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Supervisory Research and Analysis Working Papers / Federal Reserve Bank of Boston

Citation Profile [Updated: 2025-11-20 18:08:17]
5 Years H Index
14
Impact Factor (IF)
0
5 Years IF
0.33
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
2007 0 0.52 0 0 6 6 19 0 0 0 0 0 0.29
2008 0.17 0.58 0.46 0.17 7 13 201 6 6 6 1 6 1 2 33.3 5 0.71 0.29
2009 1.38 0.59 1.22 1.38 5 18 38 20 28 13 18 13 18 2 10 1 0.2 0.33
2010 1.67 0.52 1.28 1.22 7 25 112 30 60 12 20 18 22 1 3.3 8 1.14 0.3
2012 2.29 0.67 1.43 1.72 5 30 48 43 158 7 16 25 43 0 0 0.36
2015 0 0.65 1.47 2.08 2 32 1 47 290 0 12 25 0 0 0.36
2016 0 0.63 0.83 0.43 4 36 31 30 320 2 7 3 1 3.3 4 1 0.34
2017 0.5 0.61 0.46 0.45 5 41 85 19 339 6 3 11 5 0 4 0.8 0.33
2018 0.78 0.6 0.7 0.73 5 46 32 32 371 9 7 11 8 1 3.1 5 1 0.34
2019 1.5 0.6 0.56 1.06 2 48 3 27 398 10 15 16 17 0 0 0.35
2023 0 0.5 0.53 0.14 1 49 0 26 527 0 7 1 0 0 0.16
2024 0 0.53 0.6 0.33 3 52 3 31 558 1 3 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
12008Is obesity contagious?: social networks vs. environmental factors in the obesity epidemic. (2008). Fletcher, Jason ; Cohen-Cole, Ethan. In: Supervisory Research and Analysis Working Papers. RePEc:fip:fedbqu:qau08-2.

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130
22017International Financial Spillovers to Emerging Market Economies: How Important Are Economic Fundamentals?. (2017). Zlate, Andrei ; Ahmed, Shaghil ; Coulibaly, Brahima. In: Supervisory Research and Analysis Working Papers. RePEc:fip:fedbqu:rpa17-2.

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76
32008Looking behind the aggregates: a reply to “Facts and Myths about the Financial Crisis of 2008”. (2008). Montoriol Garriga, Judit ; Fillat, Jose ; Cohen-Cole, Ethan ; Montoriol-Garriga, Judit ; Duygan-Bump, Burcu. In: Supervisory Research and Analysis Working Papers. RePEc:fip:fedbqu:qau08-5.

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45
42010Addressing the pro-cyclicality of capital requirements with a dynamic loan loss provision system. (2010). Montoriol Garriga, Judit ; Fillat, Jose ; Montoriol-Garriga, Judit . In: Supervisory Research and Analysis Working Papers. RePEc:fip:fedbqu:qau10-4.

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28
52012The stability of prime money market mutual funds: sponsor support from 2007 to 2011. (2012). Anadu, Kenechukwu ; Brady, Steffanie A. ; Cooper, Nathaniel R.. In: Supervisory Research and Analysis Working Papers. RePEc:fip:fedbqu:rpa12-3.

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27
62010Financing constraints and unemployment: evidence from the Great Recession. (2010). Montoriol Garriga, Judit ; Montoriol-Garriga, Judit ; Duygan-Bump, Burcu ; Levkov, Alexey. In: Supervisory Research and Analysis Working Papers. RePEc:fip:fedbqu:qau10-6.

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26
72016Offshore Production and Business Cycle Dynamics with Heterogeneous Firms. (2016). Zlate, Andrei. In: Supervisory Research and Analysis Working Papers. RePEc:fip:fedbqu:rpa16-1.

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24
82010Risk, returns, and multinational production. (2010). Garetto, Stefania ; Fillat, Jose. In: Supervisory Research and Analysis Working Papers. RePEc:fip:fedbqu:qau10-5.

