0.27
Impact Factor
0.16
5-Years IF
6
5-Years H index
ICMA Centre Discussion Papers in Finance / Henley Business School, Reading University
[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ]
[more data in EconPapers] [
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Main indicators
Raw data
| IF | AIF | IF5 | DOC | CDO | CCU | CIF | CIT | D2Y | C2Y | D5Y | C5Y | %SC | CiY | II | AII | |
| 1990 | 0.11 | 0 | 0 | 0 | (%) | 0.06 | ||||||||||
| 1991 | 0.1 | 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 | (%) | 0.1 | ||||||||||
| 1996 | 0.22 | 0 | 0 | 0 | (%) | 0.09 | ||||||||||
| 1997 | 0.22 | 0 | 0 | 0 | (%) | 0.09 | ||||||||||
| 1998 | 0.24 | 0 | 0 | 0 | (%) | 0.12 | ||||||||||
| 1999 | 0.3 | 0 | 0 | 0 | (%) | 0.15 | ||||||||||
| 2000 | 0.36 | 9 | 9 | 32 | 0 | 0 | (%) | 0.14 | ||||||||
| 2001 |  0.11 | 0.36 | 0.11 | 12 | 21 | 1 | 0.05 | 37 | 9 | 1 | 9 | 1 | 10 (27%) | 0.16 | ||
| 2002 | 0.33 | 0.37 | 0.33 | 26 | 47 | 8 | 0.17 | 36 | 21 | 7 | 21 | 7 | 3 (8.3%) | 1 | 0.04 | 0.18 |
| 2003 | 0.39 | 0.06 | 16 | 63 | 4 | 0.06 | 44 | 38 | 47 | 3 | 2 (4.5%) | 1 | 0.06 | 0.19 | ||
| 2004 | 0.1 | 0.4 | 0.13 | 15 | 78 | 9 | 0.12 | 31 | 42 | 4 | 63 | 8 | 2 (6.5%) | 1 | 0.07 | 0.18 |
| 2005 | 0.13 | 0.42 | 0.15 | 19 | 97 | 16 | 0.16 | 22 | 31 | 4 | 78 | 12 | 3 (13.6%) | 3 | 0.16 | 0.2 |
| 2006 | 0.45 | 0.14 | 12 | 109 | 13 | 0.12 | 13 | 34 | 88 | 12 | 1 (7.7%) | 0.19 | ||||
| 2007 | 0.06 | 0.38 | 0.07 | 12 | 121 | 10 | 0.08 | 7 | 31 | 2 | 88 | 6 | 1 (14.3%) | 0.16 | ||
| 2008 | 0.08 | 0.39 | 0.19 | 7 | 128 | 22 | 0.17 | 11 | 24 | 2 | 74 | 14 | (%) | 0.17 | ||
| 2009 | 0.05 | 0.36 | 0.08 | 15 | 143 | 21 | 0.15 | 10 | 19 | 1 | 65 | 5 | 1 (10%) | 1 | 0.07 | 0.17 |
| 2010 | 0.09 | 0.34 | 0.09 | 12 | 155 | 22 | 0.14 | 23 | 22 | 2 | 65 | 6 | 3 (13%) | 1 | 0.08 | 0.15 |
| 2011 | 0.04 | 0.4 | 0.07 | 15 | 170 | 15 | 0.09 | 8 | 27 | 1 | 58 | 4 | (%) | 0.19 | ||
| 2012 | 0.07 | 0.44 | 0.08 | 8 | 178 | 15 | 0.08 | 10 | 27 | 2 | 61 | 5 | (%) | 0.2 | ||
| 2013 | 0.17 | 0.49 | 0.16 | 8 | 186 | 29 | 0.16 | 3 | 23 | 4 | 57 | 9 | (%) | 0.2 | ||
| 2014 | 0.13 | 0.52 | 0.07 | 20 | 206 | 15 | 0.07 | 9 | 16 | 2 | 58 | 4 | (%) | 0.23 | ||
| 2015 | 0.04 | 0.54 | 0.17 | 7 | 213 | 26 | 0.12 | 8 | 28 | 1 | 63 | 11 | 1 (12.5%) | 0.24 | ||
| 2016 | 0.22 | 0.6 | 0.17 | 8 | 221 | 25 | 0.11 | 1 | 27 | 6 | 58 | 10 | (%) | 0.27 | ||
| 2017 | 0.27 | 0.64 | 0.16 | 9 | 230 | 28 | 0.12 | 15 | 4 | 51 | 8 | (%) | 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 | 2001 | The Statistical Properties of Hedge Fund Index Returns. (2001). Kat, Harry ; Brooks, Chris ; Harry. M Kat, . In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2001-09. Full description at Econpapers || Download paper | 22 |
| 2 | 2003 | Multivariate GARCH Models: Software Choice and Estimation Issues. (2003). Brooks, Chris ; Persand, Gita ; Burke, Simon. In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2003-07. Full description at Econpapers || Download paper | 21 |
| 3 | 2000 | The ACD Model: Predictability of the Time Between Concecutive Trades. (2000). Engle, Robert ; Dufour, Alfonso. In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2000-05. Full description at Econpapers || Download paper | 16 |
| 4 | 2004 | MTS Time Series: Market and Data Description for the European Bond and Repo Database. (2004). Dufour, Alfonso ; Skinner, Frank . In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2004-06. Full description at Econpapers || Download paper | 10 |
| 5 | 2000 | Orthogonal Methods for Generating Large Positive Semi-Definite Covariance Matrices. (2000). Alexander, Carol. In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2000-06. Full description at Econpapers || Download paper | 9 |
| 6 | 2002 | An Excursion into the Statistical Properties of Hedge Funds. (2002). Kat, Harry ; Harry. M Kat, ; Lu, Sa. In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2002-12. Full description at Econpapers || Download paper | 8 |
| 7 | 2001 | Estimating Corporate Yield Curves. (2001). Diaz, Antionio ; Skinner, Frank . In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2001-01. Full description at Econpapers || Download paper | 6 |
