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Discussion Paper Series 2: Banking and Financial Studies / Deutsche Bundesbank

Citation Profile [Updated: 2019-12-04 10:36:47]
5 Years H
16
Impact Factor
0
5 Years IF
0
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 1 0 0 0 0 0.24
2003 0 0.41 0 0 2 2 51 1 0 0 0 0 0.24
2004 1.5 0.47 1.38 1.5 6 8 131 11 12 2 3 2 3 2 18.2 8 1.33 0.27
2005 5 0.49 2.22 5 15 23 137 51 63 8 40 8 40 14 27.5 10 0.67 0.29
2006 1.62 0.48 1.06 1.52 12 35 79 37 100 21 34 23 35 10 27 1 0.08 0.26
2007 0.41 0.4 0.6 0.57 18 53 165 32 132 27 11 35 20 5 15.6 9 0.5 0.22
2008 0.63 0.45 0.66 0.62 20 73 77 48 180 30 19 53 33 15 31.3 3 0.15 0.23
2009 0.84 0.43 0.81 0.65 15 88 95 71 251 38 32 71 46 12 16.9 4 0.27 0.23
2010 0.4 0.37 0.55 0.48 14 102 84 56 307 35 14 80 38 1 1.8 0 0.19
2011 0.38 0.47 0.54 0.49 18 120 104 65 372 29 11 79 39 8 12.3 1 0.06 0.25
2012 0.59 0.5 0.66 0.56 0 120 0 79 451 32 19 85 48 0 0 0.26
2013 1.78 0.52 1.13 1.12 0 120 0 135 586 18 32 67 75 0 0 0.24
2014 0 0.55 0.73 0.89 0 120 0 87 673 0 47 42 0 0 0.28
2015 0 0.54 0.6 0.97 0 120 0 72 745 0 32 31 0 0 0.28
2016 0 0.58 0.58 0.78 0 120 0 70 815 0 18 14 0 0 0.29
2017 0 0.6 0.43 0 0 120 0 52 867 0 0 0 0 0.3
2018 0 0.62 0.27 0 0 120 0 32 899 0 0 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
12004Forecasting Credit Portfolio Risk. (2004). Scheule, Harald ; Liebig, Thilo ; Hamerle, Alfred. In: Discussion Paper Series 2: Banking and Financial Studies. RePEc:zbw:bubdp2:2227.

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76
22011The effect of the interbank network structure on contagion and common shocks. (2011). Georg, Co-Pierre. In: Discussion Paper Series 2: Banking and Financial Studies. RePEc:zbw:bubdp2:201112.

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63
32005Banks regulatory capital buffer and the business cycle: evidence for German savings and cooperative banks. (2005). Wedow, Michael ; Stolz, Stephanie. In: Discussion Paper Series 2: Banking and Financial Studies. RePEc:zbw:bubdp2:4262.

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53
42010Interbank tiering and money center banks. (2010). von Peter, Goetz ; Craig, Ben. In: Discussion Paper Series 2: Banking and Financial Studies. RePEc:zbw:bubdp2:201012.

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47
52007Slippery slopes of stress: ordered failure events in German banking. (2007). Koetter, Michael ; Kick, Thomas. In: Discussion Paper Series 2: Banking and Financial Studies. RePEc:zbw:bubdp2:5355.

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42
62006The cost efficiency of German banks: a comparison of SFA and DEA. (2006). Koetter, Michael ; Fiorentino, Elisabetta ; Karmann, Alexander. In: Discussion Paper Series 2: Banking and Financial Studies. RePEc:zbw:bubdp2:5157.

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39
72004Does capital regulation matter for bank behaviour? Evidence for German savings banks. (2004). Stolz, Stephanie ; Heid, Frank ; Porath, Daniel . In: Discussion Paper Series 2: Banking and Financial Studies. RePEc:zbw:bubdp2:4252.

