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Citation Profile [Updated: 2019-12-04 10:36:47]
5 Years H
8
Impact Factor
0.24
5 Years IF
0.21
Data available in this report

[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 CIF IF5 DOC CDO CIT NCI CCU D2Y C2Y D5Y C5Y SC %SC CiY II AII
1990 0 0.14 0 0 0 0 0 0 0 0 0 0 0.07
1991 0 0.11 0 0 0 0 0 0 0 0 0 0 0.06
1992 0 0.1 0 0 0 0 0 0 0 0 0 0 0.07
1993 0 0.13 0 0 0 0 0 0 0 0 0 0 0.07
1994 0 0.13 0 0 0 0 0 0 0 0 0 0 0.06
1995 0 0.18 0 0 0 0 0 0 0 0 0 0 0.09
1996 0 0.22 0 0 0 0 0 0 0 0 0 0 0.11
1997 0 0.23 0 0 0 0 0 0 0 0 0 0 0.12
1998 0 0.24 0 0 0 0 0 0 0 0 0 0 0.15
1999 0 0.32 0 0 0 0 0 0 0 0 0 0 0.21
2000 0 0.46 0 0 0 0 0 0 0 0 0 0 0.2
2001 0 0.39 0 0 0 0 0 0 0 0 0 0 0.22
2002 0 0.42 0 0 0 0 0 0 0 0 0 0 0.24
2003 0 0.41 0 0 1 1 0 0 0 0 0 0 0.24
2004 0 0.47 0 0 1 2 11 0 1 1 0 0 0.27
2005 0 0.49 0 0 5 7 19 0 2 2 0 0 0.29
2006 0.17 0.48 0.14 0.14 0 7 0 1 1 6 1 7 1 0 0 0.26
2007 0 0.4 0.11 0.14 2 9 0 1 2 5 7 1 0 0 0.22
2008 0 0.45 0.23 0.33 17 26 19 4 8 2 9 3 2 50 1 0.06 0.23
2009 0.11 0.43 0.19 0.24 16 42 13 7 16 19 2 25 6 3 42.9 0 0.23
2010 0.03 0.37 0.14 0.1 15 57 3 7 24 33 1 40 4 0 0 0.19
2011 0.23 0.47 0.26 0.24 8 65 9 16 41 31 7 50 12 1 6.3 0 0.25
2012 0.13 0.5 0.07 0.07 18 83 8 6 47 23 3 58 4 0 0 0.26
2013 0 0.52 0.08 0.01 25 108 40 8 56 26 74 1 3 37.5 5 0.2 0.24
2014 0.05 0.55 0.13 0.07 7 115 0 11 71 43 2 82 6 1 9.1 0 0.28
2015 0.16 0.54 0.1 0.11 4 119 0 11 83 32 5 73 8 1 9.1 0 0.28
2016 0 0.58 0.15 0.19 10 129 19 19 102 11 62 12 1 5.3 1 0.1 0.29
2017 0 0.6 0.08 0.13 15 144 3 11 113 14 64 8 0 0 0.3
2018 0.24 0.62 0.12 0.21 9 153 4 18 131 25 6 61 13 0 0 0.33
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
CIF: Cumulative impact factor
IF5: Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CIT: Number of citations to papers published in year y
NCI: Number of citations in year y
CCU: Cumulative number of citations to papers published until 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: selft citations in y to articles published in y-1 plus y-2
%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
#YearTitleCited
12013Fire sales forensics: measuring endogenous risk. (2013). Wagalath, Lakshithe ; Cont, Rama. In: Working Papers. RePEc:ies:wpaper:f201301.

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27
22004Does trading volume really explain stock returns volatility?. (2004). Ureche-Rangau, Loredana ; ureche -Rangau, Loredana ; Ane, Thierry . In: Working Papers. RePEc:ies:wpaper:f200402.

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12
32016Does Economic Structure Determine Financial Structure?. (2016). Kowalewski, Oskar ; Gu, Xian ; Bartiloro, Laura ; Kowalewksi, Oskar ; Allen, Franklin. In: Working Papers. RePEc:ies:wpaper:f201602.

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11
42005Mean-Variance-Skewness Portfolio Performance Gauging: A General Shortage Function and Dual Approach. (2005). Kerstens, Kristiaan ; Briec, Walter ; Jokung, Octave . In: Working Papers. RePEc:ies:wpaper:e200505.

