0.23
Impact Factor
0.43
5-Years IF
9
5-Years H index
0.23
Impact Factor
0.43
5-Years IF
9
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 | 1 | 0 | 0 | (%) | 0.09 | |||||||||
1997 | 0.21 | 0 | 0 | 0 | (%) | 0.09 | ||||||||||
1998 | 0.22 | 0 | 0 | 0 | (%) | 0.13 | ||||||||||
1999 | 0.28 | 19 | 19 | 32 | 0 | 0 | 1 (3.1%) | 0.16 | ||||||||
2000 | 0.37 | 6 | 25 | 3 | 19 | 19 | 1 (33.3%) | 0.14 | ||||||||
2001 | 0.12 | 0.36 | 0.12 | 16 | 41 | 6 | 0.15 | 31 | 25 | 3 | 25 | 3 | 6 (19.4%) | 2 | 0.13 | 0.17 |
2002 | 0.37 | 0.05 | 12 | 53 | 4 | 0.08 | 20 | 22 | 41 | 2 | 1 (5%) | 0.18 | ||||
2003 | 0.14 | 0.4 | 0.09 | 53 | 5 | 0.09 | 28 | 4 | 53 | 5 | (%) | 0.19 | ||||
2004 | 0.08 | 0.42 | 0.04 | 22 | 75 | 9 | 0.12 | 52 | 12 | 1 | 53 | 2 | 1 (1.9%) | 5 | 0.23 | 0.19 |
2005 | 0.23 | 0.43 | 0.13 | 19 | 94 | 13 | 0.14 | 39 | 22 | 5 | 56 | 7 | 1 (2.6%) | 1 | 0.05 | 0.21 |
2006 | 0.29 | 0.45 | 0.26 | 42 | 136 | 24 | 0.18 | 39 | 41 | 12 | 69 | 18 | (%) | 3 | 0.07 | 0.2 |
2007 | 0.02 | 0.39 | 0.05 | 19 | 155 | 13 | 0.08 | 36 | 61 | 1 | 95 | 5 | 5 (13.9%) | 3 | 0.16 | 0.17 |
2008 | 0.1 | 0.39 | 0.11 | 11 | 166 | 20 | 0.12 | 10 | 61 | 6 | 102 | 11 | 5 (50%) | 2 | 0.18 | 0.17 |
2009 | 0.27 | 0.37 | 0.17 | 8 | 174 | 27 | 0.16 | 14 | 30 | 8 | 113 | 19 | (%) | 0.18 | ||
2010 | 0.33 | 0.1 | 5 | 179 | 19 | 0.11 | 14 | 19 | 99 | 10 | 1 (7.1%) | 0.15 | ||||
2011 | 0.46 | 0.41 | 0.16 | 4 | 183 | 32 | 0.17 | 5 | 13 | 6 | 85 | 14 | (%) | 0.2 | ||
2012 | 0.11 | 0.46 | 0.13 | 8 | 191 | 15 | 0.08 | 17 | 9 | 1 | 47 | 6 | 1 (5.9%) | 0.21 | ||
2013 | 0.25 | 0.5 | 0.31 | 13 | 204 | 40 | 0.2 | 14 | 12 | 3 | 36 | 11 | (%) | 1 | 0.08 | 0.21 |
2014 | 0.52 | 0.54 | 0.42 | 204 | 32 | 0.16 | 21 | 11 | 38 | 16 | (%) | 0.26 | ||||
2015 | 0.23 | 0.6 | 0.43 | 204 | 35 | 0.17 | 13 | 3 | 30 | 13 | (%) | 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 | 2005 | Towards a Solution to the Puzzles in Exchange Rate Economics: Where Do We Stand?. (2005). Sarno, Lucio. In: Working Papers. RePEc:wbs:wpaper:wp05-11. Full description at Econpapers || Download paper | 21 |
2 | 2007 | True and Apparent Scaling: The Proximity of the Markov- Switching Multifractal Model to Long-Range Dependence. (2007). Lux, Thomas ; Liu, Ruipeng ; Matteo, Di. In: Working Papers. RePEc:wbs:wpaper:wp07-12. Full description at Econpapers || Download paper | 18 |
3 | 1999 | Modelling Emerging Market Risk Premia Using Higher Moments. (1999). Hwang, Soosung ; Satchell, Stephen . In: Working Papers. RePEc:wbs:wpaper:wp99-17. Full description at Econpapers || Download paper | 17 |
4 | 2004 | Dynamic copula models for multivariate high-frequency data in finance. (2004). Dias, Alexandra ; Embrechts, Paul . In: Working Papers. RePEc:wbs:wpaper:wpn04-01. Full description at Econpapers || Download paper | 16 |
5 | Time-Variation of Higher Moments in a Financial Market with Heterogeneous Agents: An Analytical Approach. (2005). Lux, Thomas ; Alfarano, Simone ; Wagner, Friedrich . In: Working Papers. RePEc:wbs:wpaper:wp05-02. Full description at Econpapers || Download paper | 14 | |
6 | 2006 | Pricing Multivariate Currency Options with Copulas. (2006). Schleicher, Christoph ; Salmon, Mark. In: Working Papers. RePEc:wbs:wpaper:wp06-21. Full description at Econpapers || Download paper | 12 |
7 | 2001 | Copulas: an Open Field for Risk Management. (2001). Roncalli, Thierry ; Nikeghbali, Ashkan ; Durrleman, Vado ; Riboulet, Gael ; Bouy, Erick . In: Working Papers. RePEc:wbs:wpaper:wp01-01. Full description at Econpapers || Download paper | 12 |
