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Working Papers / Universitat de Barcelona, UB Riskcenter

0.5

Impact Factor

0.5

5-Years IF

3

5-Years H index

Main indicators

Raw data

IF AIF IF5 DOC CDO CCU CIF CIT D2Y C2Y D5Y C5Y %SC CiY II AII
19900.1000 (%)0.06
19910.09000 (%)0.04
19920.1000 (%)0.05
19930.13000 (%)0.06
19940.14000 (%)0.06
19950.17000 (%)0.11
19960.22000 (%)0.1
19970.22000 (%)0.09
19980.24000 (%)0.13
19990.3000 (%)0.16
20000.37000 (%)0.14
20010.37000 (%)0.17
20020.37000 (%)0.18
20030.4000 (%)0.19
20040.41000 (%)0.18
20050.43000 (%)0.21
20060.44000 (%)0.19
20070.37000 (%)0.17
20080.39000 (%)0.17
20090.36000 (%)0.17
20100.34000 (%)0.15
20110.41000 (%)0.2
20120.45000 (%)0.21
20130.5000 (%)0.2
20140.558830.3833003 (9.1%)30.380.25
20151.750.571.75816241.528148142 (100%)10.130.26
20160.50.660.51690.56168168 (%)0.34
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:

#YearTitleCited
12014Causality and contagion in EMU sovereign debt markets. (2014). Sosvilla-Rivero, Simon ; Gómez-Puig, Marta ; Gomez-Puig, Marta . In: Working Papers. RePEc:bak:wpaper:201403.

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28
22014An update on EMU sovereign yield spread drivers in time of crisis: A panel data analysis. (2014). Sosvilla-Rivero, Simon ; Gómez-Puig, Marta ; Maria del Carmen Ramos-Herrera, ; Gomez-Puig, Marta . In: Working Papers. RePEc:bak:wpaper:201404.

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9
32014European government bond market integration in turbulent times. (2014). Chuliá, Helena ; Abad, Pilar ; Chulia, Helena . In: Working Papers. RePEc:bak:wpaper:201408.

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3
42015Less is more: increasing retirement gains by using an upside terminal wealth constraint. (2015). Guillen, Montserrat ; Donnelly, Catherine ; Gerrard, Russell ; Nielsen, Jens Perch . In: Working Papers. RePEc:bak:wpaper:201502.

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2
52014Non-parametric Models for Univariate Claim Severity Distributions - an approach using R. (2014). Guillen, Montserrat ; Bolance, Catalina ; Pitt, David . In: Working Papers. RePEc:bak:wpaper:201401.

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1
62014Accounting for severity of risk when pricing insurance products. (2014). Guillen, Montserrat ; Bolance, Catalina ; Alemany, Ramon . In: Working Papers. RePEc:bak:wpaper:201405.

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1
72015Estimación del riesgo mediante el ajuste de cópulas. (2015). Guillen, Montserrat ; Padilla, Alemar ; Bolance, Catalina . In: Working Papers. RePEc:bak:wpaper:201501.

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1
82015What attitudes to risk underlie distortion risk measure choices?. (2015). Guillen, Montserrat ; Belles-Sampera, Jaume ; Santolino, Miguel . In: Working Papers. RePEc:bak:wpaper:201505.

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1
92014A joint longitudinal and survival model with health care usage for insured elderly. (2014). Guillen, Montserrat ; Alemany, Ramon ; Piulachs, Xavier . In: Working Papers. RePEc:bak:wpaper:201407.

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1
102014Dollarization and the relationship between EMBI and fundamentals in Latin American countries. (2014). Gómez-Puig, Marta ; del Cristo, Lorena Mari ; Gomez-Puig, Marta . In: Working Papers. RePEc:bak:wpaper:201402.

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1
112015Mortality and Longevity Risks in the United Kingdom: Dynamic Factor Models and Copula-Functions. (2015). Uribe, Jorge ; Guillen, Montserrat ; Chuliá, Helena. In: Working Papers. RePEc:bak:wpaper:201503.

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1
122014Optimal personalized treatment rules for marketing interventions: A review of methods, a new proposal, and an insurance case study. (2014). Guillen, Montserrat ; Perez-Marin, Ana M. ; Guelman, Leo . In: Working Papers. RePEc:bak:wpaper:201406.

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1

50 most relevant documents in this series (papers most cited in the last two years)

#YearTitleCited
12014Causality and contagion in EMU sovereign debt markets. (2014). Sosvilla-Rivero, Simon ; Gómez-Puig, Marta ; Gomez-Puig, Marta . In: Working Papers. RePEc:bak:wpaper:201403.

