0.04
Impact Factor
0.14
5-Years IF
6
5-Years H index
0.04
Impact Factor
0.14
5-Years IF
6
5-Years H index
IF | AIF | IF5 | DOC | CDO | CCU | CIF | CIT | D2Y | C2Y | D5Y | C5Y | %SC | CiY | II | AII | |
1990 | 0.1 | 0 | 0 | 0 | (%) | 0.06 | ||||||||||
1991 | 0.09 | 0 | 0 | 0 | (%) | 0.05 | ||||||||||
1992 | 0.11 | 0 | 0 | 0 | (%) | 0.06 | ||||||||||
1993 | 0.14 | 0 | 0 | 0 | (%) | 0.07 | ||||||||||
1994 | 0.12 | 0 | 0 | 0 | (%) | 0.06 | ||||||||||
1995 | 0.16 | 0 | 0 | 0 | (%) | 0.1 | ||||||||||
1996 | 0.2 | 0 | 0 | 0 | (%) | 0.09 | ||||||||||
1997 | 0.21 | 0 | 0 | 0 | (%) | 0.09 | ||||||||||
1998 | 0.22 | 0 | 0 | 0 | (%) | 0.13 | ||||||||||
1999 | 0.28 | 0 | 0 | 0 | (%) | 0.16 | ||||||||||
2000 | 0.37 | 9 | 9 | 25 | 0 | 0 | (%) | 0.14 | ||||||||
2001 | 0.11 | 0.36 | 0.11 | 12 | 21 | 1 | 0.05 | 32 | 9 | 1 | 9 | 1 | 10 (31.3%) | 0.17 | ||
2002 | 0.33 | 0.37 | 0.33 | 26 | 47 | 8 | 0.17 | 24 | 21 | 7 | 21 | 7 | 3 (12.5%) | 1 | 0.04 | 0.18 |
2003 | 0.4 | 0.06 | 16 | 63 | 4 | 0.06 | 40 | 38 | 47 | 3 | 2 (5%) | 1 | 0.06 | 0.19 | ||
2004 | 0.1 | 0.42 | 0.1 | 15 | 78 | 7 | 0.09 | 24 | 42 | 4 | 63 | 6 | 2 (8.3%) | 1 | 0.07 | 0.19 |
2005 | 0.1 | 0.43 | 0.12 | 19 | 97 | 13 | 0.13 | 18 | 31 | 3 | 78 | 9 | 3 (16.7%) | 3 | 0.16 | 0.21 |
2006 | 0.45 | 0.14 | 12 | 109 | 13 | 0.12 | 9 | 34 | 88 | 12 | 1 (11.1%) | 0.2 | ||||
2007 | 0.06 | 0.39 | 0.06 | 12 | 121 | 9 | 0.07 | 7 | 31 | 2 | 88 | 5 | 1 (14.3%) | 0.17 | ||
2008 | 0.08 | 0.39 | 0.18 | 7 | 128 | 19 | 0.15 | 10 | 24 | 2 | 74 | 13 | (%) | 0.17 | ||
2009 | 0.05 | 0.37 | 0.06 | 15 | 143 | 20 | 0.14 | 7 | 19 | 1 | 65 | 4 | 1 (14.3%) | 1 | 0.07 | 0.18 |
2010 | 0.09 | 0.33 | 0.08 | 12 | 155 | 20 | 0.13 | 12 | 22 | 2 | 65 | 5 | 2 (16.7%) | 1 | 0.08 | 0.15 |
2011 | 0.07 | 0.41 | 0.07 | 15 | 170 | 13 | 0.08 | 4 | 27 | 2 | 58 | 4 | (%) | 0.2 | ||
2012 | 0.07 | 0.46 | 0.08 | 8 | 178 | 14 | 0.08 | 6 | 27 | 2 | 61 | 5 | (%) | 0.21 | ||
2013 | 0.13 | 0.5 | 0.12 | 8 | 186 | 25 | 0.13 | 23 | 3 | 57 | 7 | (%) | 0.21 | |||
2014 | 0.06 | 0.54 | 0.03 | 20 | 206 | 9 | 0.04 | 3 | 16 | 1 | 58 | 2 | (%) | 0.26 | ||
2015 | 0.04 | 0.6 | 0.14 | 7 | 213 | 23 | 0.11 | 28 | 1 | 63 | 9 | (%) | 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 |
 
# | Year | Title | Cited |
---|---|---|---|
1 | 2001 | The Statistical Properties of Hedge Fund Index Returns. (2001). Kat, Harry ; Brooks, Chris ; Harry. M Kat, . In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2001-09. Full description at Econpapers || Download paper | 19 |
2 | 2003 | Multivariate GARCH Models: Software Choice and Estimation Issues. (2003). Brooks, Chris ; Persand, Gita ; Burke, Simon. In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2003-07. Full description at Econpapers || Download paper | 19 |
3 | 2000 | The ACD Model: Predictability of the Time Between Concecutive Trades. (2000). Engle, Robert ; Dufour, Alfonso. In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2000-05. Full description at Econpapers || Download paper | 10 |
4 | 2000 | Orthogonal Methods for Generating Large Positive Semi-Definite Covariance Matrices. (2000). Alexander, Carol. In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2000-06. Full description at Econpapers || Download paper | 8 |
5 | 2004 | MTS Time Series: Market and Data Description for the European Bond and Repo Database. (2004). Dufour, Alfonso ; Skinner, Frank . In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2004-06. Full description at Econpapers || Download paper | 8 |
6 | Value at Risk and Market Crashes. (2000). Brooks, Chris ; Persand, Gita . In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2000-01. Full description at Econpapers || Download paper | 6 | |
7 | 2002 | An Excursion into the Statistical Properties of Hedge Funds. (2002). Kat, Harry ; Harry. M Kat, ; Lu, Sa. In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2002-12. Full description at Econpapers || Download paper | 5 |
8 | 2002 | Welcome to the Dark Side - Hedge Fund Attrition and Survivorship Bias over the period 1994-2001. (2002). Kat, Harry ; Amin, Gaurav S.. In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2002-02. Full description at Econpapers || Download paper | 5 |
