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Center for Financial Institutions Working Papers / Wharton School Center for Financial Institutions, University of Pennsylvania

Citation Profile [Updated: 2026-05-04 07:00:09]
5 Years H Index
35
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 AIF CIF IF5 DOC CDO CIT NCI CCU D2Y C2Y D5Y C5Y SC %SC CiY II AII
1991 0 0.14 0 0 1 1 2 0 0 0 0 0 0.1
1992 0 0.14 0 0 1 2 0 0 1 1 0 0 0.09
1993 0 0.17 0 0 10 12 46 0 2 2 0 0 0.1
1994 0 0.15 0 0 21 33 287 0 11 12 0 0 0.08
1995 0.42 0.22 0.43 0.39 23 56 932 21 24 31 13 33 13 4 19 8 0.35 0.12
1996 0.75 0.24 0.49 0.64 51 107 502 48 76 44 33 56 36 23 47.9 8 0.16 0.13
1997 0.74 0.27 0.85 0.6 49 156 2573 129 208 74 55 106 64 29 22.5 44 0.9 0.15
1998 0.58 0.32 0.71 0.6 36 192 419 136 345 100 58 154 93 21 15.4 8 0.22 0.18
1999 0.94 0.4 0.83 0.66 50 242 835 201 546 85 80 180 119 17 8.5 18 0.36 0.26
2000 0.74 0.55 0.89 0.75 41 283 596 250 799 86 64 209 157 40 16 16 0.39 0.25
2001 0.82 0.48 0.89 0.75 42 325 479 285 1087 91 75 227 170 32 11.2 10 0.24 0.27
2002 0.92 0.55 0.97 0.89 41 366 547 356 1443 83 76 218 193 25 7 29 0.71 0.31
2003 1.02 0.52 0.98 0.83 11 377 63 371 1814 83 85 210 175 9 2.4 7 0.64 0.29
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
11997Efficiency of Financial Institutions: International Survey and Directions for Future Research. (1997). Berger, Allen ; Humphrey, David B.. In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:97-05.

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1490
21997Inside the Black Box: What Explains Differences in the Efficiencies of Financial Institutions?. (1997). Mester, Loretta ; Berger, Allen. In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:97-04.

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1193
31995The Role of Capital in Financial Institutions. (1995). Berger, Allen ; Herring, Richard J.. In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:95-01.

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384
41995The Transformation of the U.S. Banking Industry: What a Long, Strange Trip Its Been. (1995). Kashyap, Anil ; Berger, Allen ; Scalise, Joseph. In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:96-06.

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366
51999Diversity of Opinion and Financing of New Technologies. (1999). Gale, Douglas ; Allen, Franklin. In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:98-30.

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168
61999Real Estate Booms and Banking Busts: An International Perspective. (1999). wachter, susan ; Herring, Richard J.. In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:99-27.

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123
72000Conglomeration Versus Strategic Focus: Evidence from the Insurance Industry. (2000). Weiss, Mary ; Cummins, John ; Berger, Allen ; Zi, Hongmin. In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:99-29.

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115
81994Did Risk-Based Capital Allocate Bank Credit and Cause a `Credit Crunch in the U.S.?. (1994). Udell, Gregory ; Berger, Allen. In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:94-07.

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114
92001Comparative Financial Systems: A Survey. (2001). Gale, Douglas ; Allen, Franklin. In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:01-15.

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105
101998Financial Contagion Journal of Political Economy. (1998). Gale, Douglas ; Allen, Franklin. In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:98-31.

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95
111996Catastrophe Insurance, Capital Markets and Uninsurable Risks. (1996). russell, thomas ; Jaffee, Dwight M.. In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:96-12.

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94
121996The Effects of Megamergers on Efficiency and Prices: Evidence from a Bank Profit Function. (1996). Berger, Allen ; Akhavein, Jalal ; Humphrey, David B.. In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:96-03.

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93
132001Do Financial Institutions Matter?. (2001). Allen, Franklin. In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:01-04.

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90
141999Should Banking Supervision and Monetary Policy Tasks Be Given to Different Agencies. (1999). Di Giorgio, Giorgio ; di Noia, Carmine. In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:00-11.

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78
152002Parametric and Nonparametric Volatility Measurement. (2002). Diebold, Francis ; Bollerslev, Tim ; Andersen, Torben. In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:02-27.

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71
161998Pitfalls and Opportunities in the Use of Extreme Value Theory in Risk Management. (1998). Schuermann, Til ; Diebold, Francis ; Stroughair, John D.. In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:98-10.

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68
172000The Case of the Missing Market: The Bond Market and Why It Matters for Financial Development. (2000). Herring, Richard J. ; Chatusripitak, Nathporn . In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:01-08.

