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Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance) / Universita di Modena e Reggio Emilia, Dipartimento di Economia Marco Biagi

Citation Profile [Updated: 2025-01-21 17:37:07]
5 Years H Index
26
Impact Factor (IF)
0.3
5 Years IF
0.2
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
2007 0 0.52 0 0 9 9 48 0 0 0 0 0 0.29
2008 0 0.59 0.23 0 13 22 50 5 5 9 9 1 20 5 0.38 0.29
2009 0.05 0.58 0.06 0.05 14 36 83 2 7 22 1 22 1 2 100 0 0.33
2010 0.19 0.52 1.29 0.17 6 42 79 54 61 27 5 36 6 47 87 2 0.33 0.3
2011 0.4 0.62 0.95 0.24 15 57 39 54 115 20 8 42 10 46 85.2 8 0.53 0.37
2012 0.05 0.68 0.42 0.18 8 65 65 27 142 21 1 57 10 16 59.3 3 0.38 0.36
2013 0.7 0.66 3.76 0.59 20 85 37 320 462 23 16 56 33 270 84.4 48 2.4 0.35
2014 0.64 0.67 2.56 0.44 12 97 26 248 710 28 18 63 28 209 84.3 25 2.08 0.34
2015 0.41 0.65 3.75 0.36 16 113 25 424 1134 32 13 61 22 391 92.2 15 0.94 0.36
2016 0.11 0.64 0.22 0.07 6 119 10 26 1160 28 3 71 5 0 0 0.35
2017 0.14 0.62 1.42 0.11 7 126 11 179 1339 22 3 62 7 161 89.9 8 1.14 0.35
2018 0.15 0.61 1.37 0.07 14 140 31 192 1531 13 2 61 4 174 90.6 12 0.86 0.34
2019 0.52 0.62 1.42 0.24 7 147 10 209 1740 21 11 55 13 183 87.6 4 0.57 0.36
2020 0.24 0.69 0.18 0.1 1 148 6 27 1767 21 5 50 5 5 18.5 0 0.73
2021 0.13 0.94 0.73 0.14 2 150 5 109 1876 8 1 35 5 96 88.1 1 0.5 0.39
2022 1.33 0.69 1.84 0.19 8 158 4 290 2166 3 4 31 6 279 96.2 2 0.25 0.22
2023 0.2 0.55 0.12 0.19 2 160 0 19 2185 10 2 32 6 0 0 0.17
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
12010Average Internal Rate of Return and investment decisions: A new perspective. (2010). Magni, Carlo Alberto. In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance). RePEc:mod:wcefin:0021.

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68
2Differential Evolution and Combinatorial Search for Constrained Index Tracking. (2009). Paterlini, Sandra ; Mittnik, Stefan ; Krink, Thiemo . In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance). RePEc:mod:wcefin:09032.

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58
32009Differential Evolution and Combinatorial Search for Constrained Index Tracking. (2009). Mittnik, Stefan ; Paterlini, Sandra ; Krink, Thiemo . In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance). RePEc:mod:wcefin:0016.

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56
42007Population ageing, household portfolios and financial asset returns: A survey of the literature. (2007). Brunetti, Marianna. In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance). RePEc:mod:wcefin:0001.

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45
52009The impact of bank concentration on financial distress: the case of the European banking system. (2009). Fiordelisi, Franco ; Cipollini, Andrea. In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance). RePEc:mod:wcefin:0014.

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43
62007Default risk: Poisson mixture and the business cycle. (2007). Pederzoli, Chiara . In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance). RePEc:mod:wcefin:0002.

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43
72012Is it money or brains? The determinants of intra-family decision power. (2012). Torricelli, Costanza ; Brunetti, Marianna ; Bertocchi, Graziella. In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance). RePEc:mod:wcefin:0033.

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41
82007The relation between implied and realised volatility: are call options more informative than put options? Evidence from the DAX index options market. (2007). Muzzioli, Silvia. In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance). RePEc:mod:wcefin:0004.

