Citation analysis for FMG Discussion Papers / Financial Markets Group

FMG Discussion Papers / Financial Markets Group

0.86

Impact Factor

0.64

5-Years IF

5-Years H index

[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ]
[more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators

Raw data

	IF	AIF	IF5	DOC	CDO	CCU	CIF	CIT	D2Y	C2Y	D5Y	C5Y	%SC	CiY	II	AII
1990		0.1		3	3			8	1		1		(%)			0.06
1991	0.5	0.09	0.5	4	7	2	0.29	28	4	2	4	2	(%)			0.04
1992	0.14	0.1	0.13	2	9	1	0.11	13	7	1	8	1	(%)			0.05
1993		0.13	0.1	3	12	1	0.08	10	6		10	1	(%)			0.06
1994	0.2	0.14	0.08	1	13	1	0.08	3	5	1	13	1	(%)			0.06
1995	0.25	0.17	0.31	4	17	5	0.29	12	4	1	13	4	(%)	1	0.25	0.11
1996	0.2	0.22	0.21	9	26	8	0.31	46	5	1	14	3	2 (4.3%)	4	0.44	0.1
1997	0.31	0.22	0.42	15	41	13	0.32	77	13	4	19	8	1 (1.3%)	2	0.13	0.09
1998	0.25	0.24	0.25	22	63	18	0.29	197	24	6	32	8	3 (1.5%)	8	0.36	0.13
1999	0.43	0.3	0.43	21	84	26	0.31	122	37	16	51	22	2 (1.6%)	3	0.14	0.16
2000	0.65	0.37	0.52	25	109	46	0.42	78	43	28	71	37	(%)	4	0.16	0.14
2001	0.37	0.37	0.49	28	137	63	0.46	141	46	17	92	45	4 (2.8%)	6	0.21	0.17
2002	0.58	0.37	0.72	37	174	102	0.59	285	53	31	111	80	(%)	8	0.22	0.18
2003	0.75	0.4	0.71	27	201	122	0.61	78	65	49	133	94	1 (1.3%)	7	0.26	0.19
2004	0.98	0.41	0.7	40	241	139	0.58	61	64	63	138	97	(%)	6	0.15	0.18
2005	0.3	0.43	0.48	21	262	106	0.4	69	67	20	157	76	(%)	3	0.14	0.21
2006	0.38	0.44	0.46	26	288	104	0.36	109	61	23	153	71	(%)	2	0.08	0.19
2007	0.45	0.37	0.39	24	312	103	0.33	143	47	21	151	59	1 (%)	13	0.54	0.17
2008	0.72	0.39	0.37	16	328	106	0.32	88	50	36	138	51	(%)	7	0.44	0.17
2009	0.75	0.36	0.44	19	347	101	0.29	289	40	30	127	56	(%)	5	0.26	0.17
2010	0.91	0.34	0.78	17	364	136	0.37	113	35	32	106	83	1 (%)	7	0.41	0.15
2011	1.42	0.41	0.99	32	396	170	0.43	98	36	51	102	101	4 (4.1%)	9	0.28	0.2
2012	0.92	0.45	0.8	17	413	128	0.31	89	49	45	108	86	3 (3.4%)	5	0.29	0.21
2013	0.67	0.5	0.89	5	418	178	0.43	11	49	33	101	90	(%)			0.2
2014	1.14	0.55	1.13	7	425	166	0.39	44	22	25	90	102	(%)	11	1.57	0.25
2015	1.33	0.57	0.68		425	127	0.3		12	16	78	53	(%)			0.26
2016	0.86	0.66	0.64		425	153	0.36		7	6	61	39	(%)			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:

#	Year	Title	Cited
1	2009	A Preferred-Habitat Model of the Term Structure of Interest Rates. (2009). Vayanos, Dimitri ; Vila, Jean-Luc . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp641. Full description at Econpapers \|\| Download paper	122
2	2002	Market Timing and Return Prediction under Model Instability. (2002). Timmermann, Allan ; Pesaran, M. In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp412. Full description at Econpapers \|\| Download paper	100
3	2007	Market Liquidity and Funding Liquidity. (2007). Brunnermeier, Markus ; Pederson, Lasse Heje. In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp580. Full description at Econpapers \|\| Download paper	97
4	2009	Banking Stability Measures. (2009). Goodhart, Charles ; Segoviano, Miguel . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp627. Full description at Econpapers \|\| Download paper	81
5	2010	Limits of Arbitrage: The State of the Theory. (2010). Vayanos, Dimitri ; Gromb, Denis. In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp650. Full description at Econpapers \|\| Download paper	54
6	1999	A Model of the Lender of Last Resort. (1999). Huang, Haizhou ; Goodhart, Charles . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp313. Full description at Econpapers \|\| Download paper	51
7	2009	Negative Nominal Interest Rates: Three ways to overcome the zero lower bound. (2009). Buiter, Willem. In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp636. Full description at Econpapers \|\| Download paper	37
8	1998	Optimal Monetary Policy in a Model of Asymmetric Central Bank Preferences. (1998). Peel, David ; Nobay, Bob. In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp306. Full description at Econpapers \|\| Download paper	36
9	1999	A Simple Model of an International Lender of Last Resort. (1999). Huang, Haizhou ; Goodhart, Charles . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp336. Full description at Econpapers \|\| Download paper	36
10	2002	Family Firms. (2002). Shleifer, Andrei ; Burkart, Mike ; Panunzi, Fausto. In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp406. Full description at Econpapers \|\| Download paper	35
11	2014	Network Risk and Key Players: A Structural Analysis of Interbank Liquidity. (2014). Yuan, Kathy ; Julliard, Christian ; Denbee, Edward. In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp734. Full description at Econpapers \|\| Download paper	33
12	2002	Coordination Failures and the Lender of Last Resort: Was Bagehot Right After All?. (2002). Vives, Xavier ; Rochet, Jean. In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp408. Full description at Econpapers \|\| Download paper	31
13	1998	Data-Snooping, Technical Trading, Rule Performance and the Bootstrap. (1998). White, Halbert ; Timmermann, Allan ; Sullivan, Ryan . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp303. Full description at Econpapers \|\| Download paper	29
14	1998	Informed Trading, Investment, and Welfare. (1998). Rahi, Rohit ; Dow, James. In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp292. Full description at Econpapers \|\| Download paper	29
15	1998	Beyond the Sample: Extreme Quantile and Probability Estimation. (1998). de Vries, Casper ; Danielsson, Jon. In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp298. Full description at Econpapers \|\| Download paper	29
16	2012	Financial Regulation in General Equilibrium. (2012). Tsomocos, Dimitrios ; Kashyap, Anil ; Vardoulakis, Alexandros ; Goodhart, Charles . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp702. Full description at Econpapers \|\| Download paper	28
17	1998	Housing Market Fluctuations in a Life-Cycle Economy with Credit Constraints. (1998). Rady, Sven ; Ortalo-Magne, Francois. In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp296. Full description at Econpapers \|\| Download paper	27
18	2010	Risk Appetite and Endogenous Risk. (2010). Zigrand, Jean-Pierre ; Shin, Hyun Song ; Danielsson, Jon. In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp647. Full description at Econpapers \|\| Download paper	26
19	1991	The Clustering of Bid/Ask Prices and the Spread in the Foreign Exchange Market. (1991). Goodhart, Charles ; Curcio, Riccardo. In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp110. Full description at Econpapers \|\| Download paper	25
20	1999	Optimal Bail Out Policy, Conditionality and Creative Ambiguity. (1999). FREIXAS, XAVIER. In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp327. Full description at Econpapers \|\| Download paper	25
21	2006	Recovery Rates, Default Probabilities and the Credit Cycle. (2006). GonzÃÂ¡lez-Aguado, Carlos ; Bruche, Max ; Gonzalez-Aguado, Carlos . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp572. Full description at Econpapers \|\| Download paper	25
22	2008	Bond Supply and Excess Bond Returns. (2008). Vayanos, Dimitri ; Greenwood, Robin . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp607. Full description at Econpapers \|\| Download paper	24
23	2001	Housing Market Dynamics: on the Contribution of Income Shocks and Credit Constraints. (2001). Rady, Sven ; Ortalo-Magne, Francois. In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp375. Full description at Econpapers \|\| Download paper	24
24	1996	Announcement Effects and Seasonality in the Intra-day Foreign Exchange Market. (1996). Payne, Richard. In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp238. Full description at Econpapers \|\| Download paper	24
25	2006	Consistent Information Multivariate Density Optimizing Methodology. (2006). Segoviano, Miguel . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp557. Full description at Econpapers \|\| Download paper	24
