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

FinMaP-Working Papers / Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents

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Impact Factor

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5-Years IF

3

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
20120.46000 (%)0.21
20130.49000 (%)0.22
20140.56272760.2218002 (11.1%)60.220.3
 
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
2014What are the main drivers of the Bitcoin price? Evidence from wavelet coherence analysis. (2014). . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:23.

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4
2014House Prices, Capital Inflows and Macroprudential Policy. (2014). Punzi, Maria Teresa . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:10.

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3
2014Forecasting the Volatility of the Dow Jones Islamic Stock Market Index: Long Memory vs. Regime Switching. (2014). ben Nasr, Adnen ; Lux, Thomas ; Gupta, Rangan . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:2.

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3
2014Measuring capital market efficiency: Long-term memory, fractal dimension and approximate entropy. (2014). Vosvrda, Miloslav . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:18.

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2
2014Realized wavelet-based estimation of integrated variance and jumps in the presence of noise. (2014). Vacha, Luka . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:16.

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2
2014Contagion Risk in the Interbank Market: A Probabilistic Approach to Cope with Incomplete Structural Information. (2014). Montagna, Mattia ; Lux, Thomas . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:8.

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2
2014The Role of a Changing Market Environment for Credit Default Swap Pricing. (2014). Reitz, Stefan . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:7.

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1
2015Bringing an elementary agent-based model to the data: Estimation via GMM and an application to forecasting of asset price volatility. (2015). Ghonghadze, Jaba ; Lux, Thomas . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:38.

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1
2015Estimation of sentiment effects in financial markets: A simulated method of moments approach. (2015). Zhenxi, Chen ; Lux, Thomas . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:37.

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1
2015Modeling and forecasting crude oil price volatility: Evidence from historical and recent data. (2015). Segnon, Mawuli ; Lux, Thomas . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:31.

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1
2014Emergence of a Core-Periphery Structure in a Simple Dynamic Model of the Interbank Market. (2014). Lux, Thomas . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:3.

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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
2014House Prices, Capital Inflows and Macroprudential Policy. (2014). Punzi, Maria Teresa . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:10.

Full description at Econpapers || Download paper

3
2014Forecasting the Volatility of the Dow Jones Islamic Stock Market Index: Long Memory vs. Regime Switching. (2014). ben Nasr, Adnen ; Lux, Thomas ; Gupta, Rangan . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:2.

Full description at Econpapers || Download paper

3
2014What are the main drivers of the Bitcoin price? Evidence from wavelet coherence analysis. (2014). . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:23.

Full description at Econpapers || Download paper

3
2014Contagion Risk in the Interbank Market: A Probabilistic Approach to Cope with Incomplete Structural Information. (2014). Montagna, Mattia ; Lux, Thomas . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:8.

Full description at Econpapers || Download paper

2
2014Realized wavelet-based estimation of integrated variance and jumps in the presence of noise. (2014). Vacha, Luka . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:16.

Full description at Econpapers || Download paper

2
2014Measuring capital market efficiency: Long-term memory, fractal dimension and approximate entropy. (2014). Vosvrda, Miloslav . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:18.

Full description at Econpapers || Download paper

2

Citing documents used to compute impact factor 0:

[Click on heading to sort table]

YearTitleSee

Cites in year: CiY

Recent citations received in: 2014

[Click on heading to sort table]

YearTitleSee
2014The digital traces of bubbles: feedback cycles between socio-economic signals in the Bitcoin economy. (2014). Tessone, Claudio Juan ; Mavrodiev, Pavlin ; PERONY, NICOLAS ; Garcia, David . In: Papers. RePEc:arx:papers:1408.1494.

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[Citation Analysis]
2014Are there Long-Run Diversification Gains from the Dow Jones Islamic Finance Index?. (2014). Hammoudeh, Shawkat ; Babalos, Vassilios . In: Working Papers. RePEc:emu:wpaper:15-20.pdf.

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[Citation Analysis]
2014Are there long-run diversification gains from the Dow Jones Islamic Finance Index?. (2014). Jooste, Charl ; Hammoudeh, Shawkat . In: Working Papers. RePEc:ipg:wpaper:2014-566.

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[Citation Analysis]
2014What Does Crypto-currency Look Like? Gaining Insight into Bitcoin Phenomenon. (2014). Selmi, Refk . In: MPRA Paper. RePEc:pra:mprapa:58133.

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[Citation Analysis]
2014Is Bitcoin business income or speculative bubble? Unconditional vs. conditional frequency domain analysis. (2014). . In: MPRA Paper. RePEc:pra:mprapa:59595.

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[Citation Analysis]
2014Are there Long-Run Diversification Gains from the Dow Jones Islamic Finance Index?. (2014). Jooste, Charl ; Hammoudeh, Shawkat ; Gupta, Rangan ; Babalos, Lardo Vassilios . In: Working Papers. RePEc:pre:wpaper:201433.

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[Citation Analysis]

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.