9 | 2008 | Interest in medieval accounts: Examples from England, 1272-1340. (2008). Brooks, Chris ; Bell, Adrian ; Moore, Tony . In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2008-07. Full description at Econpapers || Download paper | 5 |
10 | 2004 | The Art of Investing in Hedge Funds: Fund Selection and Optimal Allocations. (2004). Alexander, Carol ; Dimitriu, Anca . In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2004-01. Full description at Econpapers || Download paper | 5 |
11 | 2001 | Estimating Corporate Yield Curves. (2001). Diaz, Antionio ; Skinner, Frank . In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2001-01. Full description at Econpapers || Download paper | 4 |
12 | 2002 | What Drives Swap Spreads, Credit or Liquidity?. (2002). Jersey, Ira ; Huang, Ying ; Neftci, Salih . In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2003-05. Full description at Econpapers || Download paper | 4 |
13 | 2003 | An Empirical Study of Credit Default Swaps. (2003). Diaz, Antonio ; Skinner, Frank . In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2003-04. Full description at Econpapers || Download paper | 4 |
14 | Detecting Switching Strategies in Equity Hedge Funds. (2005). Alexander, Carol ; Dimitriu, Anca . In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2005-07. Full description at Econpapers || Download paper | 4 | |
15 | 2003 | Statistical Properties of Forward Libor Rates. (2003). Alexander, Carol ; Lvov, Dimitri. In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2003-03. Full description at Econpapers || Download paper | 4 |
16 | 2001 | Option Pricing with Normal Mixture Returns: Modelling Excess Kurtosis and Uncertanity in Volatility. (2001). Alexander, Carol ; Narayanan, Sujit. In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2001-10. Full description at Econpapers || Download paper | 4 |
17 | 2005 | The Spider in the Hedge. (2005). Alexander, Carol ; Barbosa, Andreza. In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2005-05. Full description at Econpapers || Download paper | 4 |
18 | 2003 | Equity Indexing: Conitegration and Stock Price Dispersion: A Regime Switiching Approach to market Efficiency. (2003). Alexander, Carol ; Dimitriu, Anca . In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2003-02. Full description at Econpapers || Download paper | 3 |
19 | 2006 | Regimes in CDS Spreads: A Markov Switching Model of iTraxx Europe Indices. (2006). Kaeck, Andreas ; Alexander, Carol. In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2006-08. Full description at Econpapers || Download paper | 3 |
20 | 2008 | Stochastic Local Volatility. (2008). Alexander, Carol ; Nogueira, Leonardo. In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2008-02. Full description at Econpapers || Download paper | 3 |
21 | 2003 | Intra-day Patterns in the Returns, Bidask Spereads, and Trading Volume of Stocks Traded on the New York Stock Exchange. (2003). Hinich, Melvin ; Brooks, Chris ; Patterson, Douglas M. ; Melvin. J. Hinich, . In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2003-14. Full description at Econpapers || Download paper | 3 |
22 | 2010 | An Empirical Model Comparison for Valuing Crack Spread Options. (2010). Prokopczuk, Marcel ; Mahringer, Steffen . In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2010-01. Full description at Econpapers || Download paper | 3 |
23 | Cross Hedging with Single Stock Futures. (2005). Davies, Ryan ; Brooks, Chris ; Kim, Sang Soo . In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2004-15. Full description at Econpapers || Download paper | 3 | |
24 | 2007 | Low-Cost Momentum Strategies. (2007). Brooks, Chris ; Li, Xiafei . In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2007-12. Full description at Econpapers || Download paper | 3 |
25 | 2004 | Pricing Convertible Bonds by Simulation. (2004). Yigitsbasioglu, Ali Bora ; El-Bachir, Naoufel ; Lvov, Dmitri. In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2004-14. Full description at Econpapers || Download paper | 3 |
26 | 2004 | The Equity Index Skew, Market Crashes and Asymmetric Normal Mixture GARCH. (2004). Alexandra, Carol ; Lazar, Emese . In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2004-13. Full description at Econpapers || Download paper | 2 |
