[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]
IF | AIF | CIF | IF5 | DOC | CDO | CIT | NCI | CCU | D2Y | C2Y | D5Y | C5Y | SC | %SC | CiY | II | AII | |
2014 | 0 | 0.67 | 0.22 | 0 | 27 | 27 | 204 | 6 | 7 | 0 | 0 | 0 | 6 | 0.22 | 0.34 | |||
2015 | 0.74 | 0.65 | 0.55 | 0.74 | 24 | 51 | 132 | 26 | 35 | 27 | 20 | 27 | 20 | 6 | 23.1 | 6 | 0.25 | 0.36 |
2016 | 1.25 | 0.64 | 1.07 | 1.25 | 17 | 68 | 109 | 73 | 108 | 51 | 64 | 51 | 64 | 13 | 17.8 | 4 | 0.24 | 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 |
# | Year | Title | Cited |
---|---|---|---|
1 | 2014 | House Prices, Capital Inflows and Macroprudential Policy. (2014). Punzi, Maria Teresa ; Mendicino, Caterina. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:10. Full description at Econpapers || Download paper | 58 |
2 | 2016 | Modeling and forecasting exchange rate volatility in time-frequency domain. (2016). Vacha, Lukas ; Krehlik, Tomas ; BarunÃÆÃÂk, Jozef ; Barunik, Jozef. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:55. Full description at Econpapers || Download paper | 49 |
3 | 2015 | Are benefits from oil-stocks diversification gone? New evidence from a dynamic copula and high frequency data. (2015). BarunÃÆÃÂk, Jozef ; Avdulaj, Krenar ; Barunik, Jozef. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:32. Full description at Econpapers || Download paper | 41 |
4 | 2014 | Measuring capital market efficiency: Long-term memory, fractal dimension and approximate entropy. (2014). VoÃ
¡vrda, Miloslav ; KriÃ
¡toufek, Ladislav ; Vosvrda, Miloslav . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:18. Full description at Econpapers || Download paper | 38 |
5 | 2014 | What are the main drivers of the Bitcoin price? Evidence from wavelet coherence analysis. (2014). KriÃ
¡toufek, Ladislav. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:23. Full description at Econpapers || Download paper | 34 |
6 | 2016 | Estimation of financial agent-based models with simulated maximum likelihood. (2016). Kukacka, Jiri ; BarunÃÆÃÂk, Jozef. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:63. Full description at Econpapers || Download paper | 22 |
7 | 2015 | Nowcasting unemployment rates with Google searches: Evidence from the Visegrad Group countries. (2015). KriÃ
¡toufek, Ladislav ; Pavlicek, Jaroslav . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:34. Full description at Econpapers || Download paper | 21 |
8 | 2014 | Prices, Debt and Market Structure in an Agent-Based Model of the Financial Market. (2014). Fischer, Thomas ; Riedler, Jesper . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:21. Full description at Econpapers || Download paper | 21 |
9 | 2016 | Measuring the frequency dynamics of financial and macroeconomic connectedness. (2016). Krehlik, Tomas ; BarunÃÆÃÂk, Jozef ; Barunik, Jozef. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:54. Full description at Econpapers || Download paper | 17 |
10 | 2015 | Estimation of sentiment effects in financial markets: A simulated method of moments approach. (2015). Chen, Zhenxi ; Zhenxi, Chen ; Lux, Thomas. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:37. Full description at Econpapers || Download paper | 17 |
11 | 2015 | Testing the global banking glut hypothesis. (2015). Punzi, Maria Teresa ; Kauko, Karlo. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:41. Full description at Econpapers || Download paper | 15 |
12 | 2015 | The tale of two great crises. (2015). Giri, Federico ; Fratianni, Michele. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:51. Full description at Econpapers || Download paper | 9 |
13 | 2014 | Semiparametric Conditional Quantile Models for Financial Returns and Realized Volatility. (2014). BarunÃÆÃÂk, Jozef ; Ike, Filip. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:20. Full description at Econpapers || Download paper | 8 |
14 | 2014 | Contagion Risk in the Interbank Market: A Probabilistic Approach to Cope with Incomplete Structural Information. (2014). Montagna, Mattia ; Lux, Thomas. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:8. Full description at Econpapers || Download paper | 8 |
15 | 2014 | Integrating Real Sector Growth and Inflation Into An Agent-Based Stock Market Dynamics. (2014). Ghonghadze, Jaba ; Franke, Reiner. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:4. Full description at Econpapers || Download paper | 7 |
16 | 2016 | Monetary policy and large crises in a financial accelerator agent-based model. (2016). Russo, Alberto ; Riccetti, Luca ; Giri, Federico ; Gallegati, Mauro. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:65. Full description at Econpapers || Download paper | 6 |
17 | 2016 | International housing markets, unconventional monetary policy and the zero lower bound. (2016). Punzi, Maria Teresa ; Huber, Florian. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:58. Full description at Econpapers || Download paper | 6 |
18 | Business cycle synchronization of the Visegrad Four and the European Union. (2015). Vacha, Lukas ; Hanus, Lubos. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:42. Full description at Econpapers || Download paper | 6 | |
