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

ESRB Working Paper Series / European Systemic Risk Board

null

Impact Factor

null

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			0				0		0		(%)			0.21
2013		0.5			0				0		0		(%)			0.2
2014		0.55			0				0		0		(%)			0.25
2015		0.57			0				0		0		(%)			0.26
2016		0.66		33	33	7	0.21	42	0		0		5 (11.9%)	4	0.12	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	2016	Double bank runs and liquidity risk management. (2016). Sette, Enrico ; Peydro, Jose-Luis ; Ippolito, Filippo ; Polo, Andrea . In: ESRB Working Paper Series. RePEc:srk:srkwps:201608. Full description at Econpapers \|\| Download paper	11
2	2016	Securities trading by banks and credit supply: Micro-evidence from the crisis. (2016). RodrÃÂguez Tous, Francesc ; Peydro, Jose-Luis ; Abbassi, Puriya ; Iyer, Rajkamal . In: ESRB Working Paper Series. RePEc:srk:srkwps:201605. Full description at Econpapers \|\| Download paper	11
3	2016	The (unintended?) consequences of the largest liquidity injection ever. (2016). Fonseca, LuÃÂs ; Faria-e-Castro, Miguel ; Crosignani, Matteo. In: ESRB Working Paper Series. RePEc:srk:srkwps:201631. Full description at Econpapers \|\| Download paper	9
4	2016	Bank exposures and sovereign stress transmission. (2016). Simonelli, Saverio ; Pagano, Marco ; Altavilla, Carlo ; Carlo Altavilla , . In: ESRB Working Paper Series. RePEc:srk:srkwps:201611. Full description at Econpapers \|\| Download paper	7
5	2017	SRISK: a conditional capital shortfall measure of systemic risk. (2017). Engle, Robert ; Brownlees, Christian. In: ESRB Working Paper Series. RePEc:srk:srkwps:201737. Full description at Econpapers \|\| Download paper	6
6	2016	Liquidity transformation in asset management: Evidence from the cash holdings of mutual funds. (2016). Chernenko, Sergey ; Sunderam, Adi . In: ESRB Working Paper Series. RePEc:srk:srkwps:201623. Full description at Econpapers \|\| Download paper	4
7	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	4
8	2016	Macroprudential supervision: From theory to policy. (2016). Schoenmaker, Dirk ; Wierts, Peter . In: ESRB Working Paper Series. RePEc:srk:srkwps:201602. Full description at Econpapers \|\| Download paper	3
9	2017	Addressing the safety trilemma: a safe sovereign asset for the eurozone. (2017). van Riet, Ad. In: ESRB Working Paper Series. RePEc:srk:srkwps:201735. Full description at Econpapers \|\| Download paper	3
10	2016	Bank recapitalizations and lending: A little is not enough. (2016). Homar, Timotej . In: ESRB Working Paper Series. RePEc:srk:srkwps:201616. Full description at Econpapers \|\| Download paper	2
11	2017	Credit conditions, macroprudential policy and house prices. (2017). O'Toole, Conor ; McCann, Fergal ; Kelly, Robert. In: ESRB Working Paper Series. RePEc:srk:srkwps:201736. Full description at Econpapers \|\| Download paper	2
12	2016	Bail-in expectations for European banks: Actions speak louder than words. (2016). Weder, Beatrice ; Schnabel, Isabel ; Schafer, Alexander ; di Mauro, Beatrice Weder. In: ESRB Working Paper Series. RePEc:srk:srkwps:201607. Full description at Econpapers \|\| Download paper	2
13	2017	The missing links: A global study on uncovering financial network structures from partial data. (2017). Banai, Adam ; Rajan, Sriram ; Nobili, Stefano ; Molina-Borboa, Jose Luis ; Lee, Hwayun ; Jaramillo, Serafin Martinez ; Hansen, IB ; Jose, Grzegorz Haajauthor-Name ; Stancato, Sergio Rubens ; Garratt, Rodney ; Silvestri, Laura ; Friedrich, Soeren ; Silva, Thiago Christiano ; van Lelyveldauthor-Name, Iman ; Salakhova, Dilyara ; Anand, Kartik. In: ESRB Working Paper Series. RePEc:srk:srkwps:201751. Full description at Econpapers \|\| Download paper	2
14	2016	Banks exposure to interest rate risk and the transmission of monetary policy. (2016). thesmar, david ; Landier, Augustin ; Gomez, Matthieu ; Sraer, David . In: ESRB Working Paper Series. RePEc:srk:srkwps:201613. Full description at Econpapers \|\| Download paper	1
15	2016	Strategic complementarity in banksâ funding liquidity choices and financial stability. (2016). Silva, Andre. In: ESRB Working Paper Series. RePEc:srk:srkwps:201619. Full description at Econpapers \|\| Download paper	1
16	2017	Resolution of international banks: can smaller countries cope?. (2017). Schoenmaker, Dirk. In: ESRB Working Paper Series. RePEc:srk:srkwps:201734. Full description at Econpapers \|\| Download paper	1
17	2016	Cyclical investment behavior across financial institutions. (2016). Timmer, Yannick . In: ESRB Working Paper Series. RePEc:srk:srkwps:201618. Full description at Econpapers \|\| Download paper	1
18	2017	A dynamic theory of mutual fund runs and liquidity management. (2017). Zeng, Yao . In: ESRB Working Paper Series. RePEc:srk:srkwps:201742. Full description at Econpapers \|\| Download paper	1
