Citation analysis for ESRB Occasional Paper Series / European Systemic Risk Board

ESRB Occasional Paper Series / European Systemic Risk Board

Impact Factor

1.5

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			0				0		0		(%)			0.14
2001		0.37			0				0		0		(%)			0.17
2002		0.37			0				0		0		(%)			0.18
2003		0.4			0				0		0		(%)			0.19
2004		0.41			0				0		0		(%)			0.18
2005		0.43			0				0		0		(%)			0.21
2006		0.44			0				0		0		(%)			0.19
2007		0.37			0				0		0		(%)			0.17
2008		0.39			0				0		0		(%)			0.17
2009		0.36			0				0		0		(%)			0.17
2010		0.34			0				0		0		(%)			0.15
2011		0.41			0				0		0		(%)			0.2
2012		0.45		1	1				0		0		(%)			0.21
2013		0.5		3	4			12	1		1		1 (8.3%)			0.2
2014	2	0.55	2	2	6	10	1.67	25	4	8	4	8	2 (8%)	2	1	0.25
2015	1.8	0.57	1.5	2	8	9	1.13	2	5	9	6	9	(%)			0.26
2016	3	0.66	1.5	3	11	17	1.55	15	4	12	8	12	(%)	4	1.33	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	2014	Operationalising the countercyclical capital buffer: indicator selection, threshold identification and calibration options. (2014). Welz, Peter ; Klaus, Benjamin ; Giordana, GastÃÂ³n ; Castro, Christian ; Bonfim, Diana ; Alessi, Lucia ; Boucinha, Miguel M ; Weeken, Olaf ; Detken, Carsten . In: ESRB Occasional Paper Series. RePEc:srk:srkops:201405. Full description at Econpapers \|\| Download paper	24
2	2016	Shedding light on dark markets: First insights from the new EU-wide OTC derivatives dataset. (2016). Fache RousovÃÂ¡, Linda ; Langfield, Sam ; Hoffmann, Peter ; Aldasoro, IÃÂ±aki ; Abad, Jorge ; Rousova, Linda Fache ; D'Errico, Marco ; Aymanns, Christoph . In: ESRB Occasional Paper Series. RePEc:srk:srkops:201611. Full description at Econpapers \|\| Download paper	13
3	2013	Assessing contagion risks from the CDS market. (2013). Gabrieli, Silvia ; CLERC, Laurent ; Brunnermeier, Markus ; Kern, Steffen ; el Omari, Yanis . In: ESRB Occasional Paper Series. RePEc:srk:srkops:201304. Full description at Econpapers \|\| Download paper	9
4	2016	Assessing shadow banking â non-bank financial intermediation in Europe. (2016). Weistroffer, Christian ; Killeen, Neill ; Haquin, Jean-Baptiste ; Grillet-Aubert, Laurent ; Jackson, Clive . In: ESRB Occasional Paper Series. RePEc:srk:srkops:201610. Full description at Econpapers \|\| Download paper	4
5	2013	The structure and resilience of the European interbank market. (2013). SÃÂ¡nchez Serrano, Antonio ; Liedorp, Franka ; Langfield, Sam ; Jurca, Pavol ; Franchini, Pietro ; Alves, Ivan ; Heam, Jean-Cyprien ; Ferrari, Stijn . In: ESRB Occasional Paper Series. RePEc:srk:srkops:201303. Full description at Econpapers \|\| Download paper	3
6	2015	Identifying early warning indicators for real estate-related banking crises. (2015). Pirovano, Mara ; Cornacchia, Wanda ; Ferrari, Stijn . In: ESRB Occasional Paper Series. RePEc:srk:srkops:201508. Full description at Econpapers \|\| Download paper	2
