CNMV Working Papers / CNMV- Spanish Securities Markets Commission - Research and Statistics Department
Citation Profile [Updated: 2025-11-20 18:08:17]
5 Years H Index
3
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: | 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 | 2010 | Are all Credit Default Swap Databases Equal?. (2010). Mayordomo, Sergio ; Gonzalez, Fco Javier. In: CNMV Working Papers. RePEc:cnv:wpaper:dt_44en. Full description at Econpapers || Download paper | 28 |
| 2 | 2015 | Network-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. Full description at Econpapers || Download paper | 5 |
| 3 | 2022 | Periodic public information on investment funds and how it influences investors´ decisions. (2022). Losada, Ramiro. In: CNMV Working Papers. RePEc:cnv:wpaper:dt_76en. Full description at Econpapers || Download paper | 3 |
| 4 | 2012 | Competition 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. Full description at Econpapers || Download paper | 3 |
| 5 | 2011 | A 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. Full description at Econpapers || Download paper | 3 |
| 6 | 2014 | An 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. Full description at Econpapers || Download paper | 2 |
| 7 | 2017 | Financial density forecasts: A comprehensive comparison of risk-neutral and historical schemes. (2017). Crisóstomo, Ricardo ; Crisostomo, Ricardo ; Couso, Lorena. In: CNMV Working Papers. RePEc:cnv:wpaper:dt_67en. Full description at Econpapers || Download paper | 2 |
| 8 | 2011 | Access of SMEs with growth potential to the capital markets. (2011). Arce, Oscar ; san Juan, Lucio ; Lopez, Elias. In: CNMV Working Papers. RePEc:cnv:wpaper:dt_52en. Full description at Econpapers || Download paper | 2 |
| 9 | 2020 | Analysis of the effect of restrictions on net short positions on Spanish shares between March and May 2020. (2020). Losada, Ramiro ; Martinez, Albert. In: CNMV Working Papers. RePEc:cnv:wpaper:dt_other1en. Full description at Econpapers || Download paper | 1 |
| 10 | 2010 | The 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. Full description at Econpapers || Download paper | 1 |
| 11 | 2012 | Credit-valuation in the sovereing CDS and bonds markets: Evidence from the euro area crisis. (2012). Mayordomo, Sergio ; Arce, Oscar ; Pea, Juan Ignacio. In: CNMV Working Papers. RePEc:cnv:wpaper:dt_53en. Full description at Econpapers || Download paper | 1 |
| 12 | 2015 | A Spanish Financial Market Stress Indicator (FMSI). (2015). Cambon, Maria Isabel ; Cerqueira, Leticia Estevez. In: CNMV Working Papers. RePEc:cnv:wpaper:dt_60en. 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 | 2022 | Periodic public information on investment funds and how it influences investors´ decisions. (2022). Losada, Ramiro. In: CNMV Working Papers. RePEc:cnv:wpaper:dt_76en. Full description at Econpapers || Download paper | 3 |
Citing documents used to
compute impact factor:
| Year | Title |
|---|
Recent citations
Recent citations received in 2022
| Year | Citing document |
|---|
10 most frequent citing series