0.52
Impact Factor
0.52
5-Years IF
4
5-Years H index
FinMaP-Working Papers / Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents
[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ]
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Main indicators
Raw data
| 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 | 0 | 0 | 0 | (%) | 0.14 | ||||||||||
| 2001 | 0.36 | 0 | 0 | 0 | (%) | 0.17 | ||||||||||
| 2002 | 0.37 | 0 | 0 | 0 | (%) | 0.18 | ||||||||||
| 2003 | 0.4 | 0 | 0 | 0 | (%) | 0.19 | ||||||||||
| 2004 | 0.42 | 0 | 0 | 0 | (%) | 0.19 | ||||||||||
| 2005 | 0.43 | 0 | 0 | 0 | (%) | 0.21 | ||||||||||
| 2006 | 0.45 | 0 | 0 | 0 | (%) | 0.2 | ||||||||||
| 2007 | 0.39 | 0 | 0 | 0 | (%) | 0.17 | ||||||||||
| 2008 | 0.39 | 0 | 0 | 0 | (%) | 0.17 | ||||||||||
| 2009 | 0.37 | 0 | 0 | 0 | (%) | 0.18 | ||||||||||
| 2010 | 0.33 | 0 | 0 | 0 | (%) | 0.15 | ||||||||||
| 2011 | 0.41 | 0 | 0 | 0 | (%) | 0.2 | ||||||||||
| 2012 | 0.46 | 0 | 0 | 0 | (%) | 0.21 | ||||||||||
| 2013 | 0.5 | 0 | 0 | 0 | (%) | 0.21 | ||||||||||
| 2014 | 0.54 | 27 | 27 | 6 | 0.22 | 48 | 0 | 0 | 5 (10.4%) | 6 | 0.22 | 0.26 | ||||
| 2015 |  0.52 | 0.6 | 0.52 | 24 | 51 | 20 | 0.39 | 16 | 27 | 14 | 27 | 14 | 6 (37.5%) | 5 | 0.21 | 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 |
50 most cited documents in this series:
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2014 | Measuring capital market efficiency: Long-term memory, fractal dimension and approximate entropy. (2014). Krištoufek, Ladislav ; Vosvrda, Miloslav . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:18. Full description at Econpapers || Download paper | 15 |
| 2 | 2014 | House Prices, Capital Inflows and Macroprudential Policy. (2014). Punzi, Maria Teresa ; Mendicino, Caterina. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:10. Full description at Econpapers || Download paper | 7 |
| 3 | 2014 | Prices, Debt and Market Structure in an Agent-Based Model of the Financial Market. (2014). Fischer, Thomas ; Riedler, Jesper . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:21. Full description at Econpapers || Download paper | 5 |
| 4 | 2014 | Contagion 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 | 4 |
| 5 | 2014 | What are the main drivers of the Bitcoin price? Evidence from wavelet coherence analysis. (2014). Krištoufek, Ladislav. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:23. Full description at Econpapers || Download paper | 4 |
| 6 | 2014 | Forecasting the Volatility of the Dow Jones Islamic Stock Market Index: Long Memory vs. Regime Switching. (2014). GUPTA, RANGAN ; Ben Nasr, Adnen ; Ajmi, Ahdi Noomen ; Lux, Thomas . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:2. Full description at Econpapers || Download paper | 3 |
| 7 | 2015 | Estimation of sentiment effects in financial markets: A simulated method of moments approach. (2015). Chen, Zhenxi ; Zhenxi, Chen ; Lux, Thomas . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:37. Full description at Econpapers || Download paper | 3 |
| 8 | 2015 | Testing the global banking glut hypothesis. (2015). Punzi, Maria Teresa ; Kauko, Karlo. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:41. Full description at Econpapers || Download paper | 3 |
| 9 | 2014 | Realized wavelet-based estimation of integrated variance and jumps in the presence of noise. (2014). Vacha, Lukas ; BarunÃÂk, Jozef. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:16. Full description at Econpapers || Download paper | 3 |
| 10 | 2016 | Modeling and forecasting exchange rate volatility in time-frequency domain. (2016). Vacha, Lukas ; BarunÃÂk, Jozef ; Barunik, Jozef ; Krehlik, Tomas . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:55. Full description at Econpapers || Download paper | 3 |
| 11 | 2015 | The tale of two great crises. (2015). Giri, Federico ; Fratianni, Michele. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:51. Full description at Econpapers || Download paper | 2 |
| 12 | 2014 | The Role of a Changing Market Environment for Credit Default Swap Pricing. (2014). Reitz, Stefan ; Leppin, Julian. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:7. Full description at Econpapers || Download paper | 2 |