Full description at Econpapers || Download paper

25
22014An update on EMU sovereign yield spread drivers in time of crisis: A panel data analysis. (2014). Sosvilla-Rivero, Simon ; Gómez-Puig, Marta ; Maria del Carmen Ramos-Herrera, ; Gomez-Puig, Marta . In: Working Papers. RePEc:bak:wpaper:201404.

Full description at Econpapers || Download paper

9
32014European government bond market integration in turbulent times. (2014). Chuliá, Helena ; Abad, Pilar ; Chulia, Helena . In: Working Papers. RePEc:bak:wpaper:201408.

Full description at Econpapers || Download paper

3
42015Less is more: increasing retirement gains by using an upside terminal wealth constraint. (2015). Guillen, Montserrat ; Donnelly, Catherine ; Gerrard, Russell ; Nielsen, Jens Perch . In: Working Papers. RePEc:bak:wpaper:201502.

Full description at Econpapers || Download paper

2

Citing documents used to compute impact factor 8:

YearTitle
2016The re-pricing of sovereign risks following the global financial crisis. (2016). Migiakis, Petros ; Malliaropulos, Dimitris . In: Working Papers. RePEc:bog:wpaper:2010.

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2016Using connectedness analysis to assess financial stress transmission in EMU sovereign bond market volatility. (2016). Sosvilla-Rivero, Simon ; Fernandez-Rodriguez, Fernando ; Gomez-Puig, Marta . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:43:y:2016:i:c:p:126-145.

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2016Emerging market sovereign bond spreads, credit ratings and global financial crisis. (2016). Ozmen, Erdal ; Yaar, Ozge Doanay . In: Economic Modelling. RePEc:eee:ecmode:v:59:y:2016:i:c:p:93-101.

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2016Time-scale analysis of co-movement in EU sovereign bond markets. (2016). Vacha, Lukas ; Smolik, Filip . In: Papers. RePEc:arx:papers:1506.03347.

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2016Convergence Patterns in Sovereign Bond Yield Spreads: Evidence from the Euro Area. (2016). GUPTA, RANGAN ; Cuñado, Juncal ; Antonakakis, Nikolaos ; Christou, Christina ; Cunado, Juncal . In: Working Papers. RePEc:pre:wpaper:201616.

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2016European Government Bond Market Contagion in Turbulent Times. (2016). Chuliá, Helena ; Abad, Pilar. In: Czech Journal of Economics and Finance (Finance a uver). RePEc:fau:fauart:v:66:y:2016:i:3:p:263-276.

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2016Causes and hazards of the euro area sovereign debt crisis: Pure and fundamentals-based contagion. (2016). Sosvilla-Rivero, Simon ; Gomez-Puig, Marta . In: Economic Modelling. RePEc:eee:ecmode:v:56:y:2016:i:c:p:133-147.

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2016Causes and timing of the European debt crisis: An econometric evaluation. (2016). Purificato, Francesco ; Papagni, Erasmo ; Filoso, Valerio Valerio ; Suarez, Marta Vazquez ; Francesco, Purificato ; Panico, Carlo . In: MPRA Paper. RePEc:pra:mprapa:75847.

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Recent citations (cites in year: CiY)

Recent citations received in 2015
YearCiting document
2015Methodological Approach of a Multiple State Actuarial Model for the Married - Widower case for the assessment of retirement and widowhood pensions. (2015). Alaminos, Estefania ; Ayuso, Mercedes . In: Working Papers. RePEc:bak:wpaper:201504.

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Recent citations received in 2014
YearCiting document
2014A joint longitudinal and survival model with health care usage for insured elderly. (2014). Guillen, Montserrat ; Alemany, Ramon ; Piulachs, Xavier . In: Working Papers. RePEc:bak:wpaper:201407.

Full description at Econpapers || Download paper

2014An update on EMU sovereign yield spread drivers in times of crisis: A panel data analysis. (2014). Sosvilla-Rivero, Simon ; Gomez-Puig, Marta ; Ramos-Herrera, Maria del Carmen, . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:30:y:2014:i:c:p:133-153.

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2014The determinants of sovereign default: A sensitivity analysis. (2014). Chakrabarti, Avik ; Zeaiter, Hussein . In: International Review of Economics & Finance. RePEc:eee:reveco:v:33:y:2014:i:c:p:300-318.

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10 most frequent citing series

#SeriesCites

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, 1st 2017. Contact: CitEc Team