null
Impact Factor
null
5-Years IF
16
5-Years H index
null
Impact Factor
null
5-Years IF
16
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 | 2001 | Ownership and Control of German Corporations. (2001). Mayer, Colin ; Franks, Julian . In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2001fe11. Full description at Econpapers || Download paper | 83 |
2 | 2008 | Fitting vast dimensional time-varying covariance models. (2008). Shephard, Neil ; Engle, Robert ; Shepphard, Kevin. In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2008fe30. Full description at Econpapers || Download paper | 58 |
3 | 2003 | Equilibrium Analysis, Banking and Financial Instability. (2003). Tsomocos, Dimitrios. In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2003fe08. Full description at Econpapers || Download paper | 55 |
4 | 2005 | Sovereign Debt Without Default Penalties. (2005). Guembel, Alexander ; Sussman, Oren . In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2005fe17. Full description at Econpapers || Download paper | 50 |
5 | 2004 | A Model to Analyse Financial Fragility: Applications. (2004). Tsomocos, Dimitrios ; Charles A. E. Goodhart, ; Sunirand, Pojanart ; Charles A. E. Goodhart, . In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2004fe05. Full description at Econpapers || Download paper | 46 |
6 | 2000 | Credit Derivatives, Disintermediation and Investment Decisions. (2000). Morrison, Alan. In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2001fe01. Full description at Econpapers || Download paper | 34 |
7 | 2001 | A Theory of the Syndicate: Form Follows Function. (2001). Pichler, Pegaret ; Wilhelm, William . In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2001fe05. Full description at Econpapers || Download paper | 33 |
8 | 2004 | Likelihood-based estimation of latent generalised ARCH structures. (2004). Shephard, Neil ; Sentana, Enrique ; Fiorentini, Gabriele. In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2004fe02. Full description at Econpapers || Download paper | 31 |
9 | 2008 | Multivariate realised kernels: consistent positive semi-definite estimators of the covariation of equity prices with noise and non-synchronous trading. (2008). Shephard, Neil ; Lunde, Asger ; Hansen, Peter ; Barndorff-Nielsen, Ole. In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2008fe29. Full description at Econpapers || Download paper | 27 |
10 | 2004 | A Central Limit Theorem for Realised Power and Bipower Variations of Continuous Semimartingales. (2004). Shephard, Neil ; Podolskij, Mark ; Barndorff-Nielsen, Ole ; Jacod, Jean ; Graversen, Svend Erik . In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2004fe21. Full description at Econpapers || Download paper | 27 |
11 | 2003 | Equilibrium Analysis, Banking, Contagion and Financial Fragility. (2003). Tsomocos, Dimitrios. In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2003fe03. Full description at Econpapers || Download paper | 21 |
12 | 2006 | Designing realised kernels to measure the ex-post variation of equity prices in the presence of noise. (2006). Shephard, Neil ; Lunde, Asger ; Hansen, Peter ; Barndorff-Nielsen, Ole. In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2006fe05. Full description at Econpapers || Download paper | 19 |
13 | 2003 | Ownership: Evolution and Regulation. (2003). Rossi, Stefano ; Mayer, Colin ; Franks, Julian . In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2003fe14. Full description at Econpapers || Download paper | 18 |
14 | 2003 | A Model to Analyse Financial Fragility. (2003). Tsomocos, Dimitrios ; Charles A. E. Goodhart, ; Sunirand, Pojanart ; Charles A. E. Goodhart, . In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2003fe13. Full description at Econpapers || Download paper | 18 |
15 | 1999 | Finance, Investment and Growth. (1999). Mayer, Colin ; Carlin, Wendy. In: OFRC Working Papers Series. RePEc:sbs:wpsefe:1999fe09. Full description at Econpapers || Download paper | 16 |
16 | 2004 | Regular and Modified Kernel-Based Estimators of Integrated Variance: The Case with Independent Noise. (2004). Shephard, Neil ; Lunde, Asger ; Hansen, Peter ; Barndorff-Nielsen, Ole. In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2004fe20. Full description at Econpapers || Download paper | 16 |
17 | 1999 | How Do Financial Systems Affect Economic Performance?. (1999). Mayer, Colin ; Carlin, Wendy. In: OFRC Working Papers Series. RePEc:sbs:wpsefe:1999fe08. Full description at Econpapers || Download paper | 15 |