7	2016	Indirect contagion: the policy problem. (2016). Portes, Richard ; Langfield, Sam ; CLERC, Laurent ; Peltonen, Tuomas ; Giovannini, Alberto . In: ESRB Occasional Paper Series. RePEc:srk:srkops:201609. Full description at Econpapers \|\| Download paper	2
8	2014	Securities financing transactions and the (re)use of collateral in Europe â An analysis of the first data collection conducted by the ESRB from a sample of European banks and agent lenders. (2014). Liu, Zijun ; Picillo, Cristina ; Mazzacurati, Julien ; Bouveret, Antoine ; Keller, Joachim . In: ESRB Occasional Paper Series. RePEc:srk:srkops:201406. 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	Operationalising the countercyclical capital buffer: indicator selection, threshold identification and calibration options. (2014). Welz, Peter ; Klaus, Benjamin ; Giordana, GastÃÂ³n ; Castro, Christian ; Bonfim, Diana ; Alessi, Lucia ; Boucinha, Miguel M ; Weeken, Olaf ; Detken, Carsten . In: ESRB Occasional Paper Series. RePEc:srk:srkops:201405. Full description at Econpapers \|\| Download paper	22
2	2016	Shedding light on dark markets: First insights from the new EU-wide OTC derivatives dataset. (2016). Fache RousovÃÂ¡, Linda ; Langfield, Sam ; Hoffmann, Peter ; Aldasoro, IÃÂ±aki ; Abad, Jorge ; Rousova, Linda Fache ; D'Errico, Marco ; Aymanns, Christoph . In: ESRB Occasional Paper Series. RePEc:srk:srkops:201611. Full description at Econpapers \|\| Download paper	13
3	2016	Assessing shadow banking â non-bank financial intermediation in Europe. (2016). Weistroffer, Christian ; Killeen, Neill ; Haquin, Jean-Baptiste ; Grillet-Aubert, Laurent ; Jackson, Clive . In: ESRB Occasional Paper Series. RePEc:srk:srkops:201610. Full description at Econpapers \|\| Download paper	4
4	2015	Identifying early warning indicators for real estate-related banking crises. (2015). Pirovano, Mara ; Cornacchia, Wanda ; Ferrari, Stijn . In: ESRB Occasional Paper Series. RePEc:srk:srkops:201508. Full description at Econpapers \|\| Download paper	2
5	2013	The structure and resilience of the European interbank market. (2013). SÃÂ¡nchez Serrano, Antonio ; Liedorp, Franka ; Langfield, Sam ; Jurca, Pavol ; Franchini, Pietro ; Alves, Ivan ; Heam, Jean-Cyprien ; Ferrari, Stijn . In: ESRB Occasional Paper Series. RePEc:srk:srkops:201303. Full description at Econpapers \|\| Download paper	2
6	2016	Indirect contagion: the policy problem. (2016). Portes, Richard ; Langfield, Sam ; CLERC, Laurent ; Peltonen, Tuomas ; Giovannini, Alberto . In: ESRB Occasional Paper Series. RePEc:srk:srkops:201609. Full description at Econpapers \|\| Download paper	2
7	2013	Assessing contagion risks from the CDS market. (2013). Gabrieli, Silvia ; CLERC, Laurent ; Brunnermeier, Markus ; Kern, Steffen ; el Omari, Yanis . In: ESRB Occasional Paper Series. RePEc:srk:srkops:201304. Full description at Econpapers \|\| Download paper	2

