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Citation Profile [Updated: 2026-05-04 07:00:09]
5 Years H Index
15
Impact Factor (IF)
0.58
5 Years IF
1.03
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 3 484 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 44 235 99 223 18 21 21 75 10 10.1 15 0.65 0.36
2016 1.45 0.63 1.98 2.16 15 59 110 116 340 31 45 44 95 14 12.1 14 0.93 0.34
2017 1.32 0.61 1.78 1.61 8 67 47 119 459 38 50 59 95 1 0.8 1 0.13 0.34
2018 1.17 0.6 1.74 1.03 5 72 9 125 584 23 27 64 66 0 0 0.34
2019 0.77 0.61 1.18 0.88 4 76 7 89 674 13 10 59 52 2 2.2 0 0.35
2020 0.44 0.68 1.4 0.96 5 81 11 113 787 9 4 55 53 6 5.3 2 0.4 0.72
2021 0.67 0.87 1.33 0.84 5 86 36 114 901 9 6 37 31 4 3.5 6 1.2 0.36
2022 1.2 0.66 0.8 0.81 6 92 30 74 975 10 12 27 22 1 1.4 0 0.21
2023 0.82 0.48 0.67 0.36 10 102 6 68 1043 11 9 25 9 1 1.5 0 0.16
2024 0.38 0.47 0.42 0.53 9 111 3 47 1090 16 6 30 16 0 0 0.18
2025 0.58 0.65 0.63 1.03 5 116 0 73 1163 19 11 35 36 2 2.7 0 0.24
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

460
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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

39
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
62014An 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
72015Are 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
82012Using 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
92015Regulatory Arbitrage in Repo Markets. (2015). Munyan, Benjamin. In: Working Papers. RePEc:ofr:wpaper:15-22.

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25
102021Hedge Funds and the Treasury Cash-Futures Disconnect. (2021). Kahn, Robert ; Barth, Daniel. In: Working Papers. RePEc:ofr:wpaper:21-01.

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25
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
152015Are 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
162016Does OTC Derivatives Reform Incentivize Central Clearing?. (2016). Ghamami, Samim ; Glasserman, Paul. In: Working Papers. RePEc:ofr:wpaper:16-07.

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15
172015Hidden 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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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
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.

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12
212015Systemic 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
222013CoCos, 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
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
252015Economic Uncertainty and Commodity Futures Volatility. (2015). Watugala, Sumudu. In: Working Papers. RePEc:ofr:wpaper:15-14.

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9
262016The 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
272016Interconnectedness in the Global Financial Market. (2016). Raddant, Matthias ; Kenett, Dror Y. In: Working Papers. RePEc:ofr:wpaper:16-09.

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9
282021The 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
292016Contagion in the CDS Market. (2016). Paddrik, Mark ; Young, Peyton H. In: Working Papers. RePEc:ofr:wpaper:16-12.

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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:13-10.

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8
312013Stress 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
322013Systematic 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
332015The 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
342014Design of Risk Weights. (2014). Kang, Wanmo ; Glasserman, Paul. In: Working Papers. RePEc:ofr:wpaper:14-06.

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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
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.

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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.

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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.

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6
412019The 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
422014Effects 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
432020Illiquidity 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
442016The 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
452015Bounding 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
462015Contagion in Financial Networks. (2015). Young, Peyton H ; Glasserman, Paul. In: Working Papers. RePEc:ofr:wpaper:15-21.

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5
472015The 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
482018Reducing 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
492015The 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
502017The 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
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

31
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
32015Dynamical 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
42021Hedge 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

8
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

7
62015Regulatory Arbitrage in Repo Markets. (2015). Munyan, Benjamin. In: Working Papers. RePEc:ofr:wpaper:15-22.

Full description at Econpapers || Download paper

6
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.

Full description at Econpapers || Download paper

5
82024The 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
92023Can 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
102013The 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
112017The OFR Financial Stress Index. (2017). Monin, Phillip. In: Working Papers. RePEc:ofr:wpaper:17-04.

Full description at Econpapers || Download paper

2
122015Contagion in Financial Networks. (2015). Young, Peyton H ; Glasserman, Paul. In: Working Papers. RePEc:ofr:wpaper:15-21.

Full description at Econpapers || Download paper

2
132015Systemic 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

2
142014Shadow Banking: The Money View. (2014). Pozsar, Zoltan. In: Working Papers. RePEc:ofr:wpaper:14-04.

Full description at Econpapers || Download paper

2
152023Anatomy 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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2
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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2
Citing documents used to compute impact factor: 11
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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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 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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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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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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