CQE Working Papers / Center for Quantitative Economics (CQE), University of Muenster
Citation Profile [Updated: 2023-01-07 21:26:51]
5 Years H Index
5
Impact Factor (IF)
0.13
5 Years IF
0.12
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 | |
| 2009 | 0 | 0.56 | 0.33 | 0 | 9 | 9 | 38 | 2 | 3 | 0 | 0 | 0 | 2 | 0.22 | 0.32 | |||
| 2010 | 0 | 0.51 | 0.06 | 0 | 7 | 16 | 22 | 1 | 4 | 9 | 9 | 0 | 1 | 0.14 | 0.29 | |||
| 2011 | 0.19 | 0.6 | 0.24 | 0.19 | 5 | 21 | 1 | 5 | 9 | 16 | 3 | 16 | 3 | 0 | 0 | 0.35 | ||
| 2012 | 0.42 | 0.65 | 0.36 | 0.29 | 4 | 25 | 5 | 9 | 18 | 12 | 5 | 21 | 6 | 0 | 0 | 0.34 | ||
| 2013 | 0 | 0.64 | 0.32 | 0.32 | 3 | 28 | 4 | 9 | 27 | 9 | 25 | 8 | 0 | 0 | 0.34 | |||
| 2014 | 0.29 | 0.65 | 0.5 | 0.5 | 8 | 36 | 30 | 18 | 45 | 7 | 2 | 28 | 14 | 3 | 16.7 | 4 | 0.5 | 0.34 |
| 2015 | 0.64 | 0.63 | 0.36 | 0.37 | 8 | 44 | 7 | 16 | 61 | 11 | 7 | 27 | 10 | 1 | 6.3 | 2 | 0.25 | 0.35 |
| 2016 | 0.25 | 0.63 | 0.14 | 0.14 | 13 | 57 | 13 | 8 | 69 | 16 | 4 | 28 | 4 | 1 | 12.5 | 1 | 0.08 | 0.34 |
| 2017 | 0.1 | 0.62 | 0.19 | 0.25 | 10 | 67 | 5 | 13 | 82 | 21 | 2 | 36 | 9 | 1 | 7.7 | 0 | 0.34 | |
| 2018 | 0.13 | 0.62 | 0.17 | 0.24 | 10 | 77 | 1 | 13 | 95 | 23 | 3 | 42 | 10 | 0 | 0 | 0.35 | ||
| 2019 | 0.05 | 0.62 | 0.08 | 0.12 | 12 | 89 | 5 | 7 | 102 | 20 | 1 | 49 | 6 | 0 | 0 | 0.37 | ||
| 2020 | 0.09 | 0.7 | 0.1 | 0.08 | 4 | 93 | 0 | 9 | 111 | 22 | 2 | 53 | 4 | 0 | 0 | 0.72 | ||
| 2021 | 0.13 | 1.01 | 0.21 | 0.12 | 1 | 94 | 1 | 20 | 131 | 16 | 2 | 49 | 6 | 0 | 1 | 1 | 0.42 |
| IF: | Two years Impact Factor: C2Y / D2Y |
| AIF: | Average Impact Factor for all series in RePEc in year y |
| CIF: | Cumulative impact factor |
| IF5: | Five years 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 | 2009 | Effects of Bilateralism and the MFN Clause on International Trade ââ¬â Evidence for the Cobden-Chevalier Network, (1860-1875). (2009). Lampe, Markus. In: CQE Working Papers. RePEc:cqe:wpaper:0209. Full description at Econpapers || Download paper | 27 |
| 2 | 2014 | Time-varying equilibrium rates in small open economies: Evidence for Canada. (2014). Kempa, Bernd ; Berger, Tino. In: CQE Working Papers. RePEc:cqe:wpaper:3414. Full description at Econpapers || Download paper | 19 |
| 3 | 2010 | Explaining Nineteenth-Century Bilateralism: Economic and Political Determinants of the Cobden-Chevalier Network. (2010). Lampe, Markus. In: CQE Working Papers. RePEc:cqe:wpaper:1410. Full description at Econpapers || Download paper | 10 |
| 4 | 2016 | Short selling constraints and stock returns volatility: empirical evidence from the German stock market. (2016). Wilfling, Bernd ; Reher, Gerrit ; Bohl, Martin T. In: CQE Working Papers. RePEc:cqe:wpaper:4516. Full description at Econpapers || Download paper | 7 |
| 5 | 2009 | Do Individual Index Futures Investors Destabilize the Underlying Spot Market?. (2009). Wilfling, Bernd ; Bohl, Martin T. ; Salm, Christian A.. In: CQE Working Papers. RePEc:cqe:wpaper:0609. Full description at Econpapers || Download paper | 7 |
| 6 | 2010 | Consumer prices and wages in Germany, 1500 - 1850. (2010). Pfister, Ulrich. In: CQE Working Papers. RePEc:cqe:wpaper:1510. Full description at Econpapers || Download paper | 5 |
| 7 | 2012 | Speculative bubbles in recent oil price dynamics: Evidence from a Bayesian Markov-switching state-space approach. (2012). Wilfling, Bernd ; Trede, Mark ; Lammerding, Marc ; Stephan, Patrick . In: CQE Working Papers. RePEc:cqe:wpaper:2312. Full description at Econpapers || Download paper | 5 |
| 8 | 2016 | New evidence for explosive behavior of commodity prices. (2016). Voelzke, Jan ; Diesteldorf, Jeanne . In: CQE Working Papers. RePEc:cqe:wpaper:5016. Full description at Econpapers || Download paper | 5 |
