Citation analysis for Working Papers / Office of Financial Research, US Department of the Treasury

Citation Profile [Updated: 2020-06-03 07:38:54]

5 Years H

Impact Factor

0.54

5 Years IF

0.43

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	0.13	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	0.19	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	0.12
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	0.47	0	0	0	0	0		0	0		0			0		0	0.2
2001	0	0.4	0	0	0	0	0		0	0		0			0		0	0.22
2002	0	0.41	0	0	0	0	0		0	0		0			0		0	0.23
2003	0	0.42	0	0	0	0	0		0	0		0			0		0	0.24
2004	0	0.47	0	0	0	0	0		0	0		0			0		0	0.27
2005	0	0.49	0	0	0	0	0		0	0		0			0		0	0.29
2006	0	0.48	0	0	0	0	0		0	0		0			0		0	0.27
2007	0	0.41	0	0	0	0	0		0	0		0			0		0	0.22
2008	0	0.46	0	0	0	0	0		0	0		0			0		0	0.23
2009	0	0.43	0	0	0	0	0		0	0		0			0		0	0.23
2010	0	0.37	0	0	0	0	0		0	0		0			0		0	0.2
2011	0	0.47	0	0	0	0	0		0	0		0			0		0	0.25
2012	0	0.5	0.33	0	3	3	175	1	1	0		0			0	1	0.33	0.26
2013	3.33	0.52	1.33	3.33	12	15	39	20	21	3	10	3	10	6	30	9	0.75	0.24
2014	1	0.54	0.83	1	9	24	51	20	41	15	15	15	15	4	20	3	0.33	0.28
2015	1.05	0.54	1.38	2.21	24	48	57	66	107	21	22	24	53	8	12.1	5	0.21	0.28
2016	0.64	0.57	1.19	1.25	14	62	30	74	181	33	21	48	60	12	16.2	9	0.64	0.29
2017	0.47	0.58	0.94	0.97	7	69	5	65	246	38	18	62	60	2	3.1		0	0.28
2018	0.52	0.6	0.96	0.47	6	75	1	72	318	21	11	66	31		0		0	0.31
2019	0.54	0.65	0.61	0.43	4	79	0	48	366	13	7	60	26	1	2.1		0	0.38

