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CIRJE F-Series / CIRJE, Faculty of Economics, University of Tokyo


0.27

Impact Factor

0.17

5-Years IF

15

5-Years H index

Main indicators


Raw data


IF AIF IF5 DOC CDO CCU CIF CIT D2Y C2Y D5Y C5Y %SC CiY II AII
19900.1000 (%)0.06
19910.09000 (%)0.04
19920.1000 (%)0.05
19930.13000 (%)0.06
19940.14000 (%)0.06
19950.18000 (%)0.11
19960.22000 (%)0.1
19970.22373710.0325001 (4%)10.030.09
19980.24468310.011837372 (11.1%)10.020.13
19990.050.30.053011390.08438348345 (11.6%)20.070.15
20000.030.360.0432145100.074576211349 (20%)30.090.14
20010.150.370.0844189170.09976291451119 (19.6%)60.140.17
20020.180.370.0945234260.11357614189176 (17.1%)40.090.18
20030.10.390.0967301370.121608991971727 (16.9%)90.130.19
20040.180.410.1457358350.197112202183015 (15.5%)20.040.18
20050.230.430.1680438580.13168124292453933 (19.6%)120.150.21
20060.160.440.1467505560.11102137222934224 (23.5%)50.070.19
20070.20.380.1776581750.1394147303165313 (13.8%)50.070.17
20080.120.390.1570651720.1169143173475311 (15.9%)30.040.17
20090.080.360.08987491070.14251146113502921 (8.4%)380.390.17
20100.250.340.18768251240.15139168423917214 (10.1%)90.120.15
20110.250.410.16498741130.1343174433876311 (25.6%)0.2
20120.270.450.25419151520.173312534369936 (18.2%)20.050.21
20130.130.490.25409551540.164690123348212 (26.1%)50.130.2
20140.170.540.21389931410.14338114304641 (3%)40.110.25
20150.40.570.324810411940.19407831244779 (22.5%)120.250.26
20160.270.660.173810791370.13138623216375 (38.5%)40.110.34
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:


#YearTitleCited
12009A Decision Rule to Minimize Daily Capital Charges in Forecasting Value-at-Risk. (2009). perez-amaral, teodosio ; McAleer, Michael ; Jimenez-Martin, Juan. In: CIRJE F-Series. RePEc:tky:fseres:2009cf644.

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57
2Indirect Network Effects and the Product Cycle: Video Games in the U.S., 1994-2002. (2004). Ohashi, Hiroshi ; Clements, Matthew T.. In: CIRJE F-Series. RePEc:tky:fseres:2004cf261.

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34
32009The Ten Commandments for Optimizing Value-at-Risk and Daily Capital Charges. (2009). McAleer, Michael. In: CIRJE F-Series. RePEc:tky:fseres:2009cf652.

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30
42009Block Structure Multivariate Stochastic Volatility Models. (2009). McAleer, Michael ; Caporin, Massimiliano ; Asai, Manabu. In: CIRJE F-Series. RePEc:tky:fseres:2009cf699.

Full description at Econpapers || Download paper

28
52008On the Asymptotic Optimality of the LIML Estimator with Possibly Many Instruments. (2008). Matsushita, Yukitoshi ; Kunitomo, Naoto ; Anderson, T. W.. In: CIRJE F-Series. RePEc:tky:fseres:2008cf542.

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25
62005The Effects of the Bank of Japans Zero Interest Rate Commitment and Quantitative Monetary Easing on the Yield Curve: A Macro-Finance Approach. (2005). Ueda, Kazuo ; Oda, Nobuyuki . In: CIRJE F-Series. RePEc:tky:fseres:2005cf336.

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23
72006Role of Honesty in Full Implementation. (2006). Matsushima, Hitoshi. In: CIRJE F-Series. RePEc:tky:fseres:2006cf405.

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22
82010Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns. (2010). Tansuchat, Roengchai ; McAleer, Michael ; Chang, Chia-Lin. In: CIRJE F-Series. RePEc:tky:fseres:2010cf706.

