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

Finance Working Papers / University of Aarhus, Aarhus School of Business, Department of Business Studies

[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
20000.391616022000.16
20010.130.37112730.115016200.17
20020.070.38154240.121272010.070.18
20030.190.41961100.16182652010.050.19
20040.090.4326370.11034300.19
20050.290.4563220.35021600.24
20060.4663100.160200.2
20070.3963220.350000.17
20080.4163120.190000.18
20090.376370.110000.18
20100.336360.10000.16
20110.456370.110000.23
20120.466330.050000.24
 
 
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
2001Life Insurance Liabilities at Market Value.. (2001). Jørgensen, Peter ; Grosen, Anders ; Jorgensen, Peter Lochte . In: Finance Working Papers. RePEc:hhb:aarfin:2001_004.

Full description at Econpapers || Download paper

29
2001A Finite Difference Approach to the Valuation of Path Dependent Life Insurance Liabilities.. (2001). Jørgensen, Peter ; Grosen, Anders ; Jorgensen, Peter Lochte ; Jensen, Bjarke. In: Finance Working Papers. RePEc:hhb:aarfin:2001_005.

Full description at Econpapers || Download paper

12
2000Uncovered Interest Parity and Policy Behavior New Evidence.. (2000). Christensen, Michael . In: Finance Working Papers. RePEc:hhb:aarfin:2000_002.

Full description at Econpapers || Download paper

9
2001Bootstrap Inference in Semiparametric Generalized Additive Models.. (2001). Mammen, Enno ; Härdle, Wolfgang ; HARDLE, Wolfgang ; Huet, Sylvie ; Sperlich, Stefan . In: Finance Working Papers. RePEc:hhb:aarfin:2001_003.

Full description at Econpapers || Download paper

7
2003Multivariate Term Structure Models with Level and Heteroskedasticity Effects. (2003). Christiansen, Charlotte. In: Finance Working Papers. RePEc:hhb:aarfin:2002_019.

Full description at Econpapers || Download paper

6
2003Volatility-Spillover E ffects in European Bond Markets. (2003). Christiansen, Charlotte. In: Finance Working Papers. RePEc:hhb:aarfin:2003_008.

Full description at Econpapers || Download paper

6
2002Revisiting the shape of the yield curve: the effect of interest rate volatility.. (2002). Christiansen, Charlotte ; Lund, Jesper. In: Finance Working Papers. RePEc:hhb:aarfin:2002_003.

Full description at Econpapers || Download paper

6
2002Regime Switching in the Yield Curve. (2002). Christiansen, Charlotte. In: Finance Working Papers. RePEc:hhb:aarfin:2002_013.

Full description at Econpapers || Download paper

6
2002Testing for Multiple Types of Marginal Investor in Ex-day Pricing. (2002). Bartholdy, Jan ; Briown, Kate. In: Finance Working Papers. RePEc:hhb:aarfin:2002_012.

Full description at Econpapers || Download paper

4
2002Efficient Control Variates for Monte-Carlo Valuation of American Options. (2002). Rasmussen, Nicki Sondergaard. In: Finance Working Papers. RePEc:hhb:aarfin:2002_017.

Full description at Econpapers || Download paper

4
2000Boundary and Bias Correction in Kernel Hazard Estimation. (2000). Nielsen, Jens Perch . In: Finance Working Papers. RePEc:hhb:aarfin:2000_007.

Full description at Econpapers || Download paper

3
2001Estimating Multiplicative and Additive Hazard Functions by Kernel Methods.. (2001). LINTON, OLIVER ; Nielsen, Jens Perch ; van de Geer, Sara . In: Finance Working Papers. RePEc:hhb:aarfin:2001_002.

Full description at Econpapers || Download paper

3
2000Evaluating the C-CAPM and the Equity Premium Puzzle at Short and Long Horizons: A Markovian Bootstrap Approach.. (2000). Mammen, Enno ; Engsted, Tom. In: Finance Working Papers. RePEc:hhb:aarfin:2000_010.

