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Citation Profile [Updated: 2026-06-12 21:57:20]
5 Years H Index
16
Impact Factor (IF)
0.63
5 Years IF
1.09
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
2012 0 0.67 5.33 0 3 3 487 16 16 0 0 0 16 5.33 0.36
2013 10.67 0.65 3.85 10.67 10 13 59 50 66 3 32 3 32 6 12 16 1.6 0.34
2014 3.77 0.67 2.62 3.77 8 21 90 51 121 13 49 13 49 4 7.8 2 0.25 0.34
2015 1.17 0.65 2.32 3.57 23 44 238 99 223 18 21 21 75 10 10.1 15 0.65 0.36
2016 1.45 0.63 2 2.18 15 59 110 117 341 31 45 44 96 14 12 14 0.93 0.34
2017 1.32 0.61 1.78 1.61 8 67 47 119 460 38 50 59 95 1 0.8 1 0.13 0.34
2018 1.17 0.6 1.74 1.03 5 72 9 125 585 23 27 64 66 0 0 0.34
2019 0.77 0.61 1.18 0.88 4 76 7 89 675 13 10 59 52 2 2.2 0 0.35
2020 0.44 0.68 1.4 0.96 5 81 11 113 788 9 4 55 53 6 5.3 2 0.4 0.72
2021 0.67 0.87 1.34 0.84 5 86 39 115 903 9 6 37 31 4 3.5 6 1.2 0.36
2022 1.2 0.66 0.8 0.81 6 92 30 74 977 10 12 27 22 1 1.4 0 0.21
2023 0.82 0.48 0.67 0.36 10 102 7 68 1045 11 9 25 9 1 1.5 0 0.16
2024 0.38 0.46 0.43 0.53 9 111 3 48 1093 16 6 30 16 0 0 0.18
2025 0.63 0.63 0.66 1.09 5 116 0 77 1170 19 12 35 38 2 2.6 0 0.23
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.

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463
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

47
32014Shadow Banking: The Money View. (2014). Pozsar, Zoltan. In: Working Papers. RePEc:ofr:wpaper:14-04.

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44
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.

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40
52022Central Bank Digital Currency: Stability and Information. (2022). Keister, Todd ; Monnet, Cyril. In: Working Papers. RePEc:ofr:wpaper:22-04.

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31
62015Are the Borrowing Costs of Large Financial Firms Unusual?. (2015). Zarutskie, Rebecca ; Anderson, Christopher ; Ahmed, Javed. In: Working Papers. RePEc:ofr:wpaper:15-10.

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28
72014An Agent-based Model for Financial Vulnerability. (2014). Paddrik, Mark ; Bookstaber, Rick ; Tivnan, Brian. In: Working Papers. RePEc:ofr:wpaper:14-05.

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28
82021Hedge Funds and the Treasury Cash-Futures Disconnect. (2021). Kahn, Robert ; Barth, Daniel. In: Working Papers. RePEc:ofr:wpaper:21-01.

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27
92012Using Agent-Based Models for Analyzing Threats to Financial Stability. (2012). Bookstaber, Richard. In: Working Papers. RePEc:ofr:wpaper:12-03.

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27
102015Regulatory Arbitrage in Repo Markets. (2015). Munyan, Benjamin. In: Working Papers. RePEc:ofr:wpaper:15-22.

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26
112016Bank Networks and Systemic Risk: Evidence from the National Banking Acts. (2016). Wang, Jessie ; Paddrik, Mark. In: Working Papers. RePEc:ofr:wpaper:16-13.

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22
122013Hedge 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.

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21
132017How Likely is Contagion in Financial Networks?. (2017). Senyuz, Zeynep ; Young, Peyton ; Glasserman, Paul. In: Working Papers. RePEc:ofr:wpaper:13-06.

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

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17
152015Hidden Illiquidity with Multiple Central Counterparties. (2015). Glasserman, Paul ; Yuan, Kai ; Moallemi, Ciamac C. In: Working Papers. RePEc:ofr:wpaper:15-07.

