providing citation data for Economics since 2001
[Raw data] [Main indicators] [Most cited papers] [cites used to compute the impact factor] [Recent citations ][documents published in EconPapers] [
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| IF: Impact Factor: C2Y / D2Y AIF: Average Impact Factor for series in RePEc in year y DOC: Number of documents published in year y CDO: Cumulative number of documents published until year y CCU: Cumulative number of citations to papers published until year y CIF: Cumulative impact factor CIT: Number of citations to papers published 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 II: Immediacy Index: CiY / Documents. AII: Average Immediacy Index for series in RePEc in year y |
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Most cited documents in this series:
| Year | Title | Cited |
|---|---|---|
| 1998 | Unconditional and Conditional Distributional Models for the Nikkei Index. (1998). Mittnik, Stefan ; Paolella, Marc ; Rachev, Svetlozar . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:5:y:1998:i:2:p:99-128. Full description at Econpapers || Download paper | 18 |
| 2004 | Diversified Portfolios with Jumps in a Benchmark Framework. (2004). Platen, Eckhard. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:11:y:2004:i:1:p:1-22. Full description at Econpapers || Download paper | 12 |
| 2003 | A Class of Jump-Diffusion Bond Pricing Models within the HJM Framework. (2003). Nikitopoulos-Sklibosios, Christina ; Chiarella, Carl. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:10:y:2003:i:2:p:87-127. Full description at Econpapers || Download paper | 10 |
| 2003 | Price Linkages in Asian Equity Markets: Evidence Bordering the Asian Economic, Currency and Financial Crises. (2003). Worthington, Andrew ; Katsuura, Masaki ; Higgs, Helen . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:10:y:2003:i:1:p:29-44. Full description at Econpapers || Download paper | 8 |
| 2006 | Monte Carlo Option Pricing for Tempered Stable (CGMY) Processes. (2006). Poirot, Jeremy ; Tankov, Peter . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:13:y:2006:i:4:p:327-344. Full description at Econpapers || Download paper | 7 |
| 1997 | Subordinated Market Index Models: A Comparison. (1997). Platen, Eckhard ; HURST, SIMON ; Rachev, Svetlozar . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:4:y:1997:i:2:p:97-124. Full description at Econpapers || Download paper | 6 |
| 2009 | Counterparty Risk for Credit Default Swaps: Markov Chain Interacting Intensities Model with Stochastic Intensity. (2009). Leung, Kwai ; Kwok, Yue . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:16:y:2009:i:3:p:169-181. Full description at Econpapers || Download paper | 6 |
| 1998 | Monthly Pattern and Portfolio Effect on Higher Moments of Stock Returns: Empirical Evidence from Hong Kong. (1998). Tang, Gordon . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:5:y:1998:i:3:p:275-307. Full description at Econpapers || Download paper | 5 |
| 1998 | Econometric Analysis of a Continuous Time Multi-Factor Generalized Vasicek Term Structure Model: International Evidence. (1998). Nowman, K. ; Babbs, Simon. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:5:y:1998:i:2:p:159-183. Full description at Econpapers || Download paper | 5 |
| 2003 | Are Banks Affiliated with Bank Holding Companies More Efficient Than Independent Banks? The Recent Experience Regarding Japanese Regional BHCs. (2003). Yamori, Nobuyoshi ; Harimaya, Kozo ; Kondo, Kazumine . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:10:y:2003:i:4:p:359-376. Full description at Econpapers || Download paper | 5 |
| 1998 | Transmission of Stock Returns and Volatility between the U.S. and Japan: Evidence from the Stock Index Futures Markets. (1998). Hsueh, L. ; Pan, Ming-Shiun . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:5:y:1998:i:3:p:211-225. Full description at Econpapers || Download paper | 5 |
