[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 |
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Optimal Sticky Prices under Rational Inattention. (2005). Wiederholt, Mirko ; MaÄkowiak, Bartosz. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2005-040. Full description at Econpapers || Download paper | 81 | |
2007 | Occupational Choice and the Spirit of Capitalism. (2007). Zilibotti, Fabrizio ; Doepke, Matthias. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2007-049. Full description at Econpapers || Download paper | 42 |
2005 | Labour Market Dynamics in Germany: Hirings, Separations, and Job-to-Job Transitions over the Business Cycle. (2005). Bachmann, Ronald. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2005-045. Full description at Econpapers || Download paper | 41 |
2011 | Unwillingness to Pay for Privacy: A Field Experiment. (2011). Preibusch, Sören ; Kübler, Dorothea ; Beresford, Alastair R. ; Kubler, Dorothea . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-010. Full description at Econpapers || Download paper | 39 |
2005 | What are the Effects of Fiscal Policy Shocks?. (2005). Uhlig, Harald ; Mountford, Andrew. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2005-039. Full description at Econpapers || Download paper | 37 |
2011 | Local Quantile Regression. (2011). Wang, Weining ; Härdle, Wolfgang ; Spokoiny, Vladimir ; Hardle, Wolfgang Karl . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-005. Full description at Econpapers || Download paper | 36 |
2011 | What Explains the German Labor Market Miracle in the Great Recession?. (2011). Hunt, Jennifer ; Burda, Michael ; MichaelC. Burda, . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-031. Full description at Econpapers || Download paper | 36 |
2005 | Conditional and Dynamic Convex Risk Measures. (2005). Scandolo, Giacomo ; Detlefsen, Kai. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2005-006. Full description at Econpapers || Download paper | 36 |
2011 | Localising temperature risk. (2011). Okhrin, Ostap ; López Cabrera, Brenda ; Härdle, Wolfgang ; Hardle, Wolfgang Karl ; Wang, Weining . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-001. Full description at Econpapers || Download paper | 36 |
2011 | The Law of Attraction: Bilateral Search and Horizontal Heterogeneity. (2011). Qari, Salmai ; Hofmann, Dirk . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-017. Full description at Econpapers || Download paper | 35 |
2011 | A Confidence Corridor for Expectile Functions. (2011). Härdle, Wolfgang ; Guo, Mengmeng ; Akdeniz Duran, Esra ; Hardle, Wolfgang Karl . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-004. Full description at Econpapers || Download paper | 34 |
2011 | Mean Volatility Regressions. (2011). Zhu, Lixing ; Härdle, Wolfgang ; Li, Feng ; Hardle, Wolfgang Karl ; Lin, Lu. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-003. Full description at Econpapers || Download paper | 34 |
2011 | Mean-Variance Cointegration and the Expectations Hypothesis. (2011). Weber, Enzo ; Strohsal, Till . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-007. Full description at Econpapers || Download paper | 34 |
2011 | Difference based Ridge and Liu type Estimators in Semiparametric Regression Models. (2011). Osipenko, Maria ; Härdle, Wolfgang ; Akdeniz Duran, Esra ; Hardle, Wolfgang Karl . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-014. Full description at Econpapers || Download paper | 34 |
2011 | A strategic mediator who is biased into the same direction as the expert can improve information transmission. (2011). Mechtenberg, Lydia ; Munster, Johannes . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-012. Full description at Econpapers || Download paper | 33 |
2011 | Can crop yield risk be globally diversified?. (2011). Xu, Wei ; Odening, Martin ; Liu, Xiaoliang . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-018. Full description at Econpapers || Download paper | 33 |
2011 | Spatial Risk Premium on Weather Derivatives and Hedging Weather Exposure in Electricity. (2011). Osipenko, Maria ; Härdle, Wolfgang ; Hardle, Wolfgang Karl . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-013. Full description at Econpapers || Download paper | 33 |
2005 | Does Temporary Agency Work Provide a Stepping Stone to Regular Employment?. (2005). Kvasnicka, Michael. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2005-031. Full description at Econpapers || Download paper | 32 |
2011 | Sticky Information and Determinacy. (2011). Meyer-Gohde, Alexander. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-006. Full description at Econpapers || Download paper | 32 |