27 | 2010 | American Option Valuation: Implied Calibration of GARCH Pricing-Models. (2010). Prokopczuk, Marcel ; Weber, Michael . In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2010-02. Full description at Econpapers || Download paper | 2 |
28 | 2005 | Asymmetries and Volatility Regimes in the European Equity Markets. (2005). Alexandra, Carol ; Lazar, Emese . In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2005-14. Full description at Econpapers || Download paper | 2 |
29 | 2010 | VIX Dynamics with Stochastic Volatility of Volatility. (2010). Alexander, Carol ; Kaeck, Andreas . In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2010-11. Full description at Econpapers || Download paper | 2 |
30 | 2007 | Model-Based Stress Tests: Linking Stress Tests to VaR for Market Risk. (2007). Alexander, Carol ; Sheedy, Elizabeth . In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2007-02. Full description at Econpapers || Download paper | 2 |
31 | 2004 | A Comparison of Cointegration & Tracking Error Models for Mutual Funds & Hedge Funds. (2004). Alexander, Carol ; Dimitriu, Anca . In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2004-03. Full description at Econpapers || Download paper | 2 |
32 | 2005 | The Long-Term P/E Radio. (2005). Brooks, Chris ; Anderson, Keith . In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2005-02. Full description at Econpapers || Download paper | 2 |
33 | 2012 | Diversification of Equity with VIX Futures: Personal Views and Skewness Preference. (2012). Alexander, Carol ; Korovilas, Dimitris . In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2012-07. Full description at Econpapers || Download paper | 2 |
34 | Credit Risk Diversification. (2001). Varotto, Simone. In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2001-07. Full description at Econpapers || Download paper | 2 | |
35 | 2009 | The Relationship between Risk, Capital and Efficiency: Evidence from Japanese Cooperative Banks. (2009). Padgett, Carol ; Deelchand, Tara . In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2009-12. Full description at Econpapers || Download paper | 2 |
36 | 2006 | Credit Derivatives Pricing with a Smile-Extended Jump Stochastic Intensity Model. (2006). Brigo, Damiano ; El-Bachir, Naoufel . In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2006-13. Full description at Econpapers || Download paper | 2 |
37 | 2003 | Matching and the Estimated Impact of Inter-listing (updated July 2003). (2003). Davies, Ryan. In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2001-11. Full description at Econpapers || Download paper | 2 |
38 | 2002 | A Three-Regime Model of Speculative Behaviour: Modelling the Evolution of Bubbles in the S&P 500 Composite Index. (2002). Brooks, Chris ; Katsaris, Apostolos . In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2002-14. Full description at Econpapers || Download paper | 2 |
39 | 2012 | The interactive financial effects between corporate social responsibility and irresponsibility. (2012). Oikonomou, Ioannis ; Brooks, Chris ; Pavelin, Stephen . In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2012-02. Full description at Econpapers || Download paper | 2 |
40 | 2009 | Over the Moon or Sick as a Parrot? The Effects of Football Results on a Clubs Share Price. (2009). Sutcliffe, Charles ; Brooks, Chris ; Bell, Adrian ; Matthews, David . In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2009-08. Full description at Econpapers || Download paper | 2 |
41 | 2003 | Symmetric Normal Mixture GARCH. (2003). Alexandra, Carol ; Lazar, Emese . In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2003-09. Full description at Econpapers || Download paper | 2 |
42 | 2010 | The Impact of Corporate Social Performance on Financial Risk and Utility: A Longitudinal Analysis. (2010). Oikonomou, Ioannis ; Brooks, Chris ; Pavelin, Stephen . In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2010-12. Full description at Econpapers || Download paper | 2 |
43 | 2014 | Measuring Macroeconomic Uncertainty: US Inflation and Output Growth. (2014). Clements, Michael ; Galvo, Ana Beatriz . In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2014-04. Full description at Econpapers || Download paper | 1 |
