Citation analysis for Finance Working Papers / University of Aarhus, Aarhus School of Business, Department of Business Studies

Finance Working Papers / University of Aarhus, Aarhus School of Business, Department of Business Studies

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Impact Factor

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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			0				0		0		(%)			0.06
1991		0.09			0				0		0		(%)			0.04
1992		0.1			0				0		0		(%)			0.05
1993		0.13			0				0		0		(%)			0.06
1994		0.14			0				0		0		(%)			0.06
1995		0.17			0				0		0		(%)			0.11
1996		0.22			0				0		0		(%)			0.1
1997		0.22			0				0		0		(%)			0.09
1998		0.24			0				0		0		(%)			0.13
1999		0.3			0				0		0		(%)			0.16
2000		0.37		16	16			26	0		0		1 (3.8%)			0.14
2001	0.06	0.37	0.06	11	27	2	0.07	67	16	1	16	1	(%)			0.17
2002	0.11	0.37	0.11	15	42	5	0.12	22	27	3	27	3	3 (13.6%)	1	0.07	0.18
2003	0.15	0.4	0.17	19	61	9	0.15	23	26	4	42	7	(%)	1	0.05	0.19
2004	0.15	0.41	0.13	2	63	10	0.16		34	5	61	8	(%)			0.18
2005	0.29	0.43	0.35		63	24	0.38		21	6	63	22	(%)			0.21
2006		0.44	0.13		63	12	0.19		2		47	6	(%)			0.19
2007		0.37	0.28		63	21	0.33		0		36	10	(%)			0.17
2008		0.39	0.05		63	11	0.17		0		21	1	(%)			0.17
2009		0.36			63	6	0.1		0		2		(%)			0.17
2010		0.34			63	6	0.1		0		0		(%)			0.15
2011		0.41			63	9	0.14		0		0		(%)			0.2
2012		0.45			63	6	0.1		0		0		(%)			0.21
2013		0.5			63	7	0.11		0		0		(%)			0.2
2014		0.55			63	5	0.08		0		0		(%)			0.25
2015		0.57			63	5	0.08		0		0		(%)			0.26
2016		0.66			63	4	0.06		0		0		(%)			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	2001	Life Insurance Liabilities at Market Value.. (2001). JÃÂ¸rgensen, Peter ; Grosen, Anders ; Jorgensen, Peter Lochte . In: Finance Working Papers. RePEc:hhb:aarfin:2001_004. Full description at Econpapers \|\| Download paper	38
2	2001	A Finite Difference Approach to the Valuation of Path Dependent Life Insurance Liabilities.. (2001). JÃÂ¸rgensen, Peter ; Grosen, Anders ; Jorgensen, Peter Lochte ; Jensen, Bjarke. In: Finance Working Papers. RePEc:hhb:aarfin:2001_005. Full description at Econpapers \|\| Download paper	20
3	2000	Uncovered Interest Parity and Policy Behavior New Evidence.. (2000). Christensen, Michael . In: Finance Working Papers. RePEc:hhb:aarfin:2000_002. Full description at Econpapers \|\| Download paper	14
4	2001	Bootstrap Inference in Semiparametric Generalized Additive Models.. (2001). Sperlich, Stefan ; Mammen, Enno ; HÃÂ¤rdle, Wolfgang ; Huet, Sylvie ; Hardle, Wolfgang . In: Finance Working Papers. RePEc:hhb:aarfin:2001_003. Full description at Econpapers \|\| Download paper	8
5	2003	Deposit Insurance and the Risk Premium in Bank Deposit Rates. (2003). boyle, glenn ; Bartholdy, Jan ; Stover, R. D.. In: Finance Working Papers. RePEc:hhb:aarfin:2002_010. Full description at Econpapers \|\| Download paper	8
6	2003	Volatility-Spillover E ï¬ects in European Bond Markets. (2003). Christiansen, Charlotte. In: Finance Working Papers. RePEc:hhb:aarfin:2003_008. Full description at Econpapers \|\| Download paper	6
7	2002	Revisiting the shape of the yield curve: the effect of interest rate volatility.. (2002). Christiansen, Charlotte ; Lund, Jesper . In: Finance Working Papers. RePEc:hhb:aarfin:2002_003. Full description at Econpapers \|\| Download paper	6
8	2002	Efficient Control Variates for Monte-Carlo Valuation of American Options. (2002). Rasmussen, Nicki Sondergaard. In: Finance Working Papers. RePEc:hhb:aarfin:2002_017. Full description at Econpapers \|\| Download paper	5
9	2002	Regime Switching in the Yield Curve. (2002). Christiansen, Charlotte. In: Finance Working Papers. RePEc:hhb:aarfin:2002_013. Full description at Econpapers \|\| Download paper	5
10	2003	Multivariate Term Structure Models with Level and Heteroskedasticity Effects. (2003). Christiansen, Charlotte. In: Finance Working Papers. RePEc:hhb:aarfin:2002_019. Full description at Econpapers \|\| Download paper	4
11	2002	Testing for Multiple Types of Marginal Investor in Ex-day Pricing. (2002). Bartholdy, Jan ; Briown, Kate. In: Finance Working Papers. RePEc:hhb:aarfin:2002_012. Full description at Econpapers \|\| Download paper	4
12	2000	Boundary and Bias Correction in Kernel Hazard Estimation. (2000). Nielsen, Jens Perch . In: Finance Working Papers. RePEc:hhb:aarfin:2000_007. Full description at Econpapers \|\| Download paper	3
