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

Working Papers / Office of Financial Research, US Department of the Treasury

0.58

Impact Factor

0.58

5-Years IF

4

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
20050.43000 (%)0.22
20060.45000 (%)0.19
20070.38000 (%)0.17
20080.38000 (%)0.17
20090.35000 (%)0.17
20100.32000 (%)0.15
20110.41000 (%)0.2
20120.463324003 (12.5%)0.21
201320.492912141.171136362 (18.2%)30.330.22
20140.580.560.5892180.3881271271 (12.5%)10.110.3
 
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
2012A Survey of Systemic Risk Analytics. (2012). Bisias, Dimitrios ; Valavanis, Stavros ; Lo, Andrew W. ; Flood, Mark . In: Working Papers. RePEc:ofr:wpaper:12-01.

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19
2012Using Agent-Based Models for Analyzing Threats to Financial Stability. (2012). Bookstaber, Richard . In: Working Papers. RePEc:ofr:wpaper:12-03.

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7
2014Shadow Banking: The Money View. (2014). Pozsar, Zoltan . In: Working Papers. RePEc:ofr:wpaper:14-04.

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6
2013How Likely is Contagion in Financial Networks?. (2013). Glasserman, Paul ; Young, Peyton . In: Working Papers. RePEc:ofr:wpaper:13-06.

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4
2013Stress Scenario Selection by Empirical Likelihood. (2013). Glasserman, Paul ; Kang, Wanmo . In: Working Papers. RePEc:ofr:wpaper:13-04.

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3
2014A Map of Funding Durability and Risk. (2014). Aguiar, Andrea ; Wipf, Thomas ; Bookstaber, Rick . In: Working Papers. RePEc:ofr:wpaper:14-03.

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2
2013Hedge Fund Contagion and Risk-adjusted Returns: A Markov-switching Dynamic Factor Approach. (2013). Akay, Ozgur ; Yoldas, Emre ; Senyuz, Zeynep . In: Working Papers. RePEc:ofr:wpaper:13-03.

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2
2013Stress Tests to Promote Financial Stability: Assessing Progress and Looking to the Future. (2013). Bookstaber, Rick ; Glasserman, Paul ; Flood, Mark ; Feldberg, Greg ; Cetina, Jill . In: Working Papers. RePEc:ofr:wpaper:13-07.

Full description at Econpapers || Download paper

2
2013Common Ground: The Need for a Universal Mortgage Loan Identifier. (2013). McCormick, Matthew ; Calahan, Lynn . In: Working Papers. RePEc:ofr:wpaper:13-09.

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1
2015Are the Federal Reserves Stress Test Results Predictable?. (2015). Glasserman, Paul ; Tangirala, Gowtham . In: Working Papers. RePEc:ofr:wpaper:15-02.

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1
2013Cryptography and the Economics of Supervisory Information: Balancing Transparency and Confidentiality. (2013). Flood, Mark ; Smith, Adam ; Ong, Stephen ; Katz, Jonathan. In: Working Papers. RePEc:ofr:wpaper:13-08.

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1
2013Systematic Scenario Selection. (2013). Flood, Mark ; Korenko, George . In: Working Papers. RePEc:ofr:wpaper:13-02.

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1
2014An Agent-based Model for Financial Vulnerability. (2014). Bookstaber, Rick ; Tivnan, Brian ; Paddrik, Mark . In: Working Papers. RePEc:ofr:wpaper:14-05.

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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
2012A Survey of Systemic Risk Analytics. (2012). Bisias, Dimitrios ; Valavanis, Stavros ; Lo, Andrew W. ; Flood, Mark . In: Working Papers. RePEc:ofr:wpaper:12-01.

Full description at Econpapers || Download paper

19
2012Using Agent-Based Models for Analyzing Threats to Financial Stability. (2012). Bookstaber, Richard . In: Working Papers. RePEc:ofr:wpaper:12-03.

Full description at Econpapers || Download paper

7
2014Shadow Banking: The Money View. (2014). Pozsar, Zoltan . In: Working Papers. RePEc:ofr:wpaper:14-04.

Full description at Econpapers || Download paper

6
2013How Likely is Contagion in Financial Networks?. (2013). Glasserman, Paul ; Young, Peyton . In: Working Papers. RePEc:ofr:wpaper:13-06.