18 | 2006 | Searching for a Metric for Financial Stability. (2006). Zicchino, Lea ; Tsomocos, Dimitrios ; Goodhart, C. ; Aspachs, O. ; Segoviano, M.. In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2006fe09. Full description at Econpapers || Download paper | 14 |
19 | 2001 | From market games to real-world markets. (2001). Hart, Michael ; Jefferies, Paul ; Hui, P. M. ; Johnson, Neil . In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2001mf02. Full description at Econpapers || Download paper | 12 |
20 | 2003 | Procyclicality and the new Basel Accord - Banks choice of loan rating system. (2003). Tsomocos, Dimitrios ; Catarineu-Rabell, Eva ; Jackson, Patricia . In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2003fe06. Full description at Econpapers || Download paper | 12 |
21 | 2006 | Evaluation of macroeconomic models for financial stability analysis. (2006). Tsomocos, Dimitrios ; BÃÂ¥rdsen, Gunnar ; Bardsen, Gunnar ; Lindquist, Kjersti-Gro . In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2006fe01. Full description at Econpapers || Download paper | 12 |
22 | 2005 | Estimating quadratic variation when quoted prices jump by a constant increment. (2005). Large, Jeremy. In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2005fe05. Full description at Econpapers || Download paper | 12 |
23 | 2007 | A Note on the Central Limit Theorem for Bipower Variation of General Functions. (2007). Podolskij, Mark ; Kinnebrock, Silja . In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2007fe03. Full description at Econpapers || Download paper | 11 |
24 | 2008 | Copula-Based Models for Financial Time Series. (2008). Patton, Andrew. In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2008fe21. Full description at Econpapers || Download paper | 11 |
25 | 2009 | Realising the future: forecasting with high frequency based volatility (HEAVY) models. (2009). Sheppard, Kevin ; Shephard, Neil. In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2009fe02. Full description at Econpapers || Download paper | 11 |
26 | 2003 | Partnership Firms, Reputation and Human Capital. (2003). Morrison, Alan ; William J. Wilhelm, Jr., . In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2003fe02. Full description at Econpapers || Download paper | 11 |
27 | 2000 | Non-Gaussian OU based models and some of their uses in financial economics. (2000). Shephard, Neil ; Barndorff-Nielsen, Ole. In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2000mf01. Full description at Econpapers || Download paper | 10 |
28 | 2003 | Why are European IPOs so rarely priced outside the indicative price range?. (2003). Morrison, Alan ; Jenkinson, Tim ; Wilhelm, William J.. In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2003fe05. Full description at Econpapers || Download paper | 10 |
29 | 2003 | Multinational Bank Capital Regulation with Deposit Insurance and Diversification Effects. (2003). Morrison, Alan ; Loranth, Gyongyi . In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2003fe11. Full description at Econpapers || Download paper | 10 |
30 | 2008 | Board structures around the world: An experimental investigation. (2008). Noe, Thomas ; Gillette, Ann B. ; Rebello, Michael J.. In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2008fe15. Full description at Econpapers || Download paper | 9 |
31 | 2001 | Application of multi-agent games to the prediction of financial time-series. (2001). lamper, David ; Howison, Sam ; Jefferies, Paul ; Johnson, Neil F. ; Hart, Michael L.. In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2001mf04. Full description at Econpapers || Download paper | 9 |
32 | 2008 | Evaluating Volatility and Correlation Forecasts. (2008). Sheppard, Kevin ; Patton, Andrew. In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2008fe22. Full description at Econpapers || Download paper | 8 |
33 | 2008 | Good IPOs draw in bad: Inelastic banking capacity and hot markets. (2008). Noe, Thomas ; Khanna, Naveen ; Sonti, Ramana . In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2008fe10. Full description at Econpapers || Download paper | 8 |
34 | 2008 | The Dynamics of Economic Functions: Modelling and Forecasting the Yield Curve. (2008). Meeks, Roland ; Bowsher, Clive. In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2008fe24. Full description at Econpapers || Download paper | 8 |