44 | 2003 | Bivariate Normal Mixture Spread Option Valuation. (2003). Alexander, Carol ; Scourse, Andrew ; Alexandra, Carol. In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2003-15. Full description at Econpapers || Download paper | 1 |
45 | 2011 | Seasonal Stochastic Volatility: Implications for the Pricing of Commodity Options. (2011). Prokopczuk, Marcel ; Back, Janis ; Rudolf, Markus . In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2011-16. Full description at Econpapers || Download paper | 1 |
46 | 2007 | Should Defined Benefit Pension Schemes be Career Average or Final Salary?. (2007). Sutcliffe, Charles. In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2007-06. Full description at Econpapers || Download paper | 1 |
47 | 2004 | Gambling on the S&P 500s Gold Seal: New Evidence on the Index Effect. (2004). Ward, Charles ; Brooks, Chris ; Kappou, Konstantina . In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2004-04. Full description at Econpapers || Download paper | 1 |
48 | 2009 | Analytic Approximations for Multi-Asset Option Pricing. (2009). Alexander, Carol ; Venkatramanan, Aanand . In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2009-05. Full description at Econpapers || Download paper | 1 |
49 | 2005 | Decomposing the P/E Ratio. (2005). Brooks, Chris ; Anderson, Keith . In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2005-03. Full description at Econpapers || Download paper | 1 |
50 | 2002 | A Constructive Review of Basels Proposals on Operational Risk. (2002). Pezier, Jacques . In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2002-20. Full description at Econpapers || Download paper | 1 |
# | Year | Title | Cited |
---|---|---|---|
1 | 2004 | MTS Time Series: Market and Data Description for the European Bond and Repo Database. (2004). Dufour, Alfonso ; Skinner, Frank . In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2004-06. Full description at Econpapers || Download paper | 4 |
2 | 2000 | Orthogonal Methods for Generating Large Positive Semi-Definite Covariance Matrices. (2000). Alexander, Carol. In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2000-06. Full description at Econpapers || Download paper | 3 |
3 | 2012 | Diversification of Equity with VIX Futures: Personal Views and Skewness Preference. (2012). Alexander, Carol ; Korovilas, Dimitris . In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2012-07. Full description at Econpapers || Download paper | 2 |
4 | 2010 | American Option Valuation: Implied Calibration of GARCH Pricing-Models. (2010). Prokopczuk, Marcel ; Weber, Michael . In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2010-02. Full description at Econpapers || Download paper | 2 |
5 | 2010 | The Impact of Corporate Social Performance on Financial Risk and Utility: A Longitudinal Analysis. (2010). Oikonomou, Ioannis ; Brooks, Chris ; Pavelin, Stephen . In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2010-12. Full description at Econpapers || Download paper | 2 |
6 | 2010 | An Empirical Model Comparison for Valuing Crack Spread Options. (2010). Prokopczuk, Marcel ; Mahringer, Steffen . In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2010-01. Full description at Econpapers || Download paper | 2 |
7 | 2010 | VIX Dynamics with Stochastic Volatility of Volatility. (2010). Alexander, Carol ; Kaeck, Andreas . In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2010-11. Full description at Econpapers || Download paper | 2 |
8 | 2003 | Multivariate GARCH Models: Software Choice and Estimation Issues. (2003). Brooks, Chris ; Persand, Gita ; Burke, Simon. In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2003-07. Full description at Econpapers || Download paper | 2 |
9 | 2003 | Statistical Properties of Forward Libor Rates. (2003). Alexander, Carol ; Lvov, Dimitri. In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2003-03. Full description at Econpapers || Download paper | 2 |
Year | Title | |
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2015 | A regime switching approach for hedging tanker shipping freight rates. (2015). Alizadeh, Amir H. ; van Dellen, Stefan ; Huang, Chih-Yueh . In: Energy Economics. RePEc:eee:eneeco:v:49:y:2015:i:c:p:44-59. Full description at Econpapers || Download paper |
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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