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22
92009Modelling and Forecasting Daily International Mass Tourism to Peru. (2009). McAleer, Michael ; Divino, Jose Angelo. In: CIRJE F-Series. RePEc:tky:fseres:2009cf651.

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22
102005Monte Carlo Simulation with Asymptotic Method. (2005). Takahashi, Akihiko ; Yoshida, Nakahiro . In: CIRJE F-Series. RePEc:tky:fseres:2005cf335.

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21
112010Do We Really Need Both BEKK and DCC? A Tale of Two Multivariate GARCH Models. (2010). McAleer, Michael ; Caporin, Massimiliano. In: CIRJE F-Series. RePEc:tky:fseres:2010cf713.

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19
122010IV Estimation of a Panel Threshold Model of Tourism Specialization and Economic Development. (2010). McAleer, Michael ; Khamkaew, Thanchanok ; Chang, Chia-Lin. In: CIRJE F-Series. RePEc:tky:fseres:2010cf732.

Full description at Econpapers || Download paper

18
132009Multivariate Stochastic Volatility with Cross Leverage. (2009). Omori, Yasuhiro ; Ishihara, Tsunehiro . In: CIRJE F-Series. RePEc:tky:fseres:2009cf690.

Full description at Econpapers || Download paper

17
142001Pricing Convertible Bonds with Default Risk: A Duffie-Singleton Approach. (2001). Kobayashi, Takao ; Takahashi, Akihiko ; Nakagawa, Naruhisa. In: CIRJE F-Series. RePEc:tky:fseres:2001cf140.

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16
152009Modelling Conditional Correlations for Risk Diversification in Crude Oil Markets. (2009). Tansuchat, Roengchai ; McAleer, Michael ; Chang, Chia-Lin. In: CIRJE F-Series. RePEc:tky:fseres:2009cf640.

Full description at Econpapers || Download paper

16
162003The Japanese Banking Crisis and Economic Growth: Theoretical and Empirical Implications of Deposit Guarantees and Weak Financial Regulation. (2003). Kletzer, Kenneth ; Dekle, Robert. In: CIRJE F-Series. RePEc:tky:fseres:2003cf225.

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15
17Volatility Spillovers Between Crude Oil Futures Returns and Oil Company Stocks Return. (2009). Tansuchat, Roengchai ; McAleer, Michael ; Chang, Chia-Lin. In: CIRJE F-Series. RePEc:tky:fseres:2009cf639.

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14
182003On Finite Sample Distributions of the Empirical Likelihood Estimator and the GMM Estimator. (2003). Matsushita, Yukitoshi ; Kunitomo, Naoto . In: CIRJE F-Series. RePEc:tky:fseres:2003cf200.

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14
192007Behavioral Aspects of Implementation Theory. (2007). Matsushima, Hitoshi. In: CIRJE F-Series. RePEc:tky:fseres:2007cf523.

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14
202013The Response of Asset Prices to Monetary Policy under Abenomics. (2013). Ueda, Kazuo. In: CIRJE F-Series. RePEc:tky:fseres:2013cf894.

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14
212014Can Formal Elderly Care Stimulate Female Labor Supply? The Japanese Experience. (2014). Sugawara, Shinya ; Nakamura, Jiro . In: CIRJE F-Series. RePEc:tky:fseres:2014cf924.

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13
222003Estimation and Testing for Unit Root Processes with GARCH (1, 1) Errors: Theory and Monte Carlo Evidence. (2003). McAleer, Michael ; Ling, Shiqing. In: CIRJE F-Series. RePEc:tky:fseres:2003cf207.

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13
231999Causes of the Long Stagnation of Japan during the 1990 fs: Financial or Real?. (1999). MOTONISHI, Taizo ; Yoshikawa, Hiroshi . In: CIRJE F-Series. RePEc:tky:fseres:99cf56.

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13
242011Life-Cycle Labor Search with Stochastic Match Quality. (2011). Fujimoto, Junichi ; Esteban-Pretel, Julen. In: CIRJE F-Series. RePEc:tky:fseres:2010cf783.