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41
92012Is it money or brains? The determinants of intra-family decision power. (2012). Torricelli, Costanza ; Brunetti, Marianna ; Bertocchi, Graziella. In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance). RePEc:mod:wcefin:12062.

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38
102009FINANCIAL CRISIS AND NEW DIMENSIONS OF LIQUIDITY RISK: RETHINKING PRUDENTIAL REGULATION AND SUPERVISION. (2009). Venturelli, Valeria ; Landi, Andrea ; Gualandri, Elisabetta. In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance). RePEc:mod:wcefin:0013.

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36
112008Is public information really public? The role of newspapers. (2008). Ferretti, Riccardo ; Pattarin, Francesco. In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance). RePEc:mod:wcefin:0008.

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35
122008Lending interest rate pass-through in the euro area. A data-driven tale. (2008). Marotta, Giuseppe. In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance). RePEc:mod:wcefin:0012.

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34
132009FINANCIAL CRISIS AND NEW DIMENSIONS OF LIQUIDITY RISK: RETHINKING PRUDENTIAL REGULATION AND SUPERVISION. (2009). Venturelli, Valeria ; Gualandri, Elisabetta ; Landi, Andrea. In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance). RePEc:mod:wcefin:09011.

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34
142008Is public information really public? The role of newspapers. (2008). Pattarin, Francesco. In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance). RePEc:mod:wcefin:08013.

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33
152010A parsimonious default prediction model for Italian SMEs. (2010). Torricelli, Costanza ; Pederzoli, Chiara . In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance). RePEc:mod:wcefin:0022.

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32
162010A parsimonious default prediction model for Italian SMEs. (2010). Pederzoli, Chiara ; Torricelli, Costanza. In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance). RePEc:mod:wcefin:10061.

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31
172012Is financial fragility a matter of illiquidity? An appraisal for Italian households. (2012). Torricelli, Costanza ; Giarda, Elena ; Brunetti, Marianna. In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance). RePEc:mod:wcefin:0032.

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31
182009The impact of bank concentration on financial distress: the case of the European banking system. (2009). cipollini, andrea ; Fiordelisi, Franco. In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance). RePEc:mod:wcefin:09021.

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31
192011Underpricing, wealth loss for pre-existing shareholders and the cost of going public: the role of private equity backing in Italian IPOs.. (2011). Ferretti, Riccardo ; Meles, Antonio. In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance). RePEc:mod:wcefin:0026.

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31
202012Is financial fragility a matter of illiquidity? An appraisal for Italian households. (2012). Torricelli, Costanza ; Brunetti, Marianna ; Giarda, Elena. In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance). RePEc:mod:wcefin:12061.

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30
212009MODELS FOR HOUSEHOLD PORTFOLIOS AND LIFE-CYCLE ALLOCATIONS IN THE PRESENCE OF LABOUR INCOME AND LONGEVITY RISK. (2009). Torricelli, Costanza. In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance). RePEc:mod:wcefin:0017.

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29
222011Modelling credit risk for innovative firms: the role of innovation measures. (2011). Torricelli, Costanza ; Thoma, Grid ; Pederzoli, Chiara . In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance). RePEc:mod:wcefin:0025.

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29
232009The skew pattern of implied volatility in the DAX index options market. (2009). Muzzioli, Silvia. In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance). RePEc:mod:wcefin:0020.

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28
242013A liquidity risk index as a regulatory tool for systemically important banks? An empirical assessment across two financial crises. (2013). Torricelli, Costanza ; Marotta, Giuseppe ; Gianfelice, Gianfranco . In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance). RePEc:mod:wcefin:0038.

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28
252009Exclusion of US-holders in cross-border takeover bids and the principle of equality in tender offers. (2009). Mucciarelli, Federico M. In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance). RePEc:mod:wcefin:0018.

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28
262011Modelling credit risk for innovative firms: the role of innovation measures. (2011). Pederzoli, Chiara ; Thoma, Grid ; Torricelli, Costanza. In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance). RePEc:mod:wcefin:11031.

