Is this page useful for you? Then, help us to keep the service working. Please have a look to our donations page ... Thanks for your help!!

Citation Profile [Updated: 2025-11-20 18:08:17]
5 Years H Index
15
Impact Factor (IF)
0.38
5 Years IF
0.53
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
2012 0 0.67 5.33 0 3 3 477 16 16 0 0 0 16 5.33 0.36
2013 10.67 0.64 3.85 10.67 10 13 57 50 66 3 32 3 32 6 12 16 1.6 0.34
2014 3.77 0.67 2.62 3.77 8 21 89 51 121 13 49 13 49 4 7.8 2 0.25 0.34
2015 1.17 0.65 2.32 3.57 23 44 226 99 223 18 21 21 75 10 10.1 15 0.65 0.36
2016 1.39 0.63 1.95 2.11 15 59 110 114 338 31 43 44 93 14 12.3 14 0.93 0.34
2017 1.32 0.61 1.78 1.61 8 67 46 119 457 38 50 59 95 1 0.8 1 0.13 0.33
2018 1.17 0.6 1.74 1.03 5 72 9 125 582 23 27 64 66 0 0 0.34
2019 0.77 0.6 1.18 0.88 4 76 7 89 672 13 10 59 52 2 2.2 0 0.35
2020 0.44 0.68 1.4 0.96 5 81 11 113 785 9 4 55 53 6 5.3 2 0.4 0.72
2021 0.67 0.91 1.33 0.84 5 86 36 114 899 9 6 37 31 4 3.5 6 1.2 0.37
2022 1.2 0.66 0.8 0.81 6 92 17 74 973 10 12 27 22 1 1.4 0 0.21
2023 0.82 0.5 0.67 0.36 10 102 4 68 1041 11 9 25 9 1 1.5 0 0.16
2024 0.38 0.53 0.42 0.53 9 111 1 47 1088 16 6 30 16 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
12012A Survey of Systemic Risk Analytics. (2012). Lo, Andrew ; Flood, Mark ; Valavanis, Stavros ; Bisias, Dimitrios. In: Working Papers. RePEc:ofr:wpaper:12-01.

Full description at Econpapers || Download paper

453
22015Dynamical Macroprudential Stress Testing Using Network Theory. (2015). Havlin, Shlomo ; Levy-Carciente, Sary ; Stanley, Eugene H ; Kenett, Dror Y ; Avakian, Adam. In: Working Papers. RePEc:ofr:wpaper:15-12.

Full description at Econpapers || Download paper

46
32014Shadow Banking: The Money View. (2014). Pozsar, Zoltan. In: Working Papers. RePEc:ofr:wpaper:14-04.

Full description at Econpapers || Download paper

43
42015Reference Guide to U.S. Repo and Securities Lending Markets. (2015). Copeland, Adam ; Baklanova, Viktoria ; McCaughrin, Rebecca. In: Working Papers. RePEc:ofr:wpaper:15-17.

Full description at Econpapers || Download paper

39
52015Are the Borrowing Costs of Large Financial Firms Unusual?. (2015). Zarutskie, Rebecca ; Anderson, Christopher ; Ahmed, Javed. In: Working Papers. RePEc:ofr:wpaper:15-10.

Full description at Econpapers || Download paper

28
62014An Agent-based Model for Financial Vulnerability. (2014). Paddrik, Mark ; Bookstaber, Rick ; Tivnan, Brian. In: Working Papers. RePEc:ofr:wpaper:14-05.

Full description at Econpapers || Download paper

28
72012Using Agent-Based Models for Analyzing Threats to Financial Stability. (2012). Bookstaber, Richard. In: Working Papers. RePEc:ofr:wpaper:12-03.

Full description at Econpapers || Download paper

27
82015Regulatory Arbitrage in Repo Markets. (2015). Munyan, Benjamin. In: Working Papers. RePEc:ofr:wpaper:15-22.

