null
Impact Factor
0.06
5-Years IF
3
5-Years H index
null
Impact Factor
0.06
5-Years IF
3
5-Years H index
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 |
 
# | Year | Title | Cited |
---|---|---|---|
1 | 2009 | CVaR and Credit Risk Measurement. (2009). Allen, David E ; Powell, Robert . In: Working papers. RePEc:ecu:wpaper:2009-05. Full description at Econpapers || Download paper | 6 |
2 | 2009 | Asset 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. Full description at Econpapers || Download paper | 5 |
3 | 2013 | Financial Dependence Analysis: Applications of Vine Copulae. (2013). Powell, Robert ; Allen, David ; Singh, Abhay Kumar . In: Working papers. RePEc:ecu:wpaper:2013-03. Full description at Econpapers || Download paper | 3 |
4 | 2011 | Comparing Australian and US Corporate Default Risk using Quantile Regression. (2011). Powell, Robert ; Allen, David ; Singh, Abhay Kumar ; Kramadibrata, Akhmad R.. In: Working papers. RePEc:ecu:wpaper:2011-04. Full description at Econpapers || Download paper | 2 |
5 | 2011 | Peas in a pod: Canadian and Australian banks before and during a Global Financial Crisis. (2011). Powell, Robert ; Allen, David ; R. R Boffey, . In: Working papers. RePEc:ecu:wpaper:2011-01. Full description at Econpapers || Download paper | 2 |
6 | 2008 | Structural 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. Full description at Econpapers || Download paper | 1 |
7 | 2011 | A Quantile Analysis of Default Risk for Speculative and Emerging Companies. (2011). Powell, Robert ; Allen, David ; Singh, Abhay Kumar ; Kramadibrata, Akhmad R.. In: Working papers. RePEc:ecu:wpaper:2011-05. Full description at Econpapers || Download paper | 1 |
8 | 2009 | Modelling Australian Domestic Tourism Demand: A Panel Data Approach.. (2009). Allen, David E ; Yap, Ghialy . In: Working papers. RePEc:ecu:wpaper:2009-10. Full description at Econpapers || Download paper | 1 |
9 | 2009 | Stock 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. Full description at Econpapers || Download paper | 1 |
10 | 2011 | A Quantile Monte Carlo approach to measuring extreme credit risk. (2011). Powell, Robert ; Allen, David ; R. R Boffey, . In: Working papers. RePEc:ecu:wpaper:2011-02. Full description at Econpapers || Download paper | 1 |
11 | 2008 | Realized Volatility Uncertainty. (2008). Allen, David E ; Scharth, Marcel . In: Working papers. RePEc:ecu:wpaper:2008-07. Full description at Econpapers || Download paper | 1 |
12 | 2012 | The Volatility-Return Relationship: Insights from Linear and Non-Linear Quantile Regressions. (2012). Powell, Robert ; Allen, David ; Singh, Abhay Kumar ; Thomas, Lyn ; Taylor, James . In: Working papers. RePEc:ecu:wpaper:2012-01. Full description at Econpapers || Download paper | 1 |
# | Year | Title | Cited |
---|---|---|---|
1 | 2013 | Financial Dependence Analysis: Applications of Vine Copulae. (2013). Powell, Robert ; Allen, David ; Singh, Abhay Kumar . In: Working papers. RePEc:ecu:wpaper:2013-03. Full description at Econpapers || Download paper | 3 |
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Year | Citing document |
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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.
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 1 2016. Contact: CitEc Team