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28
272011Corridor implied volatility and the variance risk premium in the Italian market. (2011). Muzzioli, Silvia. In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance). RePEc:mod:wcefin:0030.

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26
282011Market Reaction to Second-Hand News: Attention Grabbing or Information Dissemination. (2011). Pattitoni, Pierpaolo ; Ferretti, Riccardo ; Cervellati, Enrico Maria. In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance). RePEc:mod:wcefin:0024.

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25
292013The financing of Italian firms and the credit crunch: findings and exit strategies. (2013). Venturelli, Valeria ; Gualandri, Elisabetta. In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance). RePEc:mod:wcefin:0041.

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25
302012Attitudes, personality factors and household debt decisions: A study of consumer credit. (2012). Pattarin, Francesco ; Cosma, Stefano. In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance). RePEc:mod:wcefin:0031.

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25
312013The financing of Italian firms and the credit crunch: findings and exit strategies. (2013). Venturelli, Valeria ; Gualandri, Elisabetta. In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance). RePEc:mod:wcefin:13101.

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24
322013Per un accesso sostenibile delle Pmi al credito (A sustainable access to credit for SMEs). (2013). Marotta, Giuseppe. In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance). RePEc:mod:wcefin:0037.

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24
332013The unavoidable persistence of forum shopping in the Insolvency Regulation. (2013). Mucciarelli, Ederico Maria. In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance). RePEc:mod:wcefin:0036.

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24
342013Efficiency and unbiasedness of corn futures markets: New evidence across the financial crisis. (2013). Torricelli, Costanza ; Pederzoli, Chiara . In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance). RePEc:mod:wcefin:0040.

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24
352013A liquidity risk index as a regulatory tool for systemically important banks? An empirical assessment across two financial crises. (2013). Torricelli, Costanza ; Marotta, Giuseppe ; Gianfelice, Gianfranco . In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance). RePEc:mod:wcefin:13071.

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24
362013THE EFFECT OF REVENUE AND GEOGRAPHIC DIVERSIFICATION ON BANK PERFORMANCE. (2013). Venturelli, Valeria ; Brighi, Paola. In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance). RePEc:mod:wcefin:0043.

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23
372011Are defined contribution pension schemes socially sustainable? A conceptual map from a macroprudential perspective. (2011). Marotta, Giuseppe. In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance). RePEc:mod:wcefin:0028.

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23
382014Family ties: occupational responses to cope with a household income shock. (2014). Urzì Brancati, Maria Cesira ; baldini, massimo ; Torricelli, Costanza ; Maria Cesira Urzi Brancati, ; Maria Cesira Urzi Brancati, . In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance). RePEc:mod:wcefin:14104.

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22
392014Does homeownership partly explain low participation in supplementary pension schemes?. (2014). Urzì Brancati, Maria Cesira ; Torricelli, Costanza ; Maria Cesira Urzi Brancati, ; Maria Cesira Urzi Brancati, ; Santantonio, Marco . In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance). RePEc:mod:wcefin:14209.

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22
402014Family ties: occupational responses to cope with a household income shock. (2014). Urzì Brancati, Maria Cesira ; Torricelli, Costanza ; baldini, massimo ; Urzi, Maria Cesira. In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance). RePEc:mod:wcefin:0045.

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22
412013THE EFFECT OF REVENUE AND GEOGRAPHIC DIVERSIFICATION ON BANK PERFORMANCE. (2013). Venturelli, Valeria ; Brighi, Paola. In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance). RePEc:mod:wcefin:13103.

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22
422014Does homeownership partly explain low participation in supplementary pension schemes?. (2014). Urzì Brancati, Maria Cesira ; Torricelli, Costanza ; Urzi, Maria Cesira ; Santantonio, Marco . In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance). RePEc:mod:wcefin:0048.

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22
432018The Forecasting Performance of Dynamic Factor Models with Vintage Data. (2018). Forni, Mario ; Pattarin, Francesco ; di Bonaventura, Luca. In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance). RePEc:mod:wcefin:0070.