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10
52005Short- and Long-Run Credit Constraints in French Agriculture: A Directional Distance Function Framework Using Expenditure-Constrained Profit Functions. (2005). Kerstens, Kristiaan ; Boussemart, Jean-Philippe ; Blancard, Stéphane ; Briec, Walter. In: Working Papers. RePEc:ies:wpaper:e200502.

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10
62008Infeasibility and Directional Distance Functions with Application to the Determinateness of the Luenberger Productivity Indicator. (2008). Kerstens, Kristiaan ; Briec, Walter. In: Working Papers. RePEc:ies:wpaper:e200811.

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9
72008Transit Costs and Cost Efficiency: Bootstrapping Nonparametric Frontiers.. (2008). Kerstens, Kristiaan ; De Borger, Bruno ; Staat, Matthias . In: Working Papers. RePEc:ies:wpaper:e200808.

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8
82016Risk-based capital requirements and optimal liquidation in a stress scenario. (2016). Braouezec, Yann ; Wagalath, Lakshithe. In: Working Papers. RePEc:ies:wpaper:f201601.

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8
92013Portfolio Selection with Skewness: A Comparison of Methods and a Generalized One Fund Result. (2013). Kerstens, Kristiaan ; Van de Woestyne, Ignace ; Briec, Walter. In: Working Papers. RePEc:ies:wpaper:e201304.

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7
102011Even (mixed) risk lovers are prudent. (2011). Trannoy, Alain ; EECKHOUDT, LOUIS ; Crainich, David. In: Working Papers. RePEc:ies:wpaper:e201105.

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5
112012Economic Value of Greenhouse Gases and Nitrogen Surpluses: Society vs Farmers’ Valuation. (2012). LELEU, Hervé ; Boussemart, Jean-Philippe ; Berre, David ; Tillard, Emmanuel. In: Working Papers. RePEc:ies:wpaper:e201202.

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5
122018Skill of the Immigrants and Vote of the Natives: Immigration and Nationalism in European Elections 2007-2016. (2018). Moriconi, Simone ; Turati, Riccardo ; Peri, Giowanni. In: Working Papers. RePEc:ies:wpaper:e201713.

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5
132013Duality of Shephard’s weakly disposable technology under a directional output distance function. (2013). LELEU, Hervé. In: Working Papers. RePEc:ies:wpaper:e201303.

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3
142011Leaving the euro zone: a user’s guide. (2011). Dor, Eric. In: Working Papers. RePEc:ies:wpaper:e201106.

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3
152009Interbank Offered Rate: Effects of the financial crisis on the information content of the fixing. (2009). Durré, Alain ; Durre, Alain ; Brousseau, Vincent ; Chailloux, Alexandre . In: Working Papers. RePEc:ies:wpaper:e200910.

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3
162009On Berge Equilibria. (2009). Tazdaït, Tarik ; Nessah, Rabia ; Larbani, Moussa ; Tazdait, Tarik. In: Working Papers. RePEc:ies:wpaper:e201016.

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3
172009Exact Relations between Four De?nitions of Productivity Indices and Indicators. (2009). Kerstens, Kristiaan ; Briec, Walter ; Peypoch, Nicolas. In: Working Papers. RePEc:ies:wpaper:e200907.

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2
182013Weakly Continuous Security in Discontinuous and Nonquasiconcave Games: Existence and Characterization. (2013). Nessah, Rabia. In: Working Papers. RePEc:ies:wpaper:e201320.

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2
192012Generation and distribution of productivity gains in French agriculture. Who are the winners and the losers over the last fifty years?. (2012). Ojo, Marianne ; Boussemart, Jean-Philippe ; Butault, Jean-Pierre. In: Working Papers. RePEc:ies:wpaper:e201215.

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2
202017Productivity and Efficiency Analysis Software: An Exploratory Bibliographical Survey of the Options. (2017). Kerstens, Kristiaan ; Sickles, Robin C ; Nepomuceno, Thyago ; Daraio, Cinzia. In: Working Papers. RePEc:ies:wpaper:e201705.

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2
212008The Hicks-Moorsteen Productivity Index Satisfies the Determinateness Axiom.. (2008). Kerstens, Kristiaan ; Briec, Walter. In: Working Papers. RePEc:ies:wpaper:e200810.