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

#	Year	Title	Cited
1	2012	A Survey of Systemic Risk Analytics. (2012). Flood, Mark ; Bisias, Dimitrios ; Valavanis, Stavros . In: Working Papers. RePEc:ofr:wpaper:12-01. Full description at Econpapers \|\| Download paper	160
2	2014	Shadow Banking: The Money View. (2014). Pozsar, Zoltan. In: Working Papers. RePEc:ofr:wpaper:14-04. Full description at Econpapers \|\| Download paper	19
3	2012	Using Agent-Based Models for Analyzing Threats to Financial Stability. (2012). Bookstaber, Richard. In: Working Papers. RePEc:ofr:wpaper:12-03. Full description at Econpapers \|\| Download paper	18
4	2014	An Agent-based Model for Financial Vulnerability. (2014). Paddrik, Mark ; Bookstaber, Rick ; Tivnan, Brian . In: Working Papers. RePEc:ofr:wpaper:14-05. Full description at Econpapers \|\| Download paper	16
5	2015	Dynamical Macroprudential Stress Testing Using Network Theory. (2015). Havlin, Shlomo ; Stanley, Eugene H ; Avakian, Adam ; Levy-Carciente, Sary ; Kenett, Dror Y. In: Working Papers. RePEc:ofr:wpaper:15-12. Full description at Econpapers \|\| Download paper	12
6	2013	Hedge Fund Contagion and Risk-adjusted Returns: A Markov-switching Dynamic Factor Approach. (2013). Akay, Ozgur ; Yoldas, Emre ; Senyuz, Zeynep. In: Working Papers. RePEc:ofr:wpaper:13-03. Full description at Econpapers \|\| Download paper	10
7	2013	Systematic Scenario Selection: Stress Testing and the Nature of Uncertainty. (2013). Elliott, Douglas J. ; Lehnert, Andreas ; Feldberg, Greg . In: Working Papers. RePEc:ofr:wpaper:13-05. Full description at Econpapers \|\| Download paper	9
8	2016	Bank Networks and Systemic Risk: Evidence from the National Banking Acts. (2016). Wang, Jessie ; Paddrik, Mark. In: Working Papers. RePEc:ofr:wpaper:16-13. Full description at Econpapers \|\| Download paper	9
9	2015	Are the Federal Reserves Stress Test Results Predictable?. (2015). Glasserman, Paul ; Tangirala, Gowtham . In: Working Papers. RePEc:ofr:wpaper:15-02. Full description at Econpapers \|\| Download paper	9
10	2015	Regulatory Arbitrage in the Repo Market. (2015). Munyan, Benjamin. In: Working Papers. RePEc:ofr:wpaper:15-22. Full description at Econpapers \|\| Download paper	7
11	2014	A Map of Funding Durability and Risk. (2014). Aguiar, Andrea ; Wipf, Thomas ; Bookstaber, Rick . In: Working Papers. RePEc:ofr:wpaper:14-03. Full description at Econpapers \|\| Download paper	7
12	2015	Are the Borrowing Costs of Large Financial Firms Unusual?. (2015). Ahmed, Javed ; Zarutskie, Rebecca ; Anderson, Christopher. In: Working Papers. RePEc:ofr:wpaper:15-10. Full description at Econpapers \|\| Download paper	7
13	2013	Hedge Fund Contagion and Risk-adjusted Returns: A Markov-switching Dynamic Factor Approach. (2013). Glasserman, Paul ; Young, Peyton. In: Working Papers. RePEc:ofr:wpaper:13-06. Full description at Econpapers \|\| Download paper	6
14	2015	Reference Guide to U.S. Repo and Securities Lending Markets. (2015). Copeland, Adam ; Baklanova, Viktoria ; McCaughrin, Rebecca . In: Working Papers. RePEc:ofr:wpaper:15-17. Full description at Econpapers \|\| Download paper	6
15	2014	The Application of Visual Analytics to Financial Stability Monitoring. (2014). Lemieux, Victoria ; Flood, Mark ; B. L. William Wong, ; Varga, Margaret . In: Working Papers. RePEc:ofr:wpaper:14-02. Full description at Econpapers \|\| Download paper	6
16	2015	Hidden Illiquidity with Multiple Central Counterparties. (2015). Yuan, Kai ; Moallemi, Ciamac C ; Glasserman, Paul. In: Working Papers. RePEc:ofr:wpaper:15-07. Full description at Econpapers \|\| Download paper	5
