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Citation Profile [Updated: 2024-06-27 10:45:44]
5 Years H Index
3
Impact Factor (IF)
0.17
5 Years IF
0.09
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
2002 0 0.54 0 0 1 1 0 0 0 0 0 0 0.31
2003 0 0.53 0 0 3 4 0 0 1 1 0 0 0.3
2004 0 0.6 0 0 3 7 0 0 4 4 0 0 0.36
2005 0 0.6 0 0 4 11 0 0 6 7 0 0 0.37
2006 0 0.59 0 0 8 19 0 0 7 11 0 0 0.34
2007 0 0.52 0 0 10 29 0 0 12 19 0 0 0.29
2008 0 0.59 0 0 4 33 0 0 18 28 0 0 0.29
2009 0 0.59 0 0 4 37 0 0 14 29 0 0 0.33
2010 0 0.52 0.02 0 7 44 28 1 1 8 30 1 100 1 0.14 0.3
2011 0.36 0.61 0.08 0.12 8 52 4 4 5 11 4 33 4 0 0 0.37
2012 0.47 0.68 0.13 0.21 3 55 2 7 12 15 7 33 7 1 14.3 0 0.36
2013 0.09 0.66 0.16 0.35 1 56 0 9 21 11 1 26 9 1 11.1 0 0.35
2014 0 0.67 0.07 0.17 2 58 0 4 25 4 23 4 0 0 0.34
2015 0 0.66 0.08 0.24 3 61 5 5 30 3 21 5 0 0 0.36
2016 0.4 0.64 0.06 0.12 2 63 0 4 34 5 2 17 2 1 25 0 0.34
2017 0 0.62 0.01 0.09 4 67 1 1 35 5 11 1 1 100 0 0.35
2018 0 0.61 0 0 1 68 0 35 6 12 0 0 0.35
2019 0.2 0.62 0.1 0.33 1 69 0 7 42 5 1 12 4 0 0 0.36
2020 0 0.71 0.01 0.09 3 72 0 1 43 2 11 1 0 0 0.75
2021 0 0.97 0.03 0 3 75 0 2 45 4 11 0 0 0.4
2022 0.17 0.72 0.01 0.08 3 78 0 1 46 6 1 12 1 0 0 0.23
2023 0.17 0.62 0.01 0.09 3 81 0 1 47 6 1 11 1 0 0 0.2
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
12010Are all Credit Default Swap Databases Equal?. (2010). Mayordomo, Sergio ; Gonzalez, Fco Javier. In: CNMV Working Papers. RePEc:cnv:wpaper:dt_44en.

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28
22015Network-based Measures as Leading Indicators of Market Instability: The case of the Spanish Stock. (2015). Peralta, Gustavo . In: CNMV Working Papers. RePEc:cnv:wpaper:dt_59en.

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5
32011A New Test of Statistical Arbitrage with Applications to Credit Derivatives Markets. (2011). Mayordomo, Sergio ; Romo, Juan ; Pea, Juan Ignacio. In: CNMV Working Papers. RePEc:cnv:wpaper:dt_47en.

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3
42017Financial density forecasts: A comprehensive comparison of risk-neutral and historical schemes. (2017). Crisóstomo, Ricardo ; Couso, Lorena ; Crisostomo, Ricardo . In: CNMV Working Papers. RePEc:cnv:wpaper:dt_67en.

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2
52011Access of SMEs with growth potential to the capital markets. (2011). san Juan, Lucio ; Sanjuan, Lucio ; Lopez, Elias ; Arce, Oscar. In: CNMV Working Papers. RePEc:cnv:wpaper:dt_52en.

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2
62012Competition and structure of the mutual fund industry in Spain: the role of credit institutions. (2012). Losada, Ramiro ; Cambon, Maria Isabel. In: CNMV Working Papers. RePEc:cnv:wpaper:dt_54en.

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2
72012Credit-valuation in the sovereing CDS and bonds markets: Evidence from the euro area crisis. (2012). Mayordomo, Sergio ; Pea, Juan Ignacio ; Arce, Oscar. In: CNMV Working Papers. RePEc:cnv:wpaper:dt_53en.

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1
82015A Spanish Financial Market Stress Indicator (FMSI). (2015). Cambon, Maria Isabel ; Cerqueira, Leticia Estevez. In: CNMV Working Papers. RePEc:cnv:wpaper:dt_60en.

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1
92020Analysis of the effect of restrictions on net short positions on Spanish shares between March and May 2020. (2020). Martinez, Albert ; Losada, Ramiro. In: CNMV Working Papers. RePEc:cnv:wpaper:dt_other1en.

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1
102014An analisys of the Heston Stochastic Volatility Model: Implementation and Calibration using Matlab. (2014). Crisóstomo, Ricardo ; Crisostomo, Ricardo . In: CNMV Working Papers. RePEc:cnv:wpaper:dt_58en.

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1
112022Periodic public information on investment funds and how it influences investors´ decisions. (2022). Losada, Ramiro. In: CNMV Working Papers. RePEc:cnv:wpaper:dt_76en.

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1
122010The Effects of Liquidity on the Price Discovery Process in Credit Derivatives Markets in Times of Financial Distress. (2010). Mayordomo, Sergio ; Romo, Juan ; Pea, Juan Ignacio. In: CNMV Working Papers. RePEc:cnv:wpaper:dt_41en.

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1
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
Citing documents used to compute impact factor: 1
YearTitle
2023.

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Recent citations