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2
222011Efficiency of purchasing and selling agents in markets with quality uncertainty: The case of illicit drug transactions. (2011). Wolff, François-Charles ; Vaillant, Nicolas ; LELEU, Hervé ; BEN LAKHDAR, Christian. In: Working Papers. RePEc:ies:wpaper:e201102.

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2
232009Portfolio Selection in Multidimensional General and Partial Moment Space.. (2009). Kerstens, Kristiaan ; Briec, Walter. In: Working Papers. RePEc:ies:wpaper:e200908.

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2
242012How Does Payer Mix and Technical Inefficiency Affect Hospital Net Revenue?. (2012). Valdmanis, Vivian ; LELEU, Hervé ; Moises, James . In: Working Papers. RePEc:ies:wpaper:e201201.

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1
252009Portfolio Performance Gauging in Discrete Time Using a Luenberger Productivity Indicator. (2009). Kerstens, Kristiaan ; Brandouy, Olivier ; Van de Woestyne, Ignace ; Briec, Walter. In: Working Papers. RePEc:ies:wpaper:e200812.

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1
262010Comparing Efficiency Across Markets: An Extension and Critique of the Zhang and Bartels (1998) Methodology. (2010). PAPAROIDAMIS, NICHOLAS ; Kerstens, Kristiaan ; Chumpitaz, Ruben. In: Working Papers. RePEc:ies:wpaper:e201001.

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1
272017Decomposing banking performance into economic and risk management efficiencies. (2017). Vardanyan, Michael ; SHEN, Zhiyang ; LELEU, Hervé ; Boussemart, Jean-Philippe ; Zhu, Ning. In: Working Papers. RePEc:ies:wpaper:e201709.

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1
282009On the Existence of Strong Nash Equilibria. (2009). Tian, Guoqiang ; Nessah, Rabia. In: Working Papers. RePEc:ies:wpaper:e200906.

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1
292013An index of (absolute) correlation aversion: theory and some implications. (2013). EECKHOUDT, LOUIS ; Crainich, David ; le Courtois, Olivier. In: Working Papers. RePEc:ies:wpaper:e201312.

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1
302010A Triangular Analysis of Exchange Rate Determination and Adjustments - The case of RMB, the US dollar and the euro. (2010). Wang, Peijie. In: Working Papers. RePEc:ies:wpaper:f201001.

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1
312009Negative Data in DEA: A Simple Proportional Distance Function Approach. (2009). Kerstens, Kristiaan ; Van de Woestyne, Ignace . In: Working Papers. RePEc:ies:wpaper:e200903.

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1
322017The Economic Impact of Changes in the Local Bank Presence. (2017). Kowalewski, Oskar ; HASAN, IFTEKHAR ; Kozlowski, Lukasz ; Kowalewksi, Oskar ; Jackowicz, Krzysztof. In: Working Papers. RePEc:ies:wpaper:f201701.

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1
332013Do Retroactive Rebates Imply Lower Prices for Consumers?. (2013). Maier-Rigaud, Frank ; Schwalbe, Ulrich. In: Working Papers. RePEc:ies:wpaper:e201310.

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1
342009The Size and Service Offering Efficiencies of U.S. Hospitals.. (2009). Valdmanis, Vivian ; LELEU, Hervé ; Ferrier, Gary ; Moises, James . In: Working Papers. RePEc:ies:wpaper:e200909.

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1
352012Inner and Outer Approximations of Technology: A Shadow Profit Approach. (2012). LELEU, Hervé. In: Working Papers. RePEc:ies:wpaper:e201206.

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1
362016On Estimating Optimal a-Returns to Scale. (2016). LELEU, Hervé ; Boussemart, Jean-Philippe ; Ravelojaona, Paola ; Briec, Walter. In: Working Papers. RePEc:ies:wpaper:e201601.

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1
372010A Lower Bound for the Weighted Completion Time Variance Problem. (2010). Nessah, Rabia ; Chu, Chengbin. In: Working Papers. RePEc:ies:wpaper:e200816.

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1
382013Quantification of Antitrust Damages. (2013). Maier-Rigaud, Frank ; Schwalbe, Ulrich. In: Working Papers. RePEc:ies:wpaper:e201309.

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1
3920191
402014A Directional Distance Function Approach to Identifying the Input/Output Status of Medical Residents. (2014). Valdmanis, Vivian ; Vardanyan, Michael ; LELEU, Hervé ; Ferrier, Gary. In: Working Papers. RePEc:ies:wpaper:e201404.