17	2016	Do Higher Capital Standards Always Reduce Bank Risk? The Impact of the Basel Leverage Ratio on the U.S. Triparty Repo Market. (2016). Allahrakha, M. ; Munyan, Benjamin. In: Working Papers. RePEc:ofr:wpaper:16-11. Full description at Econpapers \|\| Download paper	5
18	2014	Effects of Limit Order Book Information Level on Market Stability Metrics. (2014). Paddrik, Mark ; Beling, Peter ; Scherer, William ; Hayes, Roy . In: Working Papers. RePEc:ofr:wpaper:14-09. Full description at Econpapers \|\| Download paper	5
19	2016	Does OTC Derivatives Reform Incentivize Central Clearing?. (2016). Glasserman, Paul ; Ghamami, Samim. In: Working Papers. RePEc:ofr:wpaper:16-07. Full description at Econpapers \|\| Download paper	5
20	2013	Stress Scenario Selection by Empirical Likelihood. (2013). Flood, Mark ; Bookstaber, Rick ; Glasserman, Paul ; Feldberg, Greg ; Cetina, Jill. In: Working Papers. RePEc:ofr:wpaper:13-07. Full description at Econpapers \|\| Download paper	5
21	2013	CoCos, Bail-In, and Tail Risk. (2013). Glasserman, Paul ; Kang, Wanmo. In: Working Papers. RePEc:ofr:wpaper:13-04. Full description at Econpapers \|\| Download paper	4
22	2017	The OFR Financial Stress Index. (2017). Monin, Phillip. In: Working Papers. RePEc:ofr:wpaper:17-04. Full description at Econpapers \|\| Download paper	3
23	2013	Systematic Scenario Selection. (2013). Flood, Mark ; Korenko, George . In: Working Papers. RePEc:ofr:wpaper:13-02. Full description at Econpapers \|\| Download paper	3
24	2016	Interbank Contagion: An Agent-based Model Approach to Endogenously Formed Networks. (2016). Paddrik, Mark ; Zhang, Xingjia ; Yang, Steve ; Liu, Anqi. In: Working Papers. RePEc:ofr:wpaper:16-14. Full description at Econpapers \|\| Download paper	3
25	2015	Bounding Wrong-Way Risk in Measuring Counterparty Risk. (2015). Yang, Linan ; Glasserman, Paul. In: Working Papers. RePEc:ofr:wpaper:15-16. Full description at Econpapers \|\| Download paper	3
26	2016	Interconnectedness in the Global Financial Market. (2016). Raddant, Matthias ; Kenett, Dror Y. In: Working Papers. RePEc:ofr:wpaper:16-09. Full description at Econpapers \|\| Download paper	3
27	2015	Economic Uncertainty and Commodity Futures Volatility. (2015). Watugala, Sumudu W. In: Working Papers. RePEc:ofr:wpaper:15-14. Full description at Econpapers \|\| Download paper	3
28	2015	Gauging Form PF: Data Tolerances in Regulatory Reporting on Hedge Fund Risk Exposures. (2015). Bandyopadhyay, Lina ; Monin, Phillip ; Flood, Mark D. In: Working Papers. RePEc:ofr:wpaper:15-13. Full description at Econpapers \|\| Download paper	3
29	2013	Cryptography and the Economics of Supervisory Information: Balancing Transparency and Confidentiality. (2013). Smith, Adam ; Ong, Stephen ; Katz, Jonathan ; Flood, Mark. In: Working Papers. RePEc:ofr:wpaper:13-11. Full description at Econpapers \|\| Download paper	2
30	2016	Stopping Contagion with Bailouts: Microevidence from Pennsylvania Bank Networks During the Panic of 1884. (2016). Bluedorn, John ; Park, Haelim. In: Working Papers. RePEc:ofr:wpaper:16-03. Full description at Econpapers \|\| Download paper	2
31	2013	CoCos, Bail-In, and Tail Risk. (2013). Chen, Nan ; Pelger, Markus ; Nouri, Behzad ; Glasserman, Paul. In: Working Papers. RePEc:ofr:wpaper:13-01. Full description at Econpapers \|\| Download paper	2
32	2016	Form PF and Hedge Funds: Risk-measurement Precision for Option Portfolios. (2016). Monin, Phillip ; Flood, Mark D. In: Working Papers. RePEc:ofr:wpaper:16-02. Full description at Econpapers \|\| Download paper	2
33	2018	Swing Pricing for Mutual Funds: Breaking the Feedback Loop Between Fire Sales and Fund Runs. (2018). Weber, Marko ; Glasserman, Paul ; Capponi, Agostino. In: Working Papers. RePEc:ofr:wpaper:18-04. Full description at Econpapers \|\| Download paper	2