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23
92009Forgive and forget: who gets credit after bankruptcy and why?. (2009). Montoriol Garriga, Judit ; Cohen-Cole, Ethan ; Montoriol-Garriga, Judit ; Duygan-Bump, Burcu. In: Supervisory Research and Analysis Working Papers. RePEc:fip:fedbqu:qau09-2.

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16
102007Model uncertainty and the deterrent effect of capital punishment. (2007). Durlauf, Steven ; Cohen-Cole, Ethan ; Fagan, Jeffrey ; Nagin, Daniel. In: Supervisory Research and Analysis Working Papers. RePEc:fip:fedbqu:qau07-3.

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16
112010How effective were the Federal Reserve emergency liquidity facilities?: evidence from the Asset-Backed Commercial Paper Money Market Mutual Fund Liquidity Facility. (2010). Willen, Paul ; Suarez, Gustavo ; Rosengren, Eric ; Parkinson, Patrick M. ; Duygan-Bump, Burcu. In: Supervisory Research and Analysis Working Papers. RePEc:fip:fedbqu:qau10-3.

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15
122018The Shift from Active to Passive Investing: Potential Risks to Financial Stability?. (2018). Anadu, Kenechukwu ; McCabe, Patrick E ; Kruttli, Mathias S ; Osambela, Emilio ; Shin, Chaehee. In: Supervisory Research and Analysis Working Papers. RePEc:fip:fedbqu:rpa18-4.

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14
132012Bank diversification, market structure and bank risk taking: theory and evidence from U.S. commercial banks. (2012). Goetz, Martin. In: Supervisory Research and Analysis Working Papers. RePEc:fip:fedbqu:qau12-2.

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14
142010Optimal portfolio choice with predictability in house prices and transaction costs. (2010). Vergara-Alert, Carles ; Fillat, Jose ; Corradin, Stefano. In: Supervisory Research and Analysis Working Papers. RePEc:fip:fedbqu:qau10-2.

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14
152009Your house or your credit card, which would you choose?: personal delinquency tradeoffs and precautionary liquidity motives. (2009). Cohen-Cole, Ethan ; Morse, Jonathan . In: Supervisory Research and Analysis Working Papers. RePEc:fip:fedbqu:qau09-5.

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11
162008Household bankruptcy decision: the role of social stigma vs. information sharing. (2008). Cohen-Cole, Ethan ; Duygan-Bump, Burcu. In: Supervisory Research and Analysis Working Papers. RePEc:fip:fedbqu:qau08-6.

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10
172008Credit card redlining. (2008). Cohen-Cole, Ethan. In: Supervisory Research and Analysis Working Papers. RePEc:fip:fedbqu:qau08-1.

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10
182018Bad Sovereign or Bad Balance Sheets? Euro Interbank Market Fragmentation and Monetary Policy, 2011-2015. (2018). Gabrieli, Silvia ; Labonne, Claire. In: Supervisory Research and Analysis Working Papers. RePEc:fip:fedbqu:rpa18-3.

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10
192009A question of liquidity: the great banking run of 2008?. (2009). Montoriol Garriga, Judit ; Montoriol-Garriga, Judit ; Sekeris, Evan. In: Supervisory Research and Analysis Working Papers. RePEc:fip:fedbqu:qau09-4.

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9
202017Simultaneous Spatial Panel Data Models with Common Shocks. (2017). Lu, Lina. In: Supervisory Research and Analysis Working Papers. RePEc:fip:fedbqu:rpa17-3.

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8
212010Fair value accounting: villain or innocent victim?: exploring the links between fair value accounting, bank regulatory capital, and the recent financial crisis. (2010). Shaffer, Sanders . In: Supervisory Research and Analysis Working Papers. RePEc:fip:fedbqu:qau10-1.

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7
222016Liquidity Shocks, Dollar Funding Costs, and the Bank Lending Channel during the European Sovereign Crisis. (2016). Zlate, Andrei ; Sapriza, Horacio ; Correa, Ricardo. In: Supervisory Research and Analysis Working Papers. RePEc:fip:fedbqu:rpa16-4.

