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

Discussion Paper Series 2: Banking and Financial Studies / Deutsche Bundesbank, Research Centre

[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
20020.38010000.18
20030.422031000.19
20041.50.4368111.387723081.330.19
20054.880.451826511.9610183925.6120.670.24
20061.250.46935320.9130243026.710.110.2
20070.410.391853290.5593271127.370.390.17
20080.780.412073420.5834272128.630.150.18
20090.790.371588570.6535383023.330.20.18
20100.260.3314102430.422935900.16
20110.310.4518120470.392429933.310.060.23
20120.560.46120670.560321800.24
 
 
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
2004Forecasting Credit Portfolio Risk. (2004). Scheule, Harald ; Liebig, Thilo ; Hamerle, Alfred . In: Discussion Paper Series 2: Banking and Financial Studies. RePEc:zbw:bubdp2:2227.

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56
2005Accounting for distress in bank mergers. (2005). Kool, Clemens ; Koetter, Michael ; Heid, Frank ; Bos, J. ; Porath, Daniel ; Kool, Clemens J. M., ; Kolari, James W.. In: Discussion Paper Series 2: Banking and Financial Studies. RePEc:zbw:bubdp2:4264.

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32
2007Slippery slopes of stress: ordered failure events in German banking. (2007). Koetter, Michael ; Kick, Thomas. In: Discussion Paper Series 2: Banking and Financial Studies. RePEc:zbw:bubdp2:5355.

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26
2005Banks regulatory capital buffer and the business cycle: evidence for German savings and cooperative banks. (2005). Wedow, Michael ; Stolz, Stephanie. In: Discussion Paper Series 2: Banking and Financial Studies. RePEc:zbw:bubdp2:4262.

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26
2003Credit Risk Factor Modeling and the Basel II IRB Approach. (2003). Liebig, Thilo ; Hamerle, Alfred ; Rosch, Daniel . In: Discussion Paper Series 2: Banking and Financial Studies. RePEc:zbw:bubdp2:2226.

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20
2010Interbank tiering and money center banks. (2010). von Peter, Goetz ; Craig, Ben . In: Discussion Paper Series 2: Banking and Financial Studies. RePEc:zbw:bubdp2:201012.

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17
2007Relationship lending: empirical evidence for Germany. (2007). Stein, Ingrid ; Schmieder, Christian ; Memmel, Christoph. In: Discussion Paper Series 2: Banking and Financial Studies. RePEc:zbw:bubdp2:6799.

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12
2009Shocks at large banks and banking sector distress: the Banking Granular Residual. (2009). Neugebauer, Katja ; Buch, Claudia ; Blank, Sven. In: Discussion Paper Series 2: Banking and Financial Studies. RePEc:zbw:bubdp2:200904.

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12
2007Diversification and the banks risk-return-characteristics: evidence from loan portfolios of German banks. (2007). Memmel, Christoph ; Behr, Andreas ; Pfingsten, Andreas ; Kamp, Andreas. In: Discussion Paper Series 2: Banking and Financial Studies. RePEc:zbw:bubdp2:5576.

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11
2003Measuring the Discriminative Power of Rating Systems. (2003). Tasche, Dirk ; Engelmann, Bernd ; Hayden, Evelyn . In: Discussion Paper Series 2: Banking and Financial Studies. RePEc:zbw:bubdp2:2225.

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11
2011The effect of the interbank network structure on contagion and common shocks. (2011). Georg, Co-Pierre. In: Discussion Paper Series 2: Banking and Financial Studies. RePEc:zbw:bubdp2:201112.

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11
2006The cost efficiency of German banks: a comparison of SFA and DEA. (2006). Koetter, Michael ; Fiorentino, Elisabetta ; Karmann, Alexander . In: Discussion Paper Series 2: Banking and Financial Studies. RePEc:zbw:bubdp2:5157.

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10
2007Asset correlations and credit portfolio risk: an empirical analysis. (2007). Schmieder, Christian ; Dullmann, Klaus ; Scheicher, Martin . In: Discussion Paper Series 2: Banking and Financial Studies. RePEc:zbw:bubdp2:6352.

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10
2005Time series properties of a rating system based on financial ratios. (2005). Trueck, Stefan ; Stotzel, Martin ; Kruger, Ulrich ; Truck, Stefan . In: Discussion Paper Series 2: Banking and Financial Studies. RePEc:zbw:bubdp2:4269.

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10
2007Granularity adjustment for Basel II. (2007). Lütkebohmert, Eva ; Gordy, Michael ; Lutkebohmert, Eva . In: Discussion Paper Series 2: Banking and Financial Studies. RePEc:zbw:bubdp2:5353.

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10
2007Creditor concentration: an empirical investigation. (2007). Ongena, Steven ; Tumer-Alkan, Gunseli ; von Westernhagen, Natalja . In: Discussion Paper Series 2: Banking and Financial Studies. RePEc:zbw:bubdp2:6927.

