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Citation Profile [Updated: 2023-11-03 08:28:08]
5 Years H Index
8
Impact Factor (IF)
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
1999 0 0.39 0.33 0 18 18 133 6 6 0 0 5 83.3 6 0.33 0.25
2007 0 0.52 0.41 0 9 27 94 11 80 0 0 0 8 0.89 0.29
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
#YearTitleCited
12007Financial exchange rates and international currency exposures. (2007). Shambaugh, Jay C ; Lane, Philip R. In: CGFS Papers chapters. RePEc:bis:biscgc:29-06.

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53
21999Liquidity of the Government of Canada Securities Market: Stylised Facts and Some Market Microstructure Comparisons to the United States Treasury Market. (1999). Gravelle, Toni . In: CGFS Papers chapters. RePEc:bis:biscgc:11-06.

Full description at Econpapers || Download paper

39
32007Developments in a cross-border bank exposure network. (2007). Hattori, Masazumi ; Suda, Yuko . In: CGFS Papers chapters. RePEc:bis:biscgc:29-03.

Full description at Econpapers || Download paper

26
41999The Structure of Government Securities Markets in G10 Countries: Summary of Questionnaire Results. (1999). Inoue, Hirotaka . In: CGFS Papers chapters. RePEc:bis:biscgc:11-07.

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22
51999Market Microstructure and Market Liquidity. (1999). Muranaga, Jun ; Shimizu, Tokiko . In: CGFS Papers chapters. RePEc:bis:biscgc:11-03.

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22
61999Does Market Transparency Matter? A Case Study. (1999). Scalia, Antonio ; Vacca, Valerio . In: CGFS Papers chapters. RePEc:bis:biscgc:11-14.

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21
71999The Euro and the Liquidity of European Fixed Income Markets. (1999). McCauley, Robertn . In: CGFS Papers chapters. RePEc:bis:biscgc:11-09.

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15
81999Liquidity in U.S. Treasury Spot and Futures Markets. (1999). Sarkar, Asani ; Fleming, Michael . In: CGFS Papers chapters. RePEc:bis:biscgc:11-11.

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9
91999Monetary Policy Procedures and Volatility Transmission along the Yield Curve. (1999). Cohen, Benjamin H. In: CGFS Papers chapters. RePEc:bis:biscgc:11-15.

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6
101999Price Discovery Functions in Japans corporate bond market: An Event Study of the Recent Fall 1997 Financial Crisis. (1999). Miyanoya, Atsushi . In: CGFS Papers chapters. RePEc:bis:biscgc:11-17.

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5
112007What can BIS statistics tell us about the risks of crises in emerging markets?. (2007). von Kleist, Karsten ; Moreno, Ramon. In: CGFS Papers chapters. RePEc:bis:biscgc:29-02.

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4
122007Global monitoring with the BIS international banking statistics. (2007). Tarashev, Nikola ; McGuire, Patrick. In: CGFS Papers chapters. RePEc:bis:biscgc:29-09.

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4
132007Hedge fund activity and carry trades. (2007). Becker, Chris ; Clifton, Kristina . In: CGFS Papers chapters. RePEc:bis:biscgc:29-08.

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4
141999Expectations and Market Microstructure When Liquidity is Lost. (1999). Muranaga, Jun ; Shimizu, Tokiko . In: CGFS Papers chapters. RePEc:bis:biscgc:11-18.

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3
151999Dynamics of Market Liquidity of Japanese Stocks: An Analysis of Tick-by-Tick Data of the Tokyo Stock Exchange. (1999). Muranaga, Jun . In: CGFS Papers chapters. RePEc:bis:biscgc:11-13.

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3
161999The Market Microstructure of Dealership Equity and Government Securities Markets: How They Differ. (1999). Gravelle, Toni . In: CGFS Papers chapters. RePEc:bis:biscgc:11-02.

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3
172007Contagion and the composition of Canadian banks foreign asset portfolios: do financial crises matter?. (2007). Santor, Eric . In: CGFS Papers chapters. RePEc:bis:biscgc:29-04.

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2
181999The Effects of Open Market Operations on the Price Discovery Process in the Japanese Government Securities Market: An Empirical Study. (1999). Inoue, Hirotaka . In: CGFS Papers chapters. RePEc:bis:biscgc:11-16.

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2
192007The pecking order of cross-border investment. (2007). Daude, Christian ; Fratzscher, Marcel. In: CGFS Papers chapters. RePEc:bis:biscgc:29-05.

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1
202007International bank portfolios: short- and long-run responses to the business cycle. (2007). Buch, Claudia M ; Blank, Sven. In: CGFS Papers chapters. RePEc:bis:biscgc:29-07.

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1
211999The Stylised Facts of Price Discovery in Government Securities Markets: A Comparative Study. (1999). Inoue, Hirotaka . In: CGFS Papers chapters. RePEc:bis:biscgc:11-08.

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1
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
11999Liquidity of the Government of Canada Securities Market: Stylised Facts and Some Market Microstructure Comparisons to the United States Treasury Market. (1999). Gravelle, Toni . In: CGFS Papers chapters. RePEc:bis:biscgc:11-06.

Full description at Econpapers || Download paper

4
21999The Euro and the Liquidity of European Fixed Income Markets. (1999). McCauley, Robertn . In: CGFS Papers chapters. RePEc:bis:biscgc:11-09.

Full description at Econpapers || Download paper

2
32007Developments in a cross-border bank exposure network. (2007). Hattori, Masazumi ; Suda, Yuko . In: CGFS Papers chapters. RePEc:bis:biscgc:29-03.

Full description at Econpapers || Download paper

2
42007Financial exchange rates and international currency exposures. (2007). Shambaugh, Jay C ; Lane, Philip R. In: CGFS Papers chapters. RePEc:bis:biscgc:29-06.

Full description at Econpapers || Download paper

2
51999Does Market Transparency Matter? A Case Study. (1999). Scalia, Antonio ; Vacca, Valerio . In: CGFS Papers chapters. RePEc:bis:biscgc:11-14.

Full description at Econpapers || Download paper

2
Citing documents used to compute impact factor:
YearTitle
Recent citations