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33
82005Accounting for distress in bank mergers. (2005). Kool, Clemens ; Koetter, Michael ; Heid, Frank ; Bos, J. ; Porath, Daniel ; Kool, Clemens J. M., ; Kolari, James W.. In: Discussion Paper Series 2: Banking and Financial Studies. RePEc:zbw:bubdp2:4264.

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32
92003Credit Risk Factor Modeling and the Basel II IRB Approach. (2003). Liebig, Thilo ; Hamerle, Alfred ; Rosch, Daniel. In: Discussion Paper Series 2: Banking and Financial Studies. RePEc:zbw:bubdp2:2226.

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28
102009Shocks at large banks and banking sector distress: the Banking Granular Residual. (2009). Neugebauer, Katja ; Buch, Claudia ; Blank, Sven. In: Discussion Paper Series 2: Banking and Financial Studies. RePEc:zbw:bubdp2:200904.

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28
112007Creditor concentration: an empirical investigation. (2007). von Westernhagen, Natalja ; Ongena, Steven ; Tumer-Alkan, Gunseli . In: Discussion Paper Series 2: Banking and Financial Studies. RePEc:zbw:bubdp2:6927.

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25
122003Measuring the Discriminative Power of Rating Systems. (2003). Tasche, Dirk ; Engelmann, Bernd ; Hayden, Evelyn . In: Discussion Paper Series 2: Banking and Financial Studies. RePEc:zbw:bubdp2:2225.

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24
132007Relationship lending: empirical evidence for Germany. (2007). Stein, Ingrid ; Schmieder, Christian ; Memmel, Christoph. In: Discussion Paper Series 2: Banking and Financial Studies. RePEc:zbw:bubdp2:6799.

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23
142005Inefficient or just different? Effects of heterogeneity on bank efficiency scores. (2005). Kool, Clemens ; Koetter, Michael ; Heid, Frank ; Bos, J. ; Kolari, James W. ; Kool, Clemens J. M., . In: Discussion Paper Series 2: Banking and Financial Studies. RePEc:zbw:bubdp2:4270.

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22
152007Profitability of Western European banking systems: panel evidence on structural and cyclical determinants. (2007). Beckmann, Rainer. In: Discussion Paper Series 2: Banking and Financial Studies. RePEc:zbw:bubdp2:6929.

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19
162009Income diversification in the German banking industry. (2009). Kick, Thomas ; Busch, Ramona. In: Discussion Paper Series 2: Banking and Financial Studies. RePEc:zbw:bubdp2:200909.

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18
172007Asset correlations and credit portfolio risk: an empirical analysis. (2007). Schmieder, Christian ; Dullmann, Klaus ; Scheicher, Martin. In: Discussion Paper Series 2: Banking and Financial Studies. RePEc:zbw:bubdp2:6352.

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14
182007Diversification and the banks risk-return-characteristics: evidence from loan portfolios of German banks. (2007). Memmel, Christoph ; Behr, Andreas ; Pfingsten, Andreas ; Kamp, Andreas . In: Discussion Paper Series 2: Banking and Financial Studies. RePEc:zbw:bubdp2:5576.

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13
192004Systematic Risk in Recovery Rates: An Empirical Analysis of US Corporate Credit Exposures. (2004). Dullmann, Klaus ; Trapp, Monika . In: Discussion Paper Series 2: Banking and Financial Studies. RePEc:zbw:bubdp2:4251.

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13
202007Granularity adjustment for Basel II. (2007). Lütkebohmert, Eva ; Gordy, Michael ; Lutkebohmert, Eva. In: Discussion Paper Series 2: Banking and Financial Studies. RePEc:zbw:bubdp2:5353.

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12
212006Finance and growth in a bank-based economy: is it quantity or quality that matters?. (2006). Wedow, Michael ; Koetter, Michael. In: Discussion Paper Series 2: Banking and Financial Studies. RePEc:zbw:bubdp2:4358.

