4.6
Impact Factor
3.73
5-Years IF
7
5-Years H index
ESRB Occasional Paper Series / European Systemic Risk Board
[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ]
[more data in EconPapers] [
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Main indicators
Raw data
| IF | AIF | IF5 | DOC | CDO | CCU | CIF | CIT | D2Y | C2Y | D5Y | C5Y | %SC | CiY | II | AII | |
| 1990 | 0.11 | 0 | 0 | 0 | (%) | 0.06 | ||||||||||
| 1991 | 0.1 | 0 | 0 | 0 | (%) | 0.04 | ||||||||||
| 1992 | 0.1 | 0 | 0 | 0 | (%) | 0.05 | ||||||||||
| 1993 | 0.13 | 0 | 0 | 0 | (%) | 0.06 | ||||||||||
| 1994 | 0.14 | 0 | 0 | 0 | (%) | 0.06 | ||||||||||
| 1995 | 0.17 | 0 | 0 | 0 | (%) | 0.1 | ||||||||||
| 1996 | 0.22 | 0 | 0 | 0 | (%) | 0.09 | ||||||||||
| 1997 | 0.22 | 0 | 0 | 0 | (%) | 0.09 | ||||||||||
| 1998 | 0.24 | 0 | 0 | 0 | (%) | 0.12 | ||||||||||
| 1999 | 0.3 | 0 | 0 | 0 | (%) | 0.15 | ||||||||||
| 2000 | 0.36 | 0 | 0 | 0 | (%) | 0.14 | ||||||||||
| 2001 | 0.36 | 0 | 0 | 0 | (%) | 0.16 | ||||||||||
| 2002 | 0.37 | 0 | 0 | 0 | (%) | 0.18 | ||||||||||
| 2003 | 0.39 | 0 | 0 | 0 | (%) | 0.19 | ||||||||||
| 2004 | 0.4 | 0 | 0 | 0 | (%) | 0.18 | ||||||||||
| 2005 | 0.42 | 0 | 0 | 0 | (%) | 0.2 | ||||||||||
| 2006 | 0.45 | 0 | 0 | 0 | (%) | 0.19 | ||||||||||
| 2007 | 0.38 | 0 | 0 | 0 | (%) | 0.16 | ||||||||||
| 2008 | 0.39 | 0 | 0 | 0 | (%) | 0.17 | ||||||||||
| 2009 | 0.36 | 0 | 0 | 0 | (%) | 0.17 | ||||||||||
| 2010 | 0.34 | 0 | 0 | 0 | (%) | 0.15 | ||||||||||
| 2011 | 0.4 | 0 | 0 | 0 | (%) | 0.19 | ||||||||||
| 2012 | 0.44 | 1 | 1 | 0 | 0 | (%) | 0.2 | |||||||||
| 2013 | 0.49 | 3 | 4 | 32 | 1 | 1 | 1 (3.1%) | 0.2 | ||||||||
| 2014 |  2.75 | 0.52 | 2.75 | 2 | 6 | 14 | 2.33 | 43 | 4 | 11 | 4 | 11 | 2 (4.7%) | 2 | 1 | 0.23 |
| 2015 | 2.8 | 0.54 | 2.33 | 2 | 8 | 15 | 1.88 | 8 | 5 | 14 | 6 | 14 | (%) | 1 | 0.5 | 0.24 |
| 2016 | 3.75 | 0.6 | 2.13 | 3 | 11 | 22 | 2 | 37 | 4 | 15 | 8 | 17 | (%) | 4 | 1.33 | 0.27 |
| 2017 | 4.6 | 0.64 | 3.73 | 2 | 13 | 47 | 3.62 | 6 | 5 | 23 | 11 | 41 | (%) | 0.28 |
| IF: | Impact Factor: C2Y / D2Y |
| AIF: | Average Impact Factor for series in RePEc in year y |
| IF5: | Impact Factor: C5Y / D5Y |
| DOC: | Number of documents published in year y |
| CDO: | Cumulative number of documents published until year y |
| CCU: | Cumulative number of citations to papers published until year y |
| CIF: | Cumulative impact factor |
| CIT: | Number of citations to papers published in 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: | 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:
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2014 | Operationalising the countercyclical capital buffer: indicator selection, threshold identification and calibration options. (2014). Welz, Peter ; Lang, Jan Hannes ; Klaus, Benjamin ; Kakes, Jan ; Giordana, Gastón ; Detken, Carsten ; Castro, Christian ; Bonfim, Diana ; Boucinha, Miguel ; Alessi, Lucia ; Weeken, Olaf . In: ESRB Occasional Paper Series. RePEc:srk:srkops:201405. Full description at Econpapers || Download paper | 42 |
| 2 | 2016 | Shedding light on dark markets: First insights from the new EU-wide OTC derivatives dataset. (2016). Fache Rousová, Linda ; Langfield, Sam ; Hoffmann, Peter ; Aldasoro, Iñaki ; Abad, Jorge ; Rousova, Linda Fache ; D'Errico, Marco ; Aymanns, Christoph . In: ESRB Occasional Paper Series. RePEc:srk:srkops:201611. Full description at Econpapers || Download paper | 30 |
| 3 | 2013 | The structure and resilience of the European interbank market. (2013). Sánchez Serrano, Antonio ; Liedorp, Franka ; Langfield, Sam ; Jurca, Pavol ; Franchini, Pietro ; Alves, Ivan ; Heam, Jean-Cyprien ; Ferrari, Stijn . In: ESRB Occasional Paper Series. RePEc:srk:srkops:201303. Full description at Econpapers || Download paper | 20 |