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16
162015Are the Federal Reserves Stress Test Results Predictable?. (2015). Glasserman, Paul ; Tangirala, Gowtham . In: Working Papers. RePEc:ofr:wpaper:15-02.

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16
172016Does OTC Derivatives Reform Incentivize Central Clearing?. (2016). Ghamami, Samim ; Glasserman, Paul. In: Working Papers. RePEc:ofr:wpaper:16-07.

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

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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.

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13
202013CoCos, Bail-in, and Tail Risk. (2013). Glasserman, Paul ; Chen, Nan ; Pelger, Markus ; Nouri, Behzad. In: Working Papers. RePEc:ofr:wpaper:13-01.

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12
212016Do 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.

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12
222015Systemic Risk: The Dynamics under Central Clearing. (2015). Cheng, Allen ; Rajan, Sriram ; Capponi, Agostino. In: Working Papers. RePEc:ofr:wpaper:15-08.

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

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11
242017The OFR Financial Stress Index. (2017). Monin, Phillip. In: Working Papers. RePEc:ofr:wpaper:17-04.

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10
252016The Real Consequences of Bank Mortgage Lending Standards. (2016). Driscoll, John ; Vojtech, Cindy M ; Kay, Benjamin S. In: Working Papers. RePEc:ofr:wpaper:16-05.

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9
262016Interconnectedness in the Global Financial Market. (2016). Raddant, Matthias ; Kenett, Dror Y. In: Working Papers. RePEc:ofr:wpaper:16-09.

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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.

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

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9
292015Economic Uncertainty and Commodity Futures Volatility. (2015). Watugala, Sumudu. In: Working Papers. RePEc:ofr:wpaper:15-14.

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9
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.

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

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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.

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

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8
342013Stress 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.

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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.

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

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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.

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7
382018Swing 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.

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6
392016Form PF and Hedge Funds: Risk-measurement Precision for Option Portfolios. (2016). Flood, Mark ; Monin, Phillip. In: Working Papers. RePEc:ofr:wpaper:16-02.

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6
402016Stressed 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.

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6
412016The 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.

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5
422015Bounding Wrong-Way Risk in Measuring Counterparty Risk. (2015). Glasserman, Paul ; Yang, Linan. In: Working Papers. RePEc:ofr:wpaper:15-16.

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5
432015Contagion in Financial Networks. (2015). Young, Peyton H ; Glasserman, Paul. In: Working Papers. RePEc:ofr:wpaper:15-21.

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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.

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5
452014Effects 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.

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5
462020Illiquidity in Intermediate Portfolios: Evidence from Large Hedge Funds. (2020). Barth, Daniel ; Monin, Phillip. In: Working Papers. RePEc:ofr:wpaper:20-03.

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5
472018Reducing 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.

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4
482015The 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.

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4
492017The 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.

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4
502015The Difficult Business of Measuring Banks Liquidity: Understanding the Liquidity Coverage Ratio. (2015). Gleason, Katherine ; Cetina, Jill. In: Working Papers. RePEc:ofr:wpaper:15-20.

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4
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

33
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

30
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

10
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

9
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

8
62015Regulatory Arbitrage in Repo Markets. (2015). Munyan, Benjamin. In: Working Papers. RePEc:ofr:wpaper:15-22.

Full description at Econpapers || Download paper

7
72021The 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.

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5
82013The History of Cyclical Macroprudential Policy in the United States. (2013). Flood, Mark ; Lehnert, Andreas ; Feldberg, Greg ; Elliott, Douglas J. In: Working Papers. RePEc:ofr:wpaper:13-05.

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3
92023Anatomy 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.

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3
102023Can Supply Shocks be Inflationary with a Flat Phillips Curve?. (2023). Phelan, Gregory ; Lhuillier, Jean-Paul. In: Working Papers. RePEc:ofr:wpaper:23-03.

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3
112024The Who and How of Hedge Fund Risk Shifting. (2024). Gadgil, Salil ; Andrews, Spencer. In: Working Papers. RePEc:ofr:wpaper:24-07.

