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FinMaP-Working Papers / Collaborative EU Project FinMaP - Financial Distortions and Macroeconomic Performance: Expectations, Constraints and Interaction of Agents

Citation Profile [Updated: 2020-06-03 07:38:54]
5 Years H
9
Impact Factor
0
5 Years IF
0.49
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 0 0 0 0 0 0 0 0 0 0.26
2013 0 0.52 0 0 0 0 0 1 0 0 0 0 0.24
2014 0 0.54 0.22 0 27 27 129 6 7 0 0 0 6 0.22 0.28
2015 0.56 0.54 0.43 0.56 24 51 69 20 29 27 15 27 15 6 30 5 0.21 0.28
2016 0.98 0.57 0.85 0.98 17 68 52 58 87 51 50 51 50 9 15.5 4 0.24 0.29
2017 1.1 0.58 1.16 1.1 0 68 0 79 166 41 45 68 75 0 0 0.28
2018 0.82 0.6 0.81 0.78 0 68 0 55 221 17 14 68 53 0 0 0.31
2019 0 0.65 0.5 0.49 0 68 0 34 255 0 68 33 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
#YearTitleCited
12014House Prices, Capital Inflows and Macroprudential Policy. (2014). Punzi, Maria Teresa ; Mendicino, Caterina. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:10.

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32
22014Measuring capital market efficiency: Long-term memory, fractal dimension and approximate entropy. (2014). Vošvrda, Miloslav ; Krištoufek, Ladislav ; Vosvrda, Miloslav . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:18.

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26
32016Modeling and forecasting exchange rate volatility in time-frequency domain. (2016). Vacha, Lukas ; Krehlik, Tomas ; Baruník, Jozef ; Barunik, Jozef. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:55.

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19
42015Are benefits from oil-stocks diversification gone? New evidence from a dynamic copula and high frequency data. (2015). Baruník, Jozef ; Avdulaj, Krenar ; Barunik, Jozef. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:32.

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18
52015Estimation of sentiment effects in financial markets: A simulated method of moments approach. (2015). Chen, Zhenxi ; Zhenxi, Chen ; Lux, Thomas. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:37.

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16
62014Prices, Debt and Market Structure in an Agent-Based Model of the Financial Market. (2014). Fischer, Thomas ; Riedler, Jesper . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:21.

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16
72014What are the main drivers of the Bitcoin price? Evidence from wavelet coherence analysis. (2014). Krištoufek, Ladislav. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:23.

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14
82016Estimation of financial agent-based models with simulated maximum likelihood. (2016). Kukacka, Jiri ; Baruník, Jozef. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:63.

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13
92015Testing the global banking glut hypothesis. (2015). Punzi, Maria Teresa ; Kauko, Karlo. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:41.

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9
102015Nowcasting unemployment rates with Google searches: Evidence from the Visegrad Group countries. (2015). Krištoufek, Ladislav ; Pavlicek, Jaroslav . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:34.

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8
112016Measuring the frequency dynamics of financial and macroeconomic connectedness. (2016). Krehlik, Tomas ; Baruník, Jozef ; Barunik, Jozef. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:54.

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6
122014Semiparametric Conditional Quantile Models for Financial Returns and Realized Volatility. (2014). Baruník, Jozef ; Ike, Filip. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:20.

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6
132014Integrating Real Sector Growth and Inflation Into An Agent-Based Stock Market Dynamics. (2014). Ghonghadze, Jaba ; Franke, Reiner. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:4.

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6
142015Underpricing, underperformance and overreaction in initial pubic offerings: Evidence from investor attention using online searches. (2015). Krištoufek, Ladislav ; Vakrman, Tomas . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:35.

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5
152015The tale of two great crises. (2015). Giri, Federico ; Fratianni, Michele. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:51.

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5
162014Does interbank market matter for business cycle fluctuation? An estimated DSGE model with financial frictions for the Euro area. (2014). Giri, Federico. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:27.

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5
172014A Two-Period Model with Portfolio Choice: Understanding Results from Different Solution Methods. (2014). Rabitsch, Katrin ; Stepanchuk, Serhiy . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:6.

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4
182016International housing markets, unconventional monetary policy and the zero lower bound. (2016). Punzi, Maria Teresa ; Huber, Florian. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:58.