26	2005	Subadditivity ReâExamined: the Case for Value-at-Risk. (2005). Jorgensen, Bjorn ; de Vries, Casper ; Danielsson, Jon ; Samorodnitsky, Gennady ; Mandira, Sarma. In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp549. Full description at Econpapers \|\| Download paper	24
27	2010	Stronger Risk Controls, Lower Risk: Evidence from U.S. Bank Holding Companies. (2010). Ellul, Andrew ; Yerramilli, Vijay . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp646. Full description at Econpapers \|\| Download paper	23
28	2002	Internal ratings, the business cycle and capital requirements: some evidence from an emerging market economy. (2002). Segoviano, Miguel ; Lowe, Philip . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp428. Full description at Econpapers \|\| Download paper	22
29	2011	Balance Sheet Capacity and Endogenous Risk. (2011). Shin, Hyun Song ; Danielsson, Jon. In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp665. Full description at Econpapers \|\| Download paper	21
30	1997	Team Structure Modelling of Defaultable Bonds. (1997). SchÃÂ¶nbucher, Philipp. In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp272. Full description at Econpapers \|\| Download paper	19
31	2003	Equilibrium analysis, banking, contagion and financial fragility. (2003). Tsomocos, Dimitrios. In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp450. Full description at Econpapers \|\| Download paper	19
32	2009	Financial Volatility and Economic Activity. (2009). Mele, Antonio. In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp642. Full description at Econpapers \|\| Download paper	18
33	2001	What Happens When You Regulate Risk? Evidence from a Simple Equilibrium Model. (2001). Zigrand, Jean-Pierre ; Danielsson, Jon. In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp393. Full description at Econpapers \|\| Download paper	18
34	2012	Liquidity and Asset Returns under Asymmetric Information and Imperfect Competition. (2012). Vayanos, Dimitri ; Wang, Jiang . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp708. Full description at Econpapers \|\| Download paper	17
35	2012	Bond Variance Risk Premia. (2012). Mueller, Philippe ; Vedolin, Andrea ; Yen, Yu-Min . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp699. Full description at Econpapers \|\| Download paper	17
36	1998	Boom In, Bust Out: Young Households and the Housing Price Cycle. (1998). Rady, Sven ; Ortalo-Magne, Francois. In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp310. Full description at Econpapers \|\| Download paper	17
37	2008	Central banks and financial crises. (2008). Buiter, Willem ; Guriev, Sergei ; Bhattacharya, Sudipto . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp619. Full description at Econpapers \|\| Download paper	16
38	2011	Anticipated and Repeated Shocks in Liquid Markets. (2011). ZHANG, JINFAN ; Yan, Hongjun ; Lou, Dong . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp684. Full description at Econpapers \|\| Download paper	16
39	2000	Public Trading and Private Incentives. (2000). Gromb, Denis ; Faure-Grimaud, Antoine . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp347. Full description at Econpapers \|\| Download paper	16
40	2006	(UBS Pensions Series 041) The Economics of Pensions. (2006). Diamond, Peter ; Barr, Nicholas . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp563. Full description at Econpapers \|\| Download paper	15
41	2008	Can Rare Events Explain the Equity Premium Puzzle?. (2008). Julliard, Christian ; Ghosh, Anisha . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp610. Full description at Econpapers \|\| Download paper	15
42	2003	Macroeconomic news, order flows and exchange rates. (2003). Payne, Richard ; Love, Ryan . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp475. Full description at Econpapers \|\| Download paper	14
43	1997	The Effects of Macroeconomic News on High Frequency Exchange Rate Behaviour. (1997). Payne, Richard ; Almeida, Alvaro ; Goodhart, Charles . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp258. Full description at Econpapers \|\| Download paper	14
44	2005	The Interest Rate Conditioning Assumption. (2005). Goodhart, Charles . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp547. Full description at Econpapers \|\| Download paper	14
45	2001	The Impact of Technology on Cash Usage. (2001). Krueger, Malte ; Goodhart, Charles . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp374. Full description at Econpapers \|\| Download paper	13
46	2004	Estimation and Testing of Dynamic Models with Generalised Hyperbolic Innovations. (2004). Sentana, Enrique. In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp502. Full description at Econpapers \|\| Download paper	13
47	2001	Coordination Risk and the Price of Debt. (2001). Shin, Hyun Song ; Morris, Stephen. In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp373. Full description at Econpapers \|\| Download paper	13
48	2002	Bubbles and Crashes. (2002). Brunnermeier, Markus ; Abreu, Dilip . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp401. Full description at Econpapers \|\| Download paper	12
49	2001	Agency Conflicts, Ownership Concentration, and Legal Shareholder Protection. (2001). Burkart, Mike ; Panunzi, Fausto. In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp378. Full description at Econpapers \|\| Download paper	12
50	2006	(UBS Pensions Series 040) Pensions: Overview of Issues. (2006). Barr, Nicholas . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp562. Full description at Econpapers \|\| Download paper	12