| 13 | 2015 | Underpricing, underperformance and overreaction in initial pubic offerings: Evidence from investor attention using online searches. (2015). Krištoufek, Ladislav ; Vakrman, Tomas . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:35. Full description at Econpapers || Download paper | 2 |
| 14 | 2014 | A Two-Period Model with Portfolio Choice: Understanding Results from Different Solution Methods. (2014). Rabitsch, Katrin ; Stepanchuk, Serhiy . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:6. Full description at Econpapers || Download paper | 2 |
| 15 | 2015 | Are benefits from oil-stocks diversification gone? New evidence from a dynamic copula and high frequency data. (2015). BarunÃÂk, Jozef ; Avdulaj, Krenar ; Barunik, Jozef . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:32. Full description at Econpapers || Download paper | 2 |
| 16 | 2015 | Modeling and forecasting crude oil price volatility: Evidence from historical and recent data. (2015). GUPTA, RANGAN ; Segnon, Mawuli ; Lux, Thomas . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:31. Full description at Econpapers || Download paper | 1 |
| 17 | 2014 | Emergence 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. Full description at Econpapers || Download paper | 1 |
| 18 | 2015 | On the long-run equilibrium value of Tobins average Q. (2015). Franke, Rainer ; Yanovski, Boyan . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:49. Full description at Econpapers || Download paper | 1 |
| 19 | 2014 | Banks strategies during the financial crisis. (2014). Tedeschi, Gabriele ; Berardi, Simone ; Recchioni, Maria Cristina . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:25. Full description at Econpapers || Download paper | 1 |
| 20 | 2015 | Nowcasting unemployment rates with Google searches: Evidence from the Visegrad Group countries. (2015). Krištoufek, Ladislav ; Pavlicek, Jaroslav . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:34. Full description at Econpapers || Download paper | 1 |
| 21 | 2016 | International housing markets, unconventional monetary policy and the zero lower bound. (2016). Huber, Florian ; Punzi, Maria Teresa . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:58. Full description at Econpapers || Download paper | 1 |
| 22 | 2014 | Integrating Real Sector Growth and Inflation Into An Agent-Based Stock Market Dynamics. (2014). Ghonghadze, Jaba ; Franke, Reiner . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:4. Full description at Econpapers || Download paper | 1 |
| 23 | 2014 | Heterogeneous Forecasters and Nonlinear Expectation Formation in the U.S. Stock Market. (2014). Reitz, Stefan ; Pierdzioch, Christian ; Ruelke, Jan-Christoph . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:11. Full description at Econpapers || Download paper | 1 |
| 24 | 2015 | Bringing 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. Full description at Econpapers || Download paper | 1 |
50 most relevant documents in this series (papers most cited in the last two years)
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2014 | Measuring capital market efficiency: Long-term memory, fractal dimension and approximate entropy. (2014). Krištoufek, Ladislav ; Vosvrda, Miloslav . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:18. Full description at Econpapers || Download paper | 15 |
| 2 | 2014 | House Prices, Capital Inflows and Macroprudential Policy. (2014). Punzi, Maria Teresa ; Mendicino, Caterina. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:10. Full description at Econpapers || Download paper | 7 |
| 3 | 2014 | Prices, Debt and Market Structure in an Agent-Based Model of the Financial Market. (2014). Fischer, Thomas ; Riedler, Jesper . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:21. Full description at Econpapers || Download paper | 5 |
| 4 | 2014 | Contagion 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 | 4 |
| 5 | 2015 | Testing the global banking glut hypothesis. (2015). Punzi, Maria Teresa ; Kauko, Karlo. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:41. Full description at Econpapers || Download paper | 3 |
| 6 | 2015 | Estimation of sentiment effects in financial markets: A simulated method of moments approach. (2015). Chen, Zhenxi ; Zhenxi, Chen ; Lux, Thomas . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:37. Full description at Econpapers || Download paper | 3 |
