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Last updated December, 3 2015 760.408 documents processed, 20.499.313 references and 8.066.571 citations

Working papers / Edith Cowan University, School of Business


0.25

Impact Factor

0.07

5-Years IF

2

5-Years H index

[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ]
[more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators


Raw data


IF AIF IF5 DOC CDO CCU CIF CIT D2Y C2Y D5Y C5Y %SC CiY II AII
19900.08000 (%)0.05
19910.08000 (%)0.05
19920.09000 (%)0.05
19930.1000 (%)0.05
19940.11000 (%)0.05
19950.15000 (%)0.1
19960.19000 (%)0.09
19970.2000 (%)0.08
19980.21000 (%)0.12
19990.27000 (%)0.15
20000.36000 (%)0.14
20010.36000 (%)0.17
20020.37000 (%)0.18
20030.39000 (%)0.18
20040.41000 (%)0.18
20050.43171700 (%)0.22
20060.455221717 (%)0.19
20070.388302222 (%)0.17
20080.38737213302 (100%)0.17
20090.070.350.03124910.02121513717 (58.3%)0.17
20100.160.320.0655430.06193493 (%)0.15
20110.290.410.14761100.1641753753 (75%)30.430.2
20120.460.116240.0612394 (%)0.21
20130.490.0336510.0218321 (%)0.22
20140.250.560.076520.0341282 (%)0.3
 
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
IF5: Impact Factor: C5Y / D5Y
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
D5Y: Number of articles published in y-1 until y-5
C5Y: Cites in y to articles published in y-1 until y-5
%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

 

50 most cited documents in this series:


[Click on heading to sort table]

YearTitleCited
2009CVaR and Credit Risk Measurement. (2009). Allen, David E ; Powell, Robert . In: Working papers. RePEc:ecu:wpaper:2009-05.

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6
2009Asset Pricing, the Fama-French Factor Model and the Implications of Quantile Regression Analysis. (2009). Singh, Abhay Kumar ; Powell, Robert ; Allen, David E. In: Working papers. RePEc:ecu:wpaper:2009-11.

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4
2011Comparing Australian and US Corporate Default Risk using Quantile Regression. (2011). Singh, Abhay Kumar ; Powell, R. J. ; Allen, David E ; Kramadibrata, Akhmad R.. In: Working papers. RePEc:ecu:wpaper:2011-04.

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2
2011Peas in a pod: Canadian and Australian banks before and during a Global Financial Crisis. (2011). Allen, David E ; R. R Boffey, ; Powell, R. J.. In: Working papers. RePEc:ecu:wpaper:2011-01.

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2
2008Structural Credit Modelling and Its Relationship to Market Value at Risk: An Australian Sectoral Perspective. (2008). Allen, David E. ; Powell, Robert . In: Working papers. RePEc:ecu:wpaper:2008-01.

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1
2011A Quantile Analysis of Default Risk for Speculative and Emerging Companies. (2011). Singh, Abhay Kumar ; Powell, R. J. ; Allen, David E ; Kramadibrata, Akhmad R.. In: Working papers. RePEc:ecu:wpaper:2011-05.

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1
2009Modelling Australian Domestic Tourism Demand: A Panel Data Approach.. (2009). Allen, David E ; Yap, Ghialy . In: Working papers. RePEc:ecu:wpaper:2009-10.

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1
2009Stock Returns and Equity Premium Evidence Using Dividend Price Ratios and Dividend Yields in Malaysia. (2009). Allen, David E ; Bujang, Imbarine . In: Working papers. RePEc:ecu:wpaper:2009-08.

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1
2011A Quantile Monte Carlo approach to measuring extreme credit risk. (2011). Allen, David E ; R. R Boffey, ; Powell, R. J.. In: Working papers. RePEc:ecu:wpaper:2011-02.

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1
2008Realized Volatility Uncertainty. (2008). Allen, David E ; Scharth, Marcel . In: Working papers. RePEc:ecu:wpaper:2008-07.

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1
2013Financial Dependence Analysis: Applications of Vine Copulae. (2013). Singh, Abhay Kumar ; Powell, Robert ; Allen, David E. In: Working papers. RePEc:ecu:wpaper:2013-03.

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1

50 most relevant documents in this series:


Papers most cited in the last two years. [Click on heading to sort table]

YearTitleCited

Citing documents used to compute impact factor 1:


[Click on heading to sort table]

YearTitleSee
2014Risk Measurement and Risk Modelling using Applications of Vine Copulas. (2014). Singh, Abhay K. ; McAleer, Michael ; Allen, David E.. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140054.

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[Citation Analysis]

Cites in year: CiY


Recent citations received in: 2011


[Click on heading to sort table]

YearTitleSee
2011A Quantile Monte Carlo approach to measuring extreme credit risk. (2011). Allen, David E ; R. R Boffey, ; Powell, R. J.. In: Working papers. RePEc:ecu:wpaper:2011-02.

Full description at Econpapers || Download paper

[Citation Analysis]
2011Survival of the fittest: contagion as a determinant of Canadian and Australian bank risk. (2011). Allen, David E ; R. R Boffey, ; Powell, R. J.. In: Working papers. RePEc:ecu:wpaper:2011-03.

Full description at Econpapers || Download paper

[Citation Analysis]
2011Tail Risk for Australian Emerging Market Entities. (2011). Singh, Abhay Kumar ; Powell, R. J. ; Allen, David E ; Kramadibrata, Akhmad R.. In: Working papers. RePEc:ecu:wpaper:2011-11.

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.