2011 | How do Unusual Working Schedules Affect Social Life?. (2011). Scheffel, Juliane. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-025. Full description at Econpapers || Download paper | 31 |
2011 | Identifying the Effect of Temporal Work Flexibility on Parental Time with Children. (2011). Scheffel, Juliane. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-024. Full description at Econpapers || Download paper | 31 |
2011 | A Confidence Corridor for Sparse Longitudinal Data Curves. (2011). Yang, Lijian ; Härdle, Wolfgang ; Hardle, Wolfgang Karl ; Zheng, Shuzhuan . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-002. Full description at Econpapers || Download paper | 30 |
2010 | Estimation of the characteristics of a Lévy process observed at arbitrary frequency. (2010). Reiss, Markus ; Kappus, Johanna . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2010-015. Full description at Econpapers || Download paper | 30 |
2011 | Developing web-based tools for the teaching of statistics: Our Wikis and the German Wikipedia. (2011). Klinke, Sigbert. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-030. Full description at Econpapers || Download paper | 29 |
2011 | Oracally Efficient Two-Step Estimation of Generalized Additive Model. (2011). Yang, Lijian ; Härdle, Wolfgang ; Hardle, Wolfgang Karl ; Liu, Rong . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-016. Full description at Econpapers || Download paper | 28 |
2007 | Time Series Modelling with Semiparametric Factor Dynamics. (2007). Mammen, Enno ; Härdle, Wolfgang ; Borak, Szymon ; PARK, Byeong U. ; Hardle, Wolfgang . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2007-023. Full description at Econpapers || Download paper | 24 |
2006 | Convenience Yields for CO2 Emission Allowance Futures Contracts. (2006). Weron, RafaŠ; Trueck, Stefan ; Härdle, Wolfgang ; Borak, Szymon ; Truck, Stefan ; Hardle, Wolfgang . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2006-076. Full description at Econpapers || Download paper | 23 |
2011 | Bayesian Networks and Sex-related Homicides. (2011). Stahlschmidt, Stephan ; Härdle, Wolfgang ; Tausendteufel, Helmut ; Hardle, Wolfgang K.. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-045. Full description at Econpapers || Download paper | 23 |
2011 | The Regulation of Interdependent Markets. (2011). Scarpa, Carlo ; Fiocco, Raffaele . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-046. Full description at Econpapers || Download paper | 21 |
2011 | A Network Model of Financial System Resilience. (2011). Anand, Kartik ; Kapadia, Sujit ; Brennan, Simon ; Gai, Prasanna ; Willison, Matthew . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-051. Full description at Econpapers || Download paper | 21 |
2007 | Total Work, Gender and Social Norms. (2007). Weil, Philippe ; Hamermesh, Daniel ; Burda, Michael. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2007-058. Full description at Econpapers || Download paper | 20 |
2010 | On Securitization, Market Completion and Equilibrium Risk Transfer. (2010). Horst, Ulrich ; Reis, Gonalo Dos ; Pirvu, Traian A.. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2010-010. Full description at Econpapers || Download paper | 20 |
2006 | Regional Labor Markets, Network Externalities and Migration: The Case of German Reunification. (2006). Uhlig, Harald. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2006-004. Full description at Econpapers || Download paper | 20 |
2011 | Monetary Policy, Determinacy, and the Natural Rate Hypothesis. (2011). Meyer-Gohde, Alexander. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-049. Full description at Econpapers || Download paper | 19 |
2010 | Uniform confidence bands for pricing kernels. (2010). Wang, Weining ; Härdle, Wolfgang ; Okhrin, Yarema ; Hardle, Wolfgang Karl . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2010-003. Full description at Econpapers || Download paper | 18 |
2005 | New Evidence on the Puzzles. Results from Agnostic Identification on Monetary Policy and Exchange Rates.. (2005). Uhlig, Harald ; Scholl, Almuth. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2005-037. Full description at Econpapers || Download paper | 17 |
2009 | The Market Impact of a Limit Order. (2009). Huang, Ruihong ; Hautsch, Nikolaus. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2009-051. Full description at Econpapers || Download paper | 17 |
