| Points | Position | |
|---|---|---|
| CEF.UP+NIPE (average of all rankings) (2012) | 8.47 | 427/501 |
| ABS (2010) | 25.0 | 275/288 |
| Australian RC (2010) | 25.0 | 442/479 |
| Ideas discounted recursive impact factor (2012) | 6.43 | 81/396 |
| ISI, JCR SSE, Impact Factor (2010) | 10.59 | 227/388 |
| Source Normalized Impact per Paper (SNIP) (2011) | 12.0 | 199/476 |
| Article Influence Score (2021) | 1.52 | 116/409 |
| Article Influence Score (2019) | 0.89 | 171/428 |
| Impact Factor (2021) | 3.55 | 129/409 |
| Impact Factor (2019) | 2.45 | 111/440 |
| Impact Factor (5 year) (2021) | 4.87 | 92/409 |
| Impact Factor (5 year) (2019) | 2.89 | 118/428 |
| SJR - Scimago (2021) | 1.66 | 111/558 |
| SJR - Scimago (2019) | 1.63 | 118/549 |
| Count (2021) | 1.0 | 201/662 |
Does Macroprudential Policy Affect Wealth Inequality? Evidence from Synthetic Controls
Andre Teixeira
vol. 67, 2023, p. 1-20.
Bank Credit Risk and Macro-prudential Policies: Role of Counter-Cyclical Capital Buffer
Nadia Benbouzid,
Abhishek Kumar,
Sushanta Mallick,
Ricardo Sousa,
Aleksandar Stojanovic
vol. 63, 2022, p. .
Illiquidity as a Signal
José Jorge,
Charles Kahn
vol. 50, 2020, p. .
The Collateral Channel of Open Market Operations
Nuno Cassola,
Francois Koulischer
vol. 41, 2019, p. 73-90.
Explaining the Cyclical Volatility of Consumer Debt Risk Using a Heterogeneous Agents Model: The Case of Chile
Carlos Madeira
vol. 39, 2018, p. 209-220.
An International Forensic Perspective of the Determinants of Bank CDS Spreads
Nadia Benbouzid,
Sushanta Mallick,
Ricardo Sousa
vol. 33, 2017, p. 60-70.
Macroprudential Regulation and Macroeconomic Activity
Sudipto Karmakar
vol. 25, 2016, p. 166-178.
Pricing Default Risk: The Good, the Bad, and the Anomaly
Sara Ferreira Filipe,
Theoharry Grammatikos,
Dimitra Michala
vol. 26, 2016, p. 190-213.
The Determinants of CDS Open Interest Dynamics
Paulo Pereira da Silva,
Carlos Vieira,
Isabel Vieira
vol. 21, 2015, p. 95-109.
International Diversification and Risk of Multinational Banks: Evidence from the Pre-crisis Period
Mohamed Azzim Gulamhussen,
Carlos Pinheiro,
Alberto Franco Pozzolo
vol. 13, 2014, p. 30-43.
Tail Dependence and Indicators of Systemic Risk for Large US Depositories
Eliana Balla,
Ibrahim Ergen,
Marco Migueis
vol. 15, 2014, p. 195-209.
Expectation-Driven Cycles in the Housing Market: Evidence from Survey Data
Luisa Lambertini,
Caterina Mendicino,
Maria Teresa Punzi
vol. 9, 2013, p. 518-529.
Systemic Risk Analysis Using Forward-Looking Distance-to-Default Series
Martín Saldías
vol. 9, 2013, p. 498-517.
Can Central Banks Monetary Policy Be Described by a Linear (Augmented) Taylor Rule or by a Nonlinear Rule
Vitor Castro
vol. 7, 2011, p. 228-246.
Bank Loan-Loss Provisioning, Central Bank Rules vs. Estimation: The Case of Portugal
Jean Dermine,
Cristina Neto de Carvalho
vol. 4, 2008, p. 1-22.
An Examination of Multiple Plans in Chapter 11 Reorganizations
Maria Carapeto
vol. 3, 2007, p. 279-293.