0.17
Impact Factor
0.17
5-Years IF
13
5-Years H index
CitEc is a RePEc service
providing citation data for Economics since 2001
providing citation data for Economics since 2001
Last updated December, 3 2015 760.408 documents
processed, 20.499.313 references and 8.066.571 citations
[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ]
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| IF | AIF | IF5 | DOC | CDO | CCU | CIF | CIT | D2Y | C2Y | D5Y | C5Y | %SC | CiY | II | AII | |
| 1990 | 0.08 | 0 | 0 | 0 | (%) | 0.05 | ||||||||||
| 1991 | 0.08 | 0 | 0 | 0 | (%) | 0.05 | ||||||||||
| 1992 | 0.09 | 0 | 0 | 0 | (%) | 0.05 | ||||||||||
| 1993 | 0.1 | 0 | 0 | 0 | (%) | 0.05 | ||||||||||
| 1994 | 0.11 | 0 | 0 | 0 | (%) | 0.05 | ||||||||||
| 1995 | 0.15 | 0 | 0 | 0 | (%) | 0.1 | ||||||||||
| 1996 | 0.19 | 0 | 0 | 0 | (%) | 0.09 | ||||||||||
| 1997 | 0.2 | 37 | 37 | 1 | 0.03 | 20 | 0 | 0 | 1 (5%) | 1 | 0.03 | 0.08 | ||||
| 1998 | 0.21 | 46 | 83 | 1 | 0.01 | 14 | 37 | 37 | 2 (14.3%) | 1 | 0.02 | 0.12 | ||||
| 1999 | 0.05 | 0.27 | 0.05 | 30 | 113 | 8 | 0.07 | 26 | 83 | 4 | 83 | 4 | 3 (11.5%) | 2 | 0.07 | 0.15 |
| 2000 | 0.03 | 0.36 | 0.04 | 32 | 145 | 7 | 0.05 | 36 | 76 | 2 | 113 | 4 | 9 (25%) | 2 | 0.06 | 0.14 |
| 2001 | 0.11 | 0.36 | 0.06 | 44 | 189 | 14 | 0.07 | 78 | 62 | 7 | 145 | 8 | 19 (24.4%) | 5 | 0.11 | 0.17 |
| 2002 | 0.18 | 0.37 | 0.08 | 45 | 234 | 24 | 0.1 | 31 | 76 | 14 | 189 | 15 | 6 (19.4%) | 4 | 0.09 | 0.18 |
| 2003 | 0.09 | 0.39 | 0.08 | 67 | 301 | 34 | 0.11 | 124 | 89 | 8 | 197 | 15 | 23 (18.5%) | 9 | 0.13 | 0.18 |
| 2004 | 0.18 | 0.41 | 0.12 | 57 | 358 | 32 | 0.09 | 81 | 112 | 20 | 218 | 27 | 15 (18.5%) | 2 | 0.04 | 0.18 |
| 2005 | 0.23 | 0.43 | 0.16 | 80 | 438 | 57 | 0.13 | 135 | 124 | 29 | 245 | 39 | 31 (23%) | 12 | 0.15 | 0.22 |
| 2006 | 0.15 | 0.45 | 0.13 | 67 | 505 | 51 | 0.1 | 85 | 137 | 20 | 293 | 38 | 23 (27.1%) | 5 | 0.07 | 0.19 |
| 2007 | 0.18 | 0.38 | 0.15 | 76 | 581 | 64 | 0.11 | 75 | 147 | 26 | 316 | 46 | 10 (13.3%) | 5 | 0.07 | 0.17 |
| 2008 | 0.12 | 0.38 | 0.13 | 70 | 651 | 59 | 0.09 | 46 | 143 | 17 | 347 | 45 | 11 (23.9%) | 3 | 0.04 | 0.17 |
| 2009 | 0.06 | 0.35 | 0.07 | 98 | 749 | 93 | 0.12 | 175 | 146 | 9 | 350 | 23 | 20 (11.4%) | 38 | 0.39 | 0.17 |
| 2010 | 0.21 | 0.32 | 0.16 | 76 | 825 | 111 | 0.13 | 96 | 168 | 36 | 391 | 64 | 13 (13.5%) | 9 | 0.12 | 0.15 |
| 2011 | 0.21 | 0.41 | 0.13 | 49 | 874 | 87 | 0.1 | 31 | 174 | 36 | 387 | 51 | 9 (29%) | 0.2 | ||
| 2012 | 0.24 | 0.46 | 0.21 | 41 | 915 | 120 | 0.13 | 27 | 125 | 30 | 369 | 77 | 6 (22.2%) | 2 | 0.05 | 0.21 |
| 2013 | 0.12 | 0.49 | 0.17 | 40 | 955 | 123 | 0.13 | 26 | 90 | 11 | 334 | 58 | 10 (38.5%) | 5 | 0.13 | 0.22 |
| 2014 | 0.17 | 0.56 | 0.17 | 31 | 986 | 120 | 0.12 | 9 | 81 | 14 | 304 | 52 | 1 (11.1%) | 2 | 0.06 | 0.3 |
| IF: Impact Factor: C2Y / D2Y AIF: Average Impact Factor for series in RePEc in year y IF5: Impact Factor: C5Y / D5Y 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 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: 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:
[Click on heading to sort table]
| Year | Title | Cited |
|---|---|---|
| 2009 | A Decision Rule to Minimize Daily Capital Charges in Forecasting Value-at-Risk. (2009). Jimenez-Martin, Juan-Angel ; Perez-Amaral, Teodosio . In: CIRJE F-Series. RePEc:tky:fseres:2009cf644. Full description at Econpapers || Download paper | 46 |
| Indirect Network Effects and the Product Cycle: Video Games in the U.S., 1994-2002. (2004). Clements, Matthew T.. In: CIRJE F-Series. RePEc:tky:fseres:2004cf261. Full description at Econpapers || Download paper | 31 | |
| 2009 | The Ten Commandments for Optimizing
Value-at-Risk and Daily Capital Charges. (2009). . In: CIRJE F-Series. RePEc:tky:fseres:2009cf652. Full description at Econpapers || Download paper | 24 |