13	2001	Cross-Currency LIBOR Market Models.. (2001). Mikkelsen, Peter. In: Finance Working Papers. RePEc:hhb:aarfin:2001_006. Full description at Econpapers \|\| Download paper	3
14	2002	The comovement of US and UK stock markets.. (2002). Engsted, Tom. In: Finance Working Papers. RePEc:hhb:aarfin:2002_001. Full description at Econpapers \|\| Download paper	3
15	2002	Efficient Control Variates and Strategies for Bermudan Swaptions in a Libor Market Model. (2002). Jensen, Malene Shin ; Svenstrup, Mikkel. In: Finance Working Papers. RePEc:hhb:aarfin:2002_023. Full description at Econpapers \|\| Download paper	3
16	2000	Evaluating the C-CAPM and the Equity Premium Puzzle at Short and Long Horizons: A Markovian Bootstrap Approach.. (2000). Mammen, Enno ; Engsted, Tom. In: Finance Working Papers. RePEc:hhb:aarfin:2000_010. Full description at Econpapers \|\| Download paper	3
17	2003	The Educational Asset Market: A Finance Perspective on Human Capital Investment. (2003). Nielsen, Helena ; Christiansen, Charlotte. In: Finance Working Papers. RePEc:hhb:aarfin:2002_009. Full description at Econpapers \|\| Download paper	2
18	2003	Evaluating Danish Mutual Fund Performance. (2003). Christensen, Michael . In: Finance Working Papers. RePEc:hhb:aarfin:2003_004. Full description at Econpapers \|\| Download paper	2
19	2000	Kernel Density Estimation of Actuarial Loss Functions.. (2000). Guillen, Montserrat ; Bolance, Catalina ; Nielsen, Jens Perch . In: Finance Working Papers. RePEc:hhb:aarfin:2000_004. Full description at Econpapers \|\| Download paper	2
20	2000	Credit Spreads and the Term Structure of Interest Rates.. (2000). Christiansen, Charlotte. In: Finance Working Papers. RePEc:hhb:aarfin:2000_014. Full description at Econpapers \|\| Download paper	2
21	2001	Long Maturity Forward Rates.. (2001). Christiansen, Charlotte. In: Finance Working Papers. RePEc:hhb:aarfin:2001_012. Full description at Econpapers \|\| Download paper	2
22	2000	Implied Volatility of Interest Rate Options: An Empirical Investigation of the Market Model.. (2000). Hansen, Charlotte ; Christiansen, Charlotte. In: Finance Working Papers. RePEc:hhb:aarfin:2000_001. Full description at Econpapers \|\| Download paper	1
23	2000	The Relation Between Asset Returns and Inflation at Short and Long Horizons.. (2000). Engsted, Tom. In: Finance Working Papers. RePEc:hhb:aarfin:2000_009. Full description at Econpapers \|\| Download paper	1
24	2001	Two-Dimensional Hazard Estimation for Longevity Analysis.. (2001). Guillen, Montserrat ; Nielsen, Jens Perch ; Fledelius, P. ; Vogelius, M.. In: Finance Working Papers. RePEc:hhb:aarfin:2001_010. Full description at Econpapers \|\| Download paper	1
25	2001	Estimating Multiplicative and Additive Hazard Functions by Kernel Methods.. (2001). LINTON, OLIVER ; Nielsen, Jens Perch ; van de Geer, Sara . In: Finance Working Papers. RePEc:hhb:aarfin:2001_002. Full description at Econpapers \|\| Download paper	1
26	2002	Long-Run Forecasting in Multicointegrated Systems. (2002). Siliverstovs, Boriss ; Haldrup, Niels ; Engsted, Tom. In: Finance Working Papers. RePEc:hhb:aarfin:2002_014. Full description at Econpapers \|\| Download paper	1
27	2001	Real Supply Shocks and the Money Growth-Inflation Relationship.. (2001). Christensen, Michael . In: Finance Working Papers. RePEc:hhb:aarfin:2001_001. Full description at Econpapers \|\| Download paper	1
28	2003	Denmark - A chapter on the Danish Bond Market. (2003). Engsted, Tom ; Christiansen, Charlotte ; Jakobsen, Svend. In: Finance Working Papers. RePEc:hhb:aarfin:2003_003. 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	2001	Life Insurance Liabilities at Market Value.. (2001). JÃÂ¸rgensen, Peter ; Grosen, Anders ; Jorgensen, Peter Lochte . In: Finance Working Papers. RePEc:hhb:aarfin:2001_004. Full description at Econpapers \|\| Download paper	4
2	2001	A Finite Difference Approach to the Valuation of Path Dependent Life Insurance Liabilities.. (2001). JÃÂ¸rgensen, Peter ; Grosen, Anders ; Jorgensen, Peter Lochte ; Jensen, Bjarke. In: Finance Working Papers. RePEc:hhb:aarfin:2001_005. Full description at Econpapers \|\| Download paper	3
3	2003	Deposit Insurance and the Risk Premium in Bank Deposit Rates. (2003). boyle, glenn ; Bartholdy, Jan ; Stover, R. D.. In: Finance Working Papers. RePEc:hhb:aarfin:2002_010. Full description at Econpapers \|\| Download paper	3

Citing documents used to compute impact factor 0:

Year	Title

Recent citations (cites in year: CiY)

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.