8 | 2004 | Properties of Bias Corrected Realized Variance Under Alternative Sampling Schemes. (2004). Oomen, Roel. In: Working Papers. RePEc:wbs:wpaper:wp04-15. Full description at Econpapers || Download paper | 10 |
9 | 2010 | Culture, Agency Costs and Dividends. (2010). Fidrmuc, Jana P. ; Jacob, Marcus . In: Working Papers. RePEc:wbs:wpaper:wpn10-01. Full description at Econpapers || Download paper | 9 |
10 | 2012 | Capital Regulation, Liquidity Requirements and Taxation in a Dynamic Model of Banking. (2012). Lucchetta, Marcella ; Gamba, Andrea ; de Nicolo, Gianni . In: Working Papers. RePEc:wbs:wpaper:wpn12-04. Full description at Econpapers || Download paper | 9 |
11 | 2004 | Simple Tests for Models of Dependence Between Multiple Financial Time Series, with Applications to U.S. Equity Returns and Exchange Rates. (2004). Patton, Andrew ; Chen, Xiaohong ; Fan, Yanqin . In: Working Papers. RePEc:wbs:wpaper:wp04-19. Full description at Econpapers || Download paper | 9 |
12 | 2002 | Real options Valuation: A Monte Carol Approach. (2002). Gamba, Andrea. In: Working Papers. RePEc:wbs:wpaper:wpn02-02. Full description at Econpapers || Download paper | 8 |
13 | 2012 | One size Does Not Fit All: Selling Firms to Private Equity Versus Strategic Acquirers. (2012). Paap, Richard ; Fidrmuc, Jana P. ; Teunissen, Tim ; Roosenboom, Peter . In: Working Papers. RePEc:wbs:wpaper:wpn12-02. Full description at Econpapers || Download paper | 7 |
14 | 2006 | Financial Power Laws: Empirical Evidence, Models, and Mechanism. (2006). Lux, Thomas . In: Working Papers. RePEc:wbs:wpaper:wpn06-08. Full description at Econpapers || Download paper | 7 |
15 | 2009 | Valuing Modularity as a Real Option. (2009). Gamba, Andrea ; Nicola, Fusari . In: Working Papers. RePEc:wbs:wpaper:wpn09-03. Full description at Econpapers || Download paper | 7 |
16 | 2013 | Microprudential Regulation in a Dynamic Model of Banking. (2013). Lucchetta, Marcella ; Gamba, Andrea ; de Nicolo, Gianni . In: Working Papers. RePEc:wbs:wpaper:wpn13-04. Full description at Econpapers || Download paper | 6 |
17 | A Simple Asymmetric Herding Model to Distinguish Between Stock and Foreign Exchange Markets. (2007). Alfarano, Simone ; Franke, Reiner . In: Working Papers. RePEc:wbs:wpaper:wp07-01. Full description at Econpapers || Download paper | 6 | |
18 | 2006 | Pricing Multivariate Currency Options with Copulas. (2006). Schleicher, Christoph ; Salmon, Mark . In: Working Papers. RePEc:wbs:wpaper:wpn06-10. Full description at Econpapers || Download paper | 5 |
19 | 2004 | Properties of Optimal Forecasts under Asymmetric Loss and Nonlinearity. (2004). Timmermann, Allan ; Patton, Andrew. In: Working Papers. RePEc:wbs:wpaper:wp04-05. Full description at Econpapers || Download paper | 5 |
20 | 2001 | Optimal Investment in Derivative Securities. (2001). Xing, Jin ; Carr, Peter ; Dilip, Madam . In: Working Papers. RePEc:wbs:wpaper:wpn01-01. Full description at Econpapers || Download paper | 5 |
21 | 2002 | Noise Training, Costly Arbitrage and Asset Prices: evidence from closed-end funds. (2002). Thomas, Dylan ; Gemmill, Gordon . In: Working Papers. RePEc:wbs:wpaper:wp02-09. Full description at Econpapers || Download paper | 5 |
22 | 2004 | Predictive Density Accuracy Tests. (2004). Swanson, Norman. In: Working Papers. RePEc:wbs:wpaper:wp04-16. Full description at Econpapers || Download paper | 4 |
23 | 2001 | Investigating Dynamic Dependence Using Copulae. (2001). Salmon, Mark ; Bouy, Eric ; Gaussel, Nicolas . In: Working Papers. RePEc:wbs:wpaper:wp01-03. Full description at Econpapers || Download paper | 4 |
