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

 

 
 

Asia-Pacific Financial Markets / Springer

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
19910.090000.05
19920.080000.04
19930.090000.05
19940.10000.05
19950.120000.06
19960.160000.08
19970.2155000.08
19980.22919500.09
19990.28651400.13
20000.070.37015100.16
20010.380600.16
20020.410000.2
20030.431817000.2
20040.060.491916181060.320.22
20050.140.5217437500.24
20060.030.519736100.23
20070.030.421333611000.19
20080.030.4316432100.21
20090.10.4311529333.30.19
20100.150.3619227400.15
 
 
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
1998Unconditional and Conditional Distributional Models for the Nikkei Index
RePEc:kap:apfinm:v:5:y:1998:i:2:p:99-128 [Citation Analysis]
11
2004Diversified Portfolios with Jumps in a Benchmark Framework
RePEc:kap:apfinm:v:11:y:2004:i:1:p:1-22 [Citation Analysis]
7
2003A Class of Jump-Diffusion Bond Pricing Models within the HJM Framework
RePEc:kap:apfinm:v:10:y:2003:i:2:p:87-127 [Citation Analysis]
6
1997Subordinated Market Index Models: A Comparison
RePEc:kap:apfinm:v:4:y:1997:i:2:p:97-124 [Citation Analysis]
5
2003Are Banks Affiliated with Bank Holding Companies More Efficient Than Independent Banks? The Recent Experience Regarding Japanese Regional BHCs
RePEc:kap:apfinm:v:10:y:2003:i:4:p:359-376 [Citation Analysis]
4
2004Understanding the Implied Volatility Surface for Options on a Diversified Index
RePEc:kap:apfinm:v:11:y:2004:i:1:p:55-77 [Citation Analysis]
4
2003Price Linkages in Asian Equity Markets: Evidence Bordering the Asian Economic, Currency and Financial Crises
RePEc:kap:apfinm:v:10:y:2003:i:1:p:29-44 [Citation Analysis]
3
2009Counterparty Risk for Credit Default Swaps: Markov Chain Interacting Intensities Model with Stochastic Intensity
RePEc:kap:apfinm:v:16:y:2009:i:3:p:169-181 [Citation Analysis]
3
1998The Impact of the U.S. and the Japanese Equity Markets on the Emerging Asia-Pacific Equity Markets
RePEc:kap:apfinm:v:5:y:1998:i:3:p:191-209 [Citation Analysis]
3
1999Pricing Options under Stochastic Interest Rates: A New Approach
RePEc:kap:apfinm:v:6:y:1999:i:1:p:49-70 [Citation Analysis]
3
2004A Fair Pricing Approach to Weather Derivatives
RePEc:kap:apfinm:v:11:y:2004:i:1:p:23-53 [Citation Analysis]
2
2003On the Pricing of Defaultable Bonds Using the Framework of Barrier Options
RePEc:kap:apfinm:v:10:y:2003:i:2:p:151-162 [Citation Analysis]
2
1998The Pricing Formula for Commodity-Linked Bonds with Stochastic Convenience Yields and Default Risk
RePEc:kap:apfinm:v:5:y:1998:i:2:p:129-158 [Citation Analysis]
2
2004A Complete-Market Generalization of the Black-Scholes Model
RePEc:kap:apfinm:v:11:y:2004:i:4:p:431-444 [Citation Analysis]
2
2006Monte Carlo Option Pricing for Tempered Stable (CGMY) Processes
RePEc:kap:apfinm:v:13:y:2006:i:4:p:327-344 [Citation Analysis]
2
1998Monthly Pattern and Portfolio Effect on Higher Moments of Stock Returns: Empirical Evidence from Hong Kong
RePEc:kap:apfinm:v:5:y:1998:i:3:p:275-307 [Citation Analysis]
2
2011A Note on Utility Maximization with Unbounded Random Endowment
RePEc:kap:apfinm:v:18:y:2011:i:1:p:89-103 [Citation Analysis]
2
2003Investor Familiarity and Home Bias: Japanese Evidence
RePEc:kap:apfinm:v:10:y:2003:i:4:p:281-300 [Citation Analysis]
2
2010On the Predictability of Japanese Stock Returns Using Dividend Yield
RePEc:kap:apfinm:v:17:y:2010:i:2:p:141-149 [Citation Analysis]
2
2006Risk-neutral and actual default probabilities with an endogenous bankruptcy jump-diffusion model
RePEc:kap:apfinm:v:13:y:2006:i:1:p:11-39 [Citation Analysis]
2
1998Econometric Analysis of a Continuous Time Multi-Factor Generalized Vasicek Term Structure Model: International Evidence
RePEc:kap:apfinm:v:5:y:1998:i:2:p:159-183 [Citation Analysis]
1