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13
252005Short-run and Long-run Effects of Corruption on Economic Growth: Evidence from State-Level Cross-Section Data for the United States. (2005). Horiuchi, Yusaku ; AKAI, NOBUO ; Sakata, Masayo. In: CIRJE F-Series. RePEc:tky:fseres:2005cf348.

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13
262015Perturbative Expansion Technique for Non-linear FBSDEs with Interacting Particle Method. (2015). Takahshi, Akihiko ; Fujii, Masaaki . In: CIRJE F-Series. RePEc:tky:fseres:2015cf954.

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13
272004Minimaxity in Estimation of Restricted Parameters. (2004). Kubokawa, Tatsuya . In: CIRJE F-Series. RePEc:tky:fseres:2004cf270.

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13
282008On Finite Sample Properties of Alternative Estimators of Coefficients in a Structural Equation with Many Instruments. (2008). Matsushita, Yukitoshi ; Kunitomo, Naoto ; Anderson, T. W.. In: CIRJE F-Series. RePEc:tky:fseres:2008cf577.

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13
292009Cyclical Informality and Unemployment. (2009). Esteban-Pretel, Julen ; Bosch, Mariano. In: CIRJE F-Series. RePEc:tky:fseres:2009cf613.

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12
302001The Fable of the Keiretsu. (2001). Ramseyer, John ; Miwa, Yoshiro. In: CIRJE F-Series. RePEc:tky:fseres:2001cf109.

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12
31Public Debt and Economic Growth in an Aging Japan. (2005). Kato, Ryuta ; Bessho, Shun-ichiro ; Kawade, Masumi ; Ihori, Toshihiro . In: CIRJE F-Series. RePEc:tky:fseres:2005cf372.

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11
321997International Price Linkage within a Region The Case of East Asia. (1997). Kano, Takashi ; Fukuda, Shin-ichi. In: CIRJE F-Series. RePEc:tky:fseres:97f06.

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11
332007Multivariate stochastic volatility. (2007). Omori, Yasuhiro ; Asai, Manabu ; Chib, Siddhartha . In: CIRJE F-Series. RePEc:tky:fseres:2007cf488.

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11
342001A New Composite Index of Coincident Economic Indicators in Japan: How can we improve the forecast performance? . (2001). Fukuda, Shin-ichi ; Onodera, Takashi . In: CIRJE F-Series. RePEc:tky:fseres:2001cf101.

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11
352003Does Natural Selection Mechanism Still Work in Severe Recessions? -- ]Examination of the Japanese Economy in the 1990s ---. (2003). Nakajima, Takanobu ; Kiyota, Kozo ; Nishimura, Kiyohiko G.. In: CIRJE F-Series. RePEc:tky:fseres:2003cf222.

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10
362001Empirical Likelihood-Based Inference in Conditional Moment Restriction Models. (2001). Tripathi, Gautam ; Ahn, Hyungtaik ; Kitamura, Yuichi. In: CIRJE F-Series. RePEc:tky:fseres:2001cf124.

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10
372013On an Asymptotic Expansion of Forward-Backward SDEs with a Perturbed Driver. (2013). Takahashi, Akihiko ; Yamada, Toshihiro . In: CIRJE F-Series. RePEc:tky:fseres:2013cf902.

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10
382001Dynamic Optimality of Yield Curve Strategies. (2001). Kobayashi, Takao ; Takahashi, Akihiko ; Tokioka, Norio . In: CIRJE F-Series. RePEc:tky:fseres:2001cf141.

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10
392003Asian Monetary Integration: A Structural VAR Approach. (2003). Zhang, Zhaoyong ; McAleer, Michael ; Sato, Kiyotaka . In: CIRJE F-Series. RePEc:tky:fseres:2003cf212.

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10
402010Asset Bubbles, Endogenous Growth, and Financial Frictions. (2010). Hirano, Tomohiro ; Yanagawa, Noriyuki . In: CIRJE F-Series. RePEc:tky:fseres:2010cf752.