2007 | Explaining Asset Prices with External Habits and Wage Rigidities in a DSGE Model.. (2007). Uhlig, Harald. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2007-003. Full description at Econpapers || Download paper | 17 |
2011 | When to Cross the Spread: Curve Following with Singular Control. (2011). Horst, Ulrich ; Naujokat, Felix . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-053. Full description at Econpapers || Download paper | 17 |
2011 | Extreme value models in a conditional duration intensity framework. (2011). Schipp, Bernhard ; Herrera, Rodrigo . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-022. Full description at Econpapers || Download paper | 17 |
2005 | Duality theory for optimal investments under model uncertainty. (2005). Wu, Ching-Tang . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2005-025. Full description at Econpapers || Download paper | 17 |
2005 | Stable Distributions. (2005). Weron, RafaŠ; Härdle, Wolfgang ; Borak, Szymon ; Hardle, Wolfgang . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2005-008. Full description at Econpapers || Download paper | 17 |
2006 | Reassessing Intergenerational Mobility in Germany and the United States: The Impact of Differences in Lifecycle Earnings Patterns. (2006). Vogel, Thorsten. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2006-055. Full description at Econpapers || Download paper | 17 |
2007 | Explaining Asset Prices with External Habits and Wage Rigidities in a DSGE Model.. (2007). Uhlig, Harald. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2007-003a. Full description at Econpapers || Download paper | 16 |
2010 | Nonparametric Estimation of Risk-Neutral Densities. (2010). Schienle, Melanie ; Härdle, Wolfgang ; Grith, Maria ; Hardle, Wolfgang Karl . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2010-021. Full description at Econpapers || Download paper | 16 |
2010 | Bayesian Inference in a Stochastic Volatility Nelson-Siegel Model. (2010). Yang, Fuyu ; Hautsch, Nikolaus. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2010-004. Full description at Econpapers || Download paper | 16 |
2009 | Regulation and Investment in Network Industries: Evidence from European Telecoms. (2009). Grajek, Michal ; Roller, Lars-Hendrik . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2009-039. Full description at Econpapers || Download paper | 16 |
2011 | Limit Order Flow, Market Impact and Optimal Order Sizes: Evidence from NASDAQ TotalView-ITCH Data. (2011). Huang, Ruihong ; Hautsch, Nikolaus. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-056. Full description at Econpapers || Download paper | 15 |
2005 | Uncovered Interest Rate Parity and the Expectations Hypothesis of the Term Structure: Empirical Results for the U.S. and Europe. (2005). Lütkepohl, Helmut ; Brüggemann, Ralf. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2005-035. Full description at Econpapers || Download paper | 15 |
2010 | Stochastic Mortality, Subjective Survival Expectations, and Individual Saving Behavior. (2010). Post, Thomas ; Hanewald, Katja. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2010-040. Full description at Econpapers || Download paper | 15 |
Citing documents used to compute impact factor 18:
Year | Title | See |
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2014 | Matrix Box-Cox Models for Multivariate Realized Volatility. (2014). Weigand, Roland . In: University of Regensburg Working Papers in Business, Economics and Management Information Systems. RePEc:bay:rdwiwi:29687. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Functional stable limit theorems for efficient spectral covolatility estimators. (2014). Altmeyer, Randolf ; Bibinger, Markus . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2014-005. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Financial sector-output dynamics in the euro area: Non-linearities reconsidered. (2014). Schleer, Frauke ; Semmler, Willi . In: ZEW Discussion Papers. RePEc:zbw:zewdip:13068r. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Financial Stress, Sovereign Debt and Economic Activity in Industrialized Countries: Evidence from Dynamic Threshold Regressions. (2014). Schoder, Christian ; Proaño, Christian ; Proao, Christian R. ; Semmler, Willi . In: Department of Economics Working Papers. RePEc:wiw:wiwwuw:wuwp167. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Financial stress, sovereign debt and economic activity in industrialized countries: Evidence from dynamic threshold regressions. (2014). Proao, Christian R. ; Semmler, Willi ; Schoder, Christian . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:45:y:2014:i:c:p:17-37. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Fiscal Integration in the Eurozone: Economic Effects of Two Key Scenarios. (2014). Peichl, Andreas ; Dolls, Mathias ; Neumann, Dirk ; Fuest, Clemens . In: EUROMOD Working Papers. RePEc:ese:emodwp:em1-14. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Optimal Execution in Lit and Dark Pools. (2014). Crisafi, Alessandra M. ; Macrina, Andrea . In: Papers. RePEc:arx:papers:1405.2023. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | [Citation Analysis] | |