| 8 | 2004 | The Art of Investing in Hedge Funds: Fund Selection and Optimal Allocations. (2004). Alexander, Carol ; Dimitriu, Anca . In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2004-01. Full description at Econpapers || Download paper | 6 |
| 9 | 2008 | Interest in medieval accounts: Examples from England, 1272-1340. (2008). Brooks, Chris ; Bell, Adrian ; Moore, Tony. In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2008-07. Full description at Econpapers || Download paper | 6 |
| 10 | Value at Risk and Market Crashes. (2000). Brooks, Chris ; Persand, Gita . In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2000-01. Full description at Econpapers || Download paper | 5 | |
| 11 | 2006 | Regimes in CDS Spreads: A Markov Switching Model of iTraxx Europe Indices. (2006). Kaeck, Andreas ; Alexander, Carol. In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2006-08. Full description at Econpapers || Download paper | 5 |
| 12 | 2002 | Welcome to the Dark Side - Hedge Fund Attrition and Survivorship Bias over the period 1994-2001. (2002). Kat, Harry ; Amin, Gaurav S.. In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2002-02. Full description at Econpapers || Download paper | 5 |
| 13 | 2009 | The Relationship between Risk, Capital and Efficiency: Evidence from Japanese Cooperative Banks. (2009). Padgett, Carol ; Deelchand, Tara . In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2009-12. Full description at Econpapers || Download paper | 5 |
| 14 | 2003 | Statistical Properties of Forward Libor Rates. (2003). Alexander, Carol ; Lvov, Dimitri. In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2003-03. Full description at Econpapers || Download paper | 5 |
| 15 | 2004 | Pricing Convertible Bonds by Simulation. (2004). Yigitsbasioglu, Ali Bora ; El-Bachir, Naoufel ; Lvov, Dmitri. In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2004-14. Full description at Econpapers || Download paper | 5 |
| 16 | Detecting Switching Strategies in Equity Hedge Funds. (2005). Alexander, Carol ; Dimitriu, Anca . In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2005-07. Full description at Econpapers || Download paper | 4 | |
| 17 | 2003 | An Empirical Study of Credit Default Swaps. (2003). Diaz, Antonio ; Skinner, Frank . In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2003-04. Full description at Econpapers || Download paper | 4 |
| 18 | Cross Hedging with Single Stock Futures. (2005). Davies, Ryan ; Brooks, Chris ; Kim, Sang Soo . In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2004-15. Full description at Econpapers || Download paper | 4 | |
| 19 | 2010 | The Impact of Corporate Social Performance on Financial Risk and Utility: A Longitudinal Analysis. (2010). Oikonomou, Ioannis ; Brooks, Chris ; Pavelin, Stephen . In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2010-12. Full description at Econpapers || Download paper | 4 |
| 20 | 2010 | VIX Dynamics with Stochastic Volatility of Volatility. (2010). Alexander, Carol ; Kaeck, Andreas. In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2010-11. Full description at Econpapers || Download paper | 4 |
| 21 | 2005 | The Spider in the Hedge. (2005). Alexander, Carol ; Barbosa, Andreza. In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2005-05. Full description at Econpapers || Download paper | 4 |
| 22 | 2010 | Generalized Beta-Generated Distributions. (2010). Sarabia, José MarÃÂa ; Alexander, Carol. In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2010-09. Full description at Econpapers || Download paper | 4 |
| 23 | 2001 | Option Pricing with Normal Mixture Returns: Modelling Excess Kurtosis and Uncertanity in Volatility. (2001). Alexander, Carol ; Narayanan, Sujit. In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2001-10. Full description at Econpapers || Download paper | 4 |
| 24 | 2002 | What Drives Swap Spreads, Credit or Liquidity?. (2002). Jersey, Ira ; Huang, Ying ; Neftci, Salih . In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2003-05. Full description at Econpapers || Download paper | 4 |