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11
22Margins of international banking: is there a productivity pecking order in banking, too?. (2009). Koch, Catherine ; Koetter, Michael ; Buch, Claudia. In: Discussion Paper Series 2: Banking and Financial Studies. RePEc:zbw:bubdp2:200912.

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11
232011Gauging the impact of a low-interest rate environment on German life insurers. (2011). Wedow, Michael ; Kablau, Anke. In: Discussion Paper Series 2: Banking and Financial Studies. RePEc:zbw:bubdp2:201102.

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11
242008Which interest rate scenario is the worst one for a bank? Evidence from a tracking bank approach for German savings and cooperative banks. (2008). Memmel, Christoph. In: Discussion Paper Series 2: Banking and Financial Studies. RePEc:zbw:bubdp2:7317.

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11
252009The dependency of the banks assets and liabilities: evidence from Germany. (2009). Schertler, Andrea ; Memmel, Christoph. In: Discussion Paper Series 2: Banking and Financial Studies. RePEc:zbw:bubdp2:200914.

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11
262010Do banks benefit from internationalization? Revisiting the market power-risk nexus. (2010). Koch, Catherine ; Koetter, Michael ; Buch, Claudia ; Alina, Virlan. In: Discussion Paper Series 2: Banking and Financial Studies. RePEc:zbw:bubdp2:201009.

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10
272009Does banks size distort market prices? Evidence for too-big-to-fail in the CDS market. (2009). Wedow, Michael ; Volz, Manja . In: Discussion Paper Series 2: Banking and Financial Studies. RePEc:zbw:bubdp2:200906.

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9
282008Analyzing the interest rate risk of banks using time series of accounting-based data: evidence from Germany. (2008). Memmel, Christoph ; Zeisler, Alexander ; Entrop, Oliver ; Wilkens, Marco. In: Discussion Paper Series 2: Banking and Financial Studies. RePEc:zbw:bubdp2:7118.

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9
292005Time series properties of a rating system based on financial ratios. (2005). Trueck, Stefan ; Stotzel, Martin ; Kruger, Ulrich ; Truck, Stefan. In: Discussion Paper Series 2: Banking and Financial Studies. RePEc:zbw:bubdp2:4269.

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9
302008Monetary policy and bank distress: an integrated micro-macro approach. (2008). Kick, Thomas ; De Graeve, Ferre. In: Discussion Paper Series 2: Banking and Financial Studies. RePEc:zbw:bubdp2:7219.

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8
312008The pricing of correlated default risk: evidence from the credit derivatives market. (2008). Tarashev, Nikola ; Zhu, Haibin . In: Discussion Paper Series 2: Banking and Financial Studies. RePEc:zbw:bubdp2:7319.

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7
322008Sturm und Drang in money market funds: when money market funds cease to be narrow. (2008). Wedow, Michael ; Jank, Stephan. In: Discussion Paper Series 2: Banking and Financial Studies. RePEc:zbw:bubdp2:200820.

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7
332005Evaluating the German bank merger wave. (2005). Koetter, Michael. In: Discussion Paper Series 2: Banking and Financial Studies. RePEc:zbw:bubdp2:4267.

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7
342007The quality of banking and regional growth. (2007). Wedow, Michael ; Koetter, Michael ; HASAN, IFTEKHAR. In: Discussion Paper Series 2: Banking and Financial Studies. RePEc:zbw:bubdp2:6153.

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7
352006Does diversification improve the performance of German banks? Evidence from individual bank loan portfolios. (2006). von Westernhagen, Natalja ; Porath, Daniel ; Hayden, Evelyn . In: Discussion Paper Series 2: Banking and Financial Studies. RePEc:zbw:bubdp2:4536.

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7
362008Determinants of European banks engagement in loan securitization. (2008). Bannier, Christina ; Hansel, Dennis N.. In: Discussion Paper Series 2: Banking and Financial Studies. RePEc:zbw:bubdp2:7320.