2014 | Measuring agentsâ reaction to private and public information in games with strategic complementarities. (2014). Cornand, Camille ; Heinemann, Frank . In: Experimental Economics. RePEc:kap:expeco:v:17:y:2014:i:1:p:61-77. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Confidence Bands for Impulse Responses: Bonferroni versus Wald. (2014). Winker, Peter ; Staszewska-Bystrova, Anna ; Lütkepohl, Helmut ; Luetkepohl, Helmut . In: CESifo Working Paper Series. RePEc:ces:ceswps:_4634. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Risk Matters: A Comment. (2014). Pfeifer, Johannes ; Born, Benjamin. In: Dynare Working Papers. RePEc:cpm:dynare:039. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Measuring and testing for the systemically important financial institutions. (2014). Ferrari, Stijn ; Castro, Carlos . In: Journal of Empirical Finance. RePEc:eee:empfin:v:25:y:2014:i:c:p:1-14. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Desempleo y ocupación en las ciudades colombianas. Un ejercicio con datos panel. (2014). Cesar Augusto MERCHAN HERNANDEZ, . In: ARCHIVOS DE ECONOMÃA. RePEc:col:000118:011212. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | [Citation Analysis] | |
2014 | A consistent two-factor model for pricing temperature derivatives. (2014). López Cabrera, Brenda ; Meyer-Brandis, Thilo ; Groll, Andreas ; Lopez-Cabrera, Brenda . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2014-006. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Nonparametric estimation of the tree structure of a nested Archimedean copula. (2014). Segers, Johan ; Uyttendaele, Nathan . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:72:y:2014:i:c:p:190-204. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Inference on the Lévy measure in case of noisy observations. (2014). Vetter, Mathias . In: Statistics & Probability Letters. RePEc:eee:stapro:v:87:y:2014:i:c:p:125-133. Full description at Econpapers || Download paper | [Citation Analysis] |
2014 | Accounting in Agriculture: Disclosure practices of listed firms. (2014). Gonalves, Rute ; Lopes, Patricia . In: FEP Working Papers. RePEc:por:fepwps:530. Full description at Econpapers || Download paper | [Citation Analysis] |
Recent citations received in: 2013
Year | Title | See |
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2013 | Nets: Network Estimation for Time Series. (2013). Brownlees, Christian ; Barigozzi, Matteo. In: Working Papers. RePEc:bge:wpaper:723. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Solving DSGE models with a nonlinear moving average. (2013). Meyer-Gohde, Alexander ; Lan, Hong. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:37:y:2013:i:12:p:2643-2667. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Pricing rainfall futures at the CME. (2013). Ritter, Matthias ; Odening, Martin ; López Cabrera, Brenda. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:37:y:2013:i:11:p:4286-4298. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Pricing Rainfall Derivatives at the CME. (2013). Ritter, Matthias ; Odening, Martin ; López Cabrera, Brenda. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2013-005. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Econometrics of co-jumps in high-frequency data with noise. (2013). Winkelmann, Lars ; Bibinger, Markus . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2013-021. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | . Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Modified Schefféâs Prediction Bands. (2013). Staszewska-Bystrova, Anna. In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik). RePEc:jns:jbstat:v:233:y:2013:i:5-6:p:680-690. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Uncertainty shocks, banking frictions, and economic activity. (2013). van Roye, Björn ; Bonciani, Dario . In: Kiel Working Papers. RePEc:kie:kieliw:1843. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | International transmission of financial stress: evidence from a GVAR. (2013). van Roye, Björn ; Dovern, Jonas. In: Kiel Working Papers. RePEc:kie:kieliw:1844. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Nets: Network estimation for time series. (2013). Barigozzi, Matteo ; Brownlees, Christian T.. In: Economics Working Papers. RePEc:upf:upfgen:1391. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Financial network systemic risk contributions. (2013). Schienle, Melanie ; Schaumburg, Julia ; Hautsch, Nikolaus. In: CFS Working Paper Series. RePEc:zbw:cfswop:201320. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | How many factors and shocks cause financial stress?. (2013). Schleer, Frauke ; Kappler, Marcus . In: ZEW Discussion Papers. RePEc:zbw:zewdip:13100. Full description at Econpapers || Download paper | [Citation Analysis] |
2013 | Fiscal integration in the eurozone: Economic effects of two key scenarios. (2013). Peichl, Andreas ; Fuest, Clemens ; Dolls, Mathias ; Neumann, Dirk . In: ZEW Discussion Papers. RePEc:zbw:zewdip:13106. Full description at Econpapers || Download paper | [Citation Analysis] |
Recent citations received in: 2012
Year | Title | See |
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2012 | Existence and Uniqueness of Perturbation Solutions in DSGE Models. (2012). Meyer-Gohde, Alexander ; Lan, Hong. In: Dynare Working Papers. RePEc:cpm:dynare:014. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Quantile Regression in Risk Calibration. (2012). Wang, Weining ; Härdle, Wolfgang ; Chao, Shih-Kang ; Hardle, Wolfgang Karl . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2012-006. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Intended and unintended consequences of mandatory IFRS adoption: A review of extant evidence and suggestions for future research. (2012). Sellhorn, Thorsten ; Brüggemann, Ulf ; Hitz, Jorg-Markus ; Bruggemann, Ulf . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2012-011. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Simultaneous test procedures in terms of p-value copulae. (2012). Dickhaus, Thorsten ; Gierl, Jakob . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2012-049. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Moral Hazard in Hierarchies and Soft Information. (2012). Russo, Antonio ; Angelucci, Charles. In: TSE Working Papers. RePEc:tse:wpaper:26384. Full description at Econpapers || Download paper | [Citation Analysis] |
2012 | Pre-Trade Transparency and Informed Trading an Experimental Approach to Hidden Liquidity. (2012). Gozluklu, Arie E.. In: Working Papers. RePEc:wbs:wpaper:wpn12-05. Full description at Econpapers || Download paper | [Citation Analysis] |
Recent citations received in: 2011
Year | Title | See |
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2011 | Dynamic Large Spatial Covariance Matrix Estimation in Application to
Semiparametric Model Construction via Variable Clustering: the SCE approach. (2011). Song, Song . In: Papers. RePEc:arx:papers:1106.3921. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | A Behavioural Analysis of Online Privacy and Security. (2011). Baddeley, Michelle. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:1147. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Anmerkungen zum Target2-Streit. (2011). Homburg, Stefan. In: Ifo Schnelldienst. RePEc:ces:ifosdt:v:64:y:2011:i:16:p:46-50. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Weitere Anmerkungen zur Debatte um Target2 während der Finanzkrise. (2011). Cour-Thimann, Philippine ; Philipp, Konig ; Bindseil, Ulrich . In: Ifo Schnelldienst. RePEc:ces:ifosdt:v:64:y:2011:i:16:p:79-86. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | TARGET2 Unlimited: Monetary Policy Implications of Asymmetric Liquidity Management within the Euro Area. (2011). Zemanek, Holger ; Loffler, Axel ; Abad, Jose M.. In: CEPS Papers. RePEc:eps:cepswp:5904. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Achieving maximum long-term growth. (2011). Trichet, Jean-Claude . In: Proceedings - Economic Policy Symposium - Jackson Hole. RePEc:fip:fedkpr:y:2011:p:427-449. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | A strategic mediator who is biased into the same direction as the expert can improve information transmission. (2011). Mechtenberg, Lydia ; Munster, Johannes . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-012. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Spatial Risk Premium on Weather Derivatives and Hedging Weather Exposure in Electricity. (2011). Osipenko, Maria ; Härdle, Wolfgang ; Hardle, Wolfgang Karl . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-013. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | The Law of Attraction: Bilateral Search and Horizontal Heterogeneity. (2011). Qari, Salmai ; Hofmann, Dirk . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-017. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | How Computational Statistics Became the Backbone of Modern Data Science. (2011). Härdle, Wolfgang ; Gentle, James E. ; Mori, Yuichi ; Hardle, Wolfgang Karl . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-020. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | How do Unusual Working Schedules Affect Social Life?. (2011). Scheffel, Juliane. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-025. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Compensation of Unusual Working Schedules. (2011). Scheffel, Juliane. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-026. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Estimation of the characteristics of a Lévy process observed at arbitrary frequency. (2011). Reiss, Markus ; Kappus, Johanna . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-027. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Pointwise adaptive estimation for quantile regression. (2011). Reiss, Markus ; Cuenod, Charles A. ; Rozenholc, Yves . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-029. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Asymptotics of Asynchronicity. (2011). Bibinger, Markus . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-033. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | An estimator for the quadratic covariation of asynchronously observed Itô processes with noise: Asymptotic distribution theory. (2011). Bibinger, Markus . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-034. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | The economics of TARGET2 balances. (2011). Konig, Philipp Johann ; Bindseil, Ulrich . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-035. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Pollution permits, Strategic Trading and Dynamic Technology Adoption. (2011). Taschini, Luca ; Moreno-Bromberg, Santiago . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-042. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | CRRA Utility Maximization under Risk Constraints. (2011). Reveillac, Anthony ; Pirvu, Traian A. ; Moreno-Bromberg, Santiago . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-043. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Bayesian Networks and Sex-related Homicides. (2011). Stahlschmidt, Stephan ; Härdle, Wolfgang ; Tausendteufel, Helmut ; Hardle, Wolfgang K.. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-045. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | The Regulation of Interdependent Markets. (2011). Scarpa, Carlo ; Fiocco, Raffaele . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-046. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Bargaining and Collusion in a Regulatory
Model. (2011). Gilli, Mario ; Fiocco, Raffaele . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-047. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Monetary Policy, Determinacy, and the Natural Rate Hypothesis. (2011). Meyer-Gohde, Alexander. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-049. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Rollover risk, network structure and systemic financial crises. (2011). Anand, Kartik ; Gai, Prasanna ; Marsili, Matteo . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-052. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | When to Cross the Spread: Curve Following with Singular Control. (2011). Horst, Ulrich ; Naujokat, Felix . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-053. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | TVICA - Time Varying Independent Component Analysis and Its Application to Financial Data. (2011). Härdle, Wolfgang ; Chen, Ray-Bing ; Hardle, Wolfgang . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-054. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Pricing Chinese rain: a multi-site multi-period equilibrium pricing model for rainfall derivatives. (2011). Osipenko, Maria ; Härdle, Wolfgang ; Hardle, Wolfgang . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-055. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Limit Order Flow, Market Impact and Optimal Order Sizes: Evidence from NASDAQ TotalView-ITCH Data. (2011). Huang, Ruihong ; Hautsch, Nikolaus. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-056. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | We develop a sequential trade model of Iceberg order execution in a limit order book.