| 9 | 2010 | Demand Matters: German Wheat Market Integration 1806-1855 in a European Context. (2010). Uebele, Martin. In: CQE Working Papers. RePEc:cqe:wpaper:1110. Full description at Econpapers || Download paper | 5 |
| 10 | 2015 | Price Discovery in Thinly Traded Futures Markets: How Thin is Too Thin?. (2015). Gross, Christian ; Adammer, Philipp ; Bohl, Martin T.. In: CQE Working Papers. RePEc:cqe:wpaper:3915. Full description at Econpapers || Download paper | 4 |
| 11 | 2014 | Forecasting Exchange Rates under Model and Parameter Uncertainty. (2014). Beckmann, Joscha ; Schussler, Rainer . In: CQE Working Papers. RePEc:cqe:wpaper:3214. Full description at Econpapers || Download paper | 4 |
| 12 | 2014 | Forecasting Equity Premia using Bayesian Dynamic Model Averaging. (2014). Beckmann, Joscha ; Schussler, Rainer . In: CQE Working Papers. RePEc:cqe:wpaper:2914. Full description at Econpapers || Download paper | 4 |
| 13 | 2013 | Gibrat, Zipf, Fisher and Tippett: City Size and Growth Distributions Reconsidered. (2013). Trede, Mark ; Schluter, Christian. In: CQE Working Papers. RePEc:cqe:wpaper:2713. Full description at Econpapers || Download paper | 4 |
| 14 | 2017 | Examining the Common Dynamics of Commodity Futures Prices. (2017). Gross, Christian. In: CQE Working Papers. RePEc:cqe:wpaper:6317. Full description at Econpapers || Download paper | 2 |
| 15 | 2021 | Algorithmic Collusion: Insights from Deep Learning. (2021). Hettich, Matthias. In: CQE Working Papers. RePEc:cqe:wpaper:9421. Full description at Econpapers || Download paper | 2 |
| 16 | 2009 | Stock Return Seasonalities and Investor Structure: Evidence from Chinaââ¬â¢s B-Share Markets. (2009). Siklos, Pierre ; Bohl, Martin T. ; Schuppli, Michael . In: CQE Working Papers. RePEc:cqe:wpaper:0709. Full description at Econpapers || Download paper | 2 |
| 17 | 2017 | Bayesian semiparametric multivariate stochastic volatility with an application to international stock-market co-movements. (2017). Wilfling, Bernd ; Trede, Mark ; Zaharieva, Martina Danielova . In: CQE Working Papers. RePEc:cqe:wpaper:6217. Full description at Econpapers || Download paper | 2 |
| 18 | 2019 | An Introduction to ESMAââ¬â¢s Commitments of Traders Reports: Do Hedgers Really Hedge?. (2019). Wellenreuther, Claudia ; Stefan, Martin ; Bohl, Martin T. In: CQE Working Papers. RePEc:cqe:wpaper:8619. Full description at Econpapers || Download paper | 2 |
| 19 | 2015 | Price Discovery in European Agricultural Markets: When Do Futures Contracts Matter?. (2015). Bohl, Martin T ; Adammer, Philipp . In: CQE Working Papers. RePEc:cqe:wpaper:4415. Full description at Econpapers || Download paper | 2 |
| 20 | 2010 | The Dynamics of Brand Equity: A Hedonic Regression Approach to the Laser Printer Market. (2010). Trede, Mark ; von Auer, Ludwig . In: CQE Working Papers. RePEc:cqe:wpaper:1210. Full description at Econpapers || Download paper | 2 |
| 21 | 2014 | Identification of DSGE Models - the Effect of Higher-Order Approximation and Pruning. (2014). Mutschler, Willi. In: CQE Working Papers. RePEc:cqe:wpaper:3314. Full description at Econpapers || Download paper | 2 |
| 22 | 2013 | Kings law and food storage in Saxony, c. 1790-1830. (2013). Uebele, Martin ; Kopsidis, Michael ; Grunebaum, Tim . In: CQE Working Papers. RePEc:cqe:wpaper:2613. Full description at Econpapers || Download paper | 1 |
| 23 | 2009 | Identification of speculative bubbles using state-space models with Markov-switching. (2009). Wilfling, Bernd ; Al-Anaswah, Nael . In: CQE Working Papers. RePEc:cqe:wpaper:0309. Full description at Econpapers || Download paper | 1 |