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

#	Year	Title	Cited
1	2009	A Preferred-Habitat Model of the Term Structure of Interest Rates. (2009). Vayanos, Dimitri ; Vila, Jean-Luc . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp641. Full description at Econpapers \|\| Download paper	74
2	2010	Limits of Arbitrage: The State of the Theory. (2010). Vayanos, Dimitri ; Gromb, Denis. In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp650. Full description at Econpapers \|\| Download paper	25
3	2009	Negative Nominal Interest Rates: Three ways to overcome the zero lower bound. (2009). Buiter, Willem. In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp636. Full description at Econpapers \|\| Download paper	22
4	2002	Market Timing and Return Prediction under Model Instability. (2002). Timmermann, Allan ; Pesaran, M. In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp412. Full description at Econpapers \|\| Download paper	21
5	2014	Network Risk and Key Players: A Structural Analysis of Interbank Liquidity. (2014). Yuan, Kathy ; Julliard, Christian ; Denbee, Edward. In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp734. Full description at Econpapers \|\| Download paper	19
6	2009	Banking Stability Measures. (2009). Goodhart, Charles ; Segoviano, Miguel . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp627. Full description at Econpapers \|\| Download paper	16
7	2012	Liquidity and Asset Returns under Asymmetric Information and Imperfect Competition. (2012). Vayanos, Dimitri ; Wang, Jiang . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp708. Full description at Econpapers \|\| Download paper	14
8	2012	Financial Regulation in General Equilibrium. (2012). Tsomocos, Dimitrios ; Kashyap, Anil ; Vardoulakis, Alexandros ; Goodhart, Charles . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp702. Full description at Econpapers \|\| Download paper	11
9	2006	(UBS Pensions Series 041) The Economics of Pensions. (2006). Diamond, Peter ; Barr, Nicholas . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp563. Full description at Econpapers \|\| Download paper	8
10	2012	Bond Variance Risk Premia. (2012). Mueller, Philippe ; Vedolin, Andrea ; Yen, Yu-Min . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp699. Full description at Econpapers \|\| Download paper	8
11	2003	Equilibrium analysis, banking, contagion and financial fragility. (2003). Tsomocos, Dimitrios. In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp450. Full description at Econpapers \|\| Download paper	7
12	2011	Balance Sheet Capacity and Endogenous Risk. (2011). Shin, Hyun Song ; Danielsson, Jon. In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp665. Full description at Econpapers \|\| Download paper	7
13	2014	Liquidity Risk and the Dynamics of Arbitrage Capital. (2014). Vayanos, Dimitri ; Kondor, PÃÂ©ter. In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp730. Full description at Econpapers \|\| Download paper	6
14	1999	A Model of the Lender of Last Resort. (1999). Huang, Haizhou ; Goodhart, Charles . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp313. Full description at Econpapers \|\| Download paper	6
15	2007	Market Liquidity and Funding Liquidity. (2007). Brunnermeier, Markus ; Pederson, Lasse Heje. In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp580. Full description at Econpapers \|\| Download paper	6
16	2008	Bond Supply and Excess Bond Returns. (2008). Vayanos, Dimitri ; Greenwood, Robin . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp607. Full description at Econpapers \|\| Download paper	5
17	2006	Consistent Information Multivariate Density Optimizing Methodology. (2006). Segoviano, Miguel . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp557. Full description at Econpapers \|\| Download paper	5
18	2013	Debt Maturity and the Liquidity of Secondary Debt Markets. (2013). Segura, Anatoli ; Bruche, Max. In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp726. Full description at Econpapers \|\| Download paper	5
19	1999	Optimal Bail Out Policy, Conditionality and Creative Ambiguity. (1999). FREIXAS, XAVIER. In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp327. Full description at Econpapers \|\| Download paper	5
20	2011	Anticipated and Repeated Shocks in Liquid Markets. (2011). ZHANG, JINFAN ; Yan, Hongjun ; Lou, Dong . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp684. Full description at Econpapers \|\| Download paper	5
21	2010	Risk Appetite and Endogenous Risk. (2010). Zigrand, Jean-Pierre ; Shin, Hyun Song ; Danielsson, Jon. In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp647. Full description at Econpapers \|\| Download paper	5
22	2002	Daily Closing Inside Spreads and Trading Volumes around Earnings Announcements. (2002). Tonks, Ian ; Acker, Daniella ; Stalker, Matthew. In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp404. Full description at Econpapers \|\| Download paper	4
23	1999	A Simple Model of an International Lender of Last Resort. (1999). Huang, Haizhou ; Goodhart, Charles . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp336. Full description at Econpapers \|\| Download paper	3