| 1998 | The Impact of the U.S. and the Japanese Equity Markets on the Emerging Asia-Pacific Equity Markets. (1998). CHA, BAEKIN ; Cheung, Yan-Leung . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:5:y:1998:i:3:p:191-209. Full description at Econpapers || Download paper | 5 |
| 2011 | A Note on Utility Maximization with Unbounded Random Endowment. (2011). Owari, Keita. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:18:y:2011:i:1:p:89-103. Full description at Econpapers || Download paper | 4 |
| 2004 | Understanding the Implied Volatility Surface for Options on a Diversified Index. (2004). Platen, Eckhard ; Heath, David . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:11:y:2004:i:1:p:55-77. Full description at Econpapers || Download paper | 4 |
| 2003 | The Halloween Effect and Japanese Equity Prices: Myth or Exploitable Anomaly. (2003). Pierce, Raylene ; maberly, edwin. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:10:y:2003:i:4:p:319-334. Full description at Econpapers || Download paper | 4 |
| 2007 | Board Size, Independence and Performance: An Analysis of Thai Banks. (2007). Pathan, Shams ; Wickramanayake, J. ; Skully, Michael . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:14:y:2007:i:3:p:211-227. Full description at Econpapers || Download paper | 3 |
| 1998 | The Pricing Formula for Commodity-Linked Bonds with Stochastic Convenience Yields and Default Risk. (1998). Yamauchi, Hiroaki ; Miura, Ryozo. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:5:y:1998:i:2:p:129-158. Full description at Econpapers || Download paper | 3 |
| 2003 | Productivity and Technical Change in Malaysian Banking: 19891998. (2003). Fausten, Dietrich ; Dogan, Ergun . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:10:y:2003:i:2:p:205-237. Full description at Econpapers || Download paper | 3 |
| 2010 | Efficiency of Microfinance Institutions: A Data Envelopment Analysis. (2010). Pathan, Shams ; Haq, Mamiza ; Skully, Michael . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:17:y:2010:i:1:p:63-97. Full description at Econpapers || Download paper | 3 |
| 2006 | Portfolio optimization with a defaultable security. (2006). JANG, INWON ; Bielecki, Tomasz . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:13:y:2006:i:2:p:113-127. Full description at Econpapers || Download paper | 3 |
| 1999 | Pricing Options under Stochastic Interest Rates: A New Approach. (1999). Kunitomo, Naoto ; Kim, Yong-jin. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:6:y:1999:i:1:p:49-70. Full description at Econpapers || Download paper | 3 |
| 2004 | A Fair Pricing Approach to Weather Derivatives. (2004). Platen, Eckhard ; West, Jason . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:11:y:2004:i:1:p:23-53. Full description at Econpapers || Download paper | 3 |
| 2003 | Investor Familiarity and Home Bias: Japanese Evidence. (2003). Ito, Akitoshi ; Hiraki, Takato ; Kuroki, Fumiaki. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:10:y:2003:i:4:p:281-300. Full description at Econpapers || Download paper | 3 |
| 2005 | Testing for Volatility Jumps in the Stochastic Volatility Process. (2005). Kobayashi, Masahito. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:12:y:2005:i:2:p:143-157. Full description at Econpapers || Download paper | 3 |
| 2008 | Regulations, Supervision Approaches and Acquisition Likelihood in the Asian Banking Industry. (2008). Pasiouras, Fotios ; Gaganis, Chrysovalantis ; Zopounidis, Constantin . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:15:y:2008:i:2:p:135-154. Full description at Econpapers || Download paper | 3 |
| 2004 | On Bayesian Value at Risk: From Linear to Non-Linear Portfolios. (2004). Tong, Howell ; Siu, Tak Kuen ; Yang, Hailiang . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:11:y:2004:i:2:p:161-184. Full description at Econpapers || Download paper | 3 |