| 24 | 2010 | Identifying International Business Cycles in Disaggregate Data: Germany, France and Great Britain. (2010). Uebele, Martin. In: CQE Working Papers. RePEc:cqe:wpaper:1610. Full description at Econpapers || Download paper | 1 |
| 25 | 2016 | Explosive earnings dynamics: Whoever has will be given more. (2016). Trede, Mark. In: CQE Working Papers. RePEc:cqe:wpaper:4716. Full description at Econpapers || Download paper | 1 |
| 26 | 2019 | Forecasting Volatility in Cryptocurrency Markets. (2019). Bekiros, Stelios ; Segnon, Mawuli. In: CQE Working Papers. RePEc:cqe:wpaper:7919. Full description at Econpapers || Download paper | 1 |
| 27 | 2012 | From Hero to Zero: Evidence of Performance Reversal and Speculative Bubbles in German Renewable Energy Stocks. (2012). Bohl, Martin ; Kaufmann, Philipp ; Stephan, Patrick . In: CQE Working Papers. RePEc:cqe:wpaper:2412. Full description at Econpapers || Download paper | 1 |
| 28 | 2015 | The Case of Herding ist Stronger than You Think. (2015). Trede, Mark ; Branger, Nicole ; Bohl, Martin T.. In: CQE Working Papers. RePEc:cqe:wpaper:3715. Full description at Econpapers || Download paper | 1 |
| 29 | 2019 | Speculation and the Informational Efficiency of Commodity Futures Markets. (2019). Sulewski, Christoph ; Putz, Alexander ; Bohl, Martin . In: CQE Working Papers. RePEc:cqe:wpaper:8919. Full description at Econpapers || Download paper | 1 |
| 30 | 2014 | Markets with Technological Progress: Pricing Quality, and Novelty. (2014). Trede, Mark ; von Auer, Ludwig . In: CQE Working Papers. RePEc:cqe:wpaper:3014. Full description at Econpapers || Download paper | 1 |
| 31 | 2018 | The Impact of Long-Short Speculators on the Volatility of Agricultural Commodity Futures Prices. (2018). Sulewski, Christoph ; Bohl, Martin T. In: CQE Working Papers. RePEc:cqe:wpaper:7718. Full description at Econpapers || Download paper | 1 |
| 32 | 2014 | The Effect of Index Futures Trading on Volatility: Three Markets for Chinese Stocks. (2014). Siklos, Pierre ; Diesteldorf, Jeanne ; Bohl, Martin T.. In: CQE Working Papers. RePEc:cqe:wpaper:3614. Full description at Econpapers || Download paper | 1 |
| 33 | 2017 | Computing the Substantial-Gain-Loss-Ratio. (2017). Mentemeier, Sebastian ; Voelzke, Jan . In: CQE Working Papers. RePEc:cqe:wpaper:5917. Full description at Econpapers || Download paper | 1 |
| 34 | 2009 | A new approach to estimating equilibrium exchange rates for small open economies: The case of Canada. (2009). Kempa, Bernd ; Berger, Tino. In: CQE Working Papers. RePEc:cqe:wpaper:0509. Full description at Econpapers || Download paper | 1 |
| 35 | 2018 | Human Capital, Growth, and Asset Prices. (2018). Goessling, Fabian. In: CQE Working Papers. RePEc:cqe:wpaper:6918. Full description at Econpapers || Download paper | 1 |
| 36 | 2011 | Estimating Continuous-Time Income Models. (2011). Trede, Mark ; Schluter, Christian. In: CQE Working Papers. RePEc:cqe:wpaper:1811. Full description at Econpapers || Download paper | 1 |
| 37 | 2016 | The Role of Emerging Economies in the Global Price Formation Process of Commodities: Evidence from Brazilian and U.S. Coffee Markets. (2016). Gross, Christian ; Souza, Waldemar ; Bohl, Martin T. In: CQE Working Papers. RePEc:cqe:wpaper:5116. Full description at Econpapers || Download paper | 1 |
| 38 | 2019 | Long Memory Conditional Heteroscedasticity in Count Data. (2019). Stapper, Manuel ; Segnon, Mawuli. In: CQE Working Papers. RePEc:cqe:wpaper:8219. Full description at Econpapers || Download paper | 1 |