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6
232018Monetary Policy Divergence and Net Capital Flows: Accounting for Endogenous Policy Responses. (2018). Zlate, Andrei ; Davis, Jonathan. In: Supervisory Research and Analysis Working Papers. RePEc:fip:fedbqu:rpa18-5.

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5
242008Household debt repayment behaviour: what role do institutions play?. (2008). Grant, Charles ; Duygan-Bump, Burcu. In: Supervisory Research and Analysis Working Papers. RePEc:fip:fedbqu:qau08-3.

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4
252024Scenario-based Quantile Connectedness of the U.S. Interbank Liquidity Risk Network. (2024). Lu, Lina ; Bai, Jushan ; Ando, Tomohiro ; Vojtech, Cindy M. In: Supervisory Research and Analysis Working Papers. RePEc:fip:fedbqu:98335.

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3
262009Market proxies, correlation, and relative mean-variance efficiency: still living with the roll critique. (2009). Prono, Todd. In: Supervisory Research and Analysis Working Papers. RePEc:fip:fedbqu:qau09-3.

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3
272012Evaluating the impact of fair value accounting on financial institutions: implications for accounting standards setting and bank supervision. (2012). Shaffer, Sanders . In: Supervisory Research and Analysis Working Papers. RePEc:fip:fedbqu:qau12-1.

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3
282019Reach for Yield by U.S. Public Pension Funds. (2019). Zlate, Andrei ; Lu, Lina ; Anadu, Kenechukwu ; Pritsker, Matthew ; Bohn, James. In: Supervisory Research and Analysis Working Papers. RePEc:fip:fedbqu:rpa19-2.

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3
292018Quasi Maximum Likelihood Analysis of High Dimensional Constrained Factor Models. (2018). Lu, Lina ; Li, kunpeng. In: Supervisory Research and Analysis Working Papers. RePEc:fip:fedbqu:rpa18-2.

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3
302012Knightian uncertainty and interbank lending. (2012). Pritsker, Matthew. In: Supervisory Research and Analysis Working Papers. RePEc:fip:fedbqu:rpa12-4.

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3
312008The balance sheet channel. (2008). Martínez García, Enrique ; Cohen-Cole, Ethan ; Martinez-Garcia, Enrique. In: Supervisory Research and Analysis Working Papers. RePEc:fip:fedbqu:qau08-7.

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3
322015Macroprudential Policy: Case Study from a Tabletop Exercise. (2015). Zlate, Andrei ; Adrian, Tobias ; de Fontnouvelle, Patrick ; Yang, Emily. In: Supervisory Research and Analysis Working Papers. RePEc:fip:fedbqu:rpa15-1.

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2
332007Demonstration effects in preventive care. (2007). Cohen-Cole, Ethan ; Banerjee, Ritesh . In: Supervisory Research and Analysis Working Papers. RePEc:fip:fedbqu:qau07-7.

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2
342008GARCH-based identification and estimation of triangular systems. (2008). Prono, Todd. In: Supervisory Research and Analysis Working Papers. RePEc:fip:fedbqu:qau08-4.

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2
352012Bank deregulation and racial inequality in America. (2012). Rubinstein, Yona ; Levine, Ross ; Levkov, Alexey. In: Supervisory Research and Analysis Working Papers. RePEc:fip:fedbqu:rpa12-5.

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2
362016Offshoring, Low-skilled Immigration, and Labor Market Polarization. (2016). Zlate, Andrei ; Mandelman, Federico. In: Supervisory Research and Analysis Working Papers. RePEc:fip:fedbqu:rpa16-3.

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2
372017Choosing Stress Scenarios for Systemic Risk Through Dimension Reduction. (2017). Pritsker, Matthew. In: Supervisory Research and Analysis Working Papers. RePEc:fip:fedbqu:rpa17-4.

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2
382024Runs and Flights to Safety: Are Stablecoins the New Money Market Funds?. (2024). Malfroy-Camine, Antoine ; Landoni, Mattia ; Eisenbach, Thomas ; Anadu, Kenechukwu ; Azar, Pablo D ; Macchiavelli, Marco ; Cipriani, Marco ; la Spada, Gabriele ; Wang, Christina J ; Huang, Catherine. In: Supervisory Research and Analysis Working Papers. RePEc:fip:fedbqu:97034.