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4
192016Monetary policy and large crises in a financial accelerator agent-based model. (2016). Russo, Alberto ; Riccetti, Luca ; Giri, Federico ; Gallegati, Mauro. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:65.

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4
202014Contagion Risk in the Interbank Market: A Probabilistic Approach to Cope with Incomplete Structural Information. (2014). Montagna, Mattia ; Lux, Thomas. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:8.

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4
212015Bringing an elementary agent-based model to the data: Estimation via GMM and an application to forecasting of asset price volatility. (2015). Ghonghadze, Jaba ; Lux, Thomas. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:38.

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4
222014Forecasting the Volatility of the Dow Jones Islamic Stock Market Index: Long Memory vs. Regime Switching. (2014). GUPTA, RANGAN ; Ben Nasr, Adnen ; Ajmi, Ahdi Noomen ; Lux, Thomas. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:2.

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3
232015Do investors rely too much on public information to be justified by its accuracy? An experimental study. (2015). Morone, Andrea ; Camacho Cuena, Eva ; Alfarano, Simone. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:30.

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3
242014Emergence of a Core-Periphery Structure in a Simple Dynamic Model of the Interbank Market. (2014). Lux, Thomas. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:3.

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3
252014Friendship Between Banks: An Application of an Actor-Oriented Model of Network Formation on Interbank Credit Relations. (2014). Finger, Karl ; Lux, Thomas. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:1.

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3
262014Realized wavelet-based estimation of integrated variance and jumps in the presence of noise. (2014). Vacha, Lukas ; Baruník, Jozef. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:16.

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3
272014Asymmetric connectedness of stocks: How does bad and good volatility spill over the U.S. stock market?. (2014). Vacha, Lukas ; Kočenda, Evžen ; Baruník, Jozef ; Koenda, Even. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:13.

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2
282015Stock market cycles and supply side dynamics. (2015). Gerba, Eddie ; De Grauwe, Paul ; DeGrauwe, Paul. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:45.

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2
292016Fiscal policy and the term structure of interest rates in a DSGE model. (2016). Maršál, Aleš ; Kaszab, Lorant ; Horvath, Roman ; Marsal, Ales . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:56.

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2
302014The Role of a Changing Market Environment for Credit Default Swap Pricing. (2014). Reitz, Stefan ; Leppin, Julian. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:7.

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2
312015On the long-run equilibrium value of Tobins average Q. (2015). Franke, Rainer ; Yanovski, Boyan . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:49.

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1
322014A calibration procedure for analyzing stock price dynamics in an agent-based framework. (2014). Tedeschi, Gabriele ; Gallegati, Mauro ; Recchioni, Maria Cristina . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:26.

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1
332016Herding, minority game, market clearing and efficient markets in a simple spin model framework. (2016). Vošvrda, Miloslav ; Krištoufek, Ladislav ; Vovrda, Miloslav S ; Kristoufek, Ladislav. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:68.

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1
342015Modeling and forecasting crude oil price volatility: Evidence from historical and recent data. (2015). GUPTA, RANGAN ; Segnon, Mawuli ; Lux, Thomas. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:31.

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1
352014Heterogeneous Forecasters and Nonlinear Expectation Formation in the U.S. Stock Market. (2014). Reitz, Stefan ; Pierdzioch, Christian ; Ruelke, Jan-Christoph . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:11.

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1
362014Banks strategies during the financial crisis. (2014). Tedeschi, Gabriele ; Berardi, Simone ; Recchioni, Maria Cristina . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:25.

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1
372015Modeling and forecasting persistent financial durations. (2015). Baruník, Jozef ; Zikes, Filip ; Shenai, Nikhil ; Barunik, Jozef. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:36.

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1
382016An incomplete markets explanation of the UIP puzzle. (2016). Rabitsch, Katrin. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:53.

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1
392016Borrower heterogeneity within a risky mortgage-lending market. (2016). Rabitsch, Katrin ; Punzi, Maria Teresa. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:67.

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1
402014Investor borrowing heterogeneity in a Kiyotaki-Moore style macro model. (2014). Rabitsch, Katrin ; Punzi, Maria Teresa. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:24.

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1
412016Monetary transmission under competing corporate finance regimes. (2016). Gerba, Eddie ; De Grauwe, Paul ; DeGrauwe, Paul. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:52.