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65
181995Banks and Derivatives. (1995). Rosen, Richard ; Gorton, Gary. In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:95-07.

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62
192002Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange?. (2002). Vega, Clara ; Diebold, Francis ; Bollerslev, Tim ; Andersen, Torben. In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:02-23.

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61
201996How Are Derivatives Used? Evidence from the Mutual Fund Industry. (1996). Pontiff, Jeffrey ; Koski, Jennifer. In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:96-27.

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61
212000Recovering Risky Technologies Using the Almost Ideal Demand System: An Application to U.S. Banking. (2000). Mester, Loretta ; Lang, William ; Hughes, Joseph ; Moon, Choon-Geol. In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:97-47.

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59
222002Payout Policy. (2002). michaely, roni ; Allen, Franklin. In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:01-21.

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57
231997Risk Management by Insurers: An Analysis of the Process. (1997). Santomero, Anthony M.. In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:96-16.

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54
241994The Efficiency Cost of Market Power in the Banking Industry: A Test of the Quiet Life and Related Hypotheses. (1994). Hannan, Timothy ; Berger, Allen. In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:94-29.

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54
251999Overcoming the Inherent Dependency of DEA Efficiency Scores: A Bootstrap Approach. (1999). XUE, MEI ; Harker, Patrick T.. In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:99-17.

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54
262000Optimal Currency Crises. (2000). Gale, Douglas ; Allen, Franklin. In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:00-23.

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53
271997Commercial Bank Risk Management: An Analysis of the Process. (1997). Santomero, Anthony M.. In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:95-11.

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52
282002Financial Intermediation. (2002). Gorton, Gary ; Winton, Andrew. In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:02-28.

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49
291999The Distribution of Exchange Rate Volatility. (1999). Diebold, Francis ; Bollerslev, Tim ; Andersen, Torben ; Labys, Paul . In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:99-08.

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47
302001Modeling and Forecasting Realized Volatility. (2001). Diebold, Francis ; Bollerslev, Tim ; Andersen, Torben ; Labys, Paul . In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:01-01.

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47
311996The Theory of Financial Intermediation. (1996). Allen, Franklin ; Santomero, Anthony M.. In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:96-32.

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44
321999Don’t Put All Your Eggs in One Basket? Diversification and Specialization in Lending. (1999). Winton, Andrew. In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:00-16.

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37
332002Forecasting the Term Structure of Government Bond Yields. (2002). Diebold, Francis ; Li, Canlin. In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:02-34.

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36
341995Recovering Technologies that Account for Generalized Managerial Preferences: An Application to Non-Risk-Neutral Banks. (1995). Mester, Loretta ; Lang, William ; Hughes, Joseph ; Moon, Choon-Geol. In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:95-16.

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35
351994Bank Scale Economies, Mergers, Concentration, and Efficiency: The U.S. Experience. (1994). Berger, Allen ; Humphrey, David. In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:94-25.

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35
361976Optimal Financial Crises. (1976). Gale, Douglas ; Allen, Franklin. In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:97-01.

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33
371993Strategic Management and Financial Markets. (1993). Allen, Franklin. In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:94-04.

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32
382000The Distribution of Stock Return Volatility. (2000). Diebold, Francis ; Bollerslev, Tim ; Andersen, Torben ; Ebens, Heiko. In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:00-27.

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32
391999At Last the Internationalization of Retail Banking? The Case of the Spanish Banks in Latin America. (1999). Tschoegl, Adrian ; Guillen, Mauro F.. In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:99-41.

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32
402001Explaining the Dramatic Changes in Performance of U.S. Banks: Technological Change, Deregulation and Dynamic Changes in Competition. (2001). Mester, Loretta ; Berger, Allen. In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:01-22.

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30
411999What Do Financial Intermediaries Do?. (1999). Allen, Franklin ; Santomero, Anthony M.. In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:99-30.

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30
421998Horizon Problems and Extreme Events in Financial Risk Management. (1998). Schuermann, Til ; Diebold, Francis. In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:98-16.

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30
431999The Role of Real Annuities and Indexed Bonds in an Individual Accounts Retirement Program. (1999). Poterba, James ; Mitchell, Olivia ; Brown, Jeffrey. In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:99-18.

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30
442000Ratings Migration and the Business Cycle, With Application to Credit Portfolio Stress Testing. (2000). Schuermann, Til ; Diebold, Francis ; Bangia, Anil. In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:00-26.

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30
451997On the Pricing of Intermediated Risks: Theory and Application to Catastrophe Reinsurance. (1997). Froot, Kenneth ; Paul G. J. O'connell, . In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:97-24.