19 | 2015 | Do investors rely too much on public information to be justified by its accuracy? An experimental study. (2015). Morone, Andrea ; Camacho Cuena, Eva ; Alfarano, Simone. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:30. Full description at Econpapers || Download paper | 6 |
20 | 2015 | Underpricing, underperformance and overreaction in initial pubic offerings: Evidence from investor attention using online searches. (2015). KriÃ
¡toufek, Ladislav ; Vakrman, Tomas . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:35. Full description at Econpapers || Download paper | 5 |
21 | 2014 | Friendship Between Banks: An Application of an Actor-Oriented Model of Network Formation on Interbank Credit Relations. (2014). Finger, Karl ; Lux, Thomas. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:1. Full description at Econpapers || Download paper | 5 |
22 | 2015 | Stock market cycles and supply side dynamics. (2015). Gerba, Eddie ; De Grauwe, Paul ; DeGrauwe, Paul. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:45. Full description at Econpapers || Download paper | 5 |
23 | 2014 | Does interbank market matter for business cycle fluctuation? An estimated DSGE model with financial frictions for the Euro area. (2014). Giri, Federico. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:27. Full description at Econpapers || Download paper | 5 |
24 | 2014 | Emergence of a Core-Periphery Structure in a Simple Dynamic Model of the Interbank Market. (2014). Lux, Thomas. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:3. Full description at Econpapers || Download paper | 4 |
25 | 2014 | A Two-Period Model with Portfolio Choice: Understanding Results from Different Solution Methods. (2014). Rabitsch, Katrin ; Stepanchuk, Serhiy . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:6. Full description at Econpapers || Download paper | 4 |
26 | 2015 | Bringing an elementary agent-based model to the data: Estimation via GMM and an application to forecasting of asset price volatility. (2015). Ghonghadze, Jaba ; Lux, Thomas. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:38. Full description at Econpapers || Download paper | 4 |
27 | 2014 | Realized wavelet-based estimation of integrated variance and jumps in the presence of noise. (2014). Vacha, Lukas ; BarunÃÆÃÂk, Jozef. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:16. Full description at Econpapers || Download paper | 3 |
28 | 2016 | Financial cycles and co-movements between the real economy, finance and asset price dynamics in large-scale crises. (2016). Punzi, Maria Teresa. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:61. Full description at Econpapers || Download paper | 3 |
29 | 2014 | Asymmetric connectedness of stocks: How does bad and good volatility spill over the U.S. stock market?. (2014). Vacha, Lukas ; KoÃÂenda, EvÃ
¾en ; BarunÃÆÃÂk, Jozef ; Koenda, Even. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:13. Full description at Econpapers || Download paper | 3 |
30 | 2014 | Forecasting the Volatility of the Dow Jones Islamic Stock Market Index: Long Memory vs. Regime Switching. (2014). GUPTA, RANGAN ; Ben Nasr, Adnen ; Ajmi, Ahdi Noomen ; Lux, Thomas. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:2. Full description at Econpapers || Download paper | 3 |
31 | 2015 | Estimating heterogeneous agents behavior in a two-market financial system. (2015). Chen, Zhenxi ; Zheng, Huanhuan ; Huang, Weihong. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:48. Full description at Econpapers || Download paper | 2 |
32 | 2016 | Fiscal policy and the term structure of interest rates in a DSGE model. (2016). MarÃ
¡Ã¡l, AleÃ
¡ ; Kaszab, Lorant ; Horvath, Roman ; Marsal, Ales . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:56. Full description at Econpapers || Download paper | 2 |
33 | 2014 | The Role of a Changing Market Environment for Credit Default Swap Pricing. (2014). Reitz, Stefan ; Leppin, Julian. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:7. Full description at Econpapers || Download paper | 2 |
34 | 2015 | Modeling and forecasting persistent financial durations. (2015). BarunÃÆÃÂk, Jozef ; Zikes, Filip ; Shenai, Nikhil ; Barunik, Jozef. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:36. Full description at Econpapers || Download paper | 2 |
35 | 2014 | Banks strategies during the financial crisis. (2014). Tedeschi, Gabriele ; Berardi, Simone ; Recchioni, Maria Cristina . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:25. Full description at Econpapers || Download paper | 1 |
36 | 2016 | Herding, minority game, market clearing and efficient markets in a simple spin model framework. (2016). VoÃ
¡vrda, Miloslav ; KriÃ
¡toufek, Ladislav ; Vovrda, Miloslav S ; Kristoufek, Ladislav. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:68. Full description at Econpapers || Download paper | 1 |
37 | 2015 | On the long-run equilibrium value of Tobins average Q. (2015). Franke, Rainer ; Yanovski, Boyan . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:49. Full description at Econpapers || Download paper | 1 |
38 | 2014 | Investor borrowing heterogeneity in a Kiyotaki-Moore style macro model. (2014). Rabitsch, Katrin ; Punzi, Maria Teresa. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:24. Full description at Econpapers || Download paper | 1 |