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10
411999Political Business Cycles and Russian Elections, or the Manipulations of Chudar. (1999). Treisman, Daniel ; Gimpelson, Vladimir. In: CIRJE F-Series. RePEc:tky:fseres:99cf39.

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9
422009Modelling Long Memory Volatility in Agricultural Commodity Futures Returns. (2009). Tansuchat, Roengchai ; McAleer, Michael ; Chang, Chia-Lin. In: CIRJE F-Series. RePEc:tky:fseres:2009cf680.

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9
431999Improved Nonnegative Estimation of Multivariate Components of Variance. (1999). Srivastava, M. S. ; Kubokawa, Tatsuya . In: CIRJE F-Series. RePEc:tky:fseres:99cf38.

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9
442007Estimating Interregional Utility Differentials. (2007). Tabuchi, Takatoshi ; Nakajima, Kentaro. In: CIRJE F-Series. RePEc:tky:fseres:2007cf496.

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9
452010Analyzing and Forecasting Volatility Spillovers and Asymmetries in Major Crude Oil Spot, Forward and Futures Markets. (2010). Tansuchat, Roengchai ; McAleer, Michael ; Chang, Chia-Lin. In: CIRJE F-Series. RePEc:tky:fseres:2010cf718.

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9
462012Perturbative Expansion of FBSDE in an Incomplete Market with Stochastic Volatility. (2012). Takahashi, Akihiko ; Fujii, Masaaki . In: CIRJE F-Series. RePEc:tky:fseres:2012cf840.

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9
472010Market Efficiency of Oil Spot and Futures: A Stochastic Dominance Approach. (2010). Wong, Wing-Keung ; McAleer, Michael ; Lean, Hooi Hooi. In: CIRJE F-Series. RePEc:tky:fseres:2010cf705.

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9
482006Intra-day Seasonality in Activities of the Foreign Exchange Markets: Evidence from the Electronic Broking System. (2006). Ito, Takatoshi ; Hashimoto, Yuko . In: CIRJE F-Series. RePEc:tky:fseres:2006cf407.

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9
49Fat Tails and Asymmetry in Financial Volatility Models. (2003). McAleer, Michael ; Verhoeven, Peter . In: CIRJE F-Series. RePEc:tky:fseres:2003cf211.

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8
502009Realized Volatility Risk. (2009). Scharth, Marcel ; McAleer, Michael ; Allen, David. In: CIRJE F-Series. RePEc:tky:fseres:2009cf693.

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8

50 most relevant documents in this series (papers most cited in the last two years)


#YearTitleCited
12015Perturbative 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

13
22014Can Formal Elderly Care Stimulate Female Labor Supply? The Japanese Experience. (2014). Sugawara, Shinya ; Nakamura, Jiro . In: CIRJE F-Series. RePEc:tky:fseres:2014cf924.

Full description at Econpapers || Download paper

13
32013The Response of Asset Prices to Monetary Policy under Abenomics. (2013). Ueda, Kazuo. In: CIRJE F-Series. RePEc:tky:fseres:2013cf894.

Full description at Econpapers || Download paper

12
42010IV Estimation of a Panel Threshold Model of Tourism Specialization and Economic Development. (2010). McAleer, Michael ; Khamkaew, Thanchanok ; Chang, Chia-Lin. In: CIRJE F-Series. RePEc:tky:fseres:2010cf732.

Full description at Econpapers || Download paper

10
52009The Ten Commandments for Optimizing Value-at-Risk and Daily Capital Charges. (2009). McAleer, Michael. In: CIRJE F-Series. RePEc:tky:fseres:2009cf652.

Full description at Econpapers || Download paper

8
62012Perturbative 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
72015An 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

8
82006Role of Honesty in Full Implementation. (2006). Matsushima, Hitoshi. In: CIRJE F-Series. RePEc:tky:fseres:2006cf405.

Full description at Econpapers || Download paper

8
92013On 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

8
102013Behavioral Approach to Repeated Games with Private Monitoring. (2013). Matsushima, Hitoshi ; Tanaka, Tomomi ; Toyama, Tomohisa . In: CIRJE F-Series. RePEc:tky:fseres:2013cf879.