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7
372005Cyclical implications of minimum capital requirements. (2005). Heid, Frank. In: Discussion Paper Series 2: Banking and Financial Studies. RePEc:zbw:bubdp2:4261.

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6
382008Stochastic frontier analysis by means of maximum likelihood and the method of moments. (2008). Behr, Andreas ; Tente, Sebastian . In: Discussion Paper Series 2: Banking and Financial Studies. RePEc:zbw:bubdp2:200819.

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6
392005Financial integration and systemic risk. (2005). Fecht, Falko ; Gruner, Hans Peter. In: Discussion Paper Series 2: Banking and Financial Studies. RePEc:zbw:bubdp2:4266.

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6
402010Completeness, interconnectedness and distribution of interbank exposures: A parameterized analysis of the stability of financial networks. (2010). Sachs, Angelika . In: Discussion Paper Series 2: Banking and Financial Studies. RePEc:zbw:bubdp2:201008.

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6
412009The effects of privatization and consolidation on bank productivity: comparative evidence from Italy and Germany. (2009). Koetter, Michael ; Heid, Frank ; De Vincenzo, Alessio ; Fiorentino, Elisabetta ; Karmann, Alexander. In: Discussion Paper Series 2: Banking and Financial Studies. RePEc:zbw:bubdp2:200903.

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6
422010Are banks using hidden reserves to beat earnings benchmarks? Evidence from Germany. (2010). Memmel, Christoph ; Kick, Thomas ; Pfingsten, Andreas ; Bornemann, Sven . In: Discussion Paper Series 2: Banking and Financial Studies. RePEc:zbw:bubdp2:201013.

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6
43Banks management of the net interest margin: Evidence from Germany. (2011). Schertler, Andrea ; Memmel, Christoph. In: Discussion Paper Series 2: Banking and Financial Studies. RePEc:zbw:bubdp2:201113.

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6
442010Do specialization benefits outweigh concentration risks in credit portfolios of German banks?. (2010). Pfingsten, Andreas ; Bove, Rolf ; Dullmann, Klaus . In: Discussion Paper Series 2: Banking and Financial Studies. RePEc:zbw:bubdp2:201010.

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5
452006Forecasting stock market volatility with macroeconomic variables in real time. (2006). Pierdzioch, Christian ; Hartmann, Daniel ; Döpke, Jörg ; Dopke, Jorg. In: Discussion Paper Series 2: Banking and Financial Studies. RePEc:zbw:bubdp2:4357.

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5
462007Open-end real estate funds in Germany: genesis and crisis. (2007). Fecht, Falko ; Bannier, Christina ; Tyrell, Marcel . In: Discussion Paper Series 2: Banking and Financial Studies. RePEc:zbw:bubdp2:5575.

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5
472011A hierarchical Archimedean copula for portfolio credit risk modelling. (2011). Tente, Natalia ; Puzanova, Natalia . In: Discussion Paper Series 2: Banking and Financial Studies. RePEc:zbw:bubdp2:201114.

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5
482006Sector concentration in loan portfolios and economic capital. (2006). Dullmann, Klaus ; Masschelein, Nancy . In: Discussion Paper Series 2: Banking and Financial Studies. RePEc:zbw:bubdp2:5156.

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5
492011Contagion at the interbank market with stochastic LGD. (2011). Stein, Ingrid ; Memmel, Christoph ; Sachs, Angelika . In: Discussion Paper Series 2: Banking and Financial Studies. RePEc:zbw:bubdp2:201106.

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5
502004Estimating probabilities of default for German savings banks and credit cooperatives. (2004). Porath, Daniel . In: Discussion Paper Series 2: Banking and Financial Studies. RePEc:zbw:bubdp2:4255.

