[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]
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 |
# | 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 | 217 |
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 | 126 |
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 | 99 |
4 | 2009 | Banking Stability Measures. (2009). Goodhart, Charles ; Segoviano, Miguel . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp627. Full description at Econpapers || Download paper | 98 |
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 | 75 |
6 | 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 | 67 |
7 | 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 | 45 |
8 | 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 | 40 |
9 | 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 | 40 |
10 | 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 | 38 |
11 | 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 |
12 | 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 |
13 | 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 | 32 |
14 | 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 | 32 |
15 | 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 | 31 |
16 | 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 | 30 |
17 | 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 | 30 |
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 | 30 |
19 | 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 |
20 | 2006 | Recovery Rates, Default Probabilities and the Credit Cycle. (2006). González-Aguado, Carlos ; Bruche, Max ; Gonzalez-Aguado, Carlos . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp572. Full description at Econpapers || Download paper | 29 |
21 | 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 |
22 | 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 | 29 |
23 | 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 |
24 | 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 | 28 |
25 | 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 | 28 |
26 | 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 | 27 |
27 | 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 | 27 |
28 | 2009 | Financial Volatility and Economic Activity. (2009). Mele, Antonio. In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp642. Full description at Econpapers || Download paper | 26 |
29 | 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 |
30 | 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 |
31 | 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 |
32 | 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 | 25 |
33 | 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 | 24 |
34 | 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 | 24 |
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). Schönbucher, Philipp. In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp272. Full description at Econpapers || Download paper | 19 |
37 | 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 | 18 |
38 | 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 | 18 |
39 | 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 |
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 | 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 |
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 | 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 |
46 | 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 | 15 |
47 | 2001 | Does One Soros Make a Difference? A Theory of Currency Crises with Large and Small Traders. (2001). Shin, Hyun Song ; Morris, Stephen ; Corsetti, Giancarlo ; Dasgupta, Amil . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp372. Full description at Econpapers || Download paper | 14 |
48 | 2005 | The Interest Rate Conditioning Assumption. (2005). Goodhart, Charles. In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp547. Full description at Econpapers || Download paper | 14 |
49 | 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 |
50 | 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 | 13 |
# | 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 | 80 |
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 | 23 |
3 | 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 | 21 |
4 | 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 | 18 |
5 | 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 | 13 |
6 | 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 |
7 | 2009 | Banking Stability Measures. (2009). Goodhart, Charles ; Segoviano, Miguel . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp627. Full description at Econpapers || Download paper | 8 |
8 | 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 | 7 |
9 | 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 |
10 | 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 | 6 |
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 | 5 |
12 | 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 | 5 |
13 | 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 | 5 |
14 | 2006 | Recovery Rates, Default Probabilities and the Credit Cycle. (2006). González-Aguado, Carlos ; Bruche, Max ; Gonzalez-Aguado, Carlos . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp572. Full description at Econpapers || Download paper | 5 |
15 | 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 | 4 |
16 | 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 | 4 |
17 | 2008 | Information Linkages and Correlated Trading. (2008). Mele, Antonio ; Colla, Paolo. In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp620. Full description at Econpapers || Download paper | 3 |
18 | 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 | 3 |
19 | 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 | 3 |
20 | 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 | 3 |
21 | 2011 | Financing Constraints, Firm Dynamics, Export Decisions and Aggregate productivity. (2011). Cuñat, Vicente ; Caggese, Andrea ; Cunat, Vincente . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp685. Full description at Econpapers || Download paper | 3 |
22 | 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 | 2 |
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 | 2 |
24 | 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 |
25 | 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 | 2 |
26 | 2014 | Liquidity Risk and the Dynamics of Arbitrage Capital. (2014). Vayanos, Dimitri ; Kondor, Péter. In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp730. Full description at Econpapers || Download paper | 2 |
27 | 2007 | Intergenerational Risksharing and Equilibrium Asset Prices. (2007). Campbell, John ; Nosbusch, Yves . In: FMG Discussion Papers. RePEc:fmg:fmgdps:dp589. Full description at Econpapers || Download paper | 2 |
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