| 2005 | The Effects of the Bank of Japans Zero Interest Rate Commitment and Quantitative Monetary Easing on the Yield Curve: A Macro-Finance Approach. (2005). Oda, Nobuyuki . In: CIRJE F-Series. RePEc:tky:fseres:2005cf336. Full description at Econpapers || Download paper | 23 |
| 2009 | Block Structure Multivariate Stochastic Volatility Models. (2009). . In: CIRJE F-Series. RePEc:tky:fseres:2009cf699. Full description at Econpapers || Download paper | 21 |
| 2009 | Modelling and Forecasting Daily International Mass Tourism to Peru. (2009). . In: CIRJE F-Series. RePEc:tky:fseres:2009cf651. Full description at Econpapers || Download paper | 19 |
| 2005 | Monte Carlo Simulation with Asymptotic Method. (2005). Takahashi, Akihiko ; Yoshida, Nakahiro . In: CIRJE F-Series. RePEc:tky:fseres:2005cf335. Full description at Econpapers || Download paper | 18 |
| 2006 | Role of Honesty in Full Implementation. (2006). . In: CIRJE F-Series. RePEc:tky:fseres:2006cf405. Full description at Econpapers || Download paper | 16 |
| 2010 | Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns. (2010). . In: CIRJE F-Series. RePEc:tky:fseres:2010cf706. Full description at Econpapers || Download paper | 16 |
| 2010 | Do We Really Need Both BEKK and DCC?
A Tale of Two Multivariate GARCH Models. (2010). . In: CIRJE F-Series. RePEc:tky:fseres:2010cf713. Full description at Econpapers || Download paper | 15 |
| 2003 | The Japanese Banking Crisis and Economic Growth: Theoretical and Empirical Implications of Deposit Guarantees and Weak Financial Regulation. (2003). . In: CIRJE F-Series. RePEc:tky:fseres:2003cf225. Full description at Econpapers || Download paper | 14 |
| Volatility Spillovers Between Crude Oil Futures Returns
and Oil Company Stocks Return. (2009). . In: CIRJE F-Series. RePEc:tky:fseres:2009cf639. Full description at Econpapers || Download paper | 13 | |
| 2011 | Life-Cycle Labor Search with Stochastic Match Quality. (2011). Esteban-Pretel, Julen ; Fujimoto, Junichi . In: CIRJE F-Series. RePEc:tky:fseres:2010cf783. Full description at Econpapers || Download paper | 13 |
| 2003 | On Finite Sample Distributions of the Empirical Likelihood Estimator and the GMM Estimator. (2003). Kunitomo, Naoto . In: CIRJE F-Series. RePEc:tky:fseres:2003cf200. Full description at Econpapers || Download paper | 13 |
| 2010 | IV Estimation of a Panel Threshold Model of Tourism Specialization and Economic Development. (2010). . In: CIRJE F-Series. RePEc:tky:fseres:2010cf732. Full description at Econpapers || Download paper | 12 |
| 2001 | The Fable of the Keiretsu. (2001). . In: CIRJE F-Series. RePEc:tky:fseres:2001cf109. Full description at Econpapers || Download paper | 12 |
| 2008 | On the Asymptotic Optimality of the LIML Estimator with Possibly Many Instruments. (2008). Kunitomo, Naoto ; Anderson, T. W.. In: CIRJE F-Series. RePEc:tky:fseres:2008cf542. Full description at Econpapers || Download paper | 12 |
| 2003 | Estimation and Testing for Unit Root Processes with GARCH (1, 1) Errors: Theory and Monte Carlo Evidence. (2003). . In: CIRJE F-Series. RePEc:tky:fseres:2003cf207. Full description at Econpapers || Download paper | 12 |
| 2007 | Multivariate stochastic volatility. (2007). Chib, Siddhartha . In: CIRJE F-Series. RePEc:tky:fseres:2007cf488. Full description at Econpapers || Download paper | 11 |
| 1997 | International Price Linkage within a Region The Case of East Asia. (1997). . In: CIRJE F-Series. RePEc:tky:fseres:97f06. Full description at Econpapers || Download paper | 11 |
| 2001 | Pricing Convertible Bonds with Default Risk: A Duffie-Singleton Approach. (2001). Takahashi, Akihiko ; Nakagawa, Naruhisa. In: CIRJE F-Series. RePEc:tky:fseres:2001cf140. Full description at Econpapers || Download paper | 11 |
| 2001 | Dynamic Optimality of Yield Curve Strategies. (2001). Takahashi, Akihiko ; Tokioka, Norio . In: CIRJE F-Series. RePEc:tky:fseres:2001cf141. Full description at Econpapers || Download paper | 10 |