35 | 2004 | The Demise of Investment-Banking Partnerships: Theory and Evidence.. (2004). Morrison, Alan ; Wilhelm, William J.. In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2004fe14. Full description at Econpapers || Download paper | 7 |
36 | 2002 | IPO Pricing in the Dot-com Bubble. (2002). Ljungqvist, Alexander ; Wilhelm, William J.. In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2002fe07. Full description at Econpapers || Download paper | 7 |
37 | 2006 | Subsampling realised kernels. (2006). Shephard, Neil ; Lunde, Asger ; Hansen, Peter ; Barndorff-Nielsen, Ole. In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2006fe06. Full description at Econpapers || Download paper | 7 |
38 | 2004 | A Time Series Analysis of Financial Fragility in the UK Banking System. (2004). Tsomocos, Dimitrios ; Charles A. E. Goodhart, ; Sunirand, Pojanart ; Charles A. E. Goodhart, . In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2004fe18. Full description at Econpapers || Download paper | 7 |
39 | 2008 | Where do firms incorporate? Deregulation and the cost of entry. (2008). Wagner, Hannes ; Mayer, Colin ; Becht, Marco. In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2008fe04. Full description at Econpapers || Download paper | 7 |
40 | 2004 | A Risk Assessment Model for Banks. (2004). Tsomocos, Dimitrios ; Charles A. E. Goodhart, ; Sunirand, Pojanart ; Charles A. E. Goodhart, . In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2004fe11. Full description at Econpapers || Download paper | 7 |
41 | 2005 | Why are Securitization Issues Tranched?. (2005). Jenkinson, Tim ; Firla-Cuchra, Maciej . In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2005fe04. Full description at Econpapers || Download paper | 7 |
42 | 2004 | Financial Liberalisation and Capital Regulation in Open Economies. (2004). Morrison, Alan ; White, Lucy . In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2004fe10. Full description at Econpapers || Download paper | 7 |
43 | 2005 | Matched asymptotic expansions in financial engineering. (2005). Howison, Sam . In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2005mf01. Full description at Econpapers || Download paper | 6 |
44 | 2008 | Leverage and Pricing in Buyouts: An Empirical Analysis. (2008). Weisbach, Michael ; Jenkinson, Tim ; STRMBERG, PER ; Axelson, Ulf . In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2008fe20. Full description at Econpapers || Download paper | 6 |
45 | 2003 | Spending Less Time with the Family: The Decline of Family Ownership in the UK. (2003). Rossi, Stefano ; Mayer, Colin ; Franks, Julian . In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2003fe15. Full description at Econpapers || Download paper | 6 |
46 | 2008 | Returns to Shareholder Activism. (2008). Rossi, Stefano ; Mayer, Colin ; Becht, Marco ; Franks, Julian . In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2008fe07. Full description at Econpapers || Download paper | 6 |
47 | 2002 | Variational Sums and Power Variation: a unifying approach to model selection and estimation in semimartingale models. (2002). Jeannette H. C. Woerner, . In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2002mf05. Full description at Econpapers || Download paper | 5 |
48 | 2002 | Stock Based Compensation: Firm-specific risk, Efficiency and Incentives. (2002). Henderson, Vicky . In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2002fe01. Full description at Econpapers || Download paper | 5 |
49 | 2002 | Distinguished Limits of Levy-Stable Processes, and Applications to Option Pricing. (2002). Cartea, ÃÂlvaro ; Howison, Sam . In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2002mf04. Full description at Econpapers || Download paper | 5 |
50 | 2001 | Business Groups and Risk Sharing around the World. (2001). Khanna, Tarun ; Yafeh, Yishay . In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2001fe02. Full description at Econpapers || Download paper | 5 |
# | Year | Title | Cited |
---|---|---|---|
1 | 2008 | Fitting vast dimensional time-varying covariance models. (2008). Shephard, Neil ; Engle, Robert ; Shepphard, Kevin. In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2008fe30. Full description at Econpapers || Download paper | 21 |
2 | 2005 | Sovereign Debt Without Default Penalties. (2005). Guembel, Alexander ; Sussman, Oren . In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2005fe17. Full description at Econpapers || Download paper | 14 |