| 25 | 2012 | Diversification of Equity with VIX Futures: Personal Views and Skewness Preference. (2012). Alexander, Carol ; Korovilas, Dimitris . In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2012-07. Full description at Econpapers || Download paper | 3 |
| 26 | 2013 | Did Long-Short Investors Destabilize Commodity Markets?. (2013). Brooks, Chris ; Miffre, Joelle. In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2013-03. Full description at Econpapers || Download paper | 3 |
| 27 | 2012 | The interactive financial effects between corporate social responsibility and irresponsibility. (2012). Oikonomou, Ioannis ; Brooks, Chris ; Pavelin, Stephen . In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2012-02. Full description at Econpapers || Download paper | 3 |
| 28 | 2002 | The Performance and Long-Run Characteristics of the Chinese IPO Market. (2002). Padgett, Carol ; Chi, Jing. In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2002-09. Full description at Econpapers || Download paper | 3 |
| 29 | 2003 | Equity Indexing: Conitegration and Stock Price Dispersion: A Regime Switiching Approach to market Efficiency. (2003). Alexander, Carol ; Dimitriu, Anca . In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2003-02. Full description at Econpapers || Download paper | 3 |
| 30 | 2007 | Low-Cost Momentum Strategies. (2007). Brooks, Chris ; Li, Xiafei ; Miffre, Joelle. In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2007-12. Full description at Econpapers || Download paper | 3 |
| 31 | 2015 | Pension Scheme Redesign and Wealth Redistribution Between the Members and Sponsor: The USS Rule Change in October 2011. (2015). Sutcliffe, Charles ; Platanakis, Emmanouil. In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2015-05. Full description at Econpapers || Download paper | 3 |
| 32 | 2002 | Persistence in Hedge Fund Performance: The True Value of a Track Record. (2002). Kat, Harry ; Menexe, Faye ; Harry. M Kat, . In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2002-13. Full description at Econpapers || Download paper | 3 |
| 33 | 2002 | The Cointegration Alpha: Enchanced Index Tracking and Long-Short Equity Market Neutral Stragies. (2002). Dimitriu, Anca ; Alexandra, Carol. In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2002-08. Full description at Econpapers || Download paper | 3 |
| 34 | 2003 | Intra-day Patterns in the Returns, Bidask Spereads, and Trading Volume of Stocks Traded on the New York Stock Exchange. (2003). Hinich, Melvin ; Brooks, Chris ; Patterson, Douglas M. ; Melvin. J. Hinich, . In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2003-14. Full description at Econpapers || Download paper | 3 |
| 35 | 2015 | Assessing Macro Uncertainty In Real-Time When Data Are Subject To Revision. (2015). Clements, Michael. In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2015-02. Full description at Econpapers || Download paper | 3 |
| 36 | 2008 | Stochastic Local Volatility. (2008). Alexander, Carol ; Nogueira, Leonardo. In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2008-02. Full description at Econpapers || Download paper | 3 |
| 37 | 2014 | Measuring Macroeconomic Uncertainty: US Inflation and Output Growth. (2014). Galvão, Ana ; Clements, Michael ; Galvo, Ana Beatriz. In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2014-04. Full description at Econpapers || Download paper | 3 |
| 38 | 2010 | An Empirical Model Comparison for Valuing Crack Spread Options. (2010). Prokopczuk, Marcel ; Mahringer, Steffen . In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2010-01. Full description at Econpapers || Download paper | 3 |
| 39 | 2011 | Liquidity Risk, Credit Risk, Market Risk and Bank Capital. (2011). Varotto, Simone. In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2011-02. Full description at Econpapers || Download paper | 2 |
| 40 | 2003 | On the Aggregation of Market and Credit Risks. (2003). Alexandra, Carol ; Pezier, Jacques . In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2003-13. Full description at Econpapers || Download paper | 2 |
| 41 | 2015 | The âBuying and Selling of Money for Timeâ: Foreign Exchange and Interest Rates in Medieval Europe. (2015). Brooks, Chris ; Bell, Adrian ; Moore, Tony K.. In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2015-01. Full description at Econpapers || Download paper | 2 |