24	2013	Rights offerings, trading, and regulation: A global perspective. (2013). Vermaelen, Theo ; Massa, Massimo ; Xu, Moqi . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp727. Full description at Econpapers \|\| Download paper	3
25	2012	Market Liquidity - Theory and Empirical Evidence. (2012). Vayanos, Dimitri ; Wang, Jiang . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp709. Full description at Econpapers \|\| Download paper	3
26	2007	Efficient Estimation of a Semiparametric Characteristic-Based Factor Model of Security Returns. (2007). LINTON, OLIVER ; Connor, Gregory ; Hagmann, Matthias . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp599. Full description at Econpapers \|\| Download paper	3
27	2012	Bankers and bank investors: Reconsidering the economies of scale in banking. (2012). JÃÂµeveer, Karin ; Joeveer, Karin ; Anderson, Ronald W.. In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp712. Full description at Econpapers \|\| Download paper	3
28	2013	Say Pays! Shareholder Voice and Firm Performance. (2013). Guadalupe, Maria ; CuÃÂ±at, Vicente ; Cuat, Vicente ; Gine, Mireia. In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp724. Full description at Econpapers \|\| Download paper	3
29	2006	Recovery Rates, Default Probabilities and the Credit Cycle. (2006). GonzÃÂ¡lez-Aguado, Carlos ; Bruche, Max ; Gonzalez-Aguado, Carlos . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp572. Full description at Econpapers \|\| Download paper	2
30		Shareholder Empowerment and Bank Bailouts. (). Schuster, Edmund-Philipp ; Ferreira, Daniel ; Kirchmaier, Tom ; Kershaw, David . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp714. Full description at Econpapers \|\| Download paper	2
31	2011	Walking Wounded or Living Dead? Making Banks Foreclose Bad Loans. (2011). Llobet, Gerard ; Bruche, Max. In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp675. Full description at Econpapers \|\| Download paper	2
32	2005	Subadditivity ReâExamined: the Case for Value-at-Risk. (2005). Jorgensen, Bjorn ; de Vries, Casper ; Danielsson, Jon ; Samorodnitsky, Gennady ; Mandira, Sarma. In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp549. Full description at Econpapers \|\| Download paper	2
33	2006	Consistent Measures of Risk. (2006). Zigrand, Jean-Pierre ; Jorgensen, Bjorn ; de Vries, Casper ; Danielsson, Jon. In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp565. Full description at Econpapers \|\| Download paper	2
34	2009	Financial Volatility and Economic Activity. (2009). Mele, Antonio. In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp642. Full description at Econpapers \|\| Download paper	2
35	2002	Internal ratings, the business cycle and capital requirements: some evidence from an emerging market economy. (2002). Segoviano, Miguel ; Lowe, Philip . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp428. Full description at Econpapers \|\| Download paper	2
36	2008	From Fiction to Fact: The Impact of CEO Social Networks. (2008). Stathopoulos, Konstantinos ; Kirchmaier, Thomas . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp608. Full description at Econpapers \|\| Download paper	2
37	2003	Credibility and Cheap Talk of Securities Analysts:Theory and Evidence. (2003). Blanes, Jordi . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp472. Full description at Econpapers \|\| Download paper	2
38	2011	Micro Frictions, Asset Pricing and Aggregate. (2011). Lin, Xiaoji ; Favilukis, Jack. In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp673. Full description at Econpapers \|\| Download paper	2
39	2008	Central banks and financial crises. (2008). Buiter, Willem ; Guriev, Sergei ; Bhattacharya, Sudipto . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp619. Full description at Econpapers \|\| Download paper	2
40	1996	Announcement Effects and Seasonality in the Intra-day Foreign Exchange Market. (1996). Payne, Richard. In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp238. Full description at Econpapers \|\| Download paper	2
41	2007	Financing Constraints and a Firmâs Decision and Ability to Innovate: Establishing Direct and Reverse Effects. (2007). Savignac, FrÃÂ©dÃÂ©rique ; hajivassiliou, vassilis. In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp594. Full description at Econpapers \|\| Download paper	2
42	2012	Estimating the Quadratic Covariation Matrix for an Asynchronously Observed Continuous Time Signal Masked by Additive Noise. (2012). LINTON, OLIVER ; Park, Sujin . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp703. Full description at Econpapers \|\| Download paper	2
43	2011	Liquidity Hoarding. (2011). Yorulmazer, Tanju ; Gale, Douglas. In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp682. Full description at Econpapers \|\| Download paper	2
44	2006	(UBS Pensions Series 040) Pensions: Overview of Issues. (2006). Barr, Nicholas . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp562. Full description at Econpapers \|\| Download paper	2