| 4 | 2013 | Assessing contagion risks from the CDS market. (2013). Peltonen, Tuomas ; Gabrieli, Silvia ; CLERC, Laurent ; Brunnermeier, Markus ; Kern, Steffen ; el Omari, Yanis . In: ESRB Occasional Paper Series. RePEc:srk:srkops:201304. Full description at Econpapers || Download paper | 13 |
| 5 | 2015 | Identifying early warning indicators for real estate-related banking crises. (2015). Pirovano, Mara ; Cornacchia, Wanda ; Ferrari, Stijn . In: ESRB Occasional Paper Series. RePEc:srk:srkops:201508. Full description at Econpapers || Download paper | 8 |
| 6 | 2016 | Assessing shadow banking â non-bank financial intermediation in Europe. (2016). Weistroffer, Christian ; Killeen, Neill ; Haquin, Jean-Baptiste ; Grillet-Aubert, Laurent ; Jackson, Clive . In: ESRB Occasional Paper Series. RePEc:srk:srkops:201610. Full description at Econpapers || Download paper | 7 |
| 7 | 2016 | Indirect contagion: the policy problem. (2016). Portes, Richard ; Peltonen, Tuomas ; Langfield, Sam ; CLERC, Laurent ; Giovannini, Alberto . In: ESRB Occasional Paper Series. RePEc:srk:srkops:201609. Full description at Econpapers || Download paper | 7 |
| 8 | 2017 | A new database for financial crises in European countries. (2017). Peltonen, Tuomas ; Detken, Carsten ; Lang, Jan Hannes ; Kusmierczyk, Piotr ; Klaus, Benjamin ; Bengtsson, Elias ; Basten, Marisa ; Koban, Anne ; lo Duca, Marco. In: ESRB Occasional Paper Series. RePEc:srk:srkops:201713. Full description at Econpapers || Download paper | 4 |
| 9 | 2017 | Assessing the cyclical implications of IFRS 9 ââ¬â a recursive model. (2017). Abad, Jorge ; Suarez, Javier. In: ESRB Occasional Paper Series. RePEc:srk:srkops:201712. Full description at Econpapers || Download paper | 2 |
| 10 | 2014 | Securities financing transactions and the (re)use of collateral in Europe â An analysis of the first data collection conducted by the ESRB from a sample of European banks and agent lenders. (2014). Liu, Zijun ; Bouveret, Antoine ; Picillo, Cristina ; Mazzacurati, Julien ; Keller, Joachim . In: ESRB Occasional Paper Series. RePEc:srk:srkops:201406. Full description at Econpapers || Download paper | 1 |
| 11 | 2018 | From the horseâs mouth: surveying responses to stress by banks and insurers. (2018). Langfield, Sam ; Weeken, Olaf ; Brinkhoff, Jeroen . In: ESRB Occasional Paper Series. RePEc:srk:srkops:201815. Full description at Econpapers || Download paper | 1 |
50 most relevant documents in this series (papers most cited in the last two years)
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2014 | Operationalising the countercyclical capital buffer: indicator selection, threshold identification and calibration options. (2014). Welz, Peter ; Lang, Jan Hannes ; Klaus, Benjamin ; Kakes, Jan ; Giordana, Gastón ; Detken, Carsten ; Castro, Christian ; Bonfim, Diana ; Boucinha, Miguel ; Alessi, Lucia ; Weeken, Olaf . In: ESRB Occasional Paper Series. RePEc:srk:srkops:201405. Full description at Econpapers || Download paper | 34 |
| 2 | 2016 | Shedding light on dark markets: First insights from the new EU-wide OTC derivatives dataset. (2016). Fache Rousová, Linda ; Langfield, Sam ; Hoffmann, Peter ; Aldasoro, Iñaki ; Abad, Jorge ; Rousova, Linda Fache ; D'Errico, Marco ; Aymanns, Christoph . In: ESRB Occasional Paper Series. RePEc:srk:srkops:201611. Full description at Econpapers || Download paper | 30 |