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4
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12006The cost efficiency of German banks: a comparison of SFA and DEA. (2006). Koetter, Michael ; Fiorentino, Elisabetta ; Karmann, Alexander. In: Discussion Paper Series 2: Banking and Financial Studies. RePEc:zbw:bubdp2:5157.

Full description at Econpapers || Download paper

9
22009Shocks at large banks and banking sector distress: the Banking Granular Residual. (2009). Neugebauer, Katja ; Buch, Claudia ; Blank, Sven. In: Discussion Paper Series 2: Banking and Financial Studies. RePEc:zbw:bubdp2:200904.

Full description at Econpapers || Download paper

7
32004Does capital regulation matter for bank behaviour? Evidence for German savings banks. (2004). Stolz, Stephanie ; Heid, Frank ; Porath, Daniel . In: Discussion Paper Series 2: Banking and Financial Studies. RePEc:zbw:bubdp2:4252.

Full description at Econpapers || Download paper

6
42009Income diversification in the German banking industry. (2009). Kick, Thomas ; Busch, Ramona. In: Discussion Paper Series 2: Banking and Financial Studies. RePEc:zbw:bubdp2:200909.

Full description at Econpapers || Download paper

6
52007Slippery slopes of stress: ordered failure events in German banking. (2007). Koetter, Michael ; Kick, Thomas. In: Discussion Paper Series 2: Banking and Financial Studies. RePEc:zbw:bubdp2:5355.

Full description at Econpapers || Download paper

5
62005Banks regulatory capital buffer and the business cycle: evidence for German savings and cooperative banks. (2005). Wedow, Michael ; Stolz, Stephanie. In: Discussion Paper Series 2: Banking and Financial Studies. RePEc:zbw:bubdp2:4262.

Full description at Econpapers || Download paper

4
72007Creditor concentration: an empirical investigation. (2007). von Westernhagen, Natalja ; Ongena, Steven ; Tumer-Alkan, Gunseli . In: Discussion Paper Series 2: Banking and Financial Studies. RePEc:zbw:bubdp2:6927.

Full description at Econpapers || Download paper

4
82010Interbank tiering and money center banks. (2010). von Peter, Goetz ; Craig, Ben. In: Discussion Paper Series 2: Banking and Financial Studies. RePEc:zbw:bubdp2:201012.

Full description at Econpapers || Download paper

4
92011The effect of the interbank network structure on contagion and common shocks. (2011). Georg, Co-Pierre. In: Discussion Paper Series 2: Banking and Financial Studies. RePEc:zbw:bubdp2:201112.

Full description at Econpapers || Download paper

4
102007Profitability of Western European banking systems: panel evidence on structural and cyclical determinants. (2007). Beckmann, Rainer. In: Discussion Paper Series 2: Banking and Financial Studies. RePEc:zbw:bubdp2:6929.

Full description at Econpapers || Download paper

4
112008The pricing of correlated default risk: evidence from the credit derivatives market. (2008). Tarashev, Nikola ; Zhu, Haibin . In: Discussion Paper Series 2: Banking and Financial Studies. RePEc:zbw:bubdp2:7319.

Full description at Econpapers || Download paper

3
122007Diversification and the banks risk-return-characteristics: evidence from loan portfolios of German banks. (2007). Memmel, Christoph ; Behr, Andreas ; Pfingsten, Andreas ; Kamp, Andreas . In: Discussion Paper Series 2: Banking and Financial Studies. RePEc:zbw:bubdp2:5576.

Full description at Econpapers || Download paper

3
132008Analyzing the interest rate risk of banks using time series of accounting-based data: evidence from Germany. (2008). Memmel, Christoph ; Zeisler, Alexander ; Entrop, Oliver ; Wilkens, Marco. In: Discussion Paper Series 2: Banking and Financial Studies. RePEc:zbw:bubdp2:7118.