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21
442013La regolamentazione dello short selling: effetti sul mercato azionario italiano (Short selling ban: effects on the Italian stock market). (2013). Mattioli, Lisa ; Ferretti, Riccardo. In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance). RePEc:mod:wcefin:13081.

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21
452013La regolamentazione dello short selling: effetti sul mercato azionario italiano (Short selling ban: effects on the Italian stock market). (2013). Ferretti, Riccardo ; Mattioli, Lisa . In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance). RePEc:mod:wcefin:0039.

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21
462013Volatility co-movements: a time scale decomposition analysis. (2013). Muzzioli, Silvia ; lo Cascio, Iolanda ; Cipollini, Andrea. In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance). RePEc:mod:wcefin:0044.

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20
472009Optimization Heuristics for Determining Internal Rating Grading Scales. (2009). Winker, Peter ; Paha, Johannes ; Paterlini, Sandra ; Lyra, Marianna . In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance). RePEc:mod:wcefin:0015.

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20
482014An average-based accounting approach to capital asset investments: The case of project finance. (2014). Magni, Carlo Alberto. In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance). RePEc:mod:wcefin:0047.

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18
492008Assessing and measuring the equity gap and the equity requirements for innovative SMEs. (2008). Venturelli, Valeria ; Gualandri, Elisabetta. In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance). RePEc:mod:wcefin:0006.

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18
502013The sovereign debt crisis: the impact on the intermediation model of Italian banks. (2013). Gualandri, Elisabetta ; Cosma, Stefano. In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance). RePEc:mod:wcefin:0042.

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18
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12010Average Internal Rate of Return and investment decisions: A new perspective. (2010). Magni, Carlo Alberto. In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance). RePEc:mod:wcefin:0021.

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9
22018Market-Book Ratios of European Banks: What Does Explain the Structural Fall?. (2018). Ferretti, Riccardo ; Venturelli, Valeria ; Landi, Andrea ; Gallo, Giovanni. In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance). RePEc:mod:wcefin:0065.

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2
32020Financial fragility across Europe and the US: The role of portfolio choices, household features and economic-institutional setup. (2020). Torricelli, Costanza ; Giarda, Elena ; Brunetti, Marianna. In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance). RePEc:mod:wcefin:0081.

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2
42022ESG screening strategies and portfolio performance: how do they fare in periods of financial distress?. (2022). Bertelli, Beatrice ; Torricelli, Costanza. In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance). RePEc:mod:wcefin:0087.

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2
Citing documents used to compute impact factor: 3
YearTitle
2024Determinants and effects of country ESG controversy. (2024). Beckmann, Joscha ; Rogmann, Jennifer. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000343.

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2024
2024Inflation and distributional impacts: Have mitigation policies been successful for vulnerable and energy poor households?. (2024). pazienza, maria grazia ; Bardazzi, Rossella ; Gastaldi, Francesca ; Pollastri, Corrado ; Pansini, Rosaria Vega ; Iafrate, Francesca. In: Energy Policy. RePEc:eee:enepol:v:188:y:2024:i:c:s0301421524001022.

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Recent citations
Recent citations received in 2022
YearCiting document
2022ESG compliant optimal portfolios: The impact of ESG constraints on portfolio optimization in a sample of European stocks. (2022). Bertelli, Beatrice ; Torricelli, Costanza. In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance). RePEc:mod:wcefin:0088.

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2022Pre-selection in cointegration-based pairs trading. (2022). de Luca, Roberta ; Brunetti, Marianna. In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance). RePEc:mod:wcefin:0089.

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Recent citations received in 2021
YearCiting document
2021The market price of greenness A factor pricing approach for Green Bonds. (2021). Torricelli, Costanza ; Boero, Gianna ; Bertelli, Beatrice. In: Centro Studi di Banca e Finanza (CEFIN) (Center for Studies in Banking and Finance). RePEc:mod:wcefin:0083.

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