| 3 | 2013 | The structure and resilience of the European interbank market. (2013). Sánchez Serrano, Antonio ; Liedorp, Franka ; Langfield, Sam ; Jurca, Pavol ; Franchini, Pietro ; Alves, Ivan ; Heam, Jean-Cyprien ; Ferrari, Stijn . In: ESRB Occasional Paper Series. RePEc:srk:srkops:201303. Full description at Econpapers || Download paper | 9 |
| 4 | 2016 | Assessing shadow banking â non-bank financial intermediation in Europe. (2016). Weistroffer, Christian ; Killeen, Neill ; Haquin, Jean-Baptiste ; Grillet-Aubert, Laurent ; Jackson, Clive . In: ESRB Occasional Paper Series. RePEc:srk:srkops:201610. Full description at Econpapers || Download paper | 7 |
| 5 | 2016 | Indirect contagion: the policy problem. (2016). Portes, Richard ; Peltonen, Tuomas ; Langfield, Sam ; CLERC, Laurent ; Giovannini, Alberto . In: ESRB Occasional Paper Series. RePEc:srk:srkops:201609. Full description at Econpapers || Download paper | 7 |
| 6 | 2015 | Identifying early warning indicators for real estate-related banking crises. (2015). Pirovano, Mara ; Cornacchia, Wanda ; Ferrari, Stijn . In: ESRB Occasional Paper Series. RePEc:srk:srkops:201508. Full description at Econpapers || Download paper | 7 |
| 7 | 2013 | Assessing contagion risks from the CDS market. (2013). Peltonen, Tuomas ; Gabrieli, Silvia ; CLERC, Laurent ; Brunnermeier, Markus ; Kern, Steffen ; el Omari, Yanis . In: ESRB Occasional Paper Series. RePEc:srk:srkops:201304. Full description at Econpapers || Download paper | 5 |
| 8 | 2017 | A new database for financial crises in European countries. (2017). Peltonen, Tuomas ; Detken, Carsten ; Lang, Jan Hannes ; Kusmierczyk, Piotr ; Klaus, Benjamin ; Bengtsson, Elias ; Basten, Marisa ; Koban, Anne ; lo Duca, Marco. In: ESRB Occasional Paper Series. RePEc:srk:srkops:201713. Full description at Econpapers || Download paper | 4 |
| 9 | 2017 | Assessing the cyclical implications of IFRS 9 ââ¬â a recursive model. (2017). Abad, Jorge ; Suarez, Javier. In: ESRB Occasional Paper Series. RePEc:srk:srkops:201712. Full description at Econpapers || Download paper | 2 |
Citing documents used to compute impact factor 23:
| Year | Title | |
|---|---|---|
| 2017 | An analytical framework to calibrate macroprudential policy. (2017). Gabrieli, Silvia ; Scalone, V ; Piquard, T ; Lopez, P ; Idier, J ; Devulder, A ; Couaillier, C ; Bennani, T. In: Working papers. RePEc:bfr:banfra:648. Full description at Econpapers || Download paper | |
| 2017 | M-PRESS-CreditRisk: A holistic micro- and macroprudential approach to capital requirements. (2017). Tente, Natalia ; Slopek, Ulf ; von Westernhagen, Natalja . In: Discussion Papers. RePEc:zbw:bubdps:152017. Full description at Econpapers || Download paper | |
| 2017 | Mapping the interconnectedness between EU banks and shadow banking entities. (2017). Portes, Richard ; Peltonen, Tuomas ; Killeen, Neill ; Abad, Jorge ; Urbano, Teresa ; Luz, Vera ; D'Errico, Marco. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:11919. Full description at Econpapers || Download paper | |
| 2017 | Mapping the interconnectedness between EU banks and shadow banking entities. (2017). Portes, Richard ; Peltonen, Tuomas ; Killeen, Neill ; Abad, Jorge ; Urbano, Teresa ; Luz, Vera ; Derrico, Marco. In: ESRB Working Paper Series. RePEc:srk:srkwps:201740. Full description at Econpapers || Download paper | |
| 2017 | Mapping the Interconnectedness between EU Banks and Shadow Banking Entities. (2017). Portes, Richard ; Peltonen, Tuomas ; Killeen, Neill ; Abad, Jorge ; Urbano, Teresa ; Luz, Vera ; D'Errico, Marco. In: NBER Working Papers. RePEc:nbr:nberwo:23280. Full description at Econpapers || Download paper | |
| 2017 | Compressing over-the-counter markets. (2017). Derrico, Marco ; Roukny, Tarik . In: ESRB Working Paper Series. RePEc:srk:srkwps:201744. Full description at Econpapers || Download paper | |
