). von Peter, Goetz ; Gambacorta, Leonardo ; Brei, Michael. In: BIS Working Papers. RePEc:bis:biswps:357. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | An estimated DSGE model: explaining variation in term premia. (2011). Andreasen, Martin. In: Bank of England working papers. RePEc:boe:boeewp:0441. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Informational Rents, Macroeconomic Rents, and Efficient Bailouts. (2011). PHILIPPON, Thomas ; Schnabl, Philipp . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:8216. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | A Pyrrhic Victory? Bank Bailouts and Sovereign Credit Risk. (2011). Acharya, Viral ; Drechsler, Itamar ; Schnabl, Philipp . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:8679. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Risk, uncertainty, and expected returns. (2011). Zhou, Hao ; Bali, Turan G.. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2011-45. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Stock return predictability and variance risk premia: statistical inference and international evidence. (2011). Zhou, Hao ; Bollerslev, Tim ; Xu, Lai ; Marrone, James . In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2011-52. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Walking Wounded or Living Dead? Making Banks Foreclose Bad Loans. (2011). Llobet, Gerard ; Bruche, Max. In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp675. Full description at Econpapers || Download paper | [Citation Analysis] |
Recent citations received in: 2010
Year | Title | See |
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2010 | Price Pressure in the Government Bond Market. (2010). Vayanos, Dimitri ; Greenwood, Robin . In: American Economic Review. RePEc:aea:aecrev:v:100:y:2010:i:2:p:585-90. Full description at Econpapers || Download paper | [Citation Analysis] |
2010 | Amplification Mechanisms in Liquidity Crises. (2010). Krishnamurthy, Arvind . In: American Economic Journal: Macroeconomics. RePEc:aea:aejmac:v:2:y:2010:i:3:p:1-30. Full description at Econpapers || Download paper | [Citation Analysis] |
2010 | Self-Fulfilling Risk Panics. (2010). van Wincoop, Eric ; Tille, Cédric ; Bacchetta, Philippe. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:7920. Full description at Econpapers || Download paper | [Citation Analysis] |
2010 | Funding liquidity risk and the cross-section of stock returns. (2010). Etula, Erkko ; Adrian, Tobias. In: Staff Reports. RePEc:fip:fednsr:464. Full description at Econpapers || Download paper | [Citation Analysis] |
2010 | Self-Fulfilling Risk Panics. (2010). van Wincoop, Eric ; Tille, Cédric ; Bacchetta, Philippe. In: Working Papers. RePEc:hkm:wpaper:282010. Full description at Econpapers || Download paper | [Citation Analysis] |
2010 | Econometric Measures of Systemic Risk in the Finance and Insurance Sectors. (2010). Pelizzon, Loriana ; Lo, Andrew ; Billio, Monica ; Getmansky, Mila . In: NBER Working Papers. RePEc:nbr:nberwo:16223. Full description at Econpapers || Download paper | [Citation Analysis] |
Recent citations received in: 2009
Year | Title | See |
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2009 | The Relationship Between the Volatility of Returns and the Number of Jumps in Financial Markets. (2009). Cartea, Ãlvaro ; Karyampas, Dimitrios . In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:0914. Full description at Econpapers || Download paper | [Citation Analysis] |
2009 | The Limits to Fiscal Stimulus. (2009). Buiter, Willem. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:7607. Full description at Econpapers || Download paper | [Citation Analysis] |
2009 | The Role of Financial Variables in Predicting Economic Activity in the Euro Area. (2009). Lombardi, Marco ; Fornari, Fabio ; Espinoza, Raphael. In: IMF Working Papers. RePEc:imf:imfwpa:09/241. Full description at Econpapers || Download paper | [Citation Analysis] |
2009 | Risk-Factor Portfolios and Financial Stability. (2009). Garita, Gus. In: MPRA Paper. RePEc:pra:mprapa:19611. Full description at Econpapers || Download paper | [Citation Analysis] |
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.