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  Updated Jun, 1 2012 364.619 documents processed, 8.178.370 references and 3.213.942 citations

 

 
 

CARF F-Series / Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo

Raw citation data, Main indicators, Most cited papers , cites used to compute the impact factor (2010), Recent citations and documents published in this series in EconPapers.

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Raw data:
IF AIF DOC CIT D2Y C2Y SC(%) CiY II AII
19900.090000.04
19910.080000.04
19920.090000.05
19930.110000.05
19940.130000.05
19950.140000.09
19960.170000.09
19970.180000.09
19980.210000.14
19990.270000.16
20000.370000.15
20010.350000.18
20020.390000.19
20030.420000.21
20040.45188000.21
20050.220.453718184010.030.26
20060.130.483210557020.060.22
20070.060.4128269400.19
20080.070.4128260400.19
20090.020.374734561030.060.19
20100.130.2839675101010.030.16
 
 
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
DOC: Number of documents published in year y
CIT: Number of citations to the series 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
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
IdI: Immediacy Index: CiY / Documents.
AII: Average Immediacy Index for series in RePEc in year y

 

Main indicators

Most cited documents in this series:
YearTitleCited
2009The Ten Commandments for Optimizing Value-at-Risk and Daily Capital Charges
RePEc:cfi:fseres:cf164 [Citation Analysis]
15
2009Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis?
RePEc:cfi:fseres:cf158 [Citation Analysis]
11
2009Do We Really Need Both BEKK and DCC? A Tale of Two Covariance Models
RePEc:cfi:fseres:cf156 [Citation Analysis]
9
2009A Decision Rule to Minimize Daily Capital Charges in Forecasting Value-at-Risk
RePEc:cfi:fseres:cf159 [Citation Analysis]
6
2005Multi-Period Corporate Default Prediction With Stochastic Covariates
RePEc:cfi:fseres:cf047 [Citation Analysis]
5
2005Trade Credit, Bank Loans, and Monitoring: Evidence from Japan
RePEc:cfi:fseres:cf054 [Citation Analysis]
4
2004Cost of Enforcement in Developing Countries with Credit Market Imperfection
RePEc:cfi:fseres:cf004 [Citation Analysis]
3
2009Non-Traditional Monetary Polices: G7 Central Banks during 2007-2009 and the Bank of Japan during 1998-2006
RePEc:cfi:fseres:cf180 [Citation Analysis]
3
2004Testing for Linearity in Regressions with I (1) processes
RePEc:cfi:fseres:cf014 [Citation Analysis]
3
2009Daily Tourist Arrivals, Exchange Rates and Volatility for Korea and Taiwan
RePEc:cfi:fseres:cf192 [Citation Analysis]
2
2010Role of Linking Mechanisms in Multitask Agency with Hidden Information
RePEc:cfi:fseres:cf209 [Citation Analysis]
2
2011Bubbles, Banks, and Financial Stability
RePEc:cfi:fseres:cf253 [Citation Analysis]
2
2005Saving and Interest Rates in Japan: Why They Have Fallen and Why They Will Remain Low
RePEc:cfi:fseres:cf028 [Citation Analysis]
2
2006The Role of Trade Credit for Small Firms: An Implication from Japans Banking Crisis
RePEc:cfi:fseres:cf078 [Citation Analysis]
2
2006Collective Risk Control And Group Security: The Unexpected Consequences of Differential Risk Aversion
RePEc:cfi:fseres:cf060 [Citation Analysis]
2
2005Monte Carlo Simulation with Asymptotic Method (Published in Journal of Japan Statistical Society, Vol.35-2, 171-203, 2005. )
RePEc:cfi:fseres:cf030 [Citation Analysis]
2
2004On Detail-Free Mechanism Design and Rationality
RePEc:cfi:fseres:cf010 [Citation Analysis]
1
2011The Great Intervention and Massive Money Injection: The Japanese Experience 2003-2004
RePEc:cfi:fseres:cf266 [Citation Analysis]
1
2006Group Provision Against Adversity: Security By Insurance vs. Protection
RePEc:cfi:fseres:cf086 [Citation Analysis]
1
2009Modelling Conditional Correlations for Risk Diversification in Crude Oil Markets
RePEc:cfi:fseres:cf162 [Citation Analysis]
1
2005Bank Health and Investment: An Analysis of Unlisted Companies in Japan
RePEc:cfi:fseres:cf029 [Citation Analysis]
1
2006Banking in General Equilibrium with an Application to Japan
RePEc:cfi:fseres:cf066 [Citation Analysis]
1
2008Technology Shocks and Asset Price Dynamics:The Role of Housing in General Equilibrium
RePEc:cfi:fseres:cf119 [Citation Analysis]
1
2004Decentralized Trade, Random Utility and the Evolution of Social Welfare (Journal of Economic Theory, 2008, Vol.140, .No. 1, 328-338. )
RePEc:cfi:fseres:cf009 [Citation Analysis]
1
2009Multivariate Stochastic Volatility with Cross Leverage
RePEc:cfi:fseres:cf191 [Citation Analysis]
1
2005Scanning Multivariate Conditional Densities with Probability Integral Transforms
RePEc:cfi:fseres:cf045 [Citation Analysis]
1
2006Pricing Currency Options with a Market Model of Interest Rates under Jump-Diffusion Stochastic Volatility Processes of Spot Exchange Rates
RePEc:cfi:fseres:cf082 [Citation Analysis]
1
2010Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns
RePEc:cfi:fseres:cf202 [Citation Analysis]
1
2006Intra-day Seasonality in Activities of the Foreign Exchange Markets: Evidence from the Electronic Broking System (Subsequently published in Journal of the Japanese and International Economies, Volume
RePEc:cfi:fseres:cf064 [Citation Analysis]
1
2008A Hybrid Asymptotic Expansion Scheme: an Application to Long-term Currency Options ( Revised in April 2008, January 2009 and April 2010; forthcoming in International Journal of Theoretical and Applie
RePEc:cfi:fseres:cf116 [Citation Analysis]
1
2011A General Computation Scheme for a High-Order Asymptotic Expansion Method
RePEc:cfi:fseres:cf242 [Citation Analysis]
1
2005A Theory of International Currency and Seigniorage Competition
RePEc:cfi:fseres:cf041 [Citation Analysis]
1
2005Are People Insured Against Natural Disasters? Evidence from the Great Hanshin-Awaji (Kobe) Earthquake in 1995
RePEc:cfi:fseres:cf019 [Citation Analysis]
1
2009Efficient Bayesian estimation of a multivariate stochastic volatility model with cross leverage and heavy-tailed errors
RePEc:cfi:fseres:cf198 [Citation Analysis]
1
2007Consumption Insurance and Risk-Coping Strategies under Non-Separable Utility: Evidence from the Kobe Earthquake
RePEc:cfi:fseres:cf106 [Citation Analysis]
1
2010Pricing Barrier and Average Options under Stochastic Volatility Environment
RePEc:cfi:fseres:cf176 [Citation Analysis]
1
2005Monetary Policy during Japans Lost Decade
RePEc:cfi:fseres:cf035 [Citation Analysis]
1
2010Collateral Posting and Choice of Collateral Currency -Implications for Derivative Pricing and Risk Management-
RePEc:cfi:fseres:cf216 [Citation Analysis]
1
2006A Dynamic Theory of Debt Restructuring
RePEc:cfi:fseres:cf072 [Citation Analysis]
1
2011An Asymptotic Expansion with Push-Down of Malliavin Weights
RePEc:cfi:fseres:cf194 [Citation Analysis]
1
2007Pioneering Modern Corporate Governance: a View from London in 1900 (Subsequently published in Enterprise and Society, vol. 8, no. 3, September 2007, pp. 642-86. )
RePEc:cfi:fseres:cf093 [Citation Analysis]
1
2010New Unified Computational Algorithm in a High-Order Asymptotic Expansion Scheme ( Forthcoming in The Proceedings of KIER-TMU International Workshop on Financial Engineering 2009.)
RePEc:cfi:fseres:cf212 [Citation Analysis]
1
2006Relative Performance Evaluation between Multitask Agents
RePEc:cfi:fseres:cf067 [Citation Analysis]
1
2009The Determinants of Bank Capital Ratios in a Developing Economy
RePEc:cfi:fseres:cf147 [Citation Analysis]
1