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9
2005Inefficient or just different? Effects of heterogeneity on bank efficiency scores. (2005). Kool, Clemens ; Koetter, Michael ; Heid, Frank ; Bos, J. ; Kolari, James W. ; Kool, Clemens J. M., . In: Discussion Paper Series 2: Banking and Financial Studies. RePEc:zbw:bubdp2:4270.

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9
2004Does capital regulation matter for bank behaviour? Evidence for German savings banks. (2004). Stolz, Stephanie ; Heid, Frank ; Porath, Daniel . In: Discussion Paper Series 2: Banking and Financial Studies. RePEc:zbw:bubdp2:4252.

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9
2007Profitability of Western European banking systems: panel evidence on structural and cyclical determinants. (2007). Beckmann, Rainer. In: Discussion Paper Series 2: Banking and Financial Studies. RePEc:zbw:bubdp2:6929.

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7
2005Evaluating the German bank merger wave. (2005). Koetter, Michael. In: Discussion Paper Series 2: Banking and Financial Studies. RePEc:zbw:bubdp2:4267.

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6
2009Income diversification in the German banking industry. (2009). Kick, Thomas ; Busch, Ramona . In: Discussion Paper Series 2: Banking and Financial Studies. RePEc:zbw:bubdp2:200909.

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6
2004Systematic Risk in Recovery Rates: An Empirical Analysis of US Corporate Credit Exposures. (2004). Dullmann, Klaus ; Trapp, Monika . In: Discussion Paper Series 2: Banking and Financial Studies. RePEc:zbw:bubdp2:4251.

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6
2010Are banks using hidden reserves to beat earnings benchmarks? Evidence from Germany. (2010). Memmel, Christoph ; Kick, Thomas ; Pfingsten, Andreas ; Bornemann, Sven . In: Discussion Paper Series 2: Banking and Financial Studies. RePEc:zbw:bubdp2:201013.

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6
2006Does diversification improve the performance of German banks? Evidence from individual bank loan portfolios. (2006). von Westernhagen, Natalja ; Porath, Daniel ; Hayden, Evelyn . In: Discussion Paper Series 2: Banking and Financial Studies. RePEc:zbw:bubdp2:4536.

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6
2005Finance and growth in a bank-based economy: is it quantity or quality that matters?. (2005). Wedow, Michael ; Koetter, Michael. In: Discussion Paper Series 2: Banking and Financial Studies. RePEc:zbw:bubdp2:4358.

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6
2008Sturm und Drang in money market funds: when money market funds cease to be narrow. (2008). Wedow, Michael ; Jank, Stephan. In: Discussion Paper Series 2: Banking and Financial Studies. RePEc:zbw:bubdp2:200820.

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5
2008Monetary policy and bank distress: an integrated micro-macro approach. (2008). Kick, Thomas ; De Graeve, Ferre. In: Discussion Paper Series 2: Banking and Financial Studies. RePEc:zbw:bubdp2:7219.

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5
2009Does banks size distort market prices? Evidence for too-big-to-fail in the CDS market. (2009). Wedow, Michael ; Volz, Manja . In: Discussion Paper Series 2: Banking and Financial Studies. RePEc:zbw:bubdp2:200906.

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5
2006The stability of efficiency rankings when risk-preferences and objectives are different. (2006). Koetter, Michael. In: Discussion Paper Series 2: Banking and Financial Studies. RePEc:zbw:bubdp2:5096.

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5
2005Cyclical implications of minimum capital requirements. (2005). Heid, Frank. In: Discussion Paper Series 2: Banking and Financial Studies. RePEc:zbw:bubdp2:4261.

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5
2011Contagion at the interbank market with stochastic LGD. (2011). Stein, Ingrid ; Memmel, Christoph ; Sachs, Angelika . In: Discussion Paper Series 2: Banking and Financial Studies. RePEc:zbw:bubdp2:201106.

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4
2007The quality of banking and regional growth. (2007). Wedow, Michael ; Koetter, Michael ; HASAN, IFTEKHAR. In: Discussion Paper Series 2: Banking and Financial Studies. RePEc:zbw:bubdp2:6153.

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4
2008Analyzing the interest rate risk of banks using time series of accounting-based data: evidence from Germany. (2008). Memmel, Christoph ; Zeisler, Alexander ; Entrop, Oliver ; Wilkens, Marco . In: Discussion Paper Series 2: Banking and Financial Studies. RePEc:zbw:bubdp2:7118.

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4
2008Which interest rate scenario is the worst one for a bank? Evidence from a tracking bank approach for German savings and cooperative banks. (2008). Memmel, Christoph. In: Discussion Paper Series 2: Banking and Financial Studies. RePEc:zbw:bubdp2:7317.