Citing documents used to compute impact factor 6:

Year	Title
2016	Econometrics of network models. (2016). de Paula, Aureo. In: CeMMAP working papers. RePEc:ifs:cemmap:06/16. Full description at Econpapers \|\| Download paper
2016	Multiplex interbank networks and systemic importance: an application to European data. (2016). Aldasoro, IÃÂ±aki ; Alves, Ivan . In: Working Paper Series. RePEc:ecb:ecbwps:20161962. Full description at Econpapers \|\| Download paper
2016	Spillover dynamics for systemic risk measurement using spatial financial time series models. (2016). Lucas, Andre ; Koopman, Siem Jan ; Blasques, Francisco ; Schaumburg, Julia. In: Journal of Econometrics. RePEc:eee:econom:v:195:y:2016:i:2:p:211-223. Full description at Econpapers \|\| Download paper
2016	Risk Reallocation in OTC Derivatives Networks. (2016). Herskovic, Bernard ; Eisfeldt, Andrea ; Siriwardane, Emil . In: 2016 Meeting Papers. RePEc:red:sed016:538. Full description at Econpapers \|\| Download paper
2016	Multiplex interbank networks and systemic importance â An application to European data. (2016). Aldasoro, IÃÂ±aki ; Alves, Ivan . In: ESRB Working Paper Series. RePEc:srk:srkwps:201620. Full description at Econpapers \|\| Download paper
2016	Do CEOs matter? Corporate performance and the CEO life cycle. (2016). Schmid, Markus ; Limbach, Peter ; Scholz-Daneshgari, Meik . In: CFR Working Papers. RePEc:zbw:cfrwps:1611. Full description at Econpapers \|\| Download paper