Citing documents used to compute impact factor 12:

Year	Title
2016	Predicting vulnerabilities in the EU banking sector: the role of global and domestic factors. (2016). Behn, Markus ; Schudel, Willem ; Peltonen, Tuomas ; Detken, Carsten . In: ESRB Working Paper Series. RePEc:srk:srkwps:201629. Full description at Econpapers \|\| Download paper
2016	An Early Warning System for Macro-prudential Policy in France.. (2016). Idier, Julien ; Coudert, Virginie. In: Working papers. RePEc:bfr:banfra:609. Full description at Econpapers \|\| Download paper
2016	An Early Warning System for Macro-prudential Policy in France.. (2016). Idier, Julien ; Coudert, Virginie. In: Working papers. RePEc:bfr:banfra:609. Full description at Econpapers \|\| Download paper
2016	The countercyclical capital buffer in spain: an analysis of key guiding indicators. (2016). Castro, Christian ; Martinez, Jorge ; Estrada, Angel . In: Working Papers. RePEc:bde:wpaper:1601. Full description at Econpapers \|\| Download paper
2016	Dating Systemic Financial Stress Episodes in the EU Countries. (2016). Peltonen, Tuomas ; Klaus, Benjamin ; Duprey, Thibaut. In: Staff Working Papers. RePEc:bca:bocawp:16-11. Full description at Econpapers \|\| Download paper
2016	Assessing financial stability risks from the real estate market in Italy. (2016). Cornacchia, Wanda ; Ciocchetta, Federica ; Loberto, Michele ; Felici, Roberto . In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_323_16. Full description at Econpapers \|\| Download paper
2016	Characteristics of Banking Crises: A Comparative Study with Geographical Contagion. (2016). Stremmel, Hanno ; Fendel, Ralf . In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik). RePEc:jns:jbstat:v:236:y:2016:i:1:p:349-388. Full description at Econpapers \|\| Download paper
2016	The signalling content of asset prices for inflation: Implications for Quantitative Easing. (2016). de Haan, Leo ; End, Jan Willem ; van den End, Jan Willem . In: DNB Working Papers. RePEc:dnb:dnbwpp:516. Full description at Econpapers \|\| Download paper
2016	El requerimiento de capital contracÃclico en Colombia. (2016). Hurtado, Jorge Luis ; Ramirez, Felipe Clavijo ; Nio, Javier Pirateque ; Jaulin, Oscar Fernando . In: Borradores de Economia. RePEc:bdr:borrec:963. Full description at Econpapers \|\| Download paper
2016	Experiences with the ex ante appraisal of macroprudential instruments. (2016). Bank for International Settlements, . In: CGFS Papers. RePEc:bis:biscgf:56. Full description at Econpapers \|\| Download paper
2016	Characterising the financial cycle in Luxembourg. (2016). Giordana, GastÃÂ³n ; Gueddoudj, Sabbah . In: BCL working papers. RePEc:bcl:bclwop:bclwp103. Full description at Econpapers \|\| Download paper
2016	Does one size fit all at all times? The role of country specificities and state dependencies in predicting banking crises. (2016). Pirovano, Mara ; Ferrari, Stijn . In: Working Paper Research. RePEc:nbb:reswpp:201606-297. Full description at Econpapers \|\| Download paper

Recent citations (cites in year: CiY)

Recent citations received in 2016

Year	Citing document
2016	Rethinking Financial Contagion. (2016). Visentin, Gabriele ; D'Errico, Marco ; Battiston, Stefano. In: Papers. RePEc:arx:papers:1608.07831. Full description at Econpapers \|\| Download paper
2016	Quantitative Easing in the Euro Area: The Dynamics of Risk Exposures and the Impact on Asset Prices.. (2016). Yogo, Motohiro ; Nguyen, BenoÃÂ®t ; Koulischer, Francois. In: Working papers. RePEc:bfr:banfra:601. Full description at Econpapers \|\| Download paper
2016	The changing shape of interest rate derivatives markets. (2016). Ehlers, Torsten ; Eren, Egemen . In: BIS Quarterly Review. RePEc:bis:bisqtr:1612f. Full description at Econpapers \|\| Download paper
2016	How does risk flow in the credit default swap market?. (2016). D'Errico, Marco ; Scheicher, Martin ; Peltonen, Tuomas ; Battiston, Stefano. In: ESRB Working Paper Series. RePEc:srk:srkwps:201633. Full description at Econpapers \|\| Download paper

Recent citations received in 2015

Year	Citing document

Recent citations received in 2014

Year	Citing document
2014	Evaluating early warning indicators for real estate related risks. (2014). Pirovano, Mara ; Ferrari, Stijn . In: Financial Stability Review. RePEc:nbb:fsrart:v:12:y:2014:i:1:p:123-140. Full description at Econpapers \|\| Download paper
2014	Early Warning Indicators of Banking Crises: Exploring new Data and Tools. (2014). Rodrigues, Paulo ; Bonfim, Diana ; Antunes, AntÃÂ³nio ; Paulo M. M. Rodrigues, ; Paulo M. M. Rodrigues, ; Paulo M. M. Rodrigues, ; Monteiro, Nuno . In: Economic Bulletin and Financial Stability Report Articles. RePEc:ptu:bdpart:b201404. Full description at Econpapers \|\| Download paper

Recent citations received in 2013

Year	Citing document

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.