| 42 | 2011 | Seasonal Stochastic Volatility: Implications for the Pricing of Commodity Options. (2011). Prokopczuk, Marcel ; Back, Janis ; Rudolf, Markus. In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2011-16. Full description at Econpapers || Download paper | 2 |
| 43 | 2007 | Model-Based Stress Tests: Linking Stress Tests to VaR for Market Risk. (2007). Alexander, Carol ; Sheedy, Elizabeth . In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2007-02. Full description at Econpapers || Download paper | 2 |
| 44 | 2014 | Liquidity Risk Premia in the International Shipping Derivatives Market. (2014). VISVIKIS, ILIAS ; Alizadeh, Amir ; Kappou, Konstantina ; Tsouknidis, Dimitris . In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2014-15. Full description at Econpapers || Download paper | 2 |
| 45 | 2005 | Predicting Agency Rating Migrations with Spread Implied Ratings. (2005). Varotto, Simone ; Kou, Jianming . In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2005-06. Full description at Econpapers || Download paper | 2 |
| 46 | 2010 | Pricing and Hedging in the Freight Futures Market. (2010). Prokopczuk, Marcel. In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2010-04. Full description at Econpapers || Download paper | 2 |
| 47 | 2006 | Speculative Bubbles in the S&P 500: Was the Tech Bubble Confined to the Tech Sector?. (2006). Brooks, Chris ; Katsaris, Apostolos . In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2006-07. Full description at Econpapers || Download paper | 2 |
| 48 | 2000 | An EVT Approach to calculating Risk Capital Requirements. (2000). Brooks, Chris ; Clare, Andrew D. ; Persand, Gita . In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2000-07. Full description at Econpapers || Download paper | 2 |
| 49 | 2002 | A Three-Regime Model of Speculative Behaviour: Modelling the Evolution of Bubbles in the S&P 500 Composite Index. (2002). Brooks, Chris ; Katsaris, Apostolos . In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2002-14. Full description at Econpapers || Download paper | 2 |
| 50 | 2005 | Asymmetries and Volatility Regimes in the European Equity Markets. (2005). Alexandra, Carol ; Lazar, Emese. In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2005-14. Full description at Econpapers || Download paper | 2 |
50 most relevant documents in this series (papers most cited in the last two years)
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2009 | The Relationship between Risk, Capital and Efficiency: Evidence from Japanese Cooperative Banks. (2009). Padgett, Carol ; Deelchand, Tara . In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2009-12. Full description at Econpapers || Download paper | 4 |
| 2 | 2014 | Measuring Macroeconomic Uncertainty: US Inflation and Output Growth. (2014). Galvão, Ana ; Clements, Michael ; Galvo, Ana Beatriz. In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2014-04. Full description at Econpapers || Download paper | 3 |
| 3 | 2015 | Assessing Macro Uncertainty In Real-Time When Data Are Subject To Revision. (2015). Clements, Michael. In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2015-02. Full description at Econpapers || Download paper | 3 |
| 4 | 2004 | MTS Time Series: Market and Data Description for the European Bond and Repo Database. (2004). Dufour, Alfonso ; Skinner, Frank . In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2004-06. Full description at Econpapers || Download paper | 3 |
| 5 | 2002 | The Cointegration Alpha: Enchanced Index Tracking and Long-Short Equity Market Neutral Stragies. (2002). Dimitriu, Anca ; Alexandra, Carol. In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2002-08. Full description at Econpapers || Download paper | 3 |
| 6 | 2010 | Generalized Beta-Generated Distributions. (2010). Sarabia, José MarÃÂa ; Alexander, Carol. In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2010-09. Full description at Econpapers || Download paper | 3 |
| 7 | 2013 | Did Long-Short Investors Destabilize Commodity Markets?. (2013). Brooks, Chris ; Miffre, Joelle. In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2013-03. Full description at Econpapers || Download paper | 2 |