| 2017 | Compressing Over-the-Counter Markets. (2017). D'Errico, Marco ; Roukny, Tarik . In: Papers. RePEc:arx:papers:1705.07155. Full description at Econpapers || Download paper | |
| 2017 | Gauging market dynamics using trade repository data: the case of the Swiss franc de-pegging. (2017). Vasios, Michalis ; Cielinska, Olga ; Tanner, John ; Shreyas, Ujwal ; Joseph, Andreas . In: Bank of England Financial Stability Papers. RePEc:boe:finsta:0041. Full description at Econpapers || Download paper | |
| 2017 | How does risk flow in the credit default swap market?. (2017). Peltonen, Tuomas ; Scheicher, Martin ; Battiston, Stefano ; D'Errico, Marco. In: Working Paper Series. RePEc:ecb:ecbwps:20172041. Full description at Econpapers || Download paper | |
| 2017 | Optimal equity infusions in interbank networks. (2017). Amini, Hamed ; Sulem, Agnes ; Minca, Andreea. In: Journal of Financial Stability. RePEc:eee:finsta:v:31:y:2017:i:c:p:1-17. Full description at Econpapers || Download paper | |
| 2017 | Networks of counterparties in the centrally cleared EU-wide interest rate derivatives market. (2017). Fiedor, PaweÅ ; Orszaghova, Lucia ; Lapschies, Sarah. In: Working and Discussion Papers. RePEc:svk:wpaper:1048. Full description at Econpapers || Download paper | |
| 2017 | Syndicated loans and CDS positioning. (2017). Barth, Andreas ; Aldasoro, Iñaki. In: ESRB Working Paper Series. RePEc:srk:srkwps:201758. Full description at Econpapers || Download paper | |
| 2017 | Syndicated loans and CDS positioning. (2017). Barth, Andreas ; Aldasoro, Iñaki. In: BIS Working Papers. RePEc:bis:biswps:679. Full description at Econpapers || Download paper | |
| 2017 | The use of derivatives trade repository data: possibilities and challenges. (2017). van Lelyveld, Iman. In: IFC Bulletins chapters. RePEc:bis:bisifc:46-29. Full description at Econpapers || Download paper | |
| 2017 | Euro-area derivatives markets: structure, dynamics and challenges. (2017). Ascolese, Mario ; Perez-Duarte, Sebastien ; Cerniauskas, Julius ; Skrzypczynski, Grzegorz ; Molino, Annalisa. In: IFC Bulletins chapters. RePEc:bis:bisifc:46-28. Full description at Econpapers || Download paper | |
| 2017 | The demand for central clearing: to clear or not to clear, that is the question. (2017). Pelizzon, Loriana ; Peltonen, Tuomas ; Panzica, Roberto ; Bellia, Mario. In: ESRB Working Paper Series. RePEc:srk:srkwps:201762. Full description at Econpapers || Download paper | |
| 2017 | Discriminatory pricing of over-the-counter derivatives. (2017). Timmer, Yannick ; Langfield, Sam ; Hoffmann, Peter ; Hau, Harald. In: ESRB Working Paper Series. RePEc:srk:srkwps:201761. Full description at Econpapers || Download paper | |
| 2017 | Models of Financial Stability and their Application in Stress Tests. (2017). Aymanns, Christoph ; Wetzer, Thom ; Keinniejenhuis, Alissa M ; Farmer, Doyne J. In: Working Papers on Finance. RePEc:usg:sfwpfi:2018:05. Full description at Econpapers || Download paper | |
| 2017 | Illiquidity spirals in Coupled Over-The-Counter Markets. (2017). Golub, Benjamin ; Georg, Co-Pierre ; Aymanns, Christoph . In: Working Papers on Finance. RePEc:usg:sfwpfi:2018:10. Full description at Econpapers || Download paper | |
| 2017 | Liquidity cognition and limits of arbitrage. (2017). Mantovi, Andrea ; Tagliavini, G. In: Economics Department Working Papers. RePEc:par:dipeco:2017-ep01. Full description at Econpapers || Download paper | |