34	2016	Stressed to the Core: Counterparty Concentrations and Systemic Losses in CDS Markets. (2016). Paddrik, Mark ; Rajan, Sriram ; Cetina, Jill. In: Working Papers. RePEc:ofr:wpaper:16-01. Full description at Econpapers \|\| Download paper	2
35	2013	The History of Cyclical Macroprudential Policy in the United States. (2013). Flood, Mark ; Smith, Adam ; Ong, Stephen ; Katz, Jonathan. In: Working Papers. RePEc:ofr:wpaper:13-08. Full description at Econpapers \|\| Download paper	2
36	2017	How Safe are Central Counterparties in Derivatives Markets?. (2017). Paddrik, Mark ; Young, Peyton H. In: Working Papers. RePEc:ofr:wpaper:17-06. Full description at Econpapers \|\| Download paper	2
37	2015	Systemic Risk: The Dynamics under Central Clearing. (2015). Rajan, Sriram ; Cheng, Allen W ; Capponi, Agostino. In: Working Papers. RePEc:ofr:wpaper:15-08. Full description at Econpapers \|\| Download paper	2
38	2016	The Real Consequences of Bank Mortgage Lending Standards. (2016). Driscoll, John ; Kay, Benjamin S ; Vojtech, Cindy M. In: Working Papers. RePEc:ofr:wpaper:16-05. Full description at Econpapers \|\| Download paper	2
39	2017	The Complexity of Bank Holding Companies: A New Measurement Approach. (2017). Simon, Jonathan J ; Lumsdaine, Robin L ; Kenett, Dror Y ; Flood, Mark D. In: Working Papers. RePEc:ofr:wpaper:17-03. Full description at Econpapers \|\| Download paper	1
40	2015	The Effect of Negative Equity on Mortgage Default: Evidence from HAMP PRA. (2015). Shore, Stephen H ; Scharlemann, Therese C. In: Working Papers. RePEc:ofr:wpaper:15-06. Full description at Econpapers \|\| Download paper	1
41	2013	Stress Tests to Promote Financial Stability: Assessing Progress and Looking to the Future. (2013). Glasserman, Paul ; Flood, Mark ; Feldberg, Greg ; Cetina, Jill ; Bookstaber, Rick . In: Working Papers. RePEc:ofr:wpaper:13-10. Full description at Econpapers \|\| Download paper	1
42	2016	The Market-implied Probability of European Government Intervention in Distressed Banks. (2016). Rajan, Sriram ; Kay, Benjamin ; Glasserman, Paul ; Neuberg, Richard. In: Working Papers. RePEc:ofr:wpaper:16-10. Full description at Econpapers \|\| Download paper	1
43	2014	Hedging Market Risk in Optimal Liquidation. (2014). Monin, Phillip. In: Working Papers. RePEc:ofr:wpaper:14-08. Full description at Econpapers \|\| Download paper	1
44	2015	Systemwide Commonalities in Market Liquidity. (2015). Piontek, Thomas ; Liechty, John C ; Flood, Mark D. In: Working Papers. RePEc:ofr:wpaper:15-11. Full description at Econpapers \|\| Download paper	1
45	2015	Liquidity Risk, Bank Networks, and the Value of Joining the Federal Reserve System. (2015). Jaremski, Matthew ; Richardson, Gary ; Park, Haelim ; Calomiris, Charles W. In: Working Papers. RePEc:ofr:wpaper:15-05. Full description at Econpapers \|\| Download paper	1
46	2013	How Likely is Contagion in Financial Networks?. (2013). McCormick, Matthew ; Calahan, Lynn . In: Working Papers. RePEc:ofr:wpaper:13-09. Full description at Econpapers \|\| Download paper	1
47	2014	Structural GARCH: The Volatility-Leverage Connection. (2014). Engle, Robert ; Siriwardane, Emil. In: Working Papers. RePEc:ofr:wpaper:14-07. Full description at Econpapers \|\| Download paper	1
48	2014	Design of Risk Weights. (2014). Glasserman, Paul ; Kang, Wanmo. In: Working Papers. RePEc:ofr:wpaper:14-06. Full description at Econpapers \|\| Download paper	1
49	2015	Safe Assets as Commodity Money. (2015). Kay, Benjamin ; Eden, Maya. In: Working Papers. RePEc:ofr:wpaper:15-23. Full description at Econpapers \|\| Download paper	1
50	2013	Common Ground: The Need for a Universal Mortgage Loan Identifier. (2013). Calahan, Lynn ; McCormick, Matthew. In: Working Papers. RePEc:ofr:wpaper:13-12. Full description at Econpapers \|\| Download paper	1