| 8 | 2014 | Monte Carlo Approximate Tensor Moment Simulations. (2014). Arismendi Zambrano, Juan. In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2014-08. Full description at Econpapers || Download paper | 2 |
| 9 | 2012 | The interactive financial effects between corporate social responsibility and irresponsibility. (2012). Oikonomou, Ioannis ; Brooks, Chris ; Pavelin, Stephen . In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2012-02. Full description at Econpapers || Download paper | 2 |
| 10 | 2002 | Persistence in Hedge Fund Performance: The True Value of a Track Record. (2002). Kat, Harry ; Menexe, Faye ; Harry. M Kat, . In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2002-13. Full description at Econpapers || Download paper | 2 |
| 11 | 2001 | The Statistical Properties of Hedge Fund Index Returns. (2001). Kat, Harry ; Brooks, Chris ; Harry. M Kat, . In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2001-09. Full description at Econpapers || Download paper | 2 |
| 12 | 2015 | The âBuying and Selling of Money for Timeâ: Foreign Exchange and Interest Rates in Medieval Europe. (2015). Brooks, Chris ; Bell, Adrian ; Moore, Tony K.. In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2015-01. Full description at Econpapers || Download paper | 2 |
| 13 | 2015 | Pension Scheme Redesign and Wealth Redistribution Between the Members and Sponsor: The USS Rule Change in October 2011. (2015). Sutcliffe, Charles ; Platanakis, Emmanouil. In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2015-05. Full description at Econpapers || Download paper | 2 |
| 14 | 2010 | The Impact of Corporate Social Performance on Financial Risk and Utility: A Longitudinal Analysis. (2010). Oikonomou, Ioannis ; Brooks, Chris ; Pavelin, Stephen . In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2010-12. Full description at Econpapers || Download paper | 2 |
| 15 | 2010 | VIX Dynamics with Stochastic Volatility of Volatility. (2010). Alexander, Carol ; Kaeck, Andreas. In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2010-11. Full description at Econpapers || Download paper | 2 |
| 16 | 2012 | Diversification of Equity with VIX Futures: Personal Views and Skewness Preference. (2012). Alexander, Carol ; Korovilas, Dimitris . In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2012-07. Full description at Econpapers || Download paper | 2 |
| 17 | 2002 | An Excursion into the Statistical Properties of Hedge Funds. (2002). Kat, Harry ; Harry. M Kat, ; Lu, Sa. In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2002-12. Full description at Econpapers || Download paper | 2 |
Citing documents used to compute impact factor 4:
| Year | Title | |
|---|---|---|
| 2017 | Ageing-driven pension reforms. (2017). Ponds, Eduard ; Meijdam, Lex ; Westerhout, ED ; Bonenkamp, Jan . In: Journal of Population Economics. RePEc:spr:jopoec:v:30:y:2017:i:3:d:10.1007_s00148-017-0637-0. Full description at Econpapers || Download paper | |
| 2017 | Pension Schemes, Taxation and Stakeholder Wealth: The USS Rule Changes. (2017). Sutcliffe, Charles ; Platanakis, Emmanouil. In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2017-08. Full description at Econpapers || Download paper | |
| 2017 | Money changes everything: how finance made civilization possible. (2017). Lipton, Alexander. In: Quantitative Finance. RePEc:taf:quantf:v:17:y:2017:i:9:p:1319-1322. Full description at Econpapers || Download paper | |
| 2017 | Data revisions and DSGE models. (2017). Galvão, Ana ; Galvo, Ana Beatriz. In: Journal of Econometrics. RePEc:eee:econom:v:196:y:2017:i:1:p:215-232. Full description at Econpapers || Download paper |
Recent citations (cites in year: CiY)
Recent citations received in 2015
| Year | Citing document |
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Recent citations received in 2014
| Year | Citing document |
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10 most frequent citing series
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.
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 2th 2018. Contact: CitEc Team