| 7 | 2014 | Forecasting the Volatility of the Dow Jones Islamic Stock Market Index: Long Memory vs. Regime Switching. (2014). GUPTA, RANGAN ; Ben Nasr, Adnen ; Ajmi, Ahdi Noomen ; Lux, Thomas . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:2. Full description at Econpapers || Download paper | 3 |
| 8 | 2014 | What are the main drivers of the Bitcoin price? Evidence from wavelet coherence analysis. (2014). Krištoufek, Ladislav. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:23. Full description at Econpapers || Download paper | 3 |
| 9 | 2014 | Realized wavelet-based estimation of integrated variance and jumps in the presence of noise. (2014). Vacha, Lukas ; BarunÃÂk, Jozef. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:16. Full description at Econpapers || Download paper | 3 |
| 10 | 2016 | Modeling and forecasting exchange rate volatility in time-frequency domain. (2016). Vacha, Lukas ; BarunÃÂk, Jozef ; Barunik, Jozef ; Krehlik, Tomas . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:55. Full description at Econpapers || Download paper | 3 |
| 11 | 2015 | The tale of two great crises. (2015). Giri, Federico ; Fratianni, Michele. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:51. Full description at Econpapers || Download paper | 2 |
| 12 | 2015 | Underpricing, underperformance and overreaction in initial pubic offerings: Evidence from investor attention using online searches. (2015). Krištoufek, Ladislav ; Vakrman, Tomas . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:35. Full description at Econpapers || Download paper | 2 |
| 13 | 2014 | A Two-Period Model with Portfolio Choice: Understanding Results from Different Solution Methods. (2014). Rabitsch, Katrin ; Stepanchuk, Serhiy . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:6. Full description at Econpapers || Download paper | 2 |
| 14 | 2014 | The Role of a Changing Market Environment for Credit Default Swap Pricing. (2014). Reitz, Stefan ; Leppin, Julian. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:7. Full description at Econpapers || Download paper | 2 |
| 15 | 2015 | Are benefits from oil-stocks diversification gone? New evidence from a dynamic copula and high frequency data. (2015). BarunÃÂk, Jozef ; Avdulaj, Krenar ; Barunik, Jozef . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:32. Full description at Econpapers || Download paper | 2 |
Citing documents used to compute impact factor 14:
| Year | Title | |
|---|---|---|
| 2015 | DebtRank: A microscopic foundation for shock propagation. (2015). Caccioli, Fabio ; Battiston, Stefano ; Bardoscia, Marco ; Caldarelli, Guido . In: Papers. RePEc:arx:papers:1504.01857. Full description at Econpapers || Download paper | |
| 2015 | Price discovery in the markets for credit risk: A Markov switching approach. (2015). Dimpfl, Thomas ; Peter, Franziska J. In: SFB 649 Discussion Papers. RePEc:hum:wpaper:sfb649dp2015-035. Full description at Econpapers || Download paper | |
| 2015 | International portfolios: A comparison of solution methods. (2015). Rabitsch, Katrin ; Tsyrennikov, Viktor ; Stepanchuk, Serhiy . In: Journal of International Economics. RePEc:eee:inecon:v:97:y:2015:i:2:p:404-422. Full description at Econpapers || Download paper | |
| 2015 | Too interconnected to fail: A survey of the interbank networks literature. (2015). . In: SAFE Working Paper Series. RePEc:zbw:safewp:91. Full description at Econpapers || Download paper | |
| 2015 | Complexity and Model Comparison in Agent Based Modeling of Financial Markets. (2015). Winker, Peter ; Mandes, Alexandru . In: MAGKS Papers on Economics. RePEc:mar:magkse:201528. Full description at Econpapers || Download paper | |
| 2015 | Market structure and rating strategies in credit rating markets â A dynamic model with matching of heterogeneous bond issuers and rating agencies. (2015). Fischer, Thomas. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:58:y:2015:i:c:p:39-56. Full description at Econpapers || Download paper | |
| 2015 | The scale-dependent market trend: Empirical evidences using the lagged DFA method. (2015). Li, Daye ; Sun, Qiankun ; Kou, Zhun . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:433:y:2015:i:c:p:26-35. Full description at Econpapers || Download paper | |