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4
2006Sector concentration in loan portfolios and economic capital. (2006). Dullmann, Klaus ; Masschelein, Nancy . In: Discussion Paper Series 2: Banking and Financial Studies. RePEc:zbw:bubdp2:5156.

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4
2008Determinants of European banks engagement in loan securitization. (2008). Bannier, Christina ; Hansel, Dennis N.. In: Discussion Paper Series 2: Banking and Financial Studies. RePEc:zbw:bubdp2:7320.

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4
2008The pricing of correlated default risk: evidence from the credit derivatives market. (2008). Tarashev, Nikola ; Zhu, Haibin . In: Discussion Paper Series 2: Banking and Financial Studies. RePEc:zbw:bubdp2:7319.

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3
2005Financial integration and systemic risk. (2005). Fecht, Falko ; Gruner, Hans Peter . In: Discussion Paper Series 2: Banking and Financial Studies. RePEc:zbw:bubdp2:4266.

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3
2007Open-end real estate funds in Germany: genesis and crisis. (2007). Fecht, Falko ; Bannier, Christina ; Tyrell, Marcel . In: Discussion Paper Series 2: Banking and Financial Studies. RePEc:zbw:bubdp2:5575.

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3
2009Margins of international banking: is there a productivity pecking order in banking, too?. (2009). Koch, Catherine ; Koetter, Michael ; Buch, Claudia. In: Discussion Paper Series 2: Banking and Financial Studies. RePEc:zbw:bubdp2:200912.

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3
2010Banks exposure to interest rate risk, their earnings from term transformation, and the dynamics of the term structure. (2010). Memmel, Christoph. In: Discussion Paper Series 2: Banking and Financial Studies. RePEc:zbw:bubdp2:201007.

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3
2009Determinants for using visible reserves in German banks: an empirical study. (2009). Kick, Thomas ; Pfingsten, Andreas ; Bornemann, Sven ; Homolle, Susanne ; Hubensack, Carsten . In: Discussion Paper Series 2: Banking and Financial Studies. RePEc:zbw:bubdp2:200911.

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3
2004How will Basel II affect bank lending to emerging markets? An analysis based on German bank level data. (2004). Wedow, Michael ; Weder, Beatrice ; Liebig, Thilo ; di Mauro, Beatrice Weder ; Porath, Daniel . In: Discussion Paper Series 2: Banking and Financial Studies. RePEc:zbw:bubdp2:4254.

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2
2009The dependency of the banks assets and liabilities: evidence from Germany. (2009). Schertler, Andrea ; Memmel, Christoph. In: Discussion Paper Series 2: Banking and Financial Studies. RePEc:zbw:bubdp2:200914.

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2
2006Empirical risk analysis of pension insurance: the case of Germany. (2006). Schmieder, Christian ; Mager, Ferdinand ; Gerke, Wolfgang ; Reinschmidt, Timo. In: Discussion Paper Series 2: Banking and Financial Studies. RePEc:zbw:bubdp2:4772.

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2
2005Forecasting stock market volatility with macroeconomic variables in real time. (2005). Pierdzioch, Christian ; Hartmann, Daniel ; Dopke, Jorg . In: Discussion Paper Series 2: Banking and Financial Studies. RePEc:zbw:bubdp2:4357.

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2
2004German bank lending during emerging market crises: A bank level analysis. (2004). Weder, Beatrice ; von Westernhagen, Natalja ; Heid, Frank ; di Mauro, Beatrice Weder ; Nestmann, Thorsten . In: Discussion Paper Series 2: Banking and Financial Studies. RePEc:zbw:bubdp2:4253.

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2
2009Systematic risk of CDOs and CDO arbitrage. (2009). Hamerle, Alfred ; Liebig, Thilo ; Schropp, Hans-Jochen . In: Discussion Paper Series 2: Banking and Financial Studies. RePEc:zbw:bubdp2:200913.

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2
2006Banks regulatory buffers, liquidity networks and monetary policy transmission. (2006). Stolz, Stephanie ; Merkl, Christian. In: Discussion Paper Series 2: Banking and Financial Studies. RePEc:zbw:bubdp2:4771.

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2
2010Completeness, interconnectedness and distribution of interbank exposures: A parameterized analysis of the stability of financial networks. (2010). Sachs, Angelika . In: Discussion Paper Series 2: Banking and Financial Studies. RePEc:zbw:bubdp2:201008.

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2

Citing documents used to compute impact factor 18:

YearTitleSee
2012Macroprudential banking regulation: Does one size fit all?. (2012). Neuberger, Doris ; Rissi, Roger . In: Thuenen-Series of Applied Economic Theory. RePEc:ros:wpaper:124.

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[Citation Analysis]
2012Macroprudential banking regulation: Does one size fit all?. (2012). Neuberger, Doris ; Rissi, Roger . In: Thuenen-Series of Applied Economic Theory. RePEc:zbw:roswps:124.