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7
112011Monitoring Accuracy and Retaliation in Infinitely Repeated Games with Imperfect Private Monitoring: Theory and Experiments. (2011). Matsushima, Hitoshi ; Toyama, Tomohisa . In: CIRJE F-Series. RePEc:tky:fseres:2011cf795.

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6
122010Market Efficiency of Oil Spot and Futures: A Stochastic Dominance Approach. (2010). Wong, Wing-Keung ; McAleer, Michael ; Lean, Hooi Hooi. In: CIRJE F-Series. RePEc:tky:fseres:2010cf705.

Full description at Econpapers || Download paper

6
132008On the Asymptotic Optimality of the LIML Estimator with Possibly Many Instruments. (2008). Matsushita, Yukitoshi ; Kunitomo, Naoto ; Anderson, T. W.. In: CIRJE F-Series. RePEc:tky:fseres:2008cf542.

Full description at Econpapers || Download paper

6
142010Asset Bubbles, Endogenous Growth, and Financial Frictions. (2010). Hirano, Tomohiro ; Yanagawa, Noriyuki . In: CIRJE F-Series. RePEc:tky:fseres:2010cf752.

Full description at Econpapers || Download paper

6
152009Modelling Conditional Correlations for Risk Diversification in Crude Oil Markets. (2009). Tansuchat, Roengchai ; McAleer, Michael ; Chang, Chia-Lin. In: CIRJE F-Series. RePEc:tky:fseres:2009cf640.

Full description at Econpapers || Download paper

6
162014Tests for Covariance Matrices in High Dimension with Less Sample Size. (2014). Srivastava, Muni S ; Kubokawa, Tatsuya ; Yanagihara, Hirokazu . In: CIRJE F-Series. RePEc:tky:fseres:2014cf933.

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6
172016Regional Liquidity Risk and Covered Interest Parity during the Global Financial Crisis: Evidence from Tokyo, London, and New York . (2016). Shin- ichi Fukuda, . In: CIRJE F-Series. RePEc:tky:fseres:2016cf1017.

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5
182013Interlinkage and Generous Tit-for-Tat Strategy. (2013). Matsushima, Hitoshi. In: CIRJE F-Series. RePEc:tky:fseres:2013cf875.

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5
192015Abenomics: Why Was It So Successful in Changing Market Expectations?. (2015). Fukuda, Shin-ichi ; Shin- ichi Fukuda, . In: CIRJE F-Series. RePEc:tky:fseres:2015cf969.

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5
202015Simultaneous Selection of Optimal Bandwidths for the Sharp Regression Discontinuity Estimator. (2015). Ichimura, Hidehiko ; Arai, Yoichi. In: CIRJE F-Series. RePEc:tky:fseres:2015cf984.

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5
212001Modularization 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.

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5
222009Multivariate Stochastic Volatility with Cross Leverage. (2009). Omori, Yasuhiro ; Ishihara, Tsunehiro . In: CIRJE F-Series. RePEc:tky:fseres:2009cf690.

Full description at Econpapers || Download paper

5
232009Block Structure Multivariate Stochastic Volatility Models. (2009). McAleer, Michael ; Caporin, Massimiliano ; Asai, Manabu. In: CIRJE F-Series. RePEc:tky:fseres:2009cf699.

Full description at Econpapers || Download paper

5
242003Repeated Games with Private Monitoring: Two Players. (2003). Matsushima, Hitoshi. In: CIRJE F-Series. RePEc:tky:fseres:2003cf242.

Full description at Econpapers || Download paper

5
252007Behavioral Aspects of Implementation Theory. (2007). Matsushima, Hitoshi. In: CIRJE F-Series. RePEc:tky:fseres:2007cf523.

Full description at Econpapers || Download paper

5
262010A Hybrid Asymptotic Expansion Scheme: an Application to Long-term Currency Options. (2010). Takahashi, Akihiko ; Takehara, Kohta . In: CIRJE F-Series. RePEc:tky:fseres:2010cf734.