Full description at Econpapers || Download paper

3
2013Stress Scenario Selection by Empirical Likelihood. (2013). Glasserman, Paul ; Kang, Wanmo . In: Working Papers. RePEc:ofr:wpaper:13-04.

Full description at Econpapers || Download paper

3
2013Hedge Fund Contagion and Risk-adjusted Returns: A Markov-switching Dynamic Factor Approach. (2013). Akay, Ozgur ; Yoldas, Emre ; Senyuz, Zeynep . In: Working Papers. RePEc:ofr:wpaper:13-03.

Full description at Econpapers || Download paper

2
2013Stress Tests to Promote Financial Stability: Assessing Progress and Looking to the Future. (2013). Bookstaber, Rick ; Glasserman, Paul ; Flood, Mark ; Feldberg, Greg ; Cetina, Jill . In: Working Papers. RePEc:ofr:wpaper:13-07.

Full description at Econpapers || Download paper

2
2014A Map of Funding Durability and Risk. (2014). Aguiar, Andrea ; Wipf, Thomas ; Bookstaber, Rick . In: Working Papers. RePEc:ofr:wpaper:14-03.

Full description at Econpapers || Download paper

2

Citing documents used to compute impact factor 7:

[Click on heading to sort table]

YearTitleSee
2014A Map of Funding Durability and Risk. (2014). Aguiar, Andrea ; Wipf, Thomas ; Bookstaber, Rick . In: Working Papers. RePEc:ofr:wpaper:14-03.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Inhomogeneous Financial Networks and Contagious Links *. (2014). Amini, Hamed ; Minca, Andreea . In: Working Papers. RePEc:hal:wpaper:hal-01081559.

Full description at Econpapers || Download paper

[Citation Analysis]
2014Crowded Trades: An Overlooked Systemic Risk for Central Clearing Counterparties. (2014). Menkveld, Albert J.. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140065.

Full description at Econpapers || Download paper

[Citation Analysis]
2014An Overview of Macroprudential Policy Tools. (2014). Claessens, Stijn . In: IMF Working Papers. RePEc:imf:imfwpa:14/214.

Full description at Econpapers || Download paper

[Citation Analysis]
2014How Insurers Differ from Banks: A Primer on Systemic Regulation. (2014). Thimann, Christian . In: PSE Working Papers. RePEc:hal:psewpa:halshs-01074933.

Full description at Econpapers || Download paper

[Citation Analysis]
2014A Map of Funding Durability and Risk. (2014). Aguiar, Andrea ; Wipf, Thomas ; Bookstaber, Rick . In: Working Papers. RePEc:ofr:wpaper:14-03.

Full description at Econpapers || Download paper

[Citation Analysis]
2014An Agent-based Model for Financial Vulnerability. (2014). Bookstaber, Rick ; Tivnan, Brian ; Paddrik, Mark . In: Working Papers. RePEc:ofr:wpaper:14-05.

Full description at Econpapers || Download paper

[Citation Analysis]

Cites in year: CiY

Recent citations received in: 2014

[Click on heading to sort table]

YearTitleSee
2014An Agent-based Model for Financial Vulnerability. (2014). Bookstaber, Rick ; Tivnan, Brian ; Paddrik, Mark . In: Working Papers. RePEc:ofr:wpaper:14-05.

Full description at Econpapers || Download paper

[Citation Analysis]

Recent citations received in: 2013

[Click on heading to sort table]

YearTitleSee
2013Measuring capital adequacy supervisory stress tests in a Basel world. (2013). . In: FRB Atlanta Working Paper No.. RePEc:fip:fedawp:2013-15.

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[Citation Analysis]
2013Office of Financial Research 2013 Annual Report. (2013). . In: Reports. RePEc:ofr:report:13-2.

Full description at Econpapers || Download paper

[Citation Analysis]
2013Stress Tests to Promote Financial Stability: Assessing Progress and Looking to the Future. (2013). Bookstaber, Rick ; Glasserman, Paul ; Flood, Mark ; Feldberg, Greg ; Cetina, Jill . In: Working Papers. RePEc:ofr:wpaper:13-07.

Full description at Econpapers || Download paper

[Citation Analysis]

Recent citations received in: 2012

[Click on heading to sort table]

YearTitleSee

10 most frequent citing series:

[Click on heading to sort table]

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.