| 2017 | European Macroprudential Database. (2017). Boh, Samo ; Schepens, Thomas ; Pirovano, Mara ; Kusmierczyk, Piotr ; Veiga, Joao ; Koban, Anne ; Chiriacescu, Bogdan ; Coman, Andra ; Borgioli, Stefano. In: IFC Bulletins chapters. RePEc:bis:bisifc:46-04. Full description at Econpapers || Download paper | |
| 2017 | A critical review of the statistics on the size and riskiness of the securitization market: evidence from Italy and other euro-area countries. (2017). Nuzzo, Giorgio. In: IFC Bulletins chapters. RePEc:bis:bisifc:46-23. Full description at Econpapers || Download paper | |
| 2017 | European Macroprudential Database. (2017). Boh, Samo ; Schepens, Thomas ; Pirovano, Mara ; Kusmierczyk, Piotr ; Veiga, Joao ; Koban, Anne ; Chiriacescu, Bogdan ; Coman, Andra ; Borgioli, Stefano. In: IFC Bulletins chapters. RePEc:bis:bisifc:46-04. Full description at Econpapers || Download paper |
Recent citations (cites in year: CiY)
Recent citations received in 2017
| Year | Citing document |
|---|
Recent citations received in 2016
| Year | Citing document | |
|---|---|---|
| 2016 | Rethinking Financial Contagion. (2016). Visentin, Gabriele ; D'Errico, Marco ; Battiston, Stefano. In: Papers. RePEc:arx:papers:1608.07831. Full description at Econpapers || Download paper | |
| 2016 | Quantitative Easing in the Euro Area: The Dynamics of Risk Exposures and the Impact on Asset Prices.. (2016). Yogo, Motohiro ; Nguyen, Benoît ; Koulischer, Francois. In: Working papers. RePEc:bfr:banfra:601. Full description at Econpapers || Download paper | |
| 2016 | The changing shape of interest rate derivatives markets. (2016). Eren, Egemen ; Ehlers, Torsten. In: BIS Quarterly Review. RePEc:bis:bisqtr:1612f. Full description at Econpapers || Download paper | |
| 2016 | How does risk flow in the credit default swap market?. (2016). Peltonen, Tuomas ; D'Errico, Marco ; Scheicher, Martin ; Battiston, Stefano. In: ESRB Working Paper Series. RePEc:srk:srkwps:201633. Full description at Econpapers || Download paper |
Recent citations received in 2015
| Year | Citing document | |
|---|---|---|
| 2015 | Report on residential real estate and financial stability in the EU, Section 1. on Structural features of residential real estate markets. (2015). Lojschova, Adriana ; Pontuch, Peter ; Kennedy, Gerard ; Dujardin, Marine ; Akantziliotou, Calliope ; Schmidt, Alexander ; Wagner, Karin. In: MPRA Paper. RePEc:pra:mprapa:79723. Full description at Econpapers || Download paper |
Recent citations received in 2014
| Year | Citing document | |
|---|---|---|
| 2014 | Evaluating early warning indicators for real estate related risks. (2014). Pirovano, Mara ; Ferrari, Stijn . In: Financial Stability Review. RePEc:nbb:fsrart:v:12:y:2014:i:1:p:123-140. Full description at Econpapers || Download paper | |
| 2014 | Early Warning Indicators of Banking Crises: Exploring new Data and Tools. (2014). Rodrigues, Paulo ; Bonfim, Diana ; Antunes, António ; Paulo M. M. Rodrigues, ; Paulo M. M. Rodrigues, ; Paulo M. M. Rodrigues, ; Monteiro, Nuno . In: Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies. RePEc:ptu:bdpart:b201404. Full description at Econpapers || Download paper |
10 most frequent citing series
| # | Series | Cites |
|---|
Warning!! This is still an experimental service. The results of this service should be interpreted with care, especially in research assessment exercises. The processing of documents is automatic. There still are errors and omissions in the identification of references. We are working to improve the software to increase the accuracy of the results.
Source data used to compute the impact factor of RePEc series.
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 2th 2018. Contact: CitEc Team