Full description at Econpapers || Download paper

25
92021Hedge Funds and the Treasury Cash-Futures Disconnect. (2021). Kahn, Robert ; Barth, Daniel. In: Working Papers. RePEc:ofr:wpaper:21-01.

Full description at Econpapers || Download paper

25
102016Bank Networks and Systemic Risk: Evidence from the National Banking Acts. (2016). Wang, Jessie ; Paddrik, Mark. In: Working Papers. RePEc:ofr:wpaper:16-13.

Full description at Econpapers || Download paper

22
112013Hedge Fund Contagion and Risk-adjusted Returns: A Markov-switching Dynamic Factor Approach. (2013). Senyuz, Zeynep ; Akay, Ozgur ; Yoldas, Emre. In: Working Papers. RePEc:ofr:wpaper:13-03.

Full description at Econpapers || Download paper

21
122017How Likely is Contagion in Financial Networks?. (2017). Senyuz, Zeynep ; Young, Peyton ; Glasserman, Paul. In: Working Papers. RePEc:ofr:wpaper:13-06.

Full description at Econpapers || Download paper

18
132022Central Bank Digital Currency: Stability and Information. (2022). Keister, Todd ; Monnet, Cyril. In: Working Papers. RePEc:ofr:wpaper:22-04.

Full description at Econpapers || Download paper

18
142013Stress Scenario Selection by Empirical Likelihood. (2013). Pelger, Markus ; Kang, Wanmo ; Glasserman, Paul. In: Working Papers. RePEc:ofr:wpaper:13-04.

Full description at Econpapers || Download paper

17
152016Does OTC Derivatives Reform Incentivize Central Clearing?. (2016). Ghamami, Samim ; Glasserman, Paul. In: Working Papers. RePEc:ofr:wpaper:16-07.

Full description at Econpapers || Download paper

15
162015Hidden Illiquidity with Multiple Central Counterparties. (2015). Glasserman, Paul ; Yuan, Kai ; Moallemi, Ciamac C. In: Working Papers. RePEc:ofr:wpaper:15-07.

Full description at Econpapers || Download paper

14
172015Are the Federal Reserves Stress Test Results Predictable?. (2015). Glasserman, Paul ; Tangirala, Gowtham . In: Working Papers. RePEc:ofr:wpaper:15-02.

Full description at Econpapers || Download paper

14
182015An Agent-based Model for Crisis Liquidity Dynamics. (2015). Paddrik, Mark ; Bookstaber, Richard. In: Working Papers. RePEc:ofr:wpaper:15-18.

Full description at Econpapers || Download paper

13
192016A Map of Collateral Uses and Flows. (2016). Wipf, Thomas ; Bookstaber, Richard ; Kenett, Dror Y ; Aguiar, Andrea. In: Working Papers. RePEc:ofr:wpaper:16-06.

Full description at Econpapers || Download paper

13
202016Do Higher Capital Standards Always Reduce Bank Risk? The Impact of the Basel Leverage Ratio on the U.S. Triparty Repo Market. (2016). Allahrakha, M. ; Munyan, Benjamin. In: Working Papers. RePEc:ofr:wpaper:16-11.

Full description at Econpapers || Download paper

12
212015Systemic Risk: The Dynamics under Central Clearing. (2015). Cheng, Allen ; Rajan, Sriram ; Capponi, Agostino. In: Working Papers. RePEc:ofr:wpaper:15-08.

Full description at Econpapers || Download paper

12
222013CoCos, Bail-in, and Tail Risk. (2013). Glasserman, Paul ; Chen, Nan ; Pelger, Markus ; Nouri, Behzad. In: Working Papers. RePEc:ofr:wpaper:13-01.

Full description at Econpapers || Download paper

12
232017How Safe are Central Counterparties in Derivatives Markets?. (2017). Paddrik, Mark ; Young, Peyton H. In: Working Papers. RePEc:ofr:wpaper:17-06.