2005Market Efficiency and Returns to Simple Technical Trading Rules: Further Evidence from U.S., U.K., Asian and Chinese Stock Markets
RePEc:kap:apfinm:v:12:y:2005:i:1:p:45-60 [Citation Analysis]
1
2007A Benchmark Approach to Portfolio Optimization under Partial Information
RePEc:kap:apfinm:v:14:y:2007:i:1:p:25-43 [Citation Analysis]
1
2009A Remark on a Singular Perturbation Method for Option Pricing Under a Stochastic Volatility Model
RePEc:kap:apfinm:v:16:y:2009:i:4:p:333-345 [Citation Analysis]
1
1999Financial Modeling in a Fast Mean-Reverting Stochastic Volatility Environment
RePEc:kap:apfinm:v:6:y:1999:i:1:p:37-48 [Citation Analysis]
1
2006Component structures of agricultural commodity futures traded on the Tokyo Grain Exchange
RePEc:kap:apfinm:v:13:y:2006:i:1:p:1-9 [Citation Analysis]
1
2008A Method of Calculating the Downside Risk by Multivariate Nonnormal Distributions
RePEc:kap:apfinm:v:15:y:2008:i:3:p:175-184 [Citation Analysis]
1
2009Dynamic Modeling of Tail Risk: Applications to China, Hong Kong and Other Asian Markets
RePEc:kap:apfinm:v:16:y:2009:i:3:p:183-210 [Citation Analysis]
1
2005On the asymptotic behavior of the prices of Asian options
RePEc:kap:apfinm:v:12:y:2005:i:4:p:289-306 [Citation Analysis]
1
2008Optimal Hedging of Prediction Errors Using Prediction Errors
RePEc:kap:apfinm:v:15:y:2008:i:1:p:67-95 [Citation Analysis]
1
2004Numerical Approach to Asset Pricing Models with Stochastic Differential Utility
RePEc:kap:apfinm:v:11:y:2004:i:3:p:267-300 [Citation Analysis]
1
2006Non-linear long horizon returns predictability: evidence from six south-east Asian markets
RePEc:kap:apfinm:v:13:y:2006:i:2:p:95-111 [Citation Analysis]
1
2005A discrete Itô calculus approach to He’s framework for multi-factor discrete markets
RePEc:kap:apfinm:v:12:y:2005:i:3:p:273-287 [Citation Analysis]
1
2007Reduced-form Models with Regime Switching: An Empirical Analysis for Corporate Bonds
RePEc:kap:apfinm:v:14:y:2007:i:3:p:229-253 [Citation Analysis]
1
2004A New Control Variate Estimator for an Asian Option
RePEc:kap:apfinm:v:11:y:2004:i:2:p:143-160 [Citation Analysis]
1
1999Bayesian Estimation of ARMA-GARCH Model of Weekly Foreign Exchange Rates
RePEc:kap:apfinm:v:6:y:1999:i:1:p:71-84 [Citation Analysis]
1
2006Portfolio optimization with a defaultable security
RePEc:kap:apfinm:v:13:y:2006:i:2:p:113-127 [Citation Analysis]
1
2008Recovery Process Model
RePEc:kap:apfinm:v:15:y:2008:i:3:p:307-347 [Citation Analysis]
1
2005Testing for Volatility Jumps in the Stochastic Volatility Process
RePEc:kap:apfinm:v:12:y:2005:i:2:p:143-157 [Citation Analysis]
1
2007Board Size, Independence and Performance: An Analysis of Thai Banks
RePEc:kap:apfinm:v:14:y:2007:i:3:p:211-227 [Citation Analysis]
1
2008The Determinants of Bank Capital Ratios in a Developing Economy
RePEc:kap:apfinm:v:15:y:2008:i:3:p:255-272 [Citation Analysis]
1

Citing documents used to compute impact factor 4:
YearTitleSee
2010Unilateral CVA for CDS in Contagion model: With volatilities and correlation of spread and interest
RePEc:pra:mprapa:28250
[Citation Analysis]
2010Survival Measures and Interacting Intensity Model: with Applications in Guaranteed Debt Pricing
RePEc:pra:mprapa:27698
[Citation Analysis]
2010Unilateral CVA for CDS in contagion model: with volatilities and correlation of spread and interest
RePEc:pra:mprapa:26277
[Citation Analysis]
2010Credit Growth, Bank Soundness and Financial Fragility: Evidence from Indian Banking Sector
RePEc:pra:mprapa:24715
[Citation Analysis]

Cites in year: CiY

Recent citations received in: 2010

YearTitleSee

Recent citations received in: 2009

YearTitleSee

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.

Hosted by Valencian Economic Research Institute ©2012 Jose Manuel Barrueco | mail: barrueco@uv.es