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5
272015An Approximation Formula for Basket Option Prices under Local Stochastic Volatility with Jumps: an Application to Commodity Markets. (2015). Takahashi, Akihiko ; Shiraya, Kenichiro . In: CIRJE F-Series. RePEc:tky:fseres:2015cf973.

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4
282016The Average-Marginal Relationship and Tractable Equilibrium Forms. (2016). Fabinger, Michal ; Weyl, Glen E. In: CIRJE F-Series. RePEc:tky:fseres:2016cf1028.

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4
292004Minimaxity in Estimation of Restricted Parameters. (2004). Kubokawa, Tatsuya . In: CIRJE F-Series. RePEc:tky:fseres:2004cf270.

Full description at Econpapers || Download paper

4
302009A Panel Threshold Model of Tourism Specialization and Economic Development. (2009). McAleer, Michael ; Khamkaew, Thanchanok ; Chang, Chia-Lin. In: CIRJE F-Series. RePEc:tky:fseres:2009cf685.

Full description at Econpapers || Download paper

4
312010Analyzing and Forecasting Volatility Spillovers and Asymmetries in Major Crude Oil Spot, Forward and Futures Markets. (2010). Tansuchat, Roengchai ; McAleer, Michael ; Chang, Chia-Lin. In: CIRJE F-Series. RePEc:tky:fseres:2010cf718.

Full description at Econpapers || Download paper

4
322010Do We Really Need Both BEKK and DCC? A Tale of Two Multivariate GARCH Models. (2010). McAleer, Michael ; Caporin, Massimiliano. In: CIRJE F-Series. RePEc:tky:fseres:2010cf713.

Full description at Econpapers || Download paper

4
332009A Decision Rule to Minimize Daily Capital Charges in Forecasting Value-at-Risk. (2009). perez-amaral, teodosio ; McAleer, Michael ; Jimenez-Martin, Juan. In: CIRJE F-Series. RePEc:tky:fseres:2009cf644.

Full description at Econpapers || Download paper

4
341999Causes of the Long Stagnation of Japan during the 1990 fs: Financial or Real?. (1999). MOTONISHI, Taizo ; Yoshikawa, Hiroshi . In: CIRJE F-Series. RePEc:tky:fseres:99cf56.

Full description at Econpapers || Download paper

4
352009Identifying Shocks in Regionally Integrated East Asian Economies with Structural VAR and Block Exogeneity. (2009). Zhang, Zhaoyong ; McAleer, Michael ; Sato, Kiyotaka . In: CIRJE F-Series. RePEc:tky:fseres:2009cf694.

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4
362015Quadratic-exponential Growth BSDEs with Jumps and their Malliavins Differentiability. (2015). Takahashi, Akihiko ; Fujii, Masaaki . In: CIRJE F-Series. RePEc:tky:fseres:2015cf997.

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4
372005Public Debt and Economic Growth in an Aging Japan. (2005). Kato, Ryuta ; Bessho, Shun-ichiro ; Kawade, Masumi ; Ihori, Toshihiro . In: CIRJE F-Series. RePEc:tky:fseres:2005cf372.

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4
382012An Asymptotic Expansion for Forward-Backward SDEs; A Malliavin Calculus Aproach. (2012). Takahashi, Akihiko ; Yamada, Toshihiro . In: CIRJE F-Series. RePEc:tky:fseres:2012cf865.

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4
392005Short-run and Long-run Effects of Corruption on Economic Growth: Evidence from State-Level Cross-Section Data for the United States. (2005). Horiuchi, Yusaku ; AKAI, NOBUO ; Sakata, Masayo. In: CIRJE F-Series. RePEc:tky:fseres:2005cf348.

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4
401997The Foreign Exchange Allocation Policy in Postwar Japan: Its Institutional Framework and Function. (1997). okazaki, tetsuji ; Korenaga, Takafumi . In: CIRJE F-Series. RePEc:tky