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1
412010The Existence of Equilibria in Discontinuous and Nonconvex Games. (2010). Tian, Guoqiang ; Nessah, Rabia. In: Working Papers. RePEc:ies:wpaper:e200814.

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1
422008Linear programming solutions and distance functions under a constant returns to scale technology. (2008). LELEU, Hervé ; Boussemart, Jean-Philippe ; Briec, Walter. In: Working Papers. RePEc:ies:wpaper:e200806.

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1
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12013Fire sales forensics: measuring endogenous risk. (2013). Wagalath, Lakshithe ; Cont, Rama. In: Working Papers. RePEc:ies:wpaper:f201301.

Full description at Econpapers || Download paper

18
22016Risk-based capital requirements and optimal liquidation in a stress scenario. (2016). Braouezec, Yann ; Wagalath, Lakshithe. In: Working Papers. RePEc:ies:wpaper:f201601.

Full description at Econpapers || Download paper

7
32018Skill of the Immigrants and Vote of the Natives: Immigration and Nationalism in European Elections 2007-2016. (2018). Moriconi, Simone ; Turati, Riccardo ; Peri, Giowanni. In: Working Papers. RePEc:ies:wpaper:e201713.

Full description at Econpapers || Download paper

5
42013Portfolio Selection with Skewness: A Comparison of Methods and a Generalized One Fund Result. (2013). Kerstens, Kristiaan ; Van de Woestyne, Ignace ; Briec, Walter. In: Working Papers. RePEc:ies:wpaper:e201304.

Full description at Econpapers || Download paper

3
52011Even (mixed) risk lovers are prudent. (2011). Trannoy, Alain ; EECKHOUDT, LOUIS ; Crainich, David. In: Working Papers. RePEc:ies:wpaper:e201105.

Full description at Econpapers || Download paper

2
62012Generation and distribution of productivity gains in French agriculture. Who are the winners and the losers over the last fifty years?. (2012). Ojo, Marianne ; Boussemart, Jean-Philippe ; Butault, Jean-Pierre. In: Working Papers. RePEc:ies:wpaper:e201215.

Full description at Econpapers || Download paper

2
72017Productivity and Efficiency Analysis Software: An Exploratory Bibliographical Survey of the Options. (2017). Kerstens, Kristiaan ; Sickles, Robin C ; Nepomuceno, Thyago ; Daraio, Cinzia. In: Working Papers. RePEc:ies:wpaper:e201705.

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2
Citing documents used to compute impact factor: 6
YearTitle
2018SMEs near-death experiences. Do local banks extend a helping hand?. (2018). Iwanicz-Drozdowska, Magorzata ; Kozowski, Ukasz ; Jackowicz, Krzysztof. In: Emerging Markets Review. RePEc:eee:ememar:v:37:y:2018:i:c:p:47-65.

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2018Econometric Analysis of Productivity: Theory and Implementation in R. (2018). Zelenyuk, Valentin ; Song, Wonho ; Sickles, Robin C. In: CEPA Working Papers Series. RePEc:qld:uqcepa:129.

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2018Econometric Analysis of Productivity: Theory and Implementation in R. (2018). Zelenyuk, Valentin ; Song, Wonho ; Sickles, Robin C. In: Working Papers. RePEc:ecl:riceco:18-008.

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2018Measuring the propagation of financial distress with Granger-causality tail risk networks. (2018). Trapin, Luca ; Pirino, Davide ; Lillo, Fabrizio ; Corsi, Fulvio. In: Journal of Financial Stability. RePEc:eee:finsta:v:38:y:2018:i:c:p:18-36.

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2018Systematic Systemic Stress Tests. (2018). Summer, Martin ; Breuer, Thomas. In: Working Papers. RePEc:onb:oenbwp:225.

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2018A LIQUIDATION RISK ADJUSTMENT FOR VALUE AT RISK AND EXPECTED SHORTFALL. (2018). Wagalath, Lakshithe ; Zubelli, Jorge P. In: International Journal of Theoretical and Applied Finance (IJTAF). RePEc:wsi:ijtafx:v:21:y:2018:i:03:n:s0219024918500103.

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Recent citations
Recent citations received in 2018

YearCiting document

Recent citations received in 2017

YearCiting document

Recent citations received in 2016

YearCiting document
2016Feedback effects and endogenous risk in financial markets. (2016). Wagalath, Lakshithe. In: Finance. RePEc:cai:finpug:fina_372_0039.

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