| 2005 | Market Efficiency and Returns to Simple Technical Trading Rules: Further Evidence from U.S., U.K., Asian and Chinese Stock Markets. (2005). Cai, Bill ; Keasey, Kevin . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:12:y:2005:i:1:p:45-60. Full description at Econpapers || Download paper | 2 |
| 2010 | On the Predictability of Japanese Stock Returns Using Dividend Yield. (2010). Aono, Kohei ; Iwaisako, Tokuo . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:17:y:2010:i:2:p:141-149. Full description at Econpapers || Download paper | 2 |
| 2004 | A Complete-Market Generalization of the Black-Scholes Model. (2004). Takaoka, Koichiro . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:11:y:2004:i:4:p:431-444. Full description at Econpapers || Download paper | 2 |
| 2003 | On the Pricing of Defaultable Bonds Using the Framework of Barrier Options. (2003). Takaoka, Koichiro ; Ishizaka, Motokazu. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:10:y:2003:i:2:p:151-162. Full description at Econpapers || Download paper | 2 |
| 2007 | A Benchmark Approach to Portfolio Optimization under Partial Information. (2007). Platen, Eckhard ; Runggaldier, Wolfgang . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:14:y:2007:i:1:p:25-43. Full description at Econpapers || Download paper | 2 |
| 2006 | Risk-neutral and actual default probabilities with an endogenous bankruptcy jump-diffusion model. (2006). Quittard-Pinon, Franois ; Le Courtois, Olivier . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:13:y:2006:i:1:p:11-39. Full description at Econpapers || Download paper | 2 |
| 2007 | Causal and Dynamic Relationships among Stock Returns, Return Volatility and Trading Volume: Evidence from Emerging markets in South-East Asia. (2007). Gunasekarage, Abeyratna ; Pisedtasalasai, Anirut. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:14:y:2007:i:4:p:277-297. Full description at Econpapers || Download paper | 2 |
| 1999 | Financial Modeling in a Fast Mean-Reverting Stochastic Volatility Environment. (1999). Papanicolaou, George ; Sircar, K. ; Fouque, Jean-Pierre . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:6:y:1999:i:1:p:37-48. Full description at Econpapers || Download paper | 2 |
| 2011 | Detection of Information Flow in Major International Financial Markets by Interactivity Network Analysis. (2011). Allali, Abdelwahab ; Oueslati, Amor ; Trabelsi, Abdelwahed . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:18:y:2011:i:3:p:319-344. Full description at Econpapers || Download paper | 2 |
| 2010 | Modelling Co-movements and Tail Dependency in the International Stock Market via Copulae. (2010). Platen, Eckhard ; Ignatieva, Katja . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:17:y:2010:i:3:p:261-302. Full description at Econpapers || Download paper | 2 |
| 2003 | Financial Sector Risk and the Stock Returns: Evidence from Tokyo Stock Exchange Firms. (2003). Takehara, Hitoshi ; Kubota, Keiichi . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:10:y:2003:i:1:p:1-28. Full description at Econpapers || Download paper | 1 |
| 2007 | Reduced-form Models with Regime Switching: An Empirical Analysis for Corporate Bonds. (2007). Wong, Hoi. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:14:y:2007:i:3:p:229-253. Full description at Econpapers || Download paper | 1 |
| 2008 | Recovery Process Model. (2008). Itoh, Yuki . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:15:y:2008:i:3:p:307-347. Full description at Econpapers || Download paper | 1 |
| 2011 | Constant Rebalanced Portfolio Optimization Under Nonlinear Transaction Costs. (2011). Gotoh, Jun-ya ; Takano, Yuichi . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:18:y:2011:i:2:p:191-211. Full description at Econpapers || Download paper | 1 |
| 2003 | A Note on Gaussian Estimation of the CKLS and CIR Models with Feedback Effects for Japan. (2003). Nowman, K.. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:10:y:2003:i:2:p:275-279. Full description at Econpapers || Download paper | 1 |