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1
392007Asset liquidity, debt valuation and credit risk. (2007). Cohen-Cole, Ethan. In: Supervisory Research and Analysis Working Papers. RePEc:fip:fedbqu:qau07-5.

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1
402019Variable Annuities: Underlying Risks and Sensitivities. (2019). Hoover, Nathaniel ; Chahboun, Imad. In: Supervisory Research and Analysis Working Papers. RePEc:fip:fedbqu:rpa19-1.

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1
412007Unpacking social interactions. (2007). Zanella, Giulio ; Cohen-Cole, Ethan. In: Supervisory Research and Analysis Working Papers. RePEc:fip:fedbqu:qau07-4.

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1
422018Optimal Delegation Under Unknown Bias: The Role of Concavity. (2018). Tanner, Noam. In: Supervisory Research and Analysis Working Papers. RePEc:fip:fedbqu:rpa18-1.

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1
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12017International Financial Spillovers to Emerging Market Economies: How Important Are Economic Fundamentals?. (2017). Zlate, Andrei ; Ahmed, Shaghil ; Coulibaly, Brahima. In: Supervisory Research and Analysis Working Papers. RePEc:fip:fedbqu:rpa17-2.

Full description at Econpapers || Download paper

27
22016Offshore Production and Business Cycle Dynamics with Heterogeneous Firms. (2016). Zlate, Andrei. In: Supervisory Research and Analysis Working Papers. RePEc:fip:fedbqu:rpa16-1.

Full description at Econpapers || Download paper

11
32008Is obesity contagious?: social networks vs. environmental factors in the obesity epidemic. (2008). Fletcher, Jason ; Cohen-Cole, Ethan. In: Supervisory Research and Analysis Working Papers. RePEc:fip:fedbqu:qau08-2.

Full description at Econpapers || Download paper

7
42017Simultaneous Spatial Panel Data Models with Common Shocks. (2017). Lu, Lina. In: Supervisory Research and Analysis Working Papers. RePEc:fip:fedbqu:rpa17-3.

Full description at Econpapers || Download paper

4
52012The stability of prime money market mutual funds: sponsor support from 2007 to 2011. (2012). Anadu, Kenechukwu ; Brady, Steffanie A. ; Cooper, Nathaniel R.. In: Supervisory Research and Analysis Working Papers. RePEc:fip:fedbqu:rpa12-3.

Full description at Econpapers || Download paper

3
62024Scenario-based Quantile Connectedness of the U.S. Interbank Liquidity Risk Network. (2024). Lu, Lina ; Bai, Jushan ; Ando, Tomohiro ; Vojtech, Cindy M. In: Supervisory Research and Analysis Working Papers. RePEc:fip:fedbqu:98335.

Full description at Econpapers || Download paper

3
72018Quasi Maximum Likelihood Analysis of High Dimensional Constrained Factor Models. (2018). Lu, Lina ; Li, kunpeng. In: Supervisory Research and Analysis Working Papers. RePEc:fip:fedbqu:rpa18-2.

Full description at Econpapers || Download paper

2
82016Liquidity Shocks, Dollar Funding Costs, and the Bank Lending Channel during the European Sovereign Crisis. (2016). Zlate, Andrei ; Sapriza, Horacio ; Correa, Ricardo. In: Supervisory Research and Analysis Working Papers. RePEc:fip:fedbqu:rpa16-4.

Full description at Econpapers || Download paper

2
92018Bad Sovereign or Bad Balance Sheets? Euro Interbank Market Fragmentation and Monetary Policy, 2011-2015. (2018). Gabrieli, Silvia ; Labonne, Claire. In: Supervisory Research and Analysis Working Papers. RePEc:fip:fedbqu:rpa18-3.

Full description at Econpapers || Download paper

2
Citing documents used to compute impact factor:
YearTitle
Recent citations
Recent citations received in 2024
YearCiting document