24 | 2007 | An Improved Binomial Lattice Method for Multi-Dimensional Options. (2007). Gamba, Andrea ; Trigeorgis, Lenos . In: Working Papers. RePEc:wbs:wpaper:wpn07-01. Full description at Econpapers || Download paper | 4 |
25 | 2009 | Least Squares Inference on Integrated Volatility and the Relationship between Efficient Prices and Noise. (2009). Voev, Valeri ; Nolte, Ingmar. In: Working Papers. RePEc:wbs:wpaper:wp09-02. Full description at Econpapers || Download paper | 4 |
26 | 2011 | The Case of Negative Day-Ahead Electricity Prices. (2011). Prokopczuk, Marcel ; Gamba, Andrea ; Fanone, Enzo . In: Working Papers. RePEc:wbs:wpaper:wpn11-01. Full description at Econpapers || Download paper | 4 |
27 | 2008 | Investment Under Uncertainty, Debt and Taxes. (2008). Gamba, Andrea ; Gordon, Leon ; Leon, Carmen Aranda. In: Working Papers. RePEc:wbs:wpaper:wpn08-03. Full description at Econpapers || Download paper | 4 |
28 | 2000 | Properties of Cross-sectional Volatility. (2000). Hwang, Soosung. In: Working Papers. RePEc:wbs:wpaper:wp00-05. Full description at Econpapers || Download paper | 3 |
29 | 2013 | Welfare-Improving Ambiguity in Insurance Markets with Asymmetric Information. (2013). Kozhan, Roman ; Koufopoulos, Kostas . In: Working Papers. RePEc:wbs:wpaper:wpn13-13. Full description at Econpapers || Download paper | 3 |
30 | 2006 | Multiple Priors and No-Transaction Region. (2006). Kozhan, Roman. In: Working Papers. RePEc:wbs:wpaper:wp06-24. Full description at Econpapers || Download paper | 3 |
31 | 2010 | Asymmetric Momentum Effects Under Uncertainty. (2010). Kozhan, Roman ; Kelsey, David ; Pang, Wei . In: Working Papers. RePEc:wbs:wpaper:wpn10-04. Full description at Econpapers || Download paper | 3 |
32 | 1999 | An Analysis of the Performance of European Foreign Exchange Forecasters. (1999). Marsh, Ian. In: Working Papers. RePEc:wbs:wpaper:wp99-07. Full description at Econpapers || Download paper | 3 |
33 | 2002 | Testing Mertons Model for Credit Spreads on Zero-Coupon Bonds. (2002). Gemmill, Gordon . In: Working Papers. RePEc:wbs:wpaper:wp02-08. Full description at Econpapers || Download paper | 3 |
34 | 2004 | Empirical Exchange Rate Models and Currency Risk: Some Evidence from Density Forecasts. (2004). Valente, Giorgio ; Sarno, Lucio. In: Working Papers. RePEc:wbs:wpaper:wp04-10. Full description at Econpapers || Download paper | 3 |
35 | 2001 | A New Measure of Herding and Empirical Evidence. (2001). Salmon, Mark ; Hwang, Soosung. In: Working Papers. RePEc:wbs:wpaper:wp01-12. Full description at Econpapers || Download paper | 3 |
36 | 1999 | How do UK-Based Foreign Exchange Dealers Think Their Market Operates?. (1999). Marsh, Ian ; Cheung, Yin-Wong ; Chinn, Menzie. In: Working Papers. RePEc:wbs:wpaper:wp99-21. Full description at Econpapers || Download paper | 3 |
37 | 2006 | When to Pick the Losers: Do Sentiment Indicators Improve Dynamic Asset Allocation?. (2006). Hung, Chi-Hsiou ; Stremme, Alexander ; Oomen, Roel ; Basu, Devraj . In: Working Papers. RePEc:wbs:wpaper:wpn06-13. Full description at Econpapers || Download paper | 3 |
38 | 2006 | Price Stability and Volatility in Markets with Positive and Negative Expectations Feedback: An Experimental Investigation. (2006). Tuinstra, Jan ; Sonnemans, Joep ; Hommes, Cars ; Heemeijer, Peter . In: Working Papers. RePEc:wbs:wpaper:wp06-18. Full description at Econpapers || Download paper | 3 |
39 | 2004 | Minority games with finite score memory. (2004). Challet, Damien ; De Martino, Andrea ; Marsili, Matteo ; Castillo, Isaac . In: Working Papers. RePEc:wbs:wpaper:wp04-07. Full description at Econpapers || Download paper | 2 |