Full description at Econpapers || Download paper

11
242016The Real Consequences of Bank Mortgage Lending Standards. (2016). Driscoll, John ; Vojtech, Cindy M ; Kay, Benjamin S. In: Working Papers. RePEc:ofr:wpaper:16-05.

Full description at Econpapers || Download paper

9
252016Interconnectedness in the Global Financial Market. (2016). Raddant, Matthias ; Kenett, Dror Y. In: Working Papers. RePEc:ofr:wpaper:16-09.

Full description at Econpapers || Download paper

9
262017The OFR Financial Stress Index. (2017). Monin, Phillip. In: Working Papers. RePEc:ofr:wpaper:17-04.

Full description at Econpapers || Download paper

9
272021The Hedge Fund Industry is Bigger (and has Performed Better) Than You Think. (2021). wermers, russell ; Barth, Daniel ; Kauppila, Mikko ; Joenvaara, Juha. In: Working Papers. RePEc:ofr:wpaper:20-01.

Full description at Econpapers || Download paper

9
282016Contagion in the CDS Market. (2016). Paddrik, Mark ; Young, Peyton H. In: Working Papers. RePEc:ofr:wpaper:16-12.

Full description at Econpapers || Download paper

9
292013Stress Tests to Promote Financial Stability: Assessing Progress and Looking to the Future. (2013). Flood, Mark ; Glasserman, Paul ; Cetina, Jill ; Feldberg, Greg ; Bookstaber, Rick. In: Working Papers. RePEc:ofr:wpaper:13-10.

Full description at Econpapers || Download paper

8
302013Stress Tests to Promote Financial Stability: Assessing Progress and Looking to the Future. (2013). Flood, Mark ; Glasserman, Paul ; Cetina, Jill ; Feldberg, Greg ; Bookstaber, Rick. In: Working Papers. RePEc:ofr:wpaper:13-07.

Full description at Econpapers || Download paper

8
312013Systematic Scenario Selection: Stress Testing and the Nature of Uncertainty. (2013). Flood, Mark ; Korenko, George . In: Working Papers. RePEc:ofr:wpaper:13-02.

Full description at Econpapers || Download paper

8
322015The Application of Visual Analytics to Financial Stability Monitoring. (2015). Lemieux, Victoria ; Flood, Mark ; Varga, Margaret ; B. L. William Wong, . In: Working Papers. RePEc:ofr:wpaper:14-02.

Full description at Econpapers || Download paper

8
332014Design of Risk Weights. (2014). Kang, Wanmo ; Glasserman, Paul. In: Working Papers. RePEc:ofr:wpaper:14-06.

Full description at Econpapers || Download paper

8
342015Economic Uncertainty and Commodity Futures Volatility. (2015). Watugala, Sumudu. In: Working Papers. RePEc:ofr:wpaper:15-14.

Full description at Econpapers || Download paper

8
352015Gauging Form PF: Data Tolerances in Regulatory Reporting on Hedge Fund Risk Exposures. (2015). Flood, Mark ; Monin, Phillip ; Bandyopadhyay, Lina. In: Working Papers. RePEc:ofr:wpaper:15-13.

Full description at Econpapers || Download paper

7
362014A Map of Funding Durability and Risk. (2014). Wipf, Thomas ; Bookstaber, Rick ; Aguiar, Andrea. In: Working Papers. RePEc:ofr:wpaper:14-03.

Full description at Econpapers || Download paper

7
372016Interbank Contagion: An Agent-based Model Approach to Endogenously Formed Networks. (2016). Paddrik, Mark ; Zhang, Xingjia ; Yang, Steve ; Liu, Anqi. In: Working Papers. RePEc:ofr:wpaper:16-14.

Full description at Econpapers || Download paper

7
382016Stressed to the Core: Counterparty Concentrations and Systemic Losses in CDS Markets. (2016). Paddrik, Mark ; Rajan, Sriram ; Cetina, Jill. In: Working Papers. RePEc:ofr:wpaper:16-01.