| 2008 | On Finite Sample Properties of Alternative Estimators of Coefficients in a Structural Equation with Many Instruments. (2008). Kunitomo, Naoto ; Anderson, T. W.. In: CIRJE F-Series. RePEc:tky:fseres:2008cf577. Full description at Econpapers || Download paper | 10 |
| 2009 | Cyclical Informality and Unemployment. (2009). Esteban-Pretel, Julen . In: CIRJE F-Series. RePEc:tky:fseres:2009cf613. Full description at Econpapers || Download paper | 10 |
| 2007 | Behavioral Aspects of Implementation Theory. (2007). . In: CIRJE F-Series. RePEc:tky:fseres:2007cf523. Full description at Econpapers || Download paper | 10 |
| 2009 | Multivariate Stochastic Volatility with Cross Leverage. (2009). Ishihara, Tsunehiro . In: CIRJE F-Series. RePEc:tky:fseres:2009cf690. Full description at Econpapers || Download paper | 10 |
| 2004 | Minimaxity in Estimation of Restricted Parameters. (2004). Kubokawa, Tatsuya . In: CIRJE F-Series. RePEc:tky:fseres:2004cf270. Full description at Econpapers || Download paper | 9 |
| 2009 | Modelling Conditional Correlations for Risk Diversification in Crude Oil Markets. (2009). . In: CIRJE F-Series. RePEc:tky:fseres:2009cf640. Full description at Econpapers || Download paper | 9 |
| 2003 | Asian Monetary Integration: A Structural VAR Approach. (2003). Sato, Kiyotaka . In: CIRJE F-Series. RePEc:tky:fseres:2003cf212. Full description at Econpapers || Download paper | 9 |
| Public Debt and Economic Growth in an Aging Japan. (2005). Kawade, Masumi ; Ihori, Toshihiro . In: CIRJE F-Series. RePEc:tky:fseres:2005cf372. Full description at Econpapers || Download paper | 9 | |
| 2001 | Empirical Likelihood-Based Inference in Conditional Moment Restriction Models. (2001). Ahn, Hyungtaik ; Kitamura, Yuichi . In: CIRJE F-Series. RePEc:tky:fseres:2001cf124. Full description at Econpapers || Download paper | 9 |
| 2013 | On an Asymptotic Expansion of Forward-Backward SDEs
with a Perturbed Driver. (2013). Takahashi, Akihiko ; Yamada, Toshihiro . In: CIRJE F-Series. RePEc:tky:fseres:2013cf902. Full description at Econpapers || Download paper | 9 |
| 2007 | Estimating Interregional Utility Differentials. (2007). . In: CIRJE F-Series. RePEc:tky:fseres:2007cf496. Full description at Econpapers || Download paper | 9 |
| A New Light from Old Wisdoms : Alternative Estimation Methods of Simultaneous Equations with Possibly Many Instruments. (2006). Kunitomo, Naoto ; Anderson, T. W.. In: CIRJE F-Series. RePEc:tky:fseres:2006cf399. Full description at Econpapers || Download paper | 8 | |
| Fat Tails and Asymmetry in Financial Volatility Models. (2003). Verhoeven, Peter . In: CIRJE F-Series. RePEc:tky:fseres:2003cf211. Full description at Econpapers || Download paper | 8 | |
| 2005 | Short-run and Long-run Effects of Corruption on Economic Growth: Evidence from State-Level Cross-Section Data for the United States. (2005). Sakata, Masayo. In: CIRJE F-Series. RePEc:tky:fseres:2005cf348. Full description at Econpapers || Download paper | 8 |
| 2012 | Perturbative Expansion of FBSDE in an Incomplete Market
with Stochastic Volatility. (2012). Takahashi, Akihiko ; Fujii, Masaaki . In: CIRJE F-Series. RePEc:tky:fseres:2012cf840. Full description at Econpapers || Download paper | 8 |
| 2000 | Rethinking Relationship-Specific Investments: Subcontracting in the Japanese Automobile Industry. (2000). . In: CIRJE F-Series. RePEc:tky:fseres:2000cf70. Full description at Econpapers || Download paper | 8 |
| 2003 | Does Natural Selection Mechanism Still Work in Severe Recessions? --]Examination of the Japanese Economy in the 1990s ---. (2003). Nishimura, Kiyohiko G.. In: CIRJE F-Series. RePEc:tky:fseres:2003cf222. Full description at Econpapers || Download paper | 8 |