19	2016	Systemic risk in clearing houses: Evidence from the European repo market. (2016). thesmar, david ; Derrien, Franois ; Boissel, Charles ; Ors, Evren . In: ESRB Working Paper Series. RePEc:srk:srkwps:201610. Full description at Econpapers \|\| Download paper	1
20	2016	How excessive is banksâ maturity transformation?. (2016). Suarez, Javier ; Segura, Anatoli . In: ESRB Working Paper Series. RePEc:srk:srkwps:201603. Full description at Econpapers \|\| Download paper	1
21	2016	Assessing the costs and benefits of capital-based macroprudential policy. (2016). Behn, Markus ; Peltonen, Tuomas ; Gross, Marco . In: ESRB Working Paper Series. RePEc:srk:srkwps:201617. Full description at Econpapers \|\| Download paper	1
22	2016	Regime-dependent sovereign risk pricing during the euro crisis. (2016). Portes, Richard ; Fouquau, Julien ; Delatte, Anne-Laure . In: ESRB Working Paper Series. RePEc:srk:srkwps:201609. 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	2016	Double bank runs and liquidity risk management. (2016). Sette, Enrico ; Peydro, Jose-Luis ; Ippolito, Filippo ; Polo, Andrea . In: ESRB Working Paper Series. RePEc:srk:srkwps:201608. Full description at Econpapers \|\| Download paper	11
2	2016	Securities trading by banks and credit supply: Micro-evidence from the crisis. (2016). RodrÃÂguez Tous, Francesc ; Peydro, Jose-Luis ; Abbassi, Puriya ; Iyer, Rajkamal . In: ESRB Working Paper Series. RePEc:srk:srkwps:201605. Full description at Econpapers \|\| Download paper	11
3	2016	The (unintended?) consequences of the largest liquidity injection ever. (2016). Fonseca, LuÃÂs ; Faria-e-Castro, Miguel ; Crosignani, Matteo. In: ESRB Working Paper Series. RePEc:srk:srkwps:201631. Full description at Econpapers \|\| Download paper	9
4	2016	Bank exposures and sovereign stress transmission. (2016). Simonelli, Saverio ; Pagano, Marco ; Altavilla, Carlo ; Carlo Altavilla , . In: ESRB Working Paper Series. RePEc:srk:srkwps:201611. Full description at Econpapers \|\| Download paper	7
5	2017	SRISK: a conditional capital shortfall measure of systemic risk. (2017). Engle, Robert ; Brownlees, Christian. In: ESRB Working Paper Series. RePEc:srk:srkwps:201737. Full description at Econpapers \|\| Download paper	6
6	2016	Liquidity transformation in asset management: Evidence from the cash holdings of mutual funds. (2016). Chernenko, Sergey ; Sunderam, Adi . In: ESRB Working Paper Series. RePEc:srk:srkwps:201623. Full description at Econpapers \|\| Download paper	4
7	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	4
8	2017	Addressing the safety trilemma: a safe sovereign asset for the eurozone. (2017). van Riet, Ad. In: ESRB Working Paper Series. RePEc:srk:srkwps:201735. Full description at Econpapers \|\| Download paper	3
9	2016	Macroprudential supervision: From theory to policy. (2016). Schoenmaker, Dirk ; Wierts, Peter . In: ESRB Working Paper Series. RePEc:srk:srkwps:201602. Full description at Econpapers \|\| Download paper	3
10	2017	The missing links: A global study on uncovering financial network structures from partial data. (2017). Banai, Adam ; Rajan, Sriram ; Nobili, Stefano ; Molina-Borboa, Jose Luis ; Lee, Hwayun ; Jaramillo, Serafin Martinez ; Hansen, IB ; Jose, Grzegorz Haajauthor-Name ; Stancato, Sergio Rubens ; Garratt, Rodney ; Silvestri, Laura ; Friedrich, Soeren ; Silva, Thiago Christiano ; van Lelyveldauthor-Name, Iman ; Salakhova, Dilyara ; Anand, Kartik. In: ESRB Working Paper Series. RePEc:srk:srkwps:201751. Full description at Econpapers \|\| Download paper	2
11	2017	Credit conditions, macroprudential policy and house prices. (2017). O'Toole, Conor ; McCann, Fergal ; Kelly, Robert. In: ESRB Working Paper Series. RePEc:srk:srkwps:201736. Full description at Econpapers \|\| Download paper	2
12	2016	Bail-in expectations for European banks: Actions speak louder than words. (2016). Weder, Beatrice ; Schnabel, Isabel ; Schafer, Alexander ; di Mauro, Beatrice Weder. In: ESRB Working Paper Series. RePEc:srk:srkwps:201607. Full description at Econpapers \|\| Download paper	2
13	2016	Bank recapitalizations and lending: A little is not enough. (2016). Homar, Timotej . In: ESRB Working Paper Series. RePEc:srk:srkwps:201616. Full description at Econpapers \|\| Download paper	2

Citing documents used to compute impact factor 0:

Year	Title

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	Surviving the perfect storm: the role of the lender of last resort. (2016). Soares, Carla ; Bonfim, Diana ; Alves, Nuno . In: Working Papers. RePEc:ptu:wpaper:w201617. Full description at Econpapers \|\| Download paper
2016	Bank exposures and sovereign stress transmission. (2016). Simonelli, Saverio ; Pagano, Marco ; Altavilla, Carlo ; Carlo Altavilla , . In: ESRB Working Paper Series. RePEc:srk:srkwps:201611. Full description at Econpapers \|\| Download paper
2016	Cyclical investment behavior across financial institutions. (2016). Timmer, Yannick . In: ESRB Working Paper Series. RePEc:srk:srkwps:201618. 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.