Is this page useful for you? Then, help us to keep the service working. Please have a look to our donations page ... Thanks for your help!!

Citation Profile [Updated: 2026-11-05 10:50:02]
5 Years H Index
16
Impact Factor (IF)
0.63
5 Years IF
1.06
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 3 504 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 91 51 121 13 49 13 49 4 7.8 2 0.25 0.34
2015 1.17 0.65 2.32 3.57 23 44 241 99 223 18 21 21 75 10 10.1 15 0.65 0.36
2016 1.45 0.62 2 2.18 15 59 111 117 341 31 45 44 96 14 12 14 0.93 0.34
2017 1.32 0.61 1.78 1.61 8 67 48 119 460 38 50 59 95 1 0.8 1 0.13 0.34
2018 1.17 0.6 1.75 1.03 5 72 9 126 586 23 27 64 66 0 0 0.34
2019 0.77 0.6 1.18 0.88 4 76 7 89 676 13 10 59 52 2 2.2 0 0.35
2020 0.44 0.67 1.4 0.96 5 81 11 113 789 9 4 55 53 6 5.3 2 0.4 0.71
2021 0.67 0.87 1.34 0.84 5 86 40 115 904 9 6 37 31 4 3.5 6 1.2 0.36
2022 1.2 0.66 0.8 0.81 6 92 36 74 978 10 12 27 22 1 1.4 0 0.21
2023 0.82 0.48 0.67 0.36 10 102 10 68 1046 11 9 25 9 1 1.5 0 0.16
2024 0.38 0.45 0.43 0.53 9 111 3 48 1094 16 6 30 16 0 0 0.17
2025 0.63 0.61 0.66 1.06 5 116 2 77 1171 19 12 35 37 2 2.6 0 0.22
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

480
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

48
32014Shadow Banking: The Money View. (2014). Pozsar, Zoltan. In: Working Papers. RePEc:ofr:wpaper:14-04.

Full description at Econpapers || Download paper

45
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

40
52022Central 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

37
62015Are the Borrowing Costs of Large Financial Firms Unusual?. (2015). Zarutskie, Rebecca ; Anderson, Christopher ; Ahmed, Javed. In: Working Papers. RePEc:ofr:wpaper:15-10.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

28
82021Hedge 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

28
92012Using Agent-Based Models for Analyzing Threats to Financial Stability. (2012). Bookstaber, Richard. In: Working Papers. RePEc:ofr:wpaper:12-03.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

27
112016Bank Networks and Systemic Risk: Evidence from the National Banking Acts. (2016). Wang, Jessie ; Paddrik, Mark. In: Working Papers. RePEc:ofr:wpaper:16-13.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

16
162015Are 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

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

12
222015Systemic 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

12
232017The OFR Financial Stress Index. (2017). Monin, Phillip. In: Working Papers. RePEc:ofr:wpaper:17-04.

Full description at Econpapers || Download paper

11
242017How Safe are Central Counterparties in Derivatives Markets?. (2017). Paddrik, Mark ; Young, Peyton H. In: Working Papers. RePEc:ofr:wpaper:17-06.

Full description at Econpapers || Download paper

11
252021The 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

9
262016Contagion in the CDS Market. (2016). Paddrik, Mark ; Young, Peyton H. In: Working Papers. RePEc:ofr:wpaper:16-12.

Full description at Econpapers || Download paper

9
272015Economic Uncertainty and Commodity Futures Volatility. (2015). Watugala, Sumudu. In: Working Papers. RePEc:ofr:wpaper:15-14.

Full description at Econpapers || Download paper

9
282016The Real Consequences of Bank Mortgage Lending Standards. (2016). Driscoll, John ; Vojtech, Cindy M ; Kay, Benjamin S. In: Working Papers. RePEc:ofr:wpaper:16-05.

Full description at Econpapers || Download paper

9
292016Interconnectedness in the Global Financial Market. (2016). Raddant, Matthias ; Kenett, Dror Y. In: Working Papers. RePEc:ofr:wpaper:16-09.

Full description at Econpapers || Download paper

9
302013Systematic Scenario Selection: Stress Testing and the Nature of Uncertainty. (2013). Flood, Mark ; Korenko, George . In: Working Papers. RePEc:ofr:wpaper:13-02.

Full description at Econpapers || Download paper

8
312015The 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.

Full description at Econpapers || Download paper

8
322014Design of Risk Weights. (2014). Kang, Wanmo ; Glasserman, Paul. In: Working Papers. RePEc:ofr:wpaper:14-06.

Full description at Econpapers || Download paper

8
332013Stress 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.

Full description at Econpapers || Download paper

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:13-07.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

6
412015Bounding Wrong-Way Risk in Measuring Counterparty Risk. (2015). Glasserman, Paul ; Yang, Linan. In: Working Papers. RePEc:ofr:wpaper:15-16.

Full description at Econpapers || Download paper

5
422015Contagion in Financial Networks. (2015). Young, Peyton H ; Glasserman, Paul. In: Working Papers. RePEc:ofr:wpaper:15-21.

Full description at Econpapers || Download paper

5
432015The Difficult Business of Measuring Banks Liquidity: Understanding the Liquidity Coverage Ratio. (2015). Gleason, Katherine ; Cetina, Jill. In: Working Papers. RePEc:ofr:wpaper:15-20.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

5
472016The 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.

Full description at Econpapers || Download paper

5
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.

Full description at Econpapers || Download paper

4
492016A Pilot Survey of Agent Securities Lending Activity. (2016). Baklanova, Viktoria ; Keane, Frank ; Caglio, Cecilia ; Porter, Burt. In: Working Papers. RePEc:ofr:wpaper:16-08.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

49
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

36
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

11
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

10
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

8
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
82023Anatomy 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.

Full description at Econpapers || Download paper

4
92013The 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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

3
112023The Transition to Alternative Reference Rates in the OFR Financial Stress Index. (2023). Bejarano, Jeremy. In: Working Papers. RePEc:ofr:wpaper:23-07.

Full description at Econpapers || Download paper

3
122017The OFR Financial Stress Index. (2017). Monin, Phillip. In: Working Papers. RePEc:ofr:wpaper:17-04.

Full description at Econpapers || Download paper

3
132014Shadow Banking: The Money View. (2014). Pozsar, Zoltan. In: Working Papers. RePEc:ofr:wpaper:14-04.

Full description at Econpapers || Download paper

3
142024The Who and How of Hedge Fund Risk Shifting. (2024). Gadgil, Salil ; Andrews, Spencer. In: Working Papers. RePEc:ofr:wpaper:24-07.

Full description at Econpapers || Download paper

3
152015Are 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
162015Systemic 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
172015The Difficult Business of Measuring Banks Liquidity: Understanding the Liquidity Coverage Ratio. (2015). Gleason, Katherine ; Cetina, Jill. In: Working Papers. RePEc:ofr:wpaper:15-20.

Full description at Econpapers || Download paper

2
182021Counterparty Choice, Bank Interconnectedness, and Systemic Risk. (2021). Kim, Dasol ; Ellul, Andrew. In: Working Papers. RePEc:ofr:wpaper:21-03.

Full description at Econpapers || Download paper

2
192015Contagion in Financial Networks. (2015). Young, Peyton H ; Glasserman, Paul. In: Working Papers. RePEc:ofr:wpaper:15-21.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

Recent citations
Recent citations received in 2025

YearCiting document

Recent citations received in 2024

YearCiting document

Recent citations received in 2023

YearCiting document

Recent citations received in 2022

YearCiting document