| 2015 | Time-varying long term memory in the European Union stock markets. (2015). Tabak, Benjamin ; Åensoy, Ahmet ; Sensoy, Ahmet . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:436:y:2015:i:c:p:147-158. Full description at Econpapers || Download paper | |
| 2015 | Testing the Global Banking Glut Hypothesis. (2015). Punzi, Maria Teresa ; Kauko, Karlo. In: Department of Economics Working Papers. RePEc:wiw:wiwwuw:wuwp194. Full description at Econpapers || Download paper | |
| 2015 | Testing the global banking glut hypothesis. (2015). Punzi, Maria Teresa ; Kauko, Karlo. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:41. Full description at Econpapers || Download paper | |
| 2015 | Testing the global banking glut hypothesis. (2015). Punzi, Maria Teresa ; Kauko, Karlo. In: Journal of Financial Stability. RePEc:eee:finsta:v:19:y:2015:i:c:p:128-151. Full description at Econpapers || Download paper | |
| 2015 | New methodology for constructing real estate price indices applied to the Singapore residential market. (2015). Yu, Jun ; Phillips, Peter ; JunYu, ; PEter, ; Jiang, Liang . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:61:y:2015:i:s2:p:s121-s131. Full description at Econpapers || Download paper | |
| 2015 | Estimation of long memory in volatility using wavelets. (2015). BarunÃÂk, Jozef ; Barunik, Jozef ; Kraicova, Lucie . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:33. Full description at Econpapers || Download paper | |
| 2015 | Modeling and forecasting exchange rate volatility in time-frequency domain. (2015). Vacha, Lukas ; Krehlik, Tomas ; BarunÃÂk, Jozef ; Barunik, Jozef . In: Papers. RePEc:arx:papers:1204.1452. Full description at Econpapers || Download paper |
Recent citations (cites in year: CiY)
Recent citations received in 2015
| Year | Citing document | |
|---|---|---|
| 2015 | The Tale of Two Great Crises. (2015). Giri, Federico ; Fratianni, Michele. In: Mo.Fi.R. Working Papers. RePEc:anc:wmofir:117. Full description at Econpapers || Download paper | |
| 2015 | Estimation of sentiment effects in financial markets: A simulated method of moments approach. (2015). Chen, Zhenxi ; Zhenxi, Chen ; Lux, Thomas . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:37. Full description at Econpapers || Download paper | |
| 2015 | Bringing 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. Full description at Econpapers || Download paper | |
| 2015 | Modeling and Forecasting Carbon Dioxide Emission Allowance Spot Price Volatility: Multifractal vs. GARCH-type Volatility Models. (2015). GUPTA, RANGAN ; Segnon, Mawuli ; Lux, Thomas . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:46. Full description at Econpapers || Download paper | |
| 2015 | The tale of two great crises. (2015). Giri, Federico ; Fratianni, Michele. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:51. Full description at Econpapers || Download paper |
Recent citations received in 2014
| Year | Citing document | |
|---|---|---|
| 2014 | The 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. Full description at Econpapers || Download paper | |
| 2014 | Are there Long-Run Diversification Gains from the Dow Jones Islamic Finance Index?. (2014). Jooste, Charl ; GUPTA, RANGAN ; BABALOS, VASSILIOS ; Balcilar, Mehmet ; Hammoudeh, Shawkat . In: Working Papers. RePEc:emu:wpaper:15-20.pdf. Full description at Econpapers || Download paper | |
| 2014 | Are 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. Full description at Econpapers || Download paper | |
| 2014 | What Does Crypto-currency Look Like? Gaining Insight into Bitcoin Phenomenon. (2014). Selmi, Refk . In: MPRA Paper. RePEc:pra:mprapa:58133. Full description at Econpapers || Download paper | |
| 2014 | Is Bitcoin business income or speculative bubble? Unconditional vs. conditional frequency domain analysis. (2014). Tiwari, Aviral ; Selmi, Refk ; bouoiyour, jamal. In: MPRA Paper. RePEc:pra:mprapa:59595. Full description at Econpapers || Download paper | |
| 2014 | Are there Long-Run Diversification Gains from the Dow Jones Islamic Finance Index?. (2014). Jooste, Charl ; Hammoudeh, Shawkat ; GUPTA, RANGAN ; BABALOS, VASSILIOS ; Balcilar, Mehmet. In: Working Papers. RePEc:pre:wpaper:201433. Full description at Econpapers || Download paper |
10 most frequent citing series
| # | Series | Cites |
|---|
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