ICMA Centre Discussion Papers in Finance / Henley Business School, Reading University
Citation Profile [Updated: 2020-06-03 07:38:54]
5 Years H
7
Impact Factor
0.09
5 Years IF
0.04
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
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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 | 9 | 9 | 32 | 0 | 0 | 0 | 0 | 0 | 0.2 | |||||
| 2001 |  0.11 |
0.4 | 0.05 | 0.11 | 12 | 21 | 38 | 1 | 1 | 9 | 1 | 9 | 1 | 0 | 0 | 0.22 | ||
| 2002 | 0.33 |
0.41 | 0.17 | 0.33 | 26 | 47 | 38 | 8 | 9 | 21 | 7 | 21 | 7 | 8 | 100 | 1 | 0.04 | 0.23 |
| 2003 | 0 | 0.42 | 0.06 | 0.06 | 16 | 63 | 48 | 4 | 13 | 38 | 47 | 3 | 1 | 25 | 1 | 0.06 | 0.24 | |
| 2004 | 0.1 |
0.47 | 0.12 | 0.11 | 15 | 78 | 35 | 9 | 22 | 42 | 4 | 63 | 7 | 1 | 11.1 | 1 | 0.07 | 0.27 |
| 2005 | 0.13 |
0.49 | 0.16 | 0.15 | 19 | 97 | 22 | 16 | 38 | 31 | 4 | 78 | 12 | 5 | 31.3 | 4 | 0.21 | 0.29 |
| 2006 | 0 | 0.48 | 0.12 | 0.14 | 12 | 109 | 12 | 13 | 51 | 34 | 88 | 12 | 3 | 23.1 | 0 | 0.27 | ||
| 2007 | 0.06 |
0.41 | 0.08 | 0.07 | 12 | 121 | 7 | 10 | 61 | 31 | 2 | 88 | 6 | 1 | 10 | 0 | 0.22 | |
| 2008 | 0.08 |
0.46 | 0.18 | 0.19 | 7 | 128 | 10 | 23 | 84 | 24 | 2 | 74 | 14 | 1 | 4.3 | 0 | 0.23 | |
| 2009 | 0.05 |
0.43 | 0.15 | 0.08 | 15 | 143 | 14 | 21 | 105 | 19 | 1 | 65 | 5 | 4 | 19 | 2 | 0.13 | 0.23 |
| 2010 | 0.09 |
0.37 | 0.15 | 0.09 | 12 | 155 | 23 | 23 | 128 | 22 | 2 | 65 | 6 | 1 | 4.3 | 1 | 0.08 | 0.2 |
| 2011 | 0.04 |
0.47 | 0.09 | 0.07 | 15 | 170 | 12 | 15 | 143 | 27 | 1 | 58 | 4 | 1 | 6.7 | 0 | 0.25 | |
| 2012 | 0.11 |
0.5 | 0.09 | 0.1 | 8 | 178 | 11 | 16 | 159 | 27 | 3 | 61 | 6 | 0 | 0 | 0.26 | ||
| 2013 | 0.17 |
0.52 | 0.16 | 0.16 | 8 | 186 | 2 | 29 | 188 | 23 | 4 | 57 | 9 | 0 | 0 | 0.24 | ||
| 2014 | 0.13 |
0.54 | 0.08 | 0.09 | 20 | 206 | 11 | 17 | 205 | 16 | 2 | 58 | 5 | 1 | 5.9 | 0 | 0.28 | |
| 2015 | 0.04 |
0.54 | 0.13 | 0.17 | 8 | 214 | 7 | 27 | 232 | 28 | 1 | 63 | 11 | 0 | 0 | 0.28 | ||
| 2016 | 0.21 |
0.57 | 0.11 | 0.17 | 8 | 222 | 1 | 25 | 257 | 28 | 6 | 59 | 10 | 0 | 0 | 0.29 | ||
| 2017 | 0.25 |
0.58 | 0.12 | 0.15 | 10 | 232 | 1 | 28 | 285 | 16 | 4 | 52 | 8 | 2 | 7.1 | 0 | 0.28 | |
| 2018 | 0.17 |
0.6 | 0.13 | 0.17 | 1 | 233 | 0 | 30 | 315 | 18 | 3 | 54 | 9 | 0 | 0 | 0.31 | ||
| 2019 | 0.09 |
0.65 | 0.05 | 0.04 | 0 | 233 | 0 | 12 | 327 | 11 | 1 | 47 | 2 | 0 | 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 | 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 | 24 |
| 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 | 23 |
| 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 | 11 |
| 5 | 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 | 10 |
| 6 | 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 |
| 7 | 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 | 9 |
| 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 | 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 | 6 | |
| 10 | 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 |
| 11 | 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 |
| 12 | 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 |
| 13 | 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 |
| 14 | 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 | 5 |
| 15 | 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 | 5 |
| 16 | 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 | 5 |
| 17 | 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 |
| 18 | 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 |
| 19 | 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 | 4 |
| 20 | 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 |
| 21 | 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 | 4 |
| 22 | 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 | 4 |
| 23 | 2004 | The Equity Index Skew, Market Crashes and Asymmetric Normal Mixture GARCH. (2004). Alexandra, Carol ; Lazar, Emese. In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2004-13. Full description at Econpapers || Download paper | 4 |
| 24 | 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 | 4 |
| 25 | 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 |
| 26 | 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 |
| 27 | 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 | |
| 28 | 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 | |
| 29 | 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 |
| 30 | 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 | 4 |
| 31 | 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 |
| 32 | 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 |
| 33 | 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 |
| 34 | 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 | 3 |
| 35 | 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 |
| 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 | 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 |
| 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 | 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 |
| 40 | 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 |
| 41 | 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 |
| 42 | 2004 | Hedging with Stochastic and Local Volatility. (2004). Alexander, Carol ; Nogueira, Leonardo M.. In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2004-10. Full description at Econpapers || Download paper | 3 |
| 43 | 2002 | Performance Evaluation and Conditioning Information: The case of Hedge Funds. (2002). Kat, Harry ; Harry. M Kat, ; Miffre, Joelle. In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2002-10. Full description at Econpapers || Download paper | 2 |
| 44 | 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 |
| 45 | 2010 | Stress Testing Credit Risk: The Great Depression Scenario. (2010). Varotto, Simone. In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2010-03. Full description at Econpapers || Download paper | 2 |
| 46 | 2016 | Are Macroeconomic Density Forecasts Informative?. (2016). Clements, Michael. In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2016-02. 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 | 6 |
| 2 | 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 | 3 |
| 3 | 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 |
| 4 | 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 | 2 |
| 5 | 2004 | Hedging with Stochastic and Local Volatility. (2004). Alexander, Carol ; Nogueira, Leonardo M.. In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2004-10. Full description at Econpapers || Download paper | 2 |
| 6 | 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 |
| 7 | 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 |
| 8 | 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 |
| 9 | 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 |
| 10 | 2016 | Are Macroeconomic Density Forecasts Informative?. (2016). Clements, Michael. In: ICMA Centre Discussion Papers in Finance. RePEc:rdg:icmadp:icma-dp2016-02. Full description at Econpapers || Download paper | 2 |
Citing documents used to
compute impact factor: 1
| Year | Title | |
|---|---|---|
| 2019 | Characteristics and implications of Chinese macroeconomic data revisions. (2019). Sinclair, Tara. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:3:p:1108-1117. Full description at Econpapers || Download paper |
Recent citations
Recent citations received in 2017
| Year | Citing document |
|---|
Recent citations received in 2016
| Year | Citing document |
|---|
10 most frequent citing series