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3
122015Contagion in Financial Networks. (2015). Young, Peyton H ; Glasserman, Paul. In: Working Papers. RePEc:ofr:wpaper:15-21.

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2
132021Counterparty Choice, Bank Interconnectedness, and Systemic Risk. (2021). Kim, Dasol ; Ellul, Andrew. In: Working Papers. RePEc:ofr:wpaper:21-03.

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2
142015Are 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
152017The OFR Financial Stress Index. (2017). Monin, Phillip. In: Working Papers. RePEc:ofr:wpaper:17-04.

Full description at Econpapers || Download paper

2
162014Shadow Banking: The Money View. (2014). Pozsar, Zoltan. In: Working Papers. RePEc:ofr:wpaper:14-04.

Full description at Econpapers || Download paper

2
172015Systemic Risk: The Dynamics under Central Clearing. (2015). Cheng, Allen ; Rajan, Sriram ; Capponi, Agostino. In: Working Papers. RePEc:ofr:wpaper:15-08.

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2
Citing documents used to compute impact factor: 12
YearTitle
2025Financial Risks in Flooding: Bank Response to Climate-Induced Natural Disasters. (2025). Ryan, Alexander. In: 2025 AAEA & WAEA Joint Annual Meeting, July 27-29, 2025, Denver, CO. RePEc:ags:aaea25:360730.

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2025Are Hedge Funds a Hedge for Increasing Government Debt Issuance?. (2025). Epp, Adam ; Gao, Jeffrey. In: Discussion Papers. RePEc:bca:bocadp:25-07.

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2025Les fonds de couverture : un filet pour l’augmentation des émissions d’obligations du gouvernement?. (2025). Epp, Adam ; Gao, Jeffrey. In: Discussion Papers. RePEc:bca:bocadp:25-07fr.

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2025A COMPARATIVE HISTORICAL ANALYSIS OF TRADITIONAL ASSET CLASSES IN THE EUROPEAN UNION: THE CASE OF HEDGE FUNDS. (2025). Stockbauer, Jana. In: EUFIRE Conference Proceedings Series. RePEc:cxa:eu2025:v:1:y:2025:i:1:p:386-408.

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2025The Return of Inflation: Look-Through Policy Under Incomplete Information. (2025). Traficante, Guido ; Buss, Ginters. In: Working Papers. RePEc:ltv:wpaper:202502.

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2025The Return of Inflation: Look-Through Policy Under Incomplete Information. (2025). Buss, Ginters ; Traficante, Guido. In: Dynare Working Papers. RePEc:cpm:dynare:085.

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2025The slope of the Phillips curve for service prices in Japan: Regional panel data approach. (2025). Okuda, Tatsushi ; Kishaba, Yui. In: Journal of the Japanese and International Economies. RePEc:eee:jjieco:v:78:y:2025:i:c:s0889158325000371.

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2025Rewiring repo. (2025). Yankov, Vladimir ; Klee, Elizabeth ; Chang, Jin-Wook. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2025-13.

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2025Treasury Tri-party Repo Pricing. (2025). Paddrik, Mark ; Ramirez, Carlos. In: Working Papers. RePEc:ofr:wpaper:25-07.

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2025The Joint Determination of Haircuts and Interest Rates for Collateralized Loans in Shadow Banking. (2025). Hao, Jinji. In: Management Science. RePEc:inm:ormnsc:v:71:y:2025:i:11:p:9485-9502.

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2025The macroeconomic effects of a greener technology mix. (2025). Gazzani, Andrea Giovanni ; Natoli, Filippo ; Ferriani, Fabrizio. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1482_25.

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2025Risky finance, riskier climate: when financial instability meets climate risks on the bridge of sustainability uncertainty. (2025). GAIES, Brahim. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:80:y:2025:i:c:s1062940825001329.

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Recent citations
Recent citations received in 2024

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Recent citations received in 2023

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Recent citations received in 2022

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