Full description at Econpapers || Download paper

6
392018Swing Pricing for Mutual Funds: Breaking the Feedback Loop Between Fire Sales and Fund Runs. (2018). Glasserman, Paul ; Weber, Marko ; Capponi, Agostino. In: Working Papers. RePEc:ofr:wpaper:18-04.

Full description at Econpapers || Download paper

6
402016Form PF and Hedge Funds: Risk-measurement Precision for Option Portfolios. (2016). Flood, Mark ; Monin, Phillip. In: Working Papers. RePEc:ofr:wpaper:16-02.

Full description at Econpapers || Download paper

6
412014Effects of Limit Order Book Information Level on Market Stability Metrics. (2014). Paddrik, Mark ; Scherer, William ; Hayes, Roy ; Beling, Peter. In: Working Papers. RePEc:ofr:wpaper:14-09.

Full description at Econpapers || Download paper

5
422020Illiquidity in Intermediate Portfolios: Evidence from Large Hedge Funds. (2020). Barth, Daniel ; Monin, Phillip. In: Working Papers. RePEc:ofr:wpaper:20-03.

Full description at Econpapers || Download paper

5
432016The Market-implied Probability of European Government Intervention in Distressed Banks. (2016). Rajan, Sriram ; Neuberg, Richard ; Glasserman, Paul ; Kay, Benjamin. In: Working Papers. RePEc:ofr:wpaper:16-10.

Full description at Econpapers || Download paper

5
442019The Effects of the Volcker Rule on Corporate Bond Trading: Evidence from the Underwriting Exemption. (2019). Watugala, Sumudu ; Allahrakha, M. ; Cetina, Jill ; Munyan, Benjamin. In: Working Papers. RePEc:ofr:wpaper:19-02.

Full description at Econpapers || Download paper

5
452018Reducing Moral Hazard at the Expense of Market Discipline: The Effectiveness of Double Liability Before and During the Great Depression. (2018). Choi, Dong Beom ; Barth, Daniel ; Anderson, Haelim. In: Working Papers. RePEc:ofr:wpaper:18-06.

Full description at Econpapers || Download paper

4
462015The Effect of Negative Equity on Mortgage Default: Evidence from HAMP PRA. (2015). Scharlemann, Therese C ; Shore, Stephen H. In: Working Papers. RePEc:ofr:wpaper:15-06.

Full description at Econpapers || Download paper

4
472015Bounding Wrong-Way Risk in Measuring Counterparty Risk. (2015). Glasserman, Paul ; Yang, Linan. In: Working Papers. RePEc:ofr:wpaper:15-16.

Full description at Econpapers || Download paper

4
482017The Complexity of Bank Holding Companies: A New Measurement Approach. (2017). Flood, Mark ; Lumsdaine, Robin L ; Simon, Jonathan J ; Kenett, Dror Y. In: Working Papers. RePEc:ofr:wpaper:17-03.

Full description at Econpapers || Download paper

4
492015Market Liquidity and Heterogeneity in the Investor Decision Cycle. (2015). Bookstaber, Richard ; Foley, Michael D. ; Tivnan, Brian F.. In: Working Papers. RePEc:ofr:wpaper:15-03.

Full description at Econpapers || Download paper

3
502016Systemwide Commonalities in Market Liquidity. (2016). Flood, Mark ; Piontek, Thomas ; Liechty, John C. In: Working Papers. RePEc:ofr:wpaper:15-11.

Full description at Econpapers || Download paper

3
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12012A Survey of Systemic Risk Analytics. (2012). Lo, Andrew ; Flood, Mark ; Valavanis, Stavros ; Bisias, Dimitrios. In: Working Papers. RePEc:ofr:wpaper:12-01.

Full description at Econpapers || Download paper

55
22022Central Bank Digital Currency: Stability and Information. (2022). Keister, Todd ; Monnet, Cyril. In: Working Papers. RePEc:ofr:wpaper:22-04.