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1
422016Buffer stock savings in a New-Keynesian business cycle model. (2016). Schoder, Christian ; Rabitsch, Katrin. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:64.

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1
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12015Are benefits from oil-stocks diversification gone? New evidence from a dynamic copula and high frequency data. (2015). Baruník, Jozef ; Avdulaj, Krenar ; Barunik, Jozef. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:32.

Full description at Econpapers || Download paper

11
22016Modeling and forecasting exchange rate volatility in time-frequency domain. (2016). Vacha, Lukas ; Krehlik, Tomas ; Baruník, Jozef ; Barunik, Jozef. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:55.

Full description at Econpapers || Download paper

11
32014House Prices, Capital Inflows and Macroprudential Policy. (2014). Punzi, Maria Teresa ; Mendicino, Caterina. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:10.

Full description at Econpapers || Download paper

11
42014Measuring capital market efficiency: Long-term memory, fractal dimension and approximate entropy. (2014). Vošvrda, Miloslav ; Krištoufek, Ladislav ; Vosvrda, Miloslav . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:18.

Full description at Econpapers || Download paper

8
52015Estimation of sentiment effects in financial markets: A simulated method of moments approach. (2015). Chen, Zhenxi ; Zhenxi, Chen ; Lux, Thomas. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:37.

Full description at Econpapers || Download paper

7
62014What are the main drivers of the Bitcoin price? Evidence from wavelet coherence analysis. (2014). Krištoufek, Ladislav. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:23.

Full description at Econpapers || Download paper

7
72015Nowcasting unemployment rates with Google searches: Evidence from the Visegrad Group countries. (2015). Krištoufek, Ladislav ; Pavlicek, Jaroslav . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:34.

Full description at Econpapers || Download paper

6
82016Estimation of financial agent-based models with simulated maximum likelihood. (2016). Kukacka, Jiri ; Baruník, Jozef. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:63.

Full description at Econpapers || Download paper

4
92014Semiparametric Conditional Quantile Models for Financial Returns and Realized Volatility. (2014). Baruník, Jozef ; Ike, Filip. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:20.

Full description at Econpapers || Download paper

4
102014Integrating Real Sector Growth and Inflation Into An Agent-Based Stock Market Dynamics. (2014). Ghonghadze, Jaba ; Franke, Reiner. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:4.

Full description at Econpapers || Download paper

3
112014Prices, Debt and Market Structure in an Agent-Based Model of the Financial Market. (2014). Fischer, Thomas ; Riedler, Jesper . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:21.

Full description at Econpapers || Download paper

3
122016Measuring the frequency dynamics of financial and macroeconomic connectedness. (2016). Krehlik, Tomas ; Baruník, Jozef ; Barunik, Jozef. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:54.

Full description at Econpapers || Download paper

3
132015Underpricing, underperformance and overreaction in initial pubic offerings: Evidence from investor attention using online searches. (2015). Krištoufek, Ladislav ; Vakrman, Tomas . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:35.

Full description at Econpapers || Download paper

2
142016Monetary policy and large crises in a financial accelerator agent-based model. (2016). Russo, Alberto ; Riccetti, Luca ; Giri, Federico ; Gallegati, Mauro. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:65.

Full description at Econpapers || Download paper

2
152016International housing markets, unconventional monetary policy and the zero lower bound. (2016). Punzi, Maria Teresa ; Huber, Florian. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:58.

Full description at Econpapers || Download paper

2
Citing documents used to compute impact factor:
YearTitle
Recent citations
Recent citations received in 2016
YearCiting document
2016Revisiting the long memory dynamics of the implied–realized volatility relationship: New evidence from the wavelet regression. (2016). Baruník, Jozef ; Hlinkova, Michaela ; Barunik, Jozef. In: Economic Modelling. RePEc:eee:ecmode:v:54:y:2016:i:c:p:503-514.

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2016How banks’ strategies influence financial cycles: An approach to identifying micro behavior. (2016). Tedeschi, Gabriele ; Berardi, Simone . In: Working Papers. RePEc:jau:wpaper:2016/24.

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2016The one-trading-day-ahead forecast errors of intra-day realized volatility. (2016). Degiannakis, Stavros. In: MPRA Paper. RePEc:pra:mprapa:80163.

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2016Financial cycles and co-movements between the real economy, finance and asset price dynamics in large-scale crises. (2016). Punzi, Maria Teresa. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:61.

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