Citation analysis for FMG Discussion Papers / Financial Markets Group

FMG Discussion Papers / Financial Markets Group

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Impact Factor

1.14

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		0.11		3	3			8	1		1		(%)			0.06
1991	0.5	0.1	0.5	4	7	3	0.43	31	4	2	4	2	(%)	1	0.25	0.04
1992	0.14	0.1	0.13	2	9	1	0.11	16	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	0.38	4	17	6	0.35	12	4	1	13	5	(%)	1	0.25	0.1
1996	0.2	0.22	0.21	9	26	8	0.31	48	5	1	14	3	2 (4.2%)	4	0.44	0.09
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	19	0.3	204	24	6	32	8	3 (1.5%)	9	0.41	0.12
1999	0.43	0.3	0.43	21	84	26	0.31	128	37	16	51	22	2 (1.6%)	3	0.14	0.15
2000	0.65	0.36	0.51	25	109	45	0.41	80	43	28	71	36	(%)	4	0.16	0.14
2001	0.37	0.36	0.49	28	137	63	0.46	147	46	17	92	45	4 (2.7%)	6	0.21	0.16
2002	0.58	0.37	0.73	37	174	103	0.59	307	53	31	111	81	(%)	8	0.22	0.18
2003	0.75	0.39	0.71	27	201	122	0.61	85	65	49	133	94	1 (1.2%)	7	0.26	0.19
2004	1	0.4	0.72	40	241	144	0.6	65	64	64	138	99	(%)	6	0.15	0.18
2005	0.3	0.42	0.48	21	262	107	0.41	72	67	20	157	76	(%)	3	0.14	0.2
2006	0.38	0.45	0.47	26	288	106	0.37	121	61	23	153	72	(%)	2	0.08	0.19
2007	0.45	0.38	0.42	24	312	109	0.35	146	47	21	151	64	1 (%)	13	0.54	0.16
2008	0.72	0.39	0.38	16	328	110	0.34	94	50	36	138	52	(%)	7	0.44	0.17
2009	0.78	0.36	0.45	19	347	104	0.3	361	40	31	127	57	(%)	5	0.26	0.17
2010	0.91	0.34	0.78	17	364	136	0.37	125	35	32	106	83	1 (%)	7	0.41	0.15
2011	1.42	0.4	1	32	396	172	0.43	118	36	51	102	102	4 (3.4%)	9	0.28	0.19
2012	0.92	0.44	0.81	17	413	134	0.32	113	49	45	108	88	3 (2.7%)	5	0.29	0.2
2013	0.65	0.49	0.93	5	418	189	0.45	20	49	32	101	94	(%)	1	0.2	0.2
2014	1.23	0.52	1.19	7	425	175	0.41	48	22	27	90	107	(%)	11	1.57	0.23
2015	1.67	0.54	0.88		425	150	0.35		12	20	78	69	(%)			0.24
2016	0.86	0.6	0.7		425	169	0.4		7	6	61	43	(%)			0.27
2017		0.64	1.14		425	135	0.32		0		29	33	(%)			0.28

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	165
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	113
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	92
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	63
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	54
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	53
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	37
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	37
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	35
12	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	33
13	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	32
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	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
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	29
18	2006	Consistent Information Multivariate Density Optimizing Methodology. (2006). Segoviano, Miguel . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp557. Full description at Econpapers \|\| Download paper	28
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	27
20	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	27
21	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	26
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	26
23	2011	Balance Sheet Capacity and Endogenous Risk. (2011). Shin, Hyun Song ; Danielsson, Jon ; Zigrand, Jean-Pierre. In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp665. Full description at Econpapers \|\| Download paper	26
24	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
25	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	26
26	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	26
27	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	25
28	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
29	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	25
30	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
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	22
32	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	21
33	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	20
34	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	20
35	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	19
36	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
37	2009	Financial Volatility and Economic Activity. (2009). Mele, Antonio. In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp642. Full description at Econpapers \|\| Download paper	19
38	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
39	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	16
40	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
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	16
42	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
43	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	15
44	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	15
45	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
46	2005	The Interest Rate Conditioning Assumption. (2005). Goodhart, Charles. In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp547. Full description at Econpapers \|\| Download paper	14
47	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	13
48	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
49	1999	Bank Moral Hazard and Market Discipline. (1999). Carletti, Elena. In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp326. Full description at Econpapers \|\| Download paper	12
50	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 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	91
2	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	32
3	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	24
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	23
5	2009	Banking Stability Measures. (2009). Goodhart, Charles ; Segoviano, Miguel . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp627. Full description at Econpapers \|\| Download paper	19
6	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	13
7	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	13
8	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	11
9	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	11
10	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	9
11	2011	Balance Sheet Capacity and Endogenous Risk. (2011). Shin, Hyun Song ; Danielsson, Jon ; Zigrand, Jean-Pierre. In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp665. Full description at Econpapers \|\| Download paper	8
12	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	8
13	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	7
14	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	6
15	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	6
16	2012	Bankers and bank investors: Reconsidering the economies of scale in banking. (2012). JÃÂµeveer, Karin ; Anderson, Ronald W. ; Joeveer, Karin . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp712. Full description at Econpapers \|\| Download paper	6
17	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	5
18	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
19	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	4
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	4
21	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	4
22	2011	Financing Constraints, Firm Dynamics, Export Decisions and Aggregate productivity. (2011). CuÃÂ±at, Vicente ; Caggese, Andrea ; Cunat, Vincente . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp685. Full description at Econpapers \|\| Download paper	4
23	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
24	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
25	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	3
26	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
27	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
28	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	2
29	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
30	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
31	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
32	2009	Financial Volatility and Economic Activity. (2009). Mele, Antonio. In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp642. Full description at Econpapers \|\| Download paper	2
33	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
34	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
35	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	2
36	2011	Preferred-Habitat Investors and the US Term Structure of Real Rates. (2011). Zinna, Gabriele ; Vayanos, Dimitri ; Kaminska, Iryna. In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp674. Full description at Econpapers \|\| Download paper	2
37	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	2
38	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	2
39	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	2

Citing documents used to compute impact factor 0:

Year	Title

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

10 most frequent citing series

#	Series	Cites
1	NBER Working Papers / National Bureau of Economic Research, Inc	41
2	Journal of Banking & Finance / Elsevier	35
3	CEPR Discussion Papers / C.E.P.R. Discussion Papers	32
4	LSE Research Online Documents on Economics / London School of Economics and Political Science, LSE Library	25
5	Working Paper Series / European Central Bank	23
6	Journal of Financial Economics / Elsevier	21
7	Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (US)	21
8	MPRA Paper / University Library of Munich, Germany	19
9	BIS Working Papers / Bank for International Settlements	16
10	Journal of International Money and Finance / Elsevier	14
11	Staff Reports / Federal Reserve Bank of New York	14

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.