Full description at Econpapers || Download paper

18
32021Hedge Funds and the Treasury Cash-Futures Disconnect. (2021). Kahn, Robert ; Barth, Daniel. In: Working Papers. RePEc:ofr:wpaper:21-01.

Full description at Econpapers || Download paper

15
42015Dynamical Macroprudential Stress Testing Using Network Theory. (2015). Havlin, Shlomo ; Levy-Carciente, Sary ; Stanley, Eugene H ; Kenett, Dror Y ; Avakian, Adam. In: Working Papers. RePEc:ofr:wpaper:15-12.

Full description at Econpapers || Download paper

11
52015Reference Guide to U.S. Repo and Securities Lending Markets. (2015). Copeland, Adam ; Baklanova, Viktoria ; McCaughrin, Rebecca. In: Working Papers. RePEc:ofr:wpaper:15-17.

Full description at Econpapers || Download paper

9
62015Regulatory Arbitrage in Repo Markets. (2015). Munyan, Benjamin. In: Working Papers. RePEc:ofr:wpaper:15-22.

Full description at Econpapers || Download paper

7
72014Shadow Banking: The Money View. (2014). Pozsar, Zoltan. In: Working Papers. RePEc:ofr:wpaper:14-04.

Full description at Econpapers || Download paper

5
82021The Hedge Fund Industry is Bigger (and has Performed Better) Than You Think. (2021). wermers, russell ; Barth, Daniel ; Kauppila, Mikko ; Joenvaara, Juha. In: Working Papers. RePEc:ofr:wpaper:20-01.

Full description at Econpapers || Download paper

5
92015Systemic Risk: The Dynamics under Central Clearing. (2015). Cheng, Allen ; Rajan, Sriram ; Capponi, Agostino. In: Working Papers. RePEc:ofr:wpaper:15-08.

Full description at Econpapers || Download paper

3
102017How Likely is Contagion in Financial Networks?. (2017). Senyuz, Zeynep ; Young, Peyton ; Glasserman, Paul. In: Working Papers. RePEc:ofr:wpaper:13-06.

Full description at Econpapers || Download paper

3
112013Hedge Fund Contagion and Risk-adjusted Returns: A Markov-switching Dynamic Factor Approach. (2013). Senyuz, Zeynep ; Akay, Ozgur ; Yoldas, Emre. In: Working Papers. RePEc:ofr:wpaper:13-03.

Full description at Econpapers || Download paper

3
122015Are the Federal Reserves Stress Test Results Predictable?. (2015). Glasserman, Paul ; Tangirala, Gowtham . In: Working Papers. RePEc:ofr:wpaper:15-02.

Full description at Econpapers || Download paper

2
132023Anatomy of the Repo Rate Spikes in September 2019. (2023). Kahn, Robert ; Paddrik, Mark ; Nguyen, VY ; McCormick, Matthew ; Young, Peyton H. In: Working Papers. RePEc:ofr:wpaper:23-04.

Full description at Econpapers || Download paper

2
142014An Agent-based Model for Financial Vulnerability. (2014). Paddrik, Mark ; Bookstaber, Rick ; Tivnan, Brian. In: Working Papers. RePEc:ofr:wpaper:14-05.

Full description at Econpapers || Download paper

2
152017The OFR Financial Stress Index. (2017). Monin, Phillip. In: Working Papers. RePEc:ofr:wpaper:17-04.

Full description at Econpapers || Download paper

2
162016Systemwide Commonalities in Market Liquidity. (2016). Flood, Mark ; Piontek, Thomas ; Liechty, John C. In: Working Papers. RePEc:ofr:wpaper:15-11.

Full description at Econpapers || Download paper

2
172023Can Supply Shocks be Inflationary with a Flat Phillips Curve?. (2023). Phelan, Gregory ; Lhuillier, Jean-Paul. In: Working Papers. RePEc:ofr:wpaper:23-03.