| 2008 | Optimal Hedging of Prediction Errors Using Prediction Errors. (2008). Yamada, Yuji . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:15:y:2008:i:1:p:67-95. Full description at Econpapers || Download paper | 1 |
| 2004 | A New Control Variate Estimator for an Asian Option. (2004). Kamizono, Kenji ; Nakatsuma, Teruo ; Kariya, Takeaki ; Liu, Regina. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:11:y:2004:i:2:p:143-160. Full description at Econpapers || Download paper | 1 |
| 2005 | Optimal policies of call with notice period requirement. (2005). Dai, Min ; Kwok, Yue . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:12:y:2005:i:4:p:353-373. Full description at Econpapers || Download paper | 1 |
| 2013 | Using Interest Rate Derivative Prices to Estimate LIBOR-OIS Spread Dynamics and Systemic Funding Liquidity Shock Probabilities. (2013). Hui, Cho-Hoi ; Lo, Chi-Fai ; Chung, Tsz-Kin . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:20:y:2013:i:2:p:131-146. Full description at Econpapers || Download paper | 1 |
| 1998 | Underpricing, Subsequent Equity Offerings, and the Long-Run Performance of Japanese IPOs. (1998). Ito, Akitoshi ; Isobe, Takehiko ; Kairys, Joseph. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:5:y:1998:i:3:p:237-259. Full description at Econpapers || Download paper | 1 |
| 2008 | The Determinants of Bank Capital Ratios in a Developing Economy. (2008). Ariff, Mohamed ; Ahmad, Rubi ; Skully, Michael . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:15:y:2008:i:3:p:255-272. Full description at Econpapers || Download paper | 1 |
| 2006 | Risk measures for derivatives with Markov-modulated pure jump processes. (2006). Siu, Tak Kuen ; Chan, Leunglung . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:13:y:2006:i:2:p:129-149. Full description at Econpapers || Download paper | 1 |
| 2007 | Portfolio Insurance with Liquidity Risk. (2007). Matsumoto, Koichi . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:14:y:2007:i:4:p:363-386. Full description at Econpapers || Download paper | 1 |
| 1999 | Bayesian Estimation of ARMA-GARCH Model of Weekly Foreign Exchange Rates. (1999). Tsurumi, Hiroki ; Nakatsuma, Teruo . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:6:y:1999:i:1:p:71-84. Full description at Econpapers || Download paper | 1 |
Citing documents used to compute impact factor 5:
| Year | Title | See |
|---|---|---|
| 2012 | A polynomial optimization approach to constant rebalanced portfolio selection. (2012). Sotirov, Renata ; Takano, Yuichi . In: Computational Optimization and Applications. RePEc:spr:coopap:v:52:y:2012:i:3:p:645-666. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | On Admissible Strategies in Robust Utility Maximization. (2012). Owari, Keita. In: Papers. RePEc:arx:papers:1109.5512. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Pruning a minimum spanning tree. (2012). SANDOVAL, LEONIDAS . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:391:y:2012:i:8:p:2678-2711. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Liquidity-adjusted conditional capital asset pricing model. (2012). Wang, Jinan ; Chen, Langnan . In: Economic Modelling. RePEc:eee:ecmode:v:29:y:2012:i:2:p:361-368. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | Microfinance Institutionsâ Efficiency in the MENA region: a Bootstrap-DEA approach. (2012). Ben Abdelkader, Ines ; Hathroubi, Salem ; Ben Jemaa, Mohamed Mekki . In: EconStor Preprints. RePEc:zbw:esprep:69525. Full description at Econpapers || Download paper | [Citation Analysis] |
Recent citations received in: 2011
| Year | Title | See |
|---|---|---|
| 2011 | ON ADMISSIBLE STRATEGIES IN ROBUST UTILITY MAXIMIZATION (Forthcoming in Mathematics and Financial Economics). (2011). Owari, Keita. In: CARF F-Series. RePEc:cfi:fseres:cf257. Full description at Econpapers || Download paper | [Citation Analysis] |
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.