3 | 2001 | A Theory of the Syndicate: Form Follows Function. (2001). Pichler, Pegaret ; Wilhelm, William . In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2001fe05. Full description at Econpapers || Download paper | 12 |
4 | 2003 | Equilibrium Analysis, Banking and Financial Instability. (2003). Tsomocos, Dimitrios. In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2003fe08. Full description at Econpapers || Download paper | 11 |
5 | 2001 | Ownership and Control of German Corporations. (2001). Mayer, Colin ; Franks, Julian . In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2001fe11. Full description at Econpapers || Download paper | 9 |
6 | 2004 | Likelihood-based estimation of latent generalised ARCH structures. (2004). Shephard, Neil ; Sentana, Enrique ; Fiorentini, Gabriele. In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2004fe02. Full description at Econpapers || Download paper | 9 |
7 | 2003 | Equilibrium Analysis, Banking, Contagion and Financial Fragility. (2003). Tsomocos, Dimitrios. In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2003fe03. Full description at Econpapers || Download paper | 8 |
8 | 2004 | A Model to Analyse Financial Fragility: Applications. (2004). Tsomocos, Dimitrios ; Charles A. E. Goodhart, ; Sunirand, Pojanart ; Charles A. E. Goodhart, . In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2004fe05. Full description at Econpapers || Download paper | 7 |
9 | 2008 | Where do firms incorporate? Deregulation and the cost of entry. (2008). Wagner, Hannes ; Mayer, Colin ; Becht, Marco. In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2008fe04. Full description at Econpapers || Download paper | 4 |
10 | 2008 | Good IPOs draw in bad: Inelastic banking capacity and hot markets. (2008). Noe, Thomas ; Khanna, Naveen ; Sonti, Ramana . In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2008fe10. Full description at Econpapers || Download paper | 4 |
11 | 2008 | Stochastic Volatility: Origins and Overview. (2008). Shephard, Neil ; Andersen, Torben. In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2008fe23. Full description at Econpapers || Download paper | 3 |
12 | 2009 | Realising the future: forecasting with high frequency based volatility (HEAVY) models. (2009). Sheppard, Kevin ; Shephard, Neil. In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2009fe02. Full description at Econpapers || Download paper | 3 |
13 | 2009 | Competitive IPOs. (2009). Jones, Howard ; Jenkinson, Tim. In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2009fe01. Full description at Econpapers || Download paper | 3 |
14 | 2004 | Regular and Modified Kernel-Based Estimators of Integrated Variance: The Case with Independent Noise. (2004). Shephard, Neil ; Lunde, Asger ; Hansen, Peter ; Barndorff-Nielsen, Ole. In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2004fe20. Full description at Econpapers || Download paper | 3 |
15 | 2001 | On the Equivalence of Floating and Fixed-Strike Asian Options. (2001). Wojakowski, Rafal ; Henderson, Vicky . In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2001mf08. Full description at Econpapers || Download paper | 2 |
16 | 2008 | Multinational Ownership and Subsidiary Investment. (2008). Mayer, Colin ; Carlin, Wendy ; Charlton, Andrew . In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2008fe05. Full description at Econpapers || Download paper | 2 |
17 | 2005 | Matched asymptotic expansions in financial engineering. (2005). Howison, Sam . In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2005mf01. Full description at Econpapers || Download paper | 2 |
18 | 2008 | Board structures around the world: An experimental investigation. (2008). Noe, Thomas ; Gillette, Ann B. ; Rebello, Michael J.. In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2008fe15. Full description at Econpapers || Download paper | 2 |
19 | 2001 | Application of multi-agent games to the prediction of financial time-series. (2001). lamper, David ; Howison, Sam ; Jefferies, Paul ; Johnson, Neil F. ; Hart, Michael L.. In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2001mf04. Full description at Econpapers || Download paper | 2 |
20 | 2004 | Modelling the Dynamics of Cross-Sectional Price Functions: an Econometric Analysis of the Bid and Ask Curves of an Automated Exchange. (2004). Bowsher, Clive. In: OFRC Working Papers Series. RePEc:sbs:wpsefe:2004fe19. Full description at Econpapers || Download paper | 2 |
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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