Full description at Econpapers || Download paper

2
182013Stress Tests to Promote Financial Stability: Assessing Progress and Looking to the Future. (2013). Flood, Mark ; Glasserman, Paul ; Cetina, Jill ; Feldberg, Greg ; Bookstaber, Rick. In: Working Papers. RePEc:ofr:wpaper:13-10.

Full description at Econpapers || Download paper

2
192024The Who and How of Hedge Fund Risk Shifting. (2024). Gadgil, Salil ; Andrews, Spencer. In: Working Papers. RePEc:ofr:wpaper:24-07.

Full description at Econpapers || Download paper

2
Citing documents used to compute impact factor: 6
YearTitle
2024CBDC and the shadow of bank disintermediation: US stock market insights on threats and remedies. (2024). Hark, Paul F ; Beckmann, Lars ; Debener, Jorn ; Pfingsten, Andreas. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pb:s1544612324008985.

Full description at Econpapers || Download paper

2024The impact of central bank digital currency on macroeconomic dynamics: A DSGE analysis. (2024). Liu, Jianjian ; Xiao, Zumian ; Feng, Chao ; Xiang, Lijin. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s0264999324002876.

Full description at Econpapers || Download paper

2024CBDC and banking stability: Modeling cascading effects on reserves, lending, and liquidity. (2024). Tchounga, Anatole ; Brice, Gilles. In: Research in Economics. RePEc:eee:reecon:v:78:y:2024:i:4:s1090944324000693.

Full description at Econpapers || Download paper

2024A literature review on the design and implementation of central bank digital currencies. (2024). Takagi, Soichiro ; Genc, Huseyin Oguz. In: International Journal of Economic Policy Studies. RePEc:spr:ijoeps:v:18:y:2024:i:1:d:10.1007_s42495-023-00125-9.

Full description at Econpapers || Download paper

2024Central bank digital currency, financial technology level and regional financial stability. (2024). Wu, Junxian ; Meng, Yuqun ; Tu, Yongqian. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pa:s1059056024005902.

Full description at Econpapers || Download paper

2024Central Bank Digital Currencies and Financial Stability: Literature Review and New Questions. (2024). Cristian, Buzuriu Bogdan. In: Timisoara Journal of Economics and Business. RePEc:vrs:timjeb:v:17:y:2024:i:1:p:41-64:n:1003.

Full description at Econpapers || Download paper

Recent citations
Recent citations received in 2024

YearCiting document

Recent citations received in 2023

YearCiting document

Recent citations received in 2022

YearCiting document

Recent citations received in 2021

YearCiting document
2021Strategic Trading, Welfare and Prices with Futures Contracts. (2021). Dastarac, Hugues. In: Working papers. RePEc:bfr:banfra:841.

Full description at Econpapers || Download paper

2021Non-bank financial institutions and the functioning of government bond markets. (2021). Wooldridge, Philip ; Eren, Egemen. In: BIS Papers. RePEc:bis:bisbps:119.

Full description at Econpapers || Download paper

2021Non-bank financial intermediaries and financial stability. (2021). Shin, Hyun Song ; Schrimpf, Andreas ; Aramonte, Sirio. In: BIS Working Papers. RePEc:bis:biswps:972.

Full description at Econpapers || Download paper

2021Hedge fund portfolio selection with fund characteristics. (2021). Kauppila, Mikko ; Joenvaara, Juha ; Kahra, Hannu. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:132:y:2021:i:c:s0378426621001916.

Full description at Econpapers || Download paper

2021Hedge Fund Treasury Trading and Funding Fragility: Evidence from the COVID-19 Crisis. (2021). Watugala, Sumudu ; Monin, Phillip J ; Kruttli, Mathias S ; Petrasek, Lubomir. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2021-38.

Full description at Econpapers || Download paper

2021The Federal Reserve’s Market Functioning Purchases. (2021). Liu, Haoyang ; Fleming, Michael ; Podjasek, Rich ; Schurmeier, Jake. In: Staff Reports. RePEc:fip:fednsr:93540.

Full description at Econpapers || Download paper