Citing documents used to compute impact factor 10:
YearTitleSee
2010Aggregation, Heterogeneous Autoregression and Volatility of Daily International Tourist Arrivals and Exchange Rates
RePEc:dgr:eureir:1765018331
[Citation Analysis]
2010The Central-Bank Balance Sheet as an Instrument of Monetary Policy
RePEc:nbr:nberwo:16208
[Citation Analysis]
2010The central-bank balance sheet as an instrument of monetary policy
RePEc:fip:fednsr:463
[Citation Analysis]
2010Risk Management of Precious Metals
RePEc:cbt:econwp:10/37
[Citation Analysis]
2010Analyzing and Forecasting Volatility Spillovers, Asymmetries and Hedging in Major Oil Markets
RePEc:cbt:econwp:10/19
[Citation Analysis]
2010GFC-Robust Risk Management Strategies under the Basel Accord
RePEc:dgr:eureir:1765020964
[Citation Analysis]
2010GFC-Robust Risk Management Strategies under the Basel Accord
RePEc:cbt:econwp:10/63
[Citation Analysis]
2010Ranking Multivariate GARCH Models by Problem Dimension
RePEc:cfi:fseres:cf219
[Citation Analysis]
2010Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns
RePEc:dgr:eureir:1765018043
[Citation Analysis]
2010Ranking multivariate GARCH models by problem dimension
RePEc:dgr:eureir:1765019447
[Citation Analysis]

Cites in year: CiY

Recent citations received in: 2010

YearTitleSee
2010Crude Oil Prices and Stock Markets in Major Oil Exporting Countries: Evidence on Decoupling Feature
RePEc:pra:mprapa:23334
[Citation Analysis]

Recent citations received in: 2009

YearTitleSee
2009The Central-Bank Balance Sheet as an Instrument of Monetary Policy
RePEc:clu:wpaper:0910-19
[Citation Analysis]
2009Optimal Risk Management Before, During and After the 2008-09 Financial Crisis
RePEc:pra:mprapa:20975
[Citation Analysis]
2009GFC-Robust Risk Management Strategies under the Basel Accord
RePEc:ucm:doicae:1001
[Citation Analysis]

Recent citations received in: 2008

YearTitleSee

Recent citations received in: 2007

YearTitleSee

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.

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