Full description at Econpapers || Download paper

3
2002The comovement of US and UK stock markets.. (2002). Engsted, Tom. In: Finance Working Papers. RePEc:hhb:aarfin:2002_001.

Full description at Econpapers || Download paper

3
2001Long Maturity Forward Rates.. (2001). Christiansen, Charlotte. In: Finance Working Papers. RePEc:hhb:aarfin:2001_012.

Full description at Econpapers || Download paper

2
2000Kernel Density Estimation of Actuarial Loss Functions.. (2000). Guillen, Montserrat ; Bolance, Catalina ; Nielsen, Jens Perch . In: Finance Working Papers. RePEc:hhb:aarfin:2000_004.

Full description at Econpapers || Download paper

2
2000Credit Spreads and the Term Structure of Interest Rates.. (2000). Christiansen, Charlotte. In: Finance Working Papers. RePEc:hhb:aarfin:2000_014.

Full description at Econpapers || Download paper

2
2003The Educational Asset Market: A Finance Perspective on Human Capital Investment. (2003). Nielsen, Helena ; Christiansen, Charlotte. In: Finance Working Papers. RePEc:hhb:aarfin:2002_009.

Full description at Econpapers || Download paper

2
2003Evaluating Danish Mutual Fund Performance. (2003). Christensen, Michael . In: Finance Working Papers. RePEc:hhb:aarfin:2003_004.

Full description at Econpapers || Download paper

2
2002Efficient Control Variates and Strategies for Bermudan Swaptions in a Libor Market Model. (2002). Jensen, Malene Shin ; Svenstrup, Mikkel. In: Finance Working Papers. RePEc:hhb:aarfin:2002_023.

Full description at Econpapers || Download paper

2
2000Implied Volatility of Interest Rate Options: An Empirical Investigation of the Market Model.. (2000). Hansen, Charlotte ; Christiansen, Charlotte. In: Finance Working Papers. RePEc:hhb:aarfin:2000_001.

Full description at Econpapers || Download paper

1
2003Deposit Insurance and the Risk Premium in Bank Deposit Rates. (2003). boyle, glenn ; Bartholdy, Jan ; Stover, R. D.. In: Finance Working Papers. RePEc:hhb:aarfin:2002_010.

Full description at Econpapers || Download paper

1
2001Two-Dimensional Hazard Estimation for Longevity Analysis.. (2001). Guillen, Montserrat ; Nielsen, Jens Perch ; Fledelius, P. ; Vogelius, M.. In: Finance Working Papers. RePEc:hhb:aarfin:2001_010.

Full description at Econpapers || Download paper

1
2000Longevity Studies Based on Kernel Hazard Estimation.. (2000). Guillen, Montserrat ; Felipe, Angie ; Nielsen, Jens Perch . In: Finance Working Papers. RePEc:hhb:aarfin:2000_003.

Full description at Econpapers || Download paper

1
2002Long-Run Forecasting in Multicointegrated Systems. (2002). Siliverstovs, Boriss ; Haldrup, Niels ; Engsted, Tom. In: Finance Working Papers. RePEc:hhb:aarfin:2002_014.

Full description at Econpapers || Download paper

1
2003Denmark - A chapter on the Danish Bond Market. (2003). Engsted, Tom ; Christiansen, Charlotte ; Jakobsen, Svend. In: Finance Working Papers. RePEc:hhb:aarfin:2003_003.

Full description at Econpapers || Download paper

1
2000The Relation Between Asset Returns and Inflation at Short and Long Horizons.. (2000). Engsted, Tom. In: Finance Working Papers. RePEc:hhb:aarfin:2000_009.

Full description at Econpapers || Download paper

1

Citing documents used to compute impact factor 0:

YearTitleSee

Cites in year: CiY

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.