50 most relevant documents in this series (papers most cited in the last two years)

#	Year	Title	Cited
1	2012	A Survey of Systemic Risk Analytics. (2012). Flood, Mark ; Bisias, Dimitrios ; Valavanis, Stavros . In: Working Papers. RePEc:ofr:wpaper:12-01. Full description at Econpapers \|\| Download paper	54
2	2015	Dynamical Macroprudential Stress Testing Using Network Theory. (2015). Havlin, Shlomo ; Stanley, Eugene H ; Avakian, Adam ; Levy-Carciente, Sary ; Kenett, Dror Y. In: Working Papers. RePEc:ofr:wpaper:15-12. Full description at Econpapers \|\| Download paper	11
3	2014	An Agent-based Model for Financial Vulnerability. (2014). Paddrik, Mark ; Bookstaber, Rick ; Tivnan, Brian . In: Working Papers. RePEc:ofr:wpaper:14-05. Full description at Econpapers \|\| Download paper	6
4	2015	Are the Borrowing Costs of Large Financial Firms Unusual?. (2015). Ahmed, Javed ; Zarutskie, Rebecca ; Anderson, Christopher. In: Working Papers. RePEc:ofr:wpaper:15-10. Full description at Econpapers \|\| Download paper	5
5	2015	Regulatory Arbitrage in the Repo Market. (2015). Munyan, Benjamin. In: Working Papers. RePEc:ofr:wpaper:15-22. Full description at Econpapers \|\| Download paper	4
6	2016	Bank Networks and Systemic Risk: Evidence from the National Banking Acts. (2016). Wang, Jessie ; Paddrik, Mark. In: Working Papers. RePEc:ofr:wpaper:16-13. Full description at Econpapers \|\| Download paper	4
7	2016	Do Higher Capital Standards Always Reduce Bank Risk? The Impact of the Basel Leverage Ratio on the U.S. Triparty Repo Market. (2016). Allahrakha, M. ; Munyan, Benjamin. In: Working Papers. RePEc:ofr:wpaper:16-11. Full description at Econpapers \|\| Download paper	3
8	2015	Bounding Wrong-Way Risk in Measuring Counterparty Risk. (2015). Yang, Linan ; Glasserman, Paul. In: Working Papers. RePEc:ofr:wpaper:15-16. Full description at Econpapers \|\| Download paper	3
9	2014	A Map of Funding Durability and Risk. (2014). Aguiar, Andrea ; Wipf, Thomas ; Bookstaber, Rick . In: Working Papers. RePEc:ofr:wpaper:14-03. Full description at Econpapers \|\| Download paper	3
10	2013	Hedge Fund Contagion and Risk-adjusted Returns: A Markov-switching Dynamic Factor Approach. (2013). Akay, Ozgur ; Yoldas, Emre ; Senyuz, Zeynep. In: Working Papers. RePEc:ofr:wpaper:13-03. Full description at Econpapers \|\| Download paper	3
11	2012	Using Agent-Based Models for Analyzing Threats to Financial Stability. (2012). Bookstaber, Richard. In: Working Papers. RePEc:ofr:wpaper:12-03. Full description at Econpapers \|\| Download paper	3
12	2016	Interconnectedness in the Global Financial Market. (2016). Raddant, Matthias ; Kenett, Dror Y. In: Working Papers. RePEc:ofr:wpaper:16-09. Full description at Econpapers \|\| Download paper	3
13	2014	Shadow Banking: The Money View. (2014). Pozsar, Zoltan. In: Working Papers. RePEc:ofr:wpaper:14-04. Full description at Econpapers \|\| Download paper	3
14	2017	The OFR Financial Stress Index. (2017). Monin, Phillip. In: Working Papers. RePEc:ofr:wpaper:17-04. Full description at Econpapers \|\| Download paper	3
15	2015	Reference Guide to U.S. Repo and Securities Lending Markets. (2015). Copeland, Adam ; Baklanova, Viktoria ; McCaughrin, Rebecca . In: Working Papers. RePEc:ofr:wpaper:15-17. Full description at Econpapers \|\| Download paper	2
16	2017	How Safe are Central Counterparties in Derivatives Markets?. (2017). Paddrik, Mark ; Young, Peyton H. In: Working Papers. RePEc:ofr:wpaper:17-06. Full description at Econpapers \|\| Download paper	2
17	2015	Hidden Illiquidity with Multiple Central Counterparties. (2015). Yuan, Kai ; Moallemi, Ciamac C ; Glasserman, Paul. In: Working Papers. RePEc:ofr:wpaper:15-07. Full description at Econpapers \|\| Download paper	2
18	2015	Are the Federal Reserves Stress Test Results Predictable?. (2015). Glasserman, Paul ; Tangirala, Gowtham . In: Working Papers. RePEc:ofr:wpaper:15-02. Full description at Econpapers \|\| Download paper	2
19	2018	Swing Pricing for Mutual Funds: Breaking the Feedback Loop Between Fire Sales and Fund Runs. (2018). Weber, Marko ; Glasserman, Paul ; Capponi, Agostino. In: Working Papers. RePEc:ofr:wpaper:18-04. Full description at Econpapers \|\| Download paper	2
20	2016	Interbank Contagion: An Agent-based Model Approach to Endogenously Formed Networks. (2016). Paddrik, Mark ; Zhang, Xingjia ; Yang, Steve ; Liu, Anqi. In: Working Papers. RePEc:ofr:wpaper:16-14. Full description at Econpapers \|\| Download paper	2