| 2006 | Intra-day Seasonality in Activities of the Foreign Exchange Markets: Evidence from the Electronic Broking System. (2006). Hashimoto, Yuko . In: CIRJE F-Series. RePEc:tky:fseres:2006cf407. Full description at Econpapers || Download paper | 8 |
| leadership meets soft budget. (2005). Sato, Motohiro . In: CIRJE F-Series. RePEc:tky:fseres:2005cf391. Full description at Econpapers || Download paper | 7 | |
| 2009 | Do We Really Need Both BEKK and DCC?
A Tale of Two Covariance Models. (2009). . In: CIRJE F-Series. RePEc:tky:fseres:2009cf638. Full description at Econpapers || Download paper | 7 |
| 2001 | Measuring the Extent and Implications of Director Interlocking in the Pre-war Japanese Banking Industry. (2001). Yokoyama, Kazuki . In: CIRJE F-Series. RePEc:tky:fseres:2001cf138. Full description at Econpapers || Download paper | 7 |
| 1999 | Political Business Cycles and Russian Elections, or the Manipulations of Chudar. (1999). Treisman, Daniel . In: CIRJE F-Series. RePEc:tky:fseres:99cf39. Full description at Econpapers || Download paper | 7 |
| 2010 | Market Efficiency of Oil Spot and Futures:
A Stochastic Dominance Approach. (2010). . In: CIRJE F-Series. RePEc:tky:fseres:2010cf705. Full description at Econpapers || Download paper | 6 |
| 2014 | Can Formal Elderly Care Stimulate
Female Labor Supply? The Japanese Experience. (2014). Nakamura, Jiro ; Sugawara, Shinya . In: CIRJE F-Series. RePEc:tky:fseres:2014cf924. Full description at Econpapers || Download paper | 6 |
| 2005 | Trade Credit, Bank Loans, and Monitoring: Evidence from Japan. (2005). . In: CIRJE F-Series. RePEc:tky:fseres:2005cf381. Full description at Econpapers || Download paper | 6 |
| 1999 | Causes of the Long Stagnation of Japan during the 1990fs: Financial or Real?. (1999). Yoshikawa, Hiroshi . In: CIRJE F-Series. RePEc:tky:fseres:99cf56. Full description at Econpapers || Download paper | 6 |
| 2010 | A Hybrid Asymptotic Expansion Scheme: an Application to Long-term Currency Options. (2010). Takahashi, Akihiko ; Takehara, Kohta . In: CIRJE F-Series. RePEc:tky:fseres:2010cf734. Full description at Econpapers || Download paper | 6 |
| 2004 | Real Indeterminacy of Stationary Equilibria in Matching Models with Media of Exchange. (2004). Kamiya, Kazuya . In: CIRJE F-Series. RePEc:tky:fseres:2002cf167. Full description at Econpapers || Download paper | 6 |
50 most relevant documents in this series:
Papers most cited in the last two years. [Click on heading to sort table]
| Year | Title | Cited |
|---|---|---|
| 2010 | IV Estimation of a Panel Threshold Model of Tourism Specialization and Economic Development. (2010). . In: CIRJE F-Series. RePEc:tky:fseres:2010cf732. Full description at Econpapers || Download paper | 12 |
| 2004 | Indirect Network Effects and the Product Cycle: Video Games in the U.S., 1994-2002. (2004). Clements, Matthew T.. In: CIRJE F-Series. RePEc:tky:fseres:2004cf261. Full description at Econpapers || Download paper | 11 |
| 2009 | Block Structure Multivariate Stochastic Volatility Models. (2009). . In: CIRJE F-Series. RePEc:tky:fseres:2009cf699. Full description at Econpapers || Download paper | 11 |
| 2013 | On an Asymptotic Expansion of Forward-Backward SDEs
with a Perturbed Driver. (2013). Takahashi, Akihiko ; Yamada, Toshihiro . In: CIRJE F-Series. RePEc:tky:fseres:2013cf902. Full description at Econpapers || Download paper | 9 |
| 2009 | Multivariate Stochastic Volatility with Cross Leverage. (2009). Ishihara, Tsunehiro . In: CIRJE F-Series. RePEc:tky:fseres:2009cf690. Full description at Econpapers || Download paper | 8 |
| 2012 | Perturbative Expansion of FBSDE in an Incomplete Market
with Stochastic Volatility. (2012). Takahashi, Akihiko ; Fujii, Masaaki . In: CIRJE F-Series. RePEc:tky:fseres:2012cf840. Full description at Econpapers || Download paper | 7 |
| 2010 | Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns. (2010). . In: CIRJE F-Series. RePEc:tky:fseres:2010cf706. Full description at Econpapers || Download paper | 7 |
