Working Papers / European Stability Mechanism
Citation Profile [Updated: 2023-11-03 08:28:08]
5 Years H Index
10
Impact Factor (IF)
0.22
5 Years IF
0.69
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]
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know]
Main indicators
Raw Data
| IF | AIF | CIF | IF5 | DOC | CDO | CIT | NCI | CCU | D2Y | C2Y | D5Y | C5Y | SC | %SC | CiY | II | AII | |
| 2015 | 0 | 0.66 | 0.13 | 0 | 8 | 8 | 30 | 1 | 1 | 0 | 0 | 1 | 100 | 1 | 0.13 | 0.36 | ||
| 2016 | 0.75 | 0.65 | 0.44 | 0.75 | 10 | 18 | 57 | 7 | 9 | 8 | 6 | 8 | 6 | 1 | 14.3 | 1 | 0.1 | 0.35 |
| 2017 | 1.06 | 0.62 | 1.23 | 1.06 | 4 | 22 | 41 | 25 | 36 | 18 | 19 | 18 | 19 | 0 | 6 | 1.5 | 0.35 | |
| 2018 | 1.29 | 0.62 | 1.1 | 1 | 7 | 29 | 44 | 29 | 68 | 14 | 18 | 22 | 22 | 0 | 6 | 0.86 | 0.35 | |
| 2019 | 1.55 | 0.63 | 1.26 | 1.1 | 9 | 38 | 26 | 34 | 116 | 11 | 17 | 29 | 32 | 4 | 11.8 | 1 | 0.11 | 0.37 |
| 2020 | 0.81 | 0.72 | 0.91 | 0.84 | 6 | 44 | 0 | 35 | 156 | 16 | 13 | 38 | 32 | 4 | 11.4 | 0 | 0.78 | |
| 2021 | 0.8 | 0.99 | 0.85 | 0.81 | 3 | 47 | 1 | 35 | 196 | 15 | 12 | 36 | 29 | 0 | 0 | 0.41 | ||
| 2022 | 0.22 | 0.78 | 0.6 | 0.69 | 5 | 52 | 2 | 30 | 227 | 9 | 2 | 29 | 20 | 1 | 3.3 | 3 | 0.6 | 0.25 |
| 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 | The Global Financial Safety Net through the Prism of G20 Summits. (2016). Cheng, Gong. In: Working Papers. RePEc:stm:wpaper:13. Full description at Econpapers || Download paper | 19 |
| 2 | 2023 | The Macroeconomic Effects of Official Debt Restructuring: Evidence from the Paris Club. (2017). Erce, Aitor ; DÃÆÃÂaz-Cassou, Javier ; Cheng, Gong ; Diaz-Cassou, Javier. In: Working Papers. RePEc:stm:wpaper:21. Full description at Econpapers || Download paper | 19 |
| 3 | 2018 | Fiscal multipliers and foreign holdings of public debt. (2018). Martin, Alberto ; Erce, Aitor ; Clancy, Daragh ; Broner, Fernando. In: Working Papers. RePEc:stm:wpaper:30. Full description at Econpapers || Download paper | 17 |
| 4 | 2017 | Debt Stocks Meet Gross Financing Needs: A Flow Perspective into Sustainability. (2017). Gabriele, Carmine ; Erce, Aitor ; Rojas, Juan ; Athanasopoulou, Marialena. In: Working Papers. RePEc:stm:wpaper:24. Full description at Econpapers || Download paper | 16 |
| 5 | 2017 | From Debt Collection to Relief Provision: 60 Years of Official Debt Restructurings through the Paris Club. (2017). Erce, Aitor ; DÃÆÃÂaz-Cassou, Javier ; Cheng, Gong ; Diaz-Cassou, Javier. In: Working Papers. RePEc:stm:wpaper:20. Full description at Econpapers || Download paper | 16 |
| 6 | 2015 | Catalytic IMF? A gross flows approach. (2015). Riera-Crichton, Daniel ; Erce, Aitor. In: Working Papers. RePEc:stm:wpaper:9. Full description at Econpapers || Download paper | 14 |
| 7 | 2023 | Linking Bank Crises and Sovereign Defaults: Evidence from Emerging Markets. (2017). Erce, Aitor ; Balteanu, Irina. In: Working Papers. RePEc:stm:wpaper:22. Full description at Econpapers || Download paper | 11 |
| 8 | 2017 | Analysing Cross-Currency Basis Spreads. (2017). Witzany, JiÃ
â¢Ã ; Baran, Jaroslav . In: Working Papers. RePEc:stm:wpaper:25. Full description at Econpapers || Download paper | 10 |
| 9 | 2016 | The Role of Fiscal Transfers in Smoothing Regional Shocks: Evidence from Existing Federations. (2016). Poghosyan, Tigran ; Cottarelli, Carlo ; Senhadji, Abdelhak. In: Working Papers. RePEc:stm:wpaper:18. Full description at Econpapers || Download paper | 10 |
