Journal of Risk & Control / Risk Market Journals
Citation Profile [Updated: 2023-01-07 21:26:51]
5 Years H Index
4
Impact Factor (IF)
0.17
5 Years IF
0.06
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 | |
| 2014 | 0 | 0.55 | 0 | 0 | 4 | 4 | 4 | 0 | 0 | 0 | 0 | 0 | 0.23 | |||||
| 2015 | 0 | 0.55 | 0 | 0 | 3 | 7 | 5 | 0 | 4 | 4 | 0 | 0 | 0.23 | |||||
| 2016 | 0.57 | 0.53 | 0.44 | 0.57 | 2 | 9 | 11 | 4 | 4 | 7 | 4 | 7 | 4 | 0 | 0 | 0.21 | ||
| 2017 | 1 | 0.55 | 0.43 | 0.67 | 5 | 14 | 7 | 6 | 10 | 5 | 5 | 9 | 6 | 0 | 0 | 0.21 | ||
| 2018 | 0.43 | 0.57 | 0.35 | 0.29 | 3 | 17 | 0 | 6 | 16 | 7 | 3 | 14 | 4 | 0 | 1 | 0.33 | 0.24 | |
| 2019 | 0.63 | 0.6 | 0.32 | 0.41 | 5 | 22 | 3 | 7 | 23 | 8 | 5 | 17 | 7 | 2 | 28.6 | 0 | 0.24 | |
| 2020 | 0.25 | 0.73 | 0.22 | 0.22 | 1 | 23 | 0 | 5 | 28 | 8 | 2 | 18 | 4 | 0 | 0 | 0.34 |
| 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 | 2016 | Statistical Industry Classification. (2016). Kakushadze, Zura ; Yu, Willie. In: Journal of Risk & Control. RePEc:rmk:rmkjrc:v:3:y:2016:i:1:p:17-65. Full description at Econpapers || Download paper | 12 |
| 2 | 2015 | Democracy, Political Stability and Economic performance. A Panel Data Analysis. (2015). KYRIAZIS, NICHOLAS ; ECONOMOU, EMMANOUIL-MARIOS-LAZAROS ; Georgiou, Militiades N. In: Journal of Risk & Control. RePEc:rmk:rmkjrc:v:2:y:2015:i:1:p:1-18. Full description at Econpapers || Download paper | 5 |
| 3 | 2014 | The link between transparency and independence of central banks. (2014). Spyromitros, Eleftherios. In: Journal of Risk & Control. RePEc:rmk:rmkjrc:v:1:y:2014:i:1:p:51-60. Full description at Econpapers || Download paper | 4 |
| 4 | 2017 | Heavy-tailed Distributions and Risk Management of Equity Market Tail Events. (2017). Guo, Zi-Yi. In: Journal of Risk & Control. RePEc:rmk:rmkjrc:v:4:y:2017:i:1:p:31-41. Full description at Econpapers || Download paper | 4 |
| 5 | 2019 | Machine Learning Risk Models. (2019). Kakushadze, Zura ; Yu, Willie. In: Journal of Risk & Control. RePEc:rmk:rmkjrc:v:6:y:2019:i:1:p:37-64. Full description at Econpapers || Download paper | 3 |
| 6 | 2017 | On Origins of Bubbles. (2017). Kakushadze, Zura. In: Journal of Risk & Control. RePEc:rmk:rmkjrc:v:4:y:2017:i:1:p:1-30. Full description at Econpapers || Download paper | 3 |
| 7 | 2014 | An Analysis of the Covered Warrants listed on the Athens Exchange. (2014). Fassas, Athanasios ; SIRIOPOULOS, COSTAS. In: Journal of Risk & Control. RePEc:rmk:rmkjrc:v:1:y:2014:i:1:p:13-30. Full description at Econpapers || Download paper | 1 |
| 8 | 2019 | Healthy. . .Distress. . . Default. (2019). Kakushadze, Zura. In: Journal of Risk & Control. RePEc:rmk:rmkjrc:v:6:y:2019:i:1:p:113-119. Full description at Econpapers || Download paper | 1 |
| 9 | 2018 | Notes on Fano Ratio and Portfolio Optimization. (2018). Kakushadze, Zura ; Yu, Willie. In: Journal of Risk & Control. RePEc:rmk:rmkjrc:v:5:y:2018:i:1:p:1-33. Full description at Econpapers || Download paper | 1 |
| 10 | 2015 | Performance of the Greek banking sector pre and throughout the financial crisis. (2015). Diakomihalis, Mihail N ; Chytis, Evangelos ; Chatzi, Iliana G. In: Journal of Risk & Control. RePEc:rmk:rmkjrc:v:2:y:2015:i:1:p:45-69. Full description at Econpapers || Download paper | 1 |
| 11 | 2017 | VIX Index and Stock Returns Following Large Price Moves. (2017). Kudryavtsev, Andrey. In: Journal of Risk & Control. RePEc:rmk:rmkjrc:v:4:y:2017:i:1:p:71-101. 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 | 2016 | Statistical Industry Classification. (2016). Kakushadze, Zura ; Yu, Willie. In: Journal of Risk & Control. RePEc:rmk:rmkjrc:v:3:y:2016:i:1:p:17-65. Full description at Econpapers || Download paper | 4 |
| 2 | 2019 | Machine Learning Risk Models. (2019). Kakushadze, Zura ; Yu, Willie. In: Journal of Risk & Control. RePEc:rmk:rmkjrc:v:6:y:2019:i:1:p:37-64. Full description at Econpapers || Download paper | 3 |
| 3 | 2015 | Democracy, Political Stability and Economic performance. A Panel Data Analysis. (2015). KYRIAZIS, NICHOLAS ; ECONOMOU, EMMANOUIL-MARIOS-LAZAROS ; Georgiou, Militiades N. In: Journal of Risk & Control. RePEc:rmk:rmkjrc:v:2:y:2015:i:1:p:1-18. Full description at Econpapers || Download paper | 3 |
Citing documents used to
compute impact factor: 1
| Year | Title | |
|---|---|---|
| 2021 | ETF Risk Models. (2021). Yu, Willie ; Kakushadze, Zura. In: Papers. RePEc:arx:papers:2110.07138. Full description at Econpapers || Download paper |
Recent citations
Recent citations received in 2019
| Year | Citing document |
|---|
10 most frequent citing series