| 2010 | Do We Really Need Both BEKK and DCC?
A Tale of Two Multivariate GARCH Models. (2010). . In: CIRJE F-Series. RePEc:tky:fseres:2010cf713. Full description at Econpapers || Download paper | 7 |
| 2009 | The Ten Commandments for Optimizing
Value-at-Risk and Daily Capital Charges. (2009). . In: CIRJE F-Series. RePEc:tky:fseres:2009cf652. Full description at Econpapers || Download paper | 7 |
| 2006 | Role of Honesty in Full Implementation. (2006). . In: CIRJE F-Series. RePEc:tky:fseres:2006cf405. Full description at Econpapers || Download paper | 6 |
| 2010 | Market Efficiency of Oil Spot and Futures:
A Stochastic Dominance Approach. (2010). . In: CIRJE F-Series. RePEc:tky:fseres:2010cf705. Full description at Econpapers || Download paper | 6 |
| 2014 | Can Formal Elderly Care Stimulate
Female Labor Supply? The Japanese Experience. (2014). Nakamura, Jiro ; Sugawara, Shinya . In: CIRJE F-Series. RePEc:tky:fseres:2014cf924. Full description at Econpapers || Download paper | 6 |
| 2010 | A Hybrid Asymptotic Expansion Scheme: an Application to Long-term Currency Options. (2010). Takahashi, Akihiko ; Takehara, Kohta . In: CIRJE F-Series. RePEc:tky:fseres:2010cf734. Full description at Econpapers || Download paper | 5 |
| 2009 | A Decision Rule to Minimize Daily Capital Charges in Forecasting Value-at-Risk. (2009). Jimenez-Martin, Juan-Angel ; Perez-Amaral, Teodosio . In: CIRJE F-Series. RePEc:tky:fseres:2009cf644. Full description at Econpapers || Download paper | 5 |
| 2012 | Combinatorial Bootstrap Inference IN in Prtially
Identified Incomplete Structural Models. (2012). Queyranne, Maurice ; Romuald Méango, . In: CIRJE F-Series. RePEc:tky:fseres:2012cf837. Full description at Econpapers || Download paper | 5 |
| 2015 | Perturbative Expansion Technique for Non-linear FBSDEs with Interacting Particle Method. (2015). Takahshi, Akihiko ; Fujii, Masaaki . In: CIRJE F-Series. RePEc:tky:fseres:2015cf954. Full description at Econpapers || Download paper | 5 |
| 2007 | The Divorce of Ownership from Control from 1900: Re-calibrating Imagined Global Historical Trends. (2007). Hannah, Leslie . In: CIRJE F-Series. RePEc:tky:fseres:2007cf460. Full description at Econpapers || Download paper | 5 |
| 2008 | On the Asymptotic Optimality of the LIML Estimator with Possibly Many Instruments. (2008). Kunitomo, Naoto ; Anderson, T. W.. In: CIRJE F-Series. RePEc:tky:fseres:2008cf542. Full description at Econpapers || Download paper | 4 |
| 2005 | Testing for the Null Hypothesis of Cointegration with Structural Breaks. (2005). . In: CIRJE F-Series. RePEc:tky:fseres:2005cf319. Full description at Econpapers || Download paper | 4 |
| 2007 | Behavioral Aspects of Implementation Theory. (2007). . In: CIRJE F-Series. RePEc:tky:fseres:2007cf523. Full description at Econpapers || Download paper | 4 |
| 2005 | Short-run and Long-run Effects of Corruption on Economic Growth: Evidence from State-Level Cross-Section Data for the United States. (2005). Sakata, Masayo. In: CIRJE F-Series. RePEc:tky:fseres:2005cf348. Full description at Econpapers || Download paper | 4 |
| 2001 | Modularization in the Auto Industry: Interlinked Multiple Hierarchies of Product, Production, and Supplier Systems. (2001). Takeishi, Akira ; Fujimoto, Takahiro . In: CIRJE F-Series. RePEc:tky:fseres:2001cf107. Full description at Econpapers || Download paper | 4 |
| 2010 | Analyzing and Forecasting Volatility Spillovers and Asymmetries in
Major Crude Oil Spot, Forward and Futures Markets. (2010). . In: CIRJE F-Series. RePEc:tky:fseres:2010cf718. Full description at Econpapers || Download paper | 4 |
| 2012 | Inequalities in Japanese Economy during the Lost Decades. (2012). Suzuki, Michio . In: CIRJE F-Series. RePEc:tky:fseres:2012cf856. Full description at Econpapers || Download paper | 4 |