| 39 | 2015 | Higher-order statistics for DSGE models. (2015). Mutschler, Willi. In: CQE Working Papers. RePEc:cqe:wpaper:4315. Full description at Econpapers || Download paper | 1 |
| 40 | 2009 | International and National Wheat Market Integration in the 19th Century: A Comovement Analysis. (2009). Uebele, Martin. In: CQE Working Papers. RePEc:cqe:wpaper:0409. Full description at Econpapers || Download paper | 1 |
| 41 | 2017 | Propagation of economic shocks from Russia and Western European countries to CEE-Baltic countries: a comparative analysis. (2017). Khan, Nazmus. In: CQE Working Papers. RePEc:cqe:wpaper:6517. Full description at Econpapers || Download paper | 1 |
| 42 | 2011 | Markov-switching GARCH models in finance: a unifying framework with an application to the German stock market. (2011). Wilfling, Bernd ; Reher, Gerrit . In: CQE Working Papers. RePEc:cqe:wpaper:1711. Full description at Econpapers || Download paper | 1 |
| 43 | 2019 | Measurement Errors in Index Trader Positions Data: Is the Price Pressure Hypothesis Still Invalid?. (2019). Trede, Mark ; Branger, Nicole ; Bohl, Martin T. In: CQE Working Papers. RePEc:cqe:wpaper:8019. 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 | 2014 | Time-varying equilibrium rates in small open economies: Evidence for Canada. (2014). Kempa, Bernd ; Berger, Tino. In: CQE Working Papers. RePEc:cqe:wpaper:3414. Full description at Econpapers || Download paper | 8 |
| 2 | 2009 | Effects of Bilateralism and the MFN Clause on International Trade ââ¬â Evidence for the Cobden-Chevalier Network, (1860-1875). (2009). Lampe, Markus. In: CQE Working Papers. RePEc:cqe:wpaper:0209. Full description at Econpapers || Download paper | 6 |
| 3 | 2016 | Short selling constraints and stock returns volatility: empirical evidence from the German stock market. (2016). Wilfling, Bernd ; Reher, Gerrit ; Bohl, Martin T. In: CQE Working Papers. RePEc:cqe:wpaper:4516. Full description at Econpapers || Download paper | 5 |
| 4 | 2021 | Algorithmic Collusion: Insights from Deep Learning. (2021). Hettich, Matthias. In: CQE Working Papers. RePEc:cqe:wpaper:9421. Full description at Econpapers || Download paper | 2 |
| 5 | 2019 | An Introduction to ESMAââ¬â¢s Commitments of Traders Reports: Do Hedgers Really Hedge?. (2019). Wellenreuther, Claudia ; Stefan, Martin ; Bohl, Martin T. In: CQE Working Papers. RePEc:cqe:wpaper:8619. Full description at Econpapers || Download paper | 2 |
| 6 | 2017 | Examining the Common Dynamics of Commodity Futures Prices. (2017). Gross, Christian. In: CQE Working Papers. RePEc:cqe:wpaper:6317. Full description at Econpapers || Download paper | 2 |
Citing documents used to
compute impact factor: 2
| Year | Title | |
|---|---|---|
| 2021 | Connectedness between the Crude Oil Futures and Equity Markets during the Pre- and Post-Financialisation Eras. (2021). Gronwald, Marc ; Durand, Robert D ; Wadud, Sania. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9202. Full description at Econpapers || Download paper | |
| 2021 | A critique of financial neoliberalism: a perspective combining multidisciplinary methods and commodity markets. (2021). Vellucci, Pierluigi. In: SN Business & Economics. RePEc:spr:snbeco:v:1:y:2021:i:3:d:10.1007_s43546-021-00054-9. Full description at Econpapers || Download paper |
Recent citations
Recent citations received in 2021
| Year | Citing document | |
|---|---|---|
| 2021 | Algorithmic and human collusion. (2021). Werner, Tobias. In: DICE Discussion Papers. RePEc:zbw:dicedp:372. Full description at Econpapers || Download paper |
Recent citations received in 2019
| Year | Citing document |
|---|
Recent citations received in 2018
| Year | Citing document |
|---|
10 most frequent citing series