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CNMV Working Papers / CNMV- Spanish Securities Markets Commission - Research and Statistics Department

Citation Profile [Updated: 2020-06-03 07:38:54]
5 Years H
1
Impact Factor
0.2
5 Years IF
0.25
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
1990 0 0.13 0 0 0 0 0 0 0 0 0 0 0.07
1991 0 0.11 0 0 0 0 0 0 0 0 0 0 0.06
1992 0 0.1 0 0 0 0 0 0 0 0 0 0 0.07
1993 0 0.13 0 0 0 0 0 0 0 0 0 0 0.07
1994 0 0.13 0 0 0 0 0 0 0 0 0 0 0.06
1995 0 0.19 0 0 0 0 0 0 0 0 0 0 0.09
1996 0 0.22 0 0 0 0 0 0 0 0 0 0 0.12
1997 0 0.23 0 0 0 0 0 0 0 0 0 0 0.12
1998 0 0.24 0 0 0 0 0 0 0 0 0 0 0.15
1999 0 0.32 0 0 0 0 0 0 0 0 0 0 0.21
2000 0 0.47 0 0 0 0 0 0 0 0 0 0 0.2
2001 0 0.4 0 0 0 0 0 0 0 0 0 0 0.22
2002 0 0.41 0 0 1 1 0 0 0 0 0 0 0.23
2003 0 0.42 0 0 3 4 0 0 1 1 0 0 0.24
2004 0 0.47 0 0 3 7 0 0 4 4 0 0 0.27
2005 0 0.49 0 0 4 11 0 0 6 7 0 0 0.29
2006 0 0.48 0 0 8 19 0 0 7 11 0 0 0.27
2007 0 0.41 0 0 10 29 0 0 12 19 0 0 0.22
2008 0 0.46 0 0 4 33 0 0 18 28 0 0 0.23
2009 0 0.43 0 0 4 37 0 0 14 29 0 0 0.23
2010 0 0.37 0 0 7 44 0 0 8 30 0 0 0.2
2011 0 0.47 0 0 8 52 0 0 11 33 0 0 0.25
2012 0 0.5 0 0 3 55 1 0 15 33 0 0 0.26
2013 0.09 0.52 0.02 0.04 1 56 0 1 1 11 1 26 1 1 100 0 0.24
2014 0 0.54 0 0 2 58 0 1 4 23 0 0 0.28
2015 0 0.54 0 0 3 61 2 1 3 21 0 0 0.28
2016 0.2 0.57 0.02 0.06 2 63 0 1 2 5 1 17 1 1 100 0 0.29
2017 0 0.58 0.01 0.09 4 67 0 1 3 5 11 1 1 100 0 0.28
2018 0 0.6 0 0 1 68 0 3 6 12 0 0 0.31
2019 0.2 0.65 0.06 0.25 1 69 0 4 7 5 1 12 3 0 0 0.38
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
CIF: Cumulative impact factor
IF5: 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
12015Network-based Measures as Leading Indicators of Market Instability: The case of the Spanish Stock. (2015). Peralta, Gustavo . In: CNMV Working Papers. RePEc:cnv:wpaper:dt_59en.

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2
22014An analisys of the Heston Stochastic Volatility Model: Implementation and Calibration using Matlab. (2014). Crisóstomo, Ricardo ; Crisostomo, Ricardo . In: CNMV Working Papers. RePEc:cnv:wpaper:dt_58en.

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1
32012Competition and structure of the mutual fund industry in Spain: the role of credit institutions. (2012). Losada, Ramiro ; Cambon, Maria Isabel. In: CNMV Working Papers. RePEc:cnv:wpaper:dt_54en.

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1
42017Financial density forecasts: A comprehensive comparison of risk-neutral and historical schemes. (2017). Crisóstomo, Ricardo ; Couso, Lorena ; Crisostomo, Ricardo . In: CNMV Working Papers. RePEc:cnv:wpaper:dt_67en.

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1
52012Credit-valuation in the sovereing CDS and bonds markets: Evidence from the euro area crisis. (2012). Mayordomo, Sergio ; Pea, Juan Ignacio ; Arce, Oscar. In: CNMV Working Papers. RePEc:cnv:wpaper:dt_53en.

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1
62015A Spanish Financial Market Stress Indicator (FMSI). (2015). Cambon, Maria Isabel ; Cerqueira, Leticia Estevez. In: CNMV Working Papers. RePEc:cnv:wpaper:dt_60en.

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1
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
Citing documents used to compute impact factor: 1
YearTitle
2019Higher Moment Constraints for Predictive Density Combinations. (2019). Vasnev, Andrey ; Pauwels, Laurent ; Radchenko, Peter. In: Working Papers. RePEc:syb:wpbsba:2123/20175.

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