| 2013 | The Response of Asset Prices to
Monetary Policy under Abenomics. (2013). . In: CIRJE F-Series. RePEc:tky:fseres:2013cf894. Full description at Econpapers || Download paper | 4 |
| 2012 | An Asymptotic Expansion for Forward-Backward SDEs;
A Malliavin Calculus Aproach. (2012). Takahashi, Akihiko ; Yamada, Toshihiro . In: CIRJE F-Series. RePEc:tky:fseres:2012cf865. Full description at Econpapers || Download paper | 4 |
| 2009 | Cyclical Informality and Unemployment. (2009). Esteban-Pretel, Julen . In: CIRJE F-Series. RePEc:tky:fseres:2009cf613. Full description at Econpapers || Download paper | 4 |
| 2006 | Effects of a bank consolidation promotion policy: Evaluating Bank Law in 1927 Japan. (2006). Sawada, Michiru . In: CIRJE F-Series. RePEc:tky:fseres:2006cf400. Full description at Econpapers || Download paper | 3 |
| 2015 | Simultaneous Selection of Optimal Bandwidths for the
Sharp Regression Discontinuity Estimator. (2015). Ichimura, Hidehiko . In: CIRJE F-Series. RePEc:tky:fseres:2015cf984. Full description at Econpapers || Download paper | 3 |
| 2015 | Optimal Position Management for a Market Maker
with Stochastic Price Impacts. (2015). Fujii, Masaaki . In: CIRJE F-Series. RePEc:tky:fseres:2015cf963. Full description at Econpapers || Download paper | 3 |
| 2004 | Minimaxity in Estimation of Restricted Parameters. (2004). Kubokawa, Tatsuya . In: CIRJE F-Series. RePEc:tky:fseres:2004cf270. Full description at Econpapers || Download paper | 3 |
| 2005 | Monte Carlo Simulation with Asymptotic Method. (2005). Takahashi, Akihiko ; Yoshida, Nakahiro . In: CIRJE F-Series. RePEc:tky:fseres:2005cf335. Full description at Econpapers || Download paper | 3 |
| 2015 | An Asymptotic Expansion of Forward-Backward SDEs with a Perturbed Driver . (2015). Takahashi, Akihiko ; Watanabe, Toshiaki . In: CIRJE F-Series. RePEc:tky:fseres:2015cf976. Full description at Econpapers || Download paper | 3 |
| 2007 | Demand for non-life insurance: A cross-country analysis. (2007). . In: CIRJE F-Series. RePEc:tky:fseres:2007cf461. Full description at Econpapers || Download paper | 3 |
| 2008 | Separating Information Maximum Likelihood
Estimation of Realized Volatility and Covariance
with Micro-Market Noise. (2008). Kunitomo, Naoto ; Sato, Seisho . In: CIRJE F-Series. RePEc:tky:fseres:2008cf581. Full description at Econpapers || Download paper | 3 |
| 2003 | Estimation and Testing for Unit Root Processes with GARCH (1, 1) Errors: Theory and Monte Carlo Evidence. (2003). . In: CIRJE F-Series. RePEc:tky:fseres:2003cf207. Full description at Econpapers || Download paper | 3 |
| 2012 | An FBSDE Approach to American Option Pricing
with an Interacting Particle Method. (2012). Takahashi, Akihiko ; Sato, Seisho ; Fujii, Masaaki . In: CIRJE F-Series. RePEc:tky:fseres:2012cf871. Full description at Econpapers || Download paper | 3 |
| 2007 | Multivariate stochastic volatility. (2007). Chib, Siddhartha . In: CIRJE F-Series. RePEc:tky:fseres:2007cf488. Full description at Econpapers || Download paper | 3 |
| 2011 | Matrix Exponential Stochastic Volatility
with Cross Leverage. (2011). Ishihara, Tsunehiro . In: CIRJE F-Series. RePEc:tky:fseres:2011cf812. Full description at Econpapers || Download paper | 3 |
| 2007 | Estimating Interregional Utility Differentials. (2007). . In: CIRJE F-Series. RePEc:tky:fseres:2007cf496. Full description at Econpapers || Download paper | 3 |
| 2011 | Life-Cycle Labor Search with Stochastic Match Quality. (2011). Esteban-Pretel, Julen ; Fujimoto, Junichi . In: CIRJE F-Series. RePEc:tky:fseres:2010cf783. Full description at Econpapers || Download paper | 3 |
| 2002 | Innovation and Growth: A Schumpeterian Model of Innovation. (2002). . In: CIRJE F-Series. RePEc:tky:fseres:2002cf150. Full description at Econpapers || Download paper | 3 |