Full description at Econpapers || Download paper

3
142008Stochastic frontier analysis by means of maximum likelihood and the method of moments. (2008). Behr, Andreas ; Tente, Sebastian . In: Discussion Paper Series 2: Banking and Financial Studies. RePEc:zbw:bubdp2:200819.

Full description at Econpapers || Download paper

3
152004Systematic Risk in Recovery Rates: An Empirical Analysis of US Corporate Credit Exposures. (2004). Dullmann, Klaus ; Trapp, Monika . In: Discussion Paper Series 2: Banking and Financial Studies. RePEc:zbw:bubdp2:4251.

Full description at Econpapers || Download paper

3
162008Determinants of European banks engagement in loan securitization. (2008). Bannier, Christina ; Hansel, Dennis N.. In: Discussion Paper Series 2: Banking and Financial Studies. RePEc:zbw:bubdp2:7320.

Full description at Econpapers || Download paper

2
172004Forecasting Credit Portfolio Risk. (2004). Scheule, Harald ; Liebig, Thilo ; Hamerle, Alfred. In: Discussion Paper Series 2: Banking and Financial Studies. RePEc:zbw:bubdp2:2227.

Full description at Econpapers || Download paper

2
182009The effects of privatization and consolidation on bank productivity: comparative evidence from Italy and Germany. (2009). Koetter, Michael ; Heid, Frank ; De Vincenzo, Alessio ; Fiorentino, Elisabetta ; Karmann, Alexander. In: Discussion Paper Series 2: Banking and Financial Studies. RePEc:zbw:bubdp2:200903.

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2
192010Bank liquidity creation and risk taking during distress. (2010). Schaeck, Klaus ; Kick, Thomas ; Bouwman, Christa ; Berger, Allen N. ; Bouwman, Christa H. S., . In: Discussion Paper Series 2: Banking and Financial Studies. RePEc:zbw:bubdp2:201005.

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2
202008A value at risk analysis of credit default swaps. (2008). Raunig, Burkhard ; Scheicher, Martin. In: Discussion Paper Series 2: Banking and Financial Studies. RePEc:zbw:bubdp2:7322.

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2
212007Asset correlations and credit portfolio risk: an empirical analysis. (2007). Schmieder, Christian ; Dullmann, Klaus ; Scheicher, Martin. In: Discussion Paper Series 2: Banking and Financial Studies. RePEc:zbw:bubdp2:6352.

Full description at Econpapers || Download paper

2
222008Which interest rate scenario is the worst one for a bank? Evidence from a tracking bank approach for German savings and cooperative banks. (2008). Memmel, Christoph. In: Discussion Paper Series 2: Banking and Financial Studies. RePEc:zbw:bubdp2:7317.

Full description at Econpapers || Download paper

2
232011Gauging the impact of a low-interest rate environment on German life insurers. (2011). Wedow, Michael ; Kablau, Anke. In: Discussion Paper Series 2: Banking and Financial Studies. RePEc:zbw:bubdp2:201102.

Full description at Econpapers || Download paper

2
242003Credit Risk Factor Modeling and the Basel II IRB Approach. (2003). Liebig, Thilo ; Hamerle, Alfred ; Rosch, Daniel. In: Discussion Paper Series 2: Banking and Financial Studies. RePEc:zbw:bubdp2:2226.

Full description at Econpapers || Download paper

2
252003Measuring the Discriminative Power of Rating Systems. (2003). Tasche, Dirk ; Engelmann, Bernd ; Hayden, Evelyn . In: Discussion Paper Series 2: Banking and Financial Studies. RePEc:zbw:bubdp2:2225.

Full description at Econpapers || Download paper

2
262006Sector concentration in loan portfolios and economic capital. (2006). Dullmann, Klaus ; Masschelein, Nancy . In: Discussion Paper Series 2: Banking and Financial Studies. RePEc:zbw:bubdp2:5156.

Full description at Econpapers || Download paper

2
Citing documents used to compute impact factor:
YearTitle
Recent citations