Citing documents used to compute impact factor: 7

Year	Title
2019	Regulatory complexity and the quest for robust regulation. (2019). SÃÂ¡nchez Serrano, Antonio ; Schnabel, Isabel ; Kemp, Malcolm ; Gai, Prasanna. In: Report of the Advisory Scientific Committee. RePEc:srk:srkasc:20198. Full description at Econpapers \|\| Download paper
2019	Credit Supply: Are there negative spillovers from banksâ proprietary trading?. (2019). Kleimeier, Stefanie ; Kurz, Michael. In: Research Memorandum. RePEc:unm:umagsb:2019005. Full description at Econpapers \|\| Download paper
2019	Credit Supply: Are there negative spillovers from banksâ proprietary trading? (RM/19/005-revised-). (2019). Kleimeier, Stefanie ; Kurz, Michael. In: Research Memorandum. RePEc:unm:umagsb:2019026. Full description at Econpapers \|\| Download paper
2019	Credit Supply: Are there negative spillovers from banks proprietary trading?. (2019). Kleimeier, Stefanie ; Kurz, Michael. In: DNB Working Papers. RePEc:dnb:dnbwpp:657. Full description at Econpapers \|\| Download paper
2019	Systemic Risk and Collateral Adequacy. (2019). Raykov, Radoslav. In: Staff Working Papers. RePEc:bca:bocawp:19-23. Full description at Econpapers \|\| Download paper
2019	An Lonn Dubh: A Framework for Macroprudential Stress Testing of Investment Funds. (2019). Fiedor, PaweÅ ; Katsoulis, Petros. In: Financial Stability Notes. RePEc:cbi:fsnote:2/fs/19. Full description at Econpapers \|\| Download paper
2019	Swing Pricing and Fragility in Open-end Mutual Funds. (2019). Suntheim, Felix ; Kahraman, Bige ; Kacperczyk, Marcin ; Jin, Dunhong. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13929. Full description at Econpapers \|\| Download paper

Recent citations

Recent citations received in 2018

Year	Citing document

Recent citations received in 2017

Year	Citing document

Recent citations received in 2016

Year	Citing document
2016	Liquidity Risk, Bank Networks, and the Value of Joining the Federal Reserve System. (2016). Richardson, Gary ; Jaremski, Matthew ; Park, Haelim ; Calomiris, Charles W. In: Working Paper. RePEc:fip:fedrwp:16-06. Full description at Econpapers \|\| Download paper
2016	Endogenous Bank Networks and Contagion. (2016). He, Jieshuang . In: Caepr Working Papers. RePEc:inu:caeprp:2016005. Full description at Econpapers \|\| Download paper
2016	Mobile Collateral versus Immobile Collateral. (2016). Gorton, Gary ; Muir, Tyler. In: NBER Working Papers. RePEc:nbr:nberwo:22619. Full description at Econpapers \|\| Download paper
2016	2016 Financial Stability Report. (2016). . In: Reports. RePEc:ofr:report:16-3. Full description at Econpapers \|\| Download paper
2016	Stopping Contagion with Bailouts: Microevidence from Pennsylvania Bank Networks During the Panic of 1884. (2016). Bluedorn, John ; Park, Haelim. In: Working Papers. RePEc:ofr:wpaper:16-03. Full description at Econpapers \|\| Download paper
2016	Contagion in the CDS Market. (2016). Paddrik, Mark ; Young, Peyton H. In: Working Papers. RePEc:ofr:wpaper:16-12. Full description at Econpapers \|\| Download paper

10 most frequent citing series

#	Series	H	Cites
1	Working Papers / Office of Financial Research, US Department of the Treasury	9	23
2	Papers / arXiv.org	54	16
3	Journal of Banking & Finance / Elsevier	133	14
4	Journal of Financial Stability / Elsevier	45	13
5	Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (U.S.)	67	6
6	Bank of England working papers / Bank of England	41	6
7	International Review of Economics & Finance / Elsevier	40	6
8	Physica A: Statistical Mechanics and its Applications / Elsevier	54	5
9	Staff Reports / Federal Reserve Bank of New York	52	5
10	CEPR Discussion Papers / C.E.P.R. Discussion Papers	134	5
11	Reports / Office of Financial Research, US Department of the Treasury	1	5