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29
461999What Explains the Dramatic Changes in Cost and Profit Performance of the U.S. Banking Industry?. (1999). Mester, Loretta ; Berger, Allen. In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:99-10.

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29
471996Financial Pricing of Insurance in the Multiple Line Insurance Company. (1996). Phillips, Richard ; Cummins, John ; Allen, Franklin. In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:96-09.

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28
481997Financial Innovation in the Management of Catastrophe Risk. (1997). Doherty, Neil A.. In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:98-12.

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28
491998Analyzing Firm Performance in the Insurance Industry Using Frontier Efficiency Methods. (1998). Weiss, Mary ; Cummins, John. In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:98-22.

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28
502002Changes in the Ownership and Governance of Securities Exchanges: Causes and Consequences. (2002). Steil, Benn. In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:02-15.

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27
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
11997Efficiency of Financial Institutions: International Survey and Directions for Future Research. (1997). Berger, Allen ; Humphrey, David B.. In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:97-05.

Full description at Econpapers || Download paper

64
21997Inside the Black Box: What Explains Differences in the Efficiencies of Financial Institutions?. (1997). Mester, Loretta ; Berger, Allen. In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:97-04.

Full description at Econpapers || Download paper

43
31999Diversity of Opinion and Financing of New Technologies. (1999). Gale, Douglas ; Allen, Franklin. In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:98-30.

Full description at Econpapers || Download paper

11
42001Comparative Financial Systems: A Survey. (2001). Gale, Douglas ; Allen, Franklin. In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:01-15.

Full description at Econpapers || Download paper

11
51995The Role of Capital in Financial Institutions. (1995). Berger, Allen ; Herring, Richard J.. In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:95-01.

Full description at Econpapers || Download paper

10
61995The Transformation of the U.S. Banking Industry: What a Long, Strange Trip Its Been. (1995). Kashyap, Anil ; Berger, Allen ; Scalise, Joseph. In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:96-06.

Full description at Econpapers || Download paper

8
72001Modeling and Forecasting Realized Volatility. (2001). Diebold, Francis ; Bollerslev, Tim ; Andersen, Torben ; Labys, Paul . In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:01-01.

Full description at Econpapers || Download paper

7
82000Conglomeration Versus Strategic Focus: Evidence from the Insurance Industry. (2000). Weiss, Mary ; Cummins, John ; Berger, Allen ; Zi, Hongmin. In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:99-29.

Full description at Econpapers || Download paper

5
91999Don’t Put All Your Eggs in One Basket? Diversification and Specialization in Lending. (1999). Winton, Andrew. In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:00-16.

Full description at Econpapers || Download paper

5
101997Commercial Bank Risk Management: An Analysis of the Process. (1997). Santomero, Anthony M.. In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:95-11.

Full description at Econpapers || Download paper

4
111999Real Estate Booms and Banking Busts: An International Perspective. (1999). wachter, susan ; Herring, Richard J.. In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:99-27.

Full description at Econpapers || Download paper

4
122001Do Financial Institutions Matter?. (2001). Allen, Franklin. In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:01-04.

Full description at Econpapers || Download paper

4
131994Did Risk-Based Capital Allocate Bank Credit and Cause a `Credit Crunch in the U.S.?. (1994). Udell, Gregory ; Berger, Allen. In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:94-07.

Full description at Econpapers || Download paper

3
141995Banks and Derivatives. (1995). Rosen, Richard ; Gorton, Gary. In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:95-07.

Full description at Econpapers || Download paper

3
152000What Is Optimal Financial Regulation?. (2000). Herring, Richard J. ; Santomero, Anthony M.. In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:00-34.

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2
161999The Distribution of Exchange Rate Volatility. (1999). Diebold, Francis ; Bollerslev, Tim ; Andersen, Torben ; Labys, Paul . In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:99-08.

Full description at Econpapers || Download paper

2
171999Overcoming the Inherent Dependency of DEA Efficiency Scores: A Bootstrap Approach. (1999). XUE, MEI ; Harker, Patrick T.. In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:99-17.

Full description at Econpapers || Download paper

2
182002Parametric and Nonparametric Volatility Measurement. (2002). Diebold, Francis ; Bollerslev, Tim ; Andersen, Torben. In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:02-27.

Full description at Econpapers || Download paper

2
191997Evaluating Density Forecasts. (1997). Tay, Anthony S ; Diebold, Francis ; Gunther, Todd A.. In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:97-37.

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2
201993Strategic Management and Financial Markets. (1993). Allen, Franklin. In: Center for Financial Institutions Working Papers. RePEc:wop:pennin:94-04.

Full description at Econpapers || Download paper

2
Citing documents used to compute impact factor:
YearTitle
Recent citations