40 | 2001 | Small Sample Properties of Panel Time-series Estimators with I(1) Errors. (2001). Smith, Ronald ; Fuertes, Ana-Maria ; Coakley, Jerry. In: Working Papers. RePEc:wbs:wpaper:wp01-08. Full description at Econpapers || Download paper | 2 |
41 | 2006 | A Behavioral Model for Participation Games with Negative Feedback. (2006). Tuinstra, Jan ; Dindo, Pietro. In: Working Papers. RePEc:wbs:wpaper:wp06-15. Full description at Econpapers || Download paper | 2 |
42 | 2007 | Informational differences and learning in an asset market with boundedly rational agents. (2007). Dindo, Pietro ; Diks, Cees. In: Working Papers. RePEc:wbs:wpaper:wp07-06. Full description at Econpapers || Download paper | 2 |
43 | 1999 | Technical Analysis and Central Bank Intervention. (1999). Neely, Christopher ; Weller, Paul . In: Working Papers. RePEc:wbs:wpaper:wp99-04. Full description at Econpapers || Download paper | 2 |
44 | 2007 | Equilibrium Return and Agents Survival in a Multiperiod Asset Market: Analytic Support of a Simulation Model. (2007). Dindo, Pietro ; Anufriev, Mikhail. In: Working Papers. RePEc:wbs:wpaper:wp07-03. Full description at Econpapers || Download paper | 2 |
45 | 1999 | The Disappearance of Style in the US Equity Market. (1999). Hwang, Soosung ; Satchell, Stephen . In: Working Papers. RePEc:wbs:wpaper:wp99-18. Full description at Econpapers || Download paper | 2 |
46 | 2009 | Customer Trading in the Foreign Exchange Market: Empirical Evidence from an Internet Trading Platform. (2009). Nolte, Ingmar ; Nolte (Lechner), Sandra. In: Working Papers. RePEc:wbs:wpaper:wp09-01. Full description at Econpapers || Download paper | 2 |
47 | 2007 | Rational Forecasts or Social Opinion Dynamics? Identification of Interaction Effects in a Business Climate Survey. (2007). Lux, Thomas. In: Working Papers. RePEc:wbs:wpaper:wp07-11. Full description at Econpapers || Download paper | 2 |
48 | 2004 | The Role of Asymmetries and Regime Shifts in the Term Structure of Interest Rates. (2004). Valente, Giorgio ; Taylor, Mark ; Sarno, Lucio ; Clarida, Richard. In: Working Papers. RePEc:wbs:wpaper:wp04-13. Full description at Econpapers || Download paper | 2 |
49 | 2006 | Price and Wealth Dynamics in a Speculative Market with Generic Procedurally Rational Traders. (2006). Bottazzi, Giulio ; Anufriev, Mikhail. In: Working Papers. RePEc:wbs:wpaper:wp06-02. Full description at Econpapers || Download paper | 2 |
50 | On Uncertainty, Market Timing and the Predictability of Tick by Tick Exchange Rates. (2008). Salmon, Mark ; Kozhan, Roman. In: Working Papers. RePEc:wbs:wpaper:wp08-06. Full description at Econpapers || Download paper | 2 |
# | Year | Title | Cited |
---|---|---|---|
1 | 1999 | Modelling Emerging Market Risk Premia Using Higher Moments. (1999). Hwang, Soosung ; Satchell, Stephen . In: Working Papers. RePEc:wbs:wpaper:wp99-17. Full description at Econpapers || Download paper | 10 |
2 | 2012 | Capital Regulation, Liquidity Requirements and Taxation in a Dynamic Model of Banking. (2012). Lucchetta, Marcella ; Gamba, Andrea ; de Nicolo, Gianni . In: Working Papers. RePEc:wbs:wpaper:wpn12-04. Full description at Econpapers || Download paper | 9 |
3 | 2007 | True and Apparent Scaling: The Proximity of the Markov- Switching Multifractal Model to Long-Range Dependence. (2007). Lux, Thomas ; Liu, Ruipeng ; Matteo, Di. In: Working Papers. RePEc:wbs:wpaper:wp07-12. Full description at Econpapers || Download paper | 8 |