39 | 2016 | Borrower heterogeneity within a risky mortgage-lending market. (2016). Rabitsch, Katrin ; Punzi, Maria Teresa. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:67. Full description at Econpapers || Download paper | 1 |
40 | 2015 | Market sentiments and the sovereign debt crisis in the Eurozone. (2015). De Grauwe, Paul ; DeGrauwe, Paul ; Ji, Yuemei. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:28. Full description at Econpapers || Download paper | 1 |
41 | 2014 | A spectral perspective on excess volatility. (2014). Scalas, Enrico ; MilakoviÃâ¡, Mishael ; Alfarano, Simone ; Livan, Giacomo. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:12. Full description at Econpapers || Download paper | 1 |
42 | 2016 | An incomplete markets explanation of the UIP puzzle. (2016). Rabitsch, Katrin. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:53. Full description at Econpapers || Download paper | 1 |
43 | 2014 | A Model of the Topology of the Bank-Firm Credit Network and Its Role as Channel of Contagion. (2014). Lux, Thomas. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:19. Full description at Econpapers || Download paper | 1 |
44 | 2014 | Heterogeneous Forecasters and Nonlinear Expectation Formation in the U.S. Stock Market. (2014). Reitz, Stefan ; Pierdzioch, Christian ; Ruelke, Jan-Christoph . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:11. Full description at Econpapers || Download paper | 1 |
45 | 2016 | Monetary transmission under competing corporate finance regimes. (2016). Gerba, Eddie ; De Grauwe, Paul ; DeGrauwe, Paul. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:52. Full description at Econpapers || Download paper | 1 |
46 | 2014 | The term structure of interest rates in a small open economy DSGE model with Markov switching. (2014). MarÃ
¡Ã¡l, AleÃ
¡ ; Horvath, Roman ; Maral, Ale . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:22. Full description at Econpapers || Download paper | 1 |
47 | 2016 | Buffer stock savings in a New-Keynesian business cycle model. (2016). Schoder, Christian ; Rabitsch, Katrin. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:64. Full description at Econpapers || Download paper | 1 |
48 | 2015 | Modeling and forecasting crude oil price volatility: Evidence from historical and recent data. (2015). GUPTA, RANGAN ; Segnon, Mawuli ; Lux, Thomas. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:31. Full description at Econpapers || Download paper | 1 |
49 | 2014 | A calibration procedure for analyzing stock price dynamics in an agent-based framework. (2014). Tedeschi, Gabriele ; Gallegati, Mauro ; Recchioni, Maria Cristina . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:26. Full description at Econpapers || Download paper | 1 |
# | Year | Title | Cited |
---|---|---|---|
1 | 2016 | Modeling and forecasting exchange rate volatility in time-frequency domain. (2016). Vacha, Lukas ; Krehlik, Tomas ; BarunÃÆÃÂk, Jozef ; Barunik, Jozef. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:55. Full description at Econpapers || Download paper | 17 |
2 | 2015 | Are benefits from oil-stocks diversification gone? New evidence from a dynamic copula and high frequency data. (2015). BarunÃÆÃÂk, Jozef ; Avdulaj, Krenar ; Barunik, Jozef. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:32. Full description at Econpapers || Download paper | 10 |
3 | 2014 | House Prices, Capital Inflows and Macroprudential Policy. (2014). Punzi, Maria Teresa ; Mendicino, Caterina. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:10. Full description at Econpapers || Download paper | 7 |
4 | 2014 | Measuring capital market efficiency: Long-term memory, fractal dimension and approximate entropy. (2014). VoÃ
¡vrda, Miloslav ; KriÃ
¡toufek, Ladislav ; Vosvrda, Miloslav . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:18. Full description at Econpapers || Download paper | 5 |
5 | 2016 | Measuring the frequency dynamics of financial and macroeconomic connectedness. (2016). Krehlik, Tomas ; BarunÃÆÃÂk, Jozef ; Barunik, Jozef. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:54. Full description at Econpapers || Download paper | 3 |
6 | 2015 | Testing the global banking glut hypothesis. (2015). Punzi, Maria Teresa ; Kauko, Karlo. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:41. Full description at Econpapers || Download paper | 3 |
7 | 2015 | Modeling and forecasting persistent financial durations. (2015). BarunÃÆÃÂk, Jozef ; Zikes, Filip ; Shenai, Nikhil ; Barunik, Jozef. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:36. Full description at Econpapers || Download paper | 2 |
8 | 2015 | Do investors rely too much on public information to be justified by its accuracy? An experimental study. (2015). Morone, Andrea ; Camacho Cuena, Eva ; Alfarano, Simone. In: FinMaP-Working Papers. RePEc:zbw:fmpwps:30. Full description at Econpapers || Download paper | 2 |
9 | 2015 | Nowcasting unemployment rates with Google searches: Evidence from the Visegrad Group countries. (2015). KriÃ
¡toufek, Ladislav ; Pavlicek, Jaroslav . In: FinMaP-Working Papers. RePEc:zbw:fmpwps:34. Full description at Econpapers || Download paper | 2 |
Year | Title |
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