| 2005 | Foreign Technology Acquisition Policy and Firm Performance in Japan, 1957-1970: Micro-aspects of Industrial Policy. (2005). . In: CIRJE F-Series. RePEc:tky:fseres:2005cf329. Full description at Econpapers || Download paper | 3 |
| 2009 | Realized Volatility Risk. (2009). . In: CIRJE F-Series. RePEc:tky:fseres:2009cf693. Full description at Econpapers || Download paper | 3 |
| 2009 | Modelling Long Memory Volatility in
Agricultural Commodity Futures Returns. (2009). . In: CIRJE F-Series. RePEc:tky:fseres:2009cf680. Full description at Econpapers || Download paper | 3 |
| 1997 | The Foreign Exchange Allocation Policy in Postwar Japan:
Its Institutional Framework and Function. (1997). Korenaga, Takafumi . In: CIRJE F-Series. RePEc:tky:fseres:97f19. Full description at Econpapers || Download paper | 3 |
| 2006 | Intra-day Seasonality in Activities of the Foreign Exchange Markets: Evidence from the Electronic Broking System. (2006). Hashimoto, Yuko . In: CIRJE F-Series. RePEc:tky:fseres:2006cf407. Full description at Econpapers || Download paper | 3 |
| 2005 | Public Debt and Economic Growth in an Aging Japan. (2005). Kawade, Masumi ; Ihori, Toshihiro . In: CIRJE F-Series. RePEc:tky:fseres:2005cf372. Full description at Econpapers || Download paper | 3 |
| 2008 | Asymptotic Properties of the LSE of a Spatial
Regression
in both Weakly and Strongly Dependent
Stationary Random Fields. (2008). Yajima, Yoshihiro . In: CIRJE F-Series. RePEc:tky:fseres:2008cf587. Full description at Econpapers || Download paper | 3 |
| 2010 | Asset Bubbles, Endogenous Growth, and
Financial Frictions. (2010). Yanagawa, Noriyuki . In: CIRJE F-Series. RePEc:tky:fseres:2010cf752. Full description at Econpapers || Download paper | 2 |
Citing documents used to compute impact factor 14:
[Click on heading to sort table]
| Year | Title | See |
|---|---|---|
| 2014 | This paper proposes a unified method for precise estimates of the error bounds in asymptotic expansions of an option price and its Greeks (sensitivities) under a stochastic
volatility model. More gene. (2014). Takahashi, Akihiko ; Yamada, Toshihiro . In: CARF F-Series. RePEc:cfi:fseres:cf347. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Incentive for Gatekeepers and Their Demand Inducement:
An Empirical Analysis of Care Managers in the Japanese Long-Term Care Insurance. (2014). Nakamura, Jiro . In: CIRJE F-Series. RePEc:tky:fseres:2014cf916. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Banking, Liquidity and Bank Runs in an Infinite Horizon Economy. (2014). Gertler, Mark ; Kiyotaki, Nobuhiro . In: IMES Discussion Paper Series. RePEc:ime:imedps:14-e-05. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Can formal elderly care stimulate female labor supply? The Japanese experience. (2014). Nakamura, Jiro ; Sugawara, Shinya . In: Journal of the Japanese and International Economies. RePEc:eee:jjieco:v:34:y:2014:i:c:p:98-115. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Multivariate Stochastic Volatility with Dynamic Cross Leverage. (2014). Trojan, Sebastian . In: Economics Working Paper Series. RePEc:usg:econwp:2014:24. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Pricing Basket Options under Local Stochastic Volatility
with Jumps. (2014). Takahashi, Akihiko ; Shiraya, Kenichiro . In: CIRJE F-Series. RePEc:tky:fseres:2014cf913. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Pricing Basket Options under Local Stochastic Volatility with Jumps. (2014). Takahashi, Akihiko ; Shiraya, Kenichiro . In: CARF F-Series. RePEc:cfi:fseres:cf336. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Generalized instrumental variable models. (2014). Rosen, Adam ; Chesher, Andrew . In: CeMMAP working papers. RePEc:ifs:cemmap:04/14. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Identification partielle: méthodes et conséquences pour les applications empiriques. (2014). . In: IDEI Working Papers. RePEc:ide:wpaper:27852. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Identification partielle: méthodes et conséquences pour les applications empiriques. (2014). . In: TSE Working Papers. RePEc:tse:wpaper:27851. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | An Analysis on Economic Opportunity. (2014). Li, Kui-Wai . In: MPRA Paper. RePEc:pra:mprapa:59339. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | Wage, Income and Consumption Inequality in Japan, 1981-2008: from Boom to Lost Decades. (2014). Lise, Jeremy ; Suzuki, Michio . In: Review of Economic Dynamics. RePEc:red:issued:13-27. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | A New Improvement Scheme for Approximation Methods of Probability Density Functions. (2014). Takahashi, Akihiko ; Tsuzuki, Yukihiro . In: CARF F-Series. RePEc:cfi:fseres:cf350. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | This paper proposes a unified method for precise estimates of the error bounds in asymptotic expansions of an option price and its Greeks (sensitivities) under a stochastic
volatility model. More gene. (2014). Takahashi, Akihiko ; Yamada, Toshihiro . In: CARF F-Series. RePEc:cfi:fseres:cf347. Full description at Econpapers || Download paper | [Citation Analysis] |
Recent citations received in: 2014
[Click on heading to sort table]
| Year | Title | See |
|---|---|---|
| 2014 | Endogenous Labor Supply and International Trade. (2014). Takanori, Ago ; Kazuhiro, Yamamoto ; Takatoshi, Tabuchi ; Tadashi, Morita . In: Discussion papers. RePEc:eti:dpaper:14062. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2014 | The Effect of Measurement Error in the Sharp Regression Discontinuity Design. (2014). Yanagi, Takahide . In: KIER Working Papers. RePEc:kyo:wpaper:910. Full description at Econpapers || Download paper | [Citation Analysis] |
Recent citations received in: 2013
[Click on heading to sort table]
| Year | Title | See |
|---|---|---|
| 2013 | Behavioral Approach to Repeated Games with Private Monitoring. (2013). Toyama, Tomohisa ; Tanaka, Tomomi . In: CARF F-Series. RePEc:cfi:fseres:cf309. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2013 | Transmitting Global Liquidity to East Asia: Policy Rates, Bond Yields, Currencies and Dollar Credit. (2013). . In: Working Papers. RePEc:hkm:wpaper:152013. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2013 | Behavioral Approach to Repeated Games
with Private Monitoring. (2013). Toyama, Tomohisa ; Tanaka, Tomomi . In: CIRJE F-Series. RePEc:tky:fseres:2013cf879. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2013 | An Interval Regression Analysis for Tenures of
Japanese Elder Care Workers Using Matched
Employer-Employee Data. (2013). . In: CIRJE F-Series. RePEc:tky:fseres:2013cf887. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2013 | Incentive Pay that Causes Inefficient Managerial Replacement . (2013). Sato, Meg . In: CIRJE F-Series. RePEc:tky:fseres:2013cf890. Full description at Econpapers || Download paper | [Citation Analysis] |
Recent citations received in: 2012
[Click on heading to sort table]
| Year | Title | See |
|---|---|---|
| 2012 | Note on an Extension of an Asymptotic Expansion Scheme. (2012). Takahashi, Akihiko ; Toda, Masashi . In: CIRJE F-Series. RePEc:tky:fseres:2012cf860. Full description at Econpapers || Download paper | [Citation Analysis] |
| 2012 | An FBSDE Approach to American Option Pricing
with an Interacting Particle Method. (2012). Takahashi, Akihiko ; Sato, Seisho ; Fujii, Masaaki . In: CIRJE F-Series. RePEc:tky:fseres:2012cf871. Full description at Econpapers || Download paper | [Citation Analysis] |
10 most frequent citing series:
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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.