4 | 2004 | Dynamic copula models for multivariate high-frequency data in finance. (2004). Dias, Alexandra ; Embrechts, Paul . In: Working Papers. RePEc:wbs:wpaper:wpn04-01. Full description at Econpapers || Download paper | 8 |
5 | 2012 | One size Does Not Fit All: Selling Firms to Private Equity Versus Strategic Acquirers. (2012). Paap, Richard ; Fidrmuc, Jana P. ; Teunissen, Tim ; Roosenboom, Peter . In: Working Papers. RePEc:wbs:wpaper:wpn12-02. Full description at Econpapers || Download paper | 7 |
6 | 2010 | Culture, Agency Costs and Dividends. (2010). Fidrmuc, Jana P. ; Jacob, Marcus . In: Working Papers. RePEc:wbs:wpaper:wpn10-01. Full description at Econpapers || Download paper | 7 |
7 | 2006 | Financial Power Laws: Empirical Evidence, Models, and Mechanism. (2006). Lux, Thomas . In: Working Papers. RePEc:wbs:wpaper:wpn06-08. Full description at Econpapers || Download paper | 6 |
8 | 2013 | Microprudential Regulation in a Dynamic Model of Banking. (2013). Lucchetta, Marcella ; Gamba, Andrea ; de Nicolo, Gianni . In: Working Papers. RePEc:wbs:wpaper:wpn13-04. Full description at Econpapers || Download paper | 6 |
9 | 2005 | Towards a Solution to the Puzzles in Exchange Rate Economics: Where Do We Stand?. (2005). Sarno, Lucio. In: Working Papers. RePEc:wbs:wpaper:wp05-11. Full description at Econpapers || Download paper | 6 |
10 | 2002 | Noise Training, Costly Arbitrage and Asset Prices: evidence from closed-end funds. (2002). Thomas, Dylan ; Gemmill, Gordon . In: Working Papers. RePEc:wbs:wpaper:wp02-09. Full description at Econpapers || Download paper | 3 |
11 | 2013 | Welfare-Improving Ambiguity in Insurance Markets with Asymmetric Information. (2013). Kozhan, Roman ; Koufopoulos, Kostas . In: Working Papers. RePEc:wbs:wpaper:wpn13-13. Full description at Econpapers || Download paper | 3 |
12 | 2006 | Pricing Multivariate Currency Options with Copulas. (2006). Schleicher, Christoph ; Salmon, Mark. In: Working Papers. RePEc:wbs:wpaper:wp06-21. Full description at Econpapers || Download paper | 2 |
13 | 2006 | Pricing Multivariate Currency Options with Copulas. (2006). Schleicher, Christoph ; Salmon, Mark . In: Working Papers. RePEc:wbs:wpaper:wpn06-10. Full description at Econpapers || Download paper | 2 |
14 | 2005 | Time-Variation of Higher Moments in a Financial Market with Heterogeneous Agents: An Analytical Approach. (2005). Lux, Thomas ; Alfarano, Simone ; Wagner, Friedrich . In: Working Papers. RePEc:wbs:wpaper:wp05-02. Full description at Econpapers || Download paper | 2 |
Year | Title | |
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2015 | Determining Optimal Macroprudential Instruments. (2015). Winkler, Kay . In: Working Paper Series. RePEc:vuw:vuwcsr:4182. Full description at Econpapers || Download paper | |
2015 | Bank Capital, Liquid Reserves, and Insolvency Risk. (2015). Morellec, Erwan ; Hugonnier, Julien . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10378. Full description at Econpapers || Download paper | |
2015 | Capital Requirements, Risk Choice, and Liquidity Provision in a Business Cycle Model. (2015). Begenau, Juliane . In: 2015 Meeting Papers. RePEc:red:sed015:687. Full description at Econpapers || Download paper |
Year | Citing document | |
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2013 | Debt, equity, and capital investment. (2013). Salzsieder, Leigh ; Keune, Timothy M. ; Jackson, Scott B.. In: Journal of Accounting and Economics. RePEc:eee:jaecon:v:56:y:2013:i:2:p:291-310. Full description at Econpapers || Download paper |
Year | Citing document |
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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