The Iceberg-trader has the freedom to expose his trading intentions or (partially) shield
the true order size agai. (2011). Horst, Ulrich ; Cebiroglu, Gokhan . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-057. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Optimal liquidation in dark pools. (2011). Cebiroglu, Gokhan ; Horst, Ulrich . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-058. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | On heterogeneous latent class models with applications to the analysis of rating scores. (2011). Hafner, Christian ; Bertrand, Aurelie . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-062. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Multivariate Volatility Modeling of Electricity Futures. (2011). Hafner, Christian ; Bauwens, Luc ; Pierret, Diane . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-063. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Semiparametric Estimation with Generated Covariates. (2011). Schienle, Melanie ; Rothe, Christoph ; Mammen, Enno . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-064. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Linking corporate reputation and shareholder value using the publication of reputation rankings. (2011). Hildebrandt, Lutz ; Tischer, Sven . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-065. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Monitoring, Information Technology and the Labor Share. (2011). Schneider, Dorothee. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-066. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Minimal Supersolutions of BSDEs with Lower Semicontinuous Generators. (2011). Mainberger, Christoph ; Kupper, Michael ; Heyne, Gregor . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-067. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | The Labor Share: A Review of Theory and Evidence. (2011). Schneider, Dorothee. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-069. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Econometric analysis of volatile art markets. (2011). Hafner, Christian ; Fabian Y. R. P. Bocart, . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-071. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Financial Network Systemic Risk Contributions. (2011). Schienle, Melanie ; Schaumburg, Julia ; Hautsch, Nikolaus. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-072. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Continuous Equilibrium under Base Preferences and Attainable Initial Endowments. (2011). Macrina, Andrea ; Horst, Ulrich ; Kupper, Michael ; Mainberger, Christoph . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-082. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Equilibrium Pricing in Incomplete Markets under Translation Invariant Preferences. (2011). Kupper, Michael ; Horst, Ulrich ; Pirvu, Traian A. ; Cheridito, Patrick . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-083. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Competition and regulation in a differentiated good market. (2011). Fiocco, Raffaele . In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-084. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Risk Patterns and Correlated Brain Activities. Multidimensional statistical analysis of fMRI data with application to risk patterns. (2011). MyÅ¡iÄková, Alena ; Härdle, Wolfgang ; Myikova, Alena ; Hardle, Wolfgang K. ; Song, Song ; Majer, Piotr ; Peter N. C. Mohr, ; Rei, Markus ; Bibinger, Markus ; Heekeren, Hauke R.. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2011-085. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Aggregate Hours Worked in OECD Countries: New Measurement and Implications for Business Cycles. (2011). Raffo, Andrea ; Ohanian, Lee. In: NBER Working Papers. RePEc:nbr:nberwo:17420. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | TARGET2 Unlimited: Monetary Policy Implications of Asymmetric Liquidity Management within the Euro Area. (2011). Zemanek, Holger ; Loeffler, Axel ; Abad, Jose M. In: MPRA Paper. RePEc:pra:mprapa:31937. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Niurong as the target for NGDP targeting: Mario Draghis nightmare?. (2011). Belgodere, Antoine. In: MPRA Paper. RePEc:pra:mprapa:34871. Full description at Econpapers || Download paper | [Citation Analysis] |
2011 | Coordination, efficiency and pre-play communication with forgone costly messages. (2011). Weber, Roberto ; Blume, Andreas ; Kriss, Peter H.. In: ECON - Working Papers. RePEc:zur:econwp:034. 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.