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Finance Working Papers / University of Aarhus, Aarhus School of Business, Department of Business Studies

Citation Profile [Updated: 2022-01-09 21:43:50]
5 Years H
7
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 0.21 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 0.13
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 0.44 0 0 16 16 30 0 0 0 0 0 0.2
2001 0.06 0.4 0.07 0.06 11 27 80 1 2 16 1 16 1 1 100 0 0.22
2002 0.15 0.42 0.14 0.15 15 42 28 5 8 27 4 27 4 1 20 1 0.07 0.23
2003 0.15 0.42 0.15 0.17 19 61 32 9 17 26 4 42 7 3 33.3 1 0.05 0.24
2004 0.18 0.47 0.19 0.15 2 63 0 12 29 34 6 61 9 0 0 0.27
2005 0.29 0.49 0.33 0.32 0 63 0 21 50 21 6 63 20 0 0 0.29
2006 0 0.47 0.22 0.17 0 63 0 14 64 2 47 8 0 0 0.27
2007 0 0.39 0.32 0.31 0 63 0 20 84 0 36 11 0 0 0.22
2008 0 0.46 0.13 0.05 0 63 0 8 92 0 21 1 0 0 0.23
2009 0 0.43 0.11 0 0 63 0 7 99 0 2 0 0 0.22
2010 0 0.37 0.1 0 0 63 0 6 105 0 0 0 0 0.19
2011 0 0.46 0.14 0 0 63 0 9 114 0 0 0 0 0.25
2012 0 0.5 0.1 0 0 63 0 6 120 0 0 0 0 0.25
2013 0 0.5 0.08 0 0 63 0 5 125 0 0 0 0 0.24
2014 0 0.53 0.1 0 0 63 0 6 131 0 0 0 0 0.27
2015 0 0.53 0.11 0 0 63 0 7 138 0 0 0 0 0.27
2016 0 0.54 0.08 0 0 63 0 5 143 0 0 0 0 0.27
2017 0 0.54 0.06 0 0 63 0 4 147 0 0 0 0 0.27
2018 0 0.53 0.03 0 0 63 0 2 149 0 0 0 0 0.26
2019 0 0.55 0.16 0 0 63 0 10 159 0 0 0 0 0.32
2020 0 0.63 0.13 0 0 63 0 8 167 0 0 0 0 0.58
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
12001Life Insurance Liabilities at Market Value.. (2001). Jørgensen, Peter ; Grosen, Anders ; Jorgensen, Peter Lochte . In: Finance Working Papers. RePEc:hhb:aarfin:2001_004.

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40
22001A Finite Difference Approach to the Valuation of Path Dependent Life Insurance Liabilities.. (2001). Jørgensen, Peter ; Grosen, Anders ; Jorgensen, Peter Lochte ; Jensen, Bjarke. In: Finance Working Papers. RePEc:hhb:aarfin:2001_005.

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22
32000Uncovered Interest Parity and Policy Behavior New Evidence.. (2000). Christensen, Michael . In: Finance Working Papers. RePEc:hhb:aarfin:2000_002.

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18
42003Deposit Insurance and the Risk Premium in Bank Deposit Rates. (2003). boyle, glenn ; Bartholdy, Jan ; Stover, R. D.. In: Finance Working Papers. RePEc:hhb:aarfin:2002_010.

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17
52002Revisiting the shape of the yield curve: the effect of interest rate volatility.. (2002). Christiansen, Charlotte ; Lund, Jesper . In: Finance Working Papers. RePEc:hhb:aarfin:2002_003.

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8
62002Testing for Multiple Types of Marginal Investor in Ex-day Pricing. (2002). Bartholdy, Jan ; Briown, Kate. In: Finance Working Papers. RePEc:hhb:aarfin:2002_012.

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7
72001Bootstrap Inference in Semiparametric Generalized Additive Models.. (2001). Sperlich, Stefan ; Mammen, Enno ; Härdle, Wolfgang ; Hardle, Wolfgang ; Huet, Sylvie. In: Finance Working Papers. RePEc:hhb:aarfin:2001_003.

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7
82002Regime Switching in the Yield Curve. (2002). Christiansen, Charlotte. In: Finance Working Papers. RePEc:hhb:aarfin:2002_013.

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6
92003Volatility-Spillover E ffects in European Bond Markets. (2003). Christiansen, Charlotte. In: Finance Working Papers. RePEc:hhb:aarfin:2003_008.

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6
102001Cross-Currency LIBOR Market Models.. (2001). Mikkelsen, Peter. In: Finance Working Papers. RePEc:hhb:aarfin:2001_006.

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5
112002Efficient Control Variates for Monte-Carlo Valuation of American Options. (2002). Rasmussen, Nicki Sondergaard. In: Finance Working Papers. RePEc:hhb:aarfin:2002_017.

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5
122002Efficient Control Variates and Strategies for Bermudan Swaptions in a Libor Market Model. (2002). Jensen, Malene Shin ; Svenstrup, Mikkel. In: Finance Working Papers. RePEc:hhb:aarfin:2002_023.