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[Citation Analysis]
2012Executive board composition and bank risk taking. (2012). Schaeck, Klaus ; Kick, Thomas ; Berger, Allen N.. In: Discussion Papers. RePEc:zbw:bubdps:032012.

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[Citation Analysis]
2012Determining marginal contributions of the economic capital of credit risk portfolio: an analytical approach. (2012). Cornaglia, Anna ; Morone, Marco ; Mignola, Giulio . In: MPRA Paper. RePEc:pra:mprapa:39119.

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[Citation Analysis]
2012Credit risk connectivity in the financial industry and stabilization effects of government bailouts. (2012). Wedow, Michael ; Koetter, Michael ; Bosma, Jakob . In: Discussion Papers. RePEc:zbw:bubdps:162012.

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[Citation Analysis]
2012Interest rate risk and bank equity valuations. (2012). Zakrajsek, Egon ; Van den Heuvel, Skander ; English, William B.. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2012-26.

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[Citation Analysis]
2012Determinants of bank interest margins: Impact of maturity transformation. (2012). Memmel, Christoph ; Ruprecht, Benedikt ; Entrop, Oliver ; Wilkens, Marco . In: Discussion Papers. RePEc:zbw:bubdps:172012.

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[Citation Analysis]
2012Bank relationships, business cycles, and financial crises. (2012). Hale, Galina. In: Journal of International Economics. RePEc:eee:inecon:v:88:y:2012:i:2:p:312-325.

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[Citation Analysis]
2012Do Better Capitalized Banks Lend Less? Long-Run Panel Evidence from Germany. (2012). Prieto, Esteban ; Buch, Claudia. In: CESifo Working Paper Series. RePEc:ces:ceswps:_3836.

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[Citation Analysis]
2012Do Better Capitalized Banks Lend Less? Long-Run Panel Evidence from Germany. (2012). Prieto, Esteban ; Buch, Claudia. In: IAW Discussion Papers. RePEc:iaw:iawdip:84.

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[Citation Analysis]
2012Do better capitalized banks lend less? Long-run panel evidence from Germany. (2012). Prieto, Esteban ; Buch, Claudia. In: University of Tuebingen Working Papers in Economics and Finance. RePEc:zbw:tuewef:37.

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[Citation Analysis]
2012Which banks are more risky? The impact of loan growth and business model on bank risk-taking. (2012). Kohler, Matthias . In: Discussion Papers. RePEc:zbw:bubdps:332012.

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[Citation Analysis]
2012The common drivers of default risk. (2012). Memmel, Christoph ; Gündüz, Yalin ; Raupach, Peter ; Gunduz, Yalin . In: Discussion Papers. RePEc:zbw:bubdps:362012.

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[Citation Analysis]
2012Structure in the Italian Overnight Loan Market. (2012). Raddant, Matthias. In: Kiel Working Papers. RePEc:kie:kieliw:1772.

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[Citation Analysis]
2012Finding the core: Network structure in interbank markets. (2012). Lelyveld, Iman ; Daan in 't Veld, ; van Lelyveld, Iman . In: DNB Working Papers. RePEc:dnb:dnbwpp:348.

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[Citation Analysis]
2012Contagion Risk in the Czech Financial System: A Network Analysis and Simulation Approach. (2012). Kubicová, Ivana ; Hausenblas, Václav ; Kubicova, Ivana ; Lesanovska, Jitka . In: Working Papers. RePEc:cnb:wpaper:2012/14.

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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]

Cites in year: CiY

Recent citations received in: 2011

YearTitleSee
2011Contagion in the interbank market and its determinants. (2011). Memmel, Christoph ; Sachs, Angelika . In: Discussion Paper Series 2: Banking and Financial Studies. RePEc:zbw:bubdp2:201117.

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[Citation Analysis]

Recent citations received in: 2010

YearTitleSee

Recent citations received in: 2009

YearTitleSee
2009Off-Balance-Sheet Activities and the Shadow Banking System: An Application of the Hausman Test with Higher Moments Instruments. (2009). Calmès, Christian ; Calmes, Christian ; Theoret, Raymond . In: RePAd Working Paper Series. RePEc:pqs:wpaper:042009.

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[Citation Analysis]
2009Why do savings banks transform sight deposits into illiquid assets less intensively than the regulation allows?. (2009). Schertler, Andrea ; Holl, Dorothee . In: Discussion Paper Series 2: Banking and Financial Studies. RePEc:zbw:bubdp2:200905.

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[Citation Analysis]
2009What macroeconomic shocks affect the German banking system? Analysis in an integrated micro-macro model. (2009). Dovern, Jonas ; Blank, Sven. In: Discussion Paper Series 2: Banking and Financial Studies. RePEc:zbw:bubdp2:200915.

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[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.