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

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

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Impact Factor

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5-Years IF

6

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
20000.36161626001 (3.8%)0.14
20010.060.360.06112720.0744161161 (%)0.17
20020.110.370.11154250.12212732733 (14.3%)10.070.18
20030.150.390.17196190.1520264427 (%)10.050.18
20040.120.410.1126380.13344617 (%)0.18
20050.290.430.3263210.332166320 (%)0.22
20060.450.1163110.172475 (%)0.19
20070.380.2863180.2903610 (%)0.17
20080.380.056360.10211 (%)0.17
20090.356350.0802 (%)0.17
20100.326340.0600 (%)0.15
20110.416350.0800 (%)0.2
20120.466350.0800 (%)0.21
20130.496340.0600 (%)0.22
20140.566350.0800 (%)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
2001A Finite Difference Approach to the Valuation of Path Dependent Life Insurance Liabilities.. (2001). Grosen, Anders ; Jorgensen, Peter Lochte ; Jensen, Bjarke. In: Finance Working Papers. RePEc:hhb:aarfin:2001_005.

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16
2000Uncovered Interest Parity and Policy Behavior New Evidence.. (2000). Christensen, Michael . In: Finance Working Papers. RePEc:hhb:aarfin:2000_002.

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14
2001Life Insurance Liabilities at Market Value.. (2001). Grosen, Anders ; Jorgensen, Peter Lochte . In: Finance Working Papers. RePEc:hhb:aarfin:2001_004.

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14
2001Bootstrap Inference in Semiparametric Generalized Additive Models.. (2001). Sperlich, Stefan ; Hardle, Wolfgang ; Huet, Sylvie . In: Finance Working Papers. RePEc:hhb:aarfin:2001_003.

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7
2003Volatility-Spillover E ffects in European Bond Markets. (2003). . In: Finance Working Papers. RePEc:hhb:aarfin:2003_008.

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

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6
2003Deposit Insurance and the Risk Premium in Bank Deposit Rates. (2003). Stover, R. D.. In: Finance Working Papers. RePEc:hhb:aarfin:2002_010.

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5
2002Regime Switching in the Yield Curve. (2002). . In: Finance Working Papers. RePEc:hhb:aarfin:2002_013.

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5
2003Multivariate Term Structure Models with Level and Heteroskedasticity Effects. (2003). . In: Finance Working Papers. RePEc:hhb:aarfin:2002_019.

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

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4
2002Testing for Multiple Types of Marginal Investor in Ex-day Pricing. (2002). Briown, Kate. In: Finance Working Papers. RePEc:hhb:aarfin:2002_012.

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

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3
2001Cross-Currency LIBOR Market Models.. (2001). Mikkelsen, Peter. In: Finance Working Papers. RePEc:hhb:aarfin:2001_006.

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

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

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3
2003The Educational Asset Market: A Finance Perspective on Human Capital Investment. (2003). . In: Finance Working Papers. RePEc:hhb:aarfin:2002_009.

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

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

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

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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.

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2
2001Long Maturity Forward Rates.. (2001). . In: Finance Working Papers. RePEc:hhb:aarfin:2001_012.

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

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

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

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1
2001Estimating Multiplicative and Additive Hazard Functions by Kernel Methods.. (2001). Nielsen, Jens Perch ; van de Geer, Sara . In: Finance Working Papers. RePEc:hhb:aarfin:2001_002.

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1
2002Long-Run Forecasting in Multicointegrated Systems. (2002). . In: Finance Working Papers. RePEc:hhb:aarfin:2002_014.

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1
2001Real Supply Shocks and the Money Growth-Inflation Relationship.. (2001). Christensen, Michael . In: Finance Working Papers. RePEc:hhb:aarfin:2001_001.

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

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

Full description at Econpapers || Download paper

3
2001Life Insurance Liabilities at Market Value.. (2001). Grosen, Anders ; Jorgensen, Peter Lochte . In: Finance Working Papers. RePEc:hhb:aarfin:2001_004.

Full description at Econpapers || Download paper

2
2001A Finite Difference Approach to the Valuation of Path Dependent Life Insurance Liabilities.. (2001). Grosen, Anders ; Jorgensen, Peter Lochte ; Jensen, Bjarke. In: Finance Working Papers. RePEc:hhb:aarfin:2001_005.

Full description at Econpapers || Download paper

2
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

2

Citing documents used to compute impact factor 0:

[Click on heading to sort table]

YearTitleSee

10 most frequent citing series:

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SeriesCited

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.