Recent citations (cites in year: CiY)

Recent citations received in 2014

Year	Citing document
2014	Risk-Sharing and Contagion in Networks. (2014). Gottardi, Piero ; Cabrales, Antonio ; Vega-Redondo, Fernando . In: CESifo Working Paper Series. RePEc:ces:ceswps:_4715. Full description at Econpapers \|\| Download paper
2014	Dealer Networks. (2014). Schuerhoff, Norman ; Li, Dan ; Schurhoff, Norman . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10237. Full description at Econpapers \|\| Download paper
2014	Key Players. (2014). Zenou, Yves. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10277. Full description at Econpapers \|\| Download paper
2014	Network Games with Incomplete Information. (2014). Zenou, Yves ; de MartÃÂ Beltran, Joan ; de Marti, Joan . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:10290. Full description at Econpapers \|\| Download paper
2014	Liquidity risk and the dynamics of arbitrage capital. (2014). Vayanos, Dimitri ; Kondor, PÃÂ©ter. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:55910. Full description at Econpapers \|\| Download paper
2014	Risk-sharing and contagion in networks. (2014). Gottardi, Piero ; Cabrales, Antonio ; Vega-Redondo, Fernando . In: Working Papers. RePEc:fda:fdaddt:2014-18. Full description at Econpapers \|\| Download paper
2014	Dealer Networks. (2014). Schuerhoff, Norman ; Li, Dan ; Schurhoff, Norman . In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2014-95. Full description at Econpapers \|\| Download paper
2014	Contagion in the European Sovereign Debt Crisis. (2014). Richards-Shubik, Seth ; Glover, Brent . In: NBER Working Papers. RePEc:nbr:nberwo:20567. Full description at Econpapers \|\| Download paper
2014	Risk Sharing and Contagion in Networks. (2014). Gottardi, Piero ; Cabrales, Antonio ; Vega-Redondo, Fernando . In: 2014 Meeting Papers. RePEc:red:sed014:278. Full description at Econpapers \|\| Download paper
2014	Spillover Dynamics for Systemic Risk Measurement using Spatial Financial Time Series Models. (2014). Schaumburg, Julia ; Lucas, Andre ; Koopman, Siem Jan ; Blasques, Francisco. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20140107. Full description at Econpapers \|\| Download paper
2014	Spillover dynamics for systemic risk measurement using spatial financial time series models. (2014). Schaumburg, Julia ; Lucas, Andre ; Koopman, Siem Jan ; Blasques, Francisco. In: Annual Conference 2014 (Hamburg): Evidence-based Economic Policy. RePEc:zbw:vfsc14:100632. Full description at Econpapers \|\| Download paper

Recent citations received in 2013

Year	Citing document

10 most frequent citing series

#	Series	Cites
1	NBER Working Papers / National Bureau of Economic Research, Inc	63
2	Journal of Banking & Finance / Elsevier	28
3	CEPR Discussion Papers / C.E.P.R. Discussion Papers	26
4	MPRA Paper / University Library of Munich, Germany	25
5	Staff Reports / Federal Reserve Bank of New York	21
6	Journal of Financial Economics / Elsevier	19
7	Working Paper Series / European Central Bank	19
8	LSE Research Online Documents on Economics / London School of Economics and Political Science, LSE Library	18
9	Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (U.S.)	16
10	BIS Working Papers / Bank for International Settlements	15
11	Journal of International Money and Finance / Elsevier	15

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.