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4
132001Real Supply Shocks and the Money Growth-Inflation Relationship.. (2001). Christensen, Michael . In: Finance Working Papers. RePEc:hhb:aarfin:2001_001.

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4
142003Multivariate Term Structure Models with Level and Heteroskedasticity Effects. (2003). Christiansen, Charlotte. In: Finance Working Papers. RePEc:hhb:aarfin:2002_019.

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4
152002The comovement of US and UK stock markets.. (2002). Engsted, Tom. In: Finance Working Papers. RePEc:hhb:aarfin:2002_001.

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3
162000Boundary and Bias Correction in Kernel Hazard Estimation. (2000). Nielsen, Jens Perch. In: Finance Working Papers. RePEc:hhb:aarfin:2000_007.

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3
172003Evaluating Danish Mutual Fund Performance. (2003). Christensen, Michael . In: Finance Working Papers. RePEc:hhb:aarfin:2003_004.

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3
182000Evaluating the C-CAPM and the Equity Premium Puzzle at Short and Long Horizons: A Markovian Bootstrap Approach.. (2000). Mammen, Enno ; Engsted, Tom. In: Finance Working Papers. RePEc:hhb:aarfin:2000_010.

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3
192001Long Maturity Forward Rates.. (2001). Christiansen, Charlotte. In: Finance Working Papers. RePEc:hhb:aarfin:2001_012.

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2
202000Credit Spreads and the Term Structure of Interest Rates.. (2000). Christiansen, Charlotte. In: Finance Working Papers. RePEc:hhb:aarfin:2000_014.

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2
212000Kernel Density Estimation of Actuarial Loss Functions.. (2000). Guillen, Montserrat ; Bolance, Catalina ; Nielsen, Jens Perch. In: Finance Working Papers. RePEc:hhb:aarfin:2000_004.

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2
222003The Educational Asset Market: A Finance Perspective on Human Capital Investment. (2003). Nielsen, Helena ; Christiansen, Charlotte. In: Finance Working Papers. RePEc:hhb:aarfin:2002_009.

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2
232000Implied Volatility of Interest Rate Options: An Empirical Investigation of the Market Model.. (2000). Hansen, Charlotte ; Christiansen, Charlotte. In: Finance Working Papers. RePEc:hhb:aarfin:2000_001.

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1
242001Estimating Multiplicative and Additive Hazard Functions by Kernel Methods.. (2001). LINTON, OLIVER ; Nielsen, Jens Perch ; van de Geer, Sara . In: Finance Working Papers. RePEc:hhb:aarfin:2001_002.

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1
252000The Relation Between Asset Returns and Inflation at Short and Long Horizons.. (2000). Engsted, Tom. In: Finance Working Papers. RePEc:hhb:aarfin:2000_009.

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1
262001Two-Dimensional Hazard Estimation for Longevity Analysis.. (2001). Guillen, Montserrat ; Nielsen, Jens Perch ; Fledelius, P. ; Vogelius, M.. In: Finance Working Papers. RePEc:hhb:aarfin:2001_010.

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1
272000Was the Honeymoon Effect Effective? An Analysis of the EMS Target Zone.. (2000). Andersen, Allan Bodskov. In: Finance Working Papers. RePEc:hhb:aarfin:2000_013.

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1
282001A New Test for Speculative Bubbles Based on Return Variance Decompositions.. (2001). Engsted, Tom. In: Finance Working Papers. RePEc:hhb:aarfin:2001_009.

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1
292002Long-Run Forecasting in Multicointegrated Systems. (2002). Siliverstovs, Boriss ; Haldrup, Niels ; Engsted, Tom. In: Finance Working Papers. RePEc:hhb:aarfin:2002_014.

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1
302003Denmark - A chapter on the Danish Bond Market. (2003). Engsted, Tom ; Christiansen, Charlotte ; Jakobsen, Svend. In: Finance Working Papers. RePEc:hhb:aarfin:2003_003.

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1
312001MCMC Based Estimation of Term Structure Models.. (2001). Mikkelsen, Peter. In: Finance Working Papers. RePEc:hhb:aarfin:2001_007.

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1
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12001Life Insurance Liabilities at Market Value.. (2001). Jørgensen, Peter ; Grosen, Anders ; Jorgensen, Peter Lochte . In: Finance Working Papers. RePEc:hhb:aarfin:2001_004.

Full description at Econpapers || Download paper

13
22003Deposit Insurance and the Risk Premium in Bank Deposit Rates. (2003). boyle, glenn ; Bartholdy, Jan ; Stover, R. D.. In: Finance Working Papers. RePEc:hhb:aarfin:2002_010.

Full description at Econpapers || Download paper

5
32002Testing for Multiple Types of Marginal Investor in Ex-day Pricing. (2002). Bartholdy, Jan ; Briown, Kate. In: Finance Working Papers. RePEc:hhb:aarfin:2002_012.

Full description at Econpapers || Download paper

3
42000Uncovered Interest Parity and Policy Behavior New Evidence.. (2000). Christensen, Michael . In: Finance Working Papers. RePEc:hhb:aarfin:2000_002.

Full description at Econpapers || Download paper

3
Citing documents used to compute impact factor:
YearTitle
Recent citations