| 10 | 2015 | European Government Bond Dynamics and Stability Policies: Taming Contagion Risks. (2015). Hillebrand, Martin ; Ott, Thomas ; Schuele, Martin ; Schwendner, Peter . In: Working Papers. RePEc:stm:wpaper:8. Full description at Econpapers || Download paper | 10 |
| 11 | 2019 | Costs of sovereign defaults: Restructuring strategies, bank distress and the capital inflow-credit channel. (2019). Sasahara, Akira ; Erce, Aitor ; Chamon, Marcos ; Asonuma, Tamon. In: Working Papers. RePEc:stm:wpaper:37. Full description at Econpapers || Download paper | 10 |
| 12 | 2016 | International Risk Sharing in the EMU. (2016). Rogantini Picco, Anna ; Ferrari, Alessandro. In: Working Papers. RePEc:stm:wpaper:17. Full description at Econpapers || Download paper | 8 |
| 13 | Countercyclical capital rules for small open economies. (2016). Merola, Rossana ; Clancy, Daragh. In: Working Papers. RePEc:stm:wpaper:10. Full description at Econpapers || Download paper | 7 | |
| 14 | 2016 | Bailouts, Moral Hazard and Banksââ¬â¢ Home Bias for Sovereign Debt. (2016). Zetlin-Jones, Ariel ; Gaballo, Gaetano. In: Working Papers. RePEc:stm:wpaper:16. Full description at Econpapers || Download paper | 7 |
| 15 | 2018 | External debt composition and domestic credit cycles. (2018). Sousa, Ricardo ; Avdjiev, Stefan ; Binder, Stephan . In: Working Papers. RePEc:stm:wpaper:28. Full description at Econpapers || Download paper | 6 |
| 16 | 2018 | The Benefits of Reducing Hold-Out Risk: Evidence from the Euro CAC Experiment, 2013-2018. (2018). picarelli, mattia osvaldo ; Jiang, XU ; Erce, Aitor. In: Working Papers. RePEc:stm:wpaper:33. Full description at Econpapers || Download paper | 6 |
| 17 | 2018 | Sovereign Ratings: An Analysis of the Degree, Changes and Source of Moodys Judgement. (2018). Moshammer, Edmund ; Lennkh, Rudolf Alvise. In: Working Papers. RePEc:stm:wpaper:27. Full description at Econpapers || Download paper | 6 |
| 18 | 2019 | Does Public Debt Produce a Crowding Out Effect for Public Investment in the EU?. (2019). picarelli, mattia osvaldo ; Marneffe, Wim ; Vanlaer, Willem. In: Working Papers. RePEc:stm:wpaper:36. Full description at Econpapers || Download paper | 5 |
| 19 | 2016 | Firm Performance and (Foreign) Debt Financing before and during the Crisis: Evidence from Firm-Level Data. (2016). LenarÃÂiÃÂ, Andreja ; Lenari, Andreja ; Herman, Uro ; Gabrijeli, Mateja . In: Working Papers. RePEc:stm:wpaper:15. Full description at Econpapers || Download paper | 4 |
| 20 | 2018 | Pricing and hedging GDP-linked bonds in incomplete markets. (2018). Zenios, Stavros ; Consiglio, Andrea. In: Working Papers. RePEc:stm:wpaper:29. Full description at Econpapers || Download paper | 4 |
| 21 | 2019 | Learning from trees: A mixed approach to building early warning systems for systemic banking crises. (2019). Gabriele, Carmine . In: Working Papers. RePEc:stm:wpaper:40. Full description at Econpapers || Download paper | 4 |
| 22 | 2018 | Does exchange rate depreciation have contractionary effects on firm-level investment?. (2018). Sousa, Ricardo ; Serena Garralda, Jose Maria. In: Working Papers. RePEc:stm:wpaper:26. Full description at Econpapers || Download paper | 4 |
| 23 | 2019 | Liquidity and tail-risk interdependencies in the euro area sovereign bond market. (2019). Filiani, Pasquale ; Dunne, Peter G ; Clancy, Daragh. In: Working Papers. RePEc:stm:wpaper:41. Full description at Econpapers || Download paper | 3 |
| 24 | 2016 | Euro Area Sovereign Ratings: An Analysis of Fundamental Criteria and Subjective Judgement. (2016). Lennkh, Rudolf Alvise ; D'Agostino, Antonello. In: Working Papers. RePEc:stm:wpaper:14. Full description at Econpapers || Download paper | 3 |
| 25 | 2019 | US corporate tax rate cuts: Spillovers to the Irish economy. (2019). Clancy, Daragh. In: Working Papers. RePEc:stm:wpaper:38. Full description at Econpapers || Download paper | 3 |
| 26 | 2015 | Combining time-variation and mixed-frequencies: an analysis of government spending multipliers in Italy. (2015). D'Agostino, Antonello ; Cimadomo, Jacopo. In: Working Papers. RePEc:stm:wpaper:7. Full description at Econpapers || Download paper | 3 |
| 27 | 2015 | Bank and sovereign risk feedback loops. (2015). . In: Working Papers. RePEc:stm:wpaper:1. Full description at Econpapers || Download paper | 3 |
| 28 | 2022 | A journey in the history of sovereign defaults on domestic-law public debt. (2022). picarelli, mattia osvaldo ; Mallucci, Enrico ; Erce, Aitor. In: Working Papers. RePEc:stm:wpaper:51. Full description at Econpapers || Download paper | 2 |
| 29 | 2018 | Risk management for sovereign financing within a debt sustainability framework. (2018). Zenios, Stavros A ; Moshammer, Edmund ; Gavilan, Angel ; Erce, Aitor ; Consiglio, Andrea ; Athanasopoulou, Marialena. In: Working Papers. RePEc:stm:wpaper:31. Full description at Econpapers || Download paper | 2 |
| 30 | 2021 | A time-varying skewness model for Growth-at-Risk. (2021). Iseringhausen, Martin. In: Working Papers. RePEc:stm:wpaper:49. Full description at Econpapers || Download paper | 2 |
| 31 | 2015 | Collateral Damage? Micro-Simulation of Transaction Cost Shocks on the Value of Central Bank Collateral. (2015). Lennkh, Rudolf Alvise ; Walch, Florian . In: Working Papers. RePEc:stm:wpaper:6. Full description at Econpapers || Download paper | 1 |
| 32 | 2016 | A Highly Efficient Regression Estimator for Skewed and/or Heavy-tailed Distributed Errors. (2016). Verardi, Vincenzo ; Ricci, Lorenzo ; Vermandele, Catherine. In: Working Papers. RePEc:stm:wpaper:19. Full description at Econpapers || Download paper | 1 |
| 33 | 2019 | Loss aversion, economic sentiments and international consumption smoothing. (2019). Clancy, Daragh ; Ricci, Lorenzo. In: Working Papers. RePEc:stm:wpaper:35. Full description at Econpapers || Download paper | 1 |
| 34 | 2022 | Aggregate skewness and the business cycle. (2022). Petrella, Ivan ; Iseringhausen, Martin ; Theodoridis, Konstantinos. In: Working Papers. RePEc:stm:wpaper:53. Full description at Econpapers || Download paper | 1 |
| 35 | 2019 | Are governments matching citizensâ demand for better lives? A new approach comparing subjective and objective welfare measures. (2019). de Michele, Giuseppe ; Corrado, Luisa. In: Working Papers. RePEc:stm:wpaper:39. 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 | 2019 | Costs of sovereign defaults: Restructuring strategies, bank distress and the capital inflow-credit channel. (2019). Sasahara, Akira ; Erce, Aitor ; Chamon, Marcos ; Asonuma, Tamon. In: Working Papers. RePEc:stm:wpaper:37. Full description at Econpapers || Download paper | 8 |
| 2 | 2018 | Sovereign Ratings: An Analysis of the Degree, Changes and Source of Moodys Judgement. (2018). Moshammer, Edmund ; Lennkh, Rudolf Alvise. In: Working Papers. RePEc:stm:wpaper:27. Full description at Econpapers || Download paper | 6 |
| 3 | 2019 | Does Public Debt Produce a Crowding Out Effect for Public Investment in the EU?. (2019). picarelli, mattia osvaldo ; Marneffe, Wim ; Vanlaer, Willem. In: Working Papers. RePEc:stm:wpaper:36. Full description at Econpapers || Download paper | 5 |
| 4 | 2023 | Linking Bank Crises and Sovereign Defaults: Evidence from Emerging Markets. (2017). Erce, Aitor ; Balteanu, Irina. In: Working Papers. RePEc:stm:wpaper:22. Full description at Econpapers || Download paper | 4 |
| 5 | 2016 | The Role of Fiscal Transfers in Smoothing Regional Shocks: Evidence from Existing Federations. (2016). Poghosyan, Tigran ; Cottarelli, Carlo ; Senhadji, Abdelhak. In: Working Papers. RePEc:stm:wpaper:18. Full description at Econpapers || Download paper | 4 |
| 6 | 2018 | Fiscal multipliers and foreign holdings of public debt. (2018). Martin, Alberto ; Erce, Aitor ; Clancy, Daragh ; Broner, Fernando. In: Working Papers. RePEc:stm:wpaper:30. Full description at Econpapers || Download paper | 4 |
| 7 | 2017 | Debt Stocks Meet Gross Financing Needs: A Flow Perspective into Sustainability. (2017). Gabriele, Carmine ; Erce, Aitor ; Rojas, Juan ; Athanasopoulou, Marialena. In: Working Papers. RePEc:stm:wpaper:24. Full description at Econpapers || Download paper | 3 |
| 8 | 2015 | European Government Bond Dynamics and Stability Policies: Taming Contagion Risks. (2015). Hillebrand, Martin ; Ott, Thomas ; Schuele, Martin ; Schwendner, Peter . In: Working Papers. RePEc:stm:wpaper:8. Full description at Econpapers || Download paper | 3 |
| 9 | 2015 | Catalytic IMF? A gross flows approach. (2015). Riera-Crichton, Daniel ; Erce, Aitor. In: Working Papers. RePEc:stm:wpaper:9. Full description at Econpapers || Download paper | 3 |
| 10 | 2016 | Bailouts, Moral Hazard and Banksââ¬â¢ Home Bias for Sovereign Debt. (2016). Zetlin-Jones, Ariel ; Gaballo, Gaetano. In: Working Papers. RePEc:stm:wpaper:16. Full description at Econpapers || Download paper | 3 |
| 11 | 2019 | Liquidity and tail-risk interdependencies in the euro area sovereign bond market. (2019). Filiani, Pasquale ; Dunne, Peter G ; Clancy, Daragh. In: Working Papers. RePEc:stm:wpaper:41. Full description at Econpapers || Download paper | 3 |
| 12 | 2018 | The Benefits of Reducing Hold-Out Risk: Evidence from the Euro CAC Experiment, 2013-2018. (2018). picarelli, mattia osvaldo ; Jiang, XU ; Erce, Aitor. In: Working Papers. RePEc:stm:wpaper:33. Full description at Econpapers || Download paper | 3 |
| 13 | 2018 | Pricing and hedging GDP-linked bonds in incomplete markets. (2018). Zenios, Stavros ; Consiglio, Andrea. In: Working Papers. RePEc:stm:wpaper:29. Full description at Econpapers || Download paper | 2 |
| 14 | 2021 | A time-varying skewness model for Growth-at-Risk. (2021). Iseringhausen, Martin. In: Working Papers. RePEc:stm:wpaper:49. Full description at Econpapers || Download paper | 2 |
| 15 | 2022 | A journey in the history of sovereign defaults on domestic-law public debt. (2022). picarelli, mattia osvaldo ; Mallucci, Enrico ; Erce, Aitor. In: Working Papers. RePEc:stm:wpaper:51. Full description at Econpapers || Download paper | 2 |
| 16 | 2019 | US corporate tax rate cuts: Spillovers to the Irish economy. (2019). Clancy, Daragh. In: Working Papers. RePEc:stm:wpaper:38. Full description at Econpapers || Download paper | 2 |
| 17 | 2017 | From Debt Collection to Relief Provision: 60 Years of Official Debt Restructurings through the Paris Club. (2017). Erce, Aitor ; DÃÆÃÂaz-Cassou, Javier ; Cheng, Gong ; Diaz-Cassou, Javier. In: Working Papers. RePEc:stm:wpaper:20. Full description at Econpapers || Download paper | 2 |
| 18 | 2016 | The Global Financial Safety Net through the Prism of G20 Summits. (2016). Cheng, Gong. In: Working Papers. RePEc:stm:wpaper:13. Full description at Econpapers || Download paper | 2 |
| 19 | 2019 | Learning from trees: A mixed approach to building early warning systems for systemic banking crises. (2019). Gabriele, Carmine . In: Working Papers. RePEc:stm:wpaper:40. Full description at Econpapers || Download paper | 2 |
| 20 | 2023 | The Macroeconomic Effects of Official Debt Restructuring: Evidence from the Paris Club. (2017). Erce, Aitor ; DÃÆÃÂaz-Cassou, Javier ; Cheng, Gong ; Diaz-Cassou, Javier. In: Working Papers. RePEc:stm:wpaper:21. Full description at Econpapers || Download paper | 2 |
| 21 | 2017 | Analysing Cross-Currency Basis Spreads. (2017). Witzany, JiÃ
â¢Ã ; Baran, Jaroslav . In: Working Papers. RePEc:stm:wpaper:25. Full description at Econpapers || Download paper | 2 |
Citing documents used to
compute impact factor: 2
| Year | Title | |
|---|---|---|
| 2022 | Estimating growth at risk with skewed stochastic volatility models. (2022). Wolf, Elias. In: Discussion Papers. RePEc:zbw:fubsbe:20222. Full description at Econpapers || Download paper | |
| 2022 | Deep Growth-at-Risk Model: Nowcasting the 2020 Pandemic Lockdown Recession in Small Open Economies. (2022). Yanchev, Mihail. In: Economic Studies journal. RePEc:bas:econst:y:2022:i:7:p:20-41. Full description at Econpapers || Download paper |
Recent citations
Recent citations received in 2022
| Year | Citing document | |
|---|---|---|
| 2022 | Sovereign Debt. (2022). Zettelmeyer, Jeromin ; Roldan, Francisco ; Roch, Francisco ; Martinez, Leonardo. In: Working Papers. RePEc:aoz:wpaper:167. Full description at Econpapers || Download paper | |
| 2022 | Asymmetric Uncertainty: Nowcasting Using Skewness in Real-time Data. (2022). Labonne, Paul. In: Economic Statistics Centre of Excellence (ESCoE) Discussion Papers. RePEc:nsr:escoed:escoe-dp-2022-23. Full description at Econpapers || Download paper | |
| 2022 | Interest Rate Shocks and the Composition of Sovereign Debt. (2022). Gonzalez-Aguado, Eugenia. In: TSE Working Papers. RePEc:tse:wpaper:127468. Full description at Econpapers || Download paper |
Recent citations received in 2021
| Year | Citing document |
|---|
Recent citations received in 2019
| Year | Citing document | |
|---|---|---|
| 2019 | Aggressive Tax Planning Practices and Inward-FDI Implications for Ireland of the New US Corporate Tax Regime. (2019). Barry, Frank. In: The Economic and Social Review. RePEc:eso:journl:v:50:y:2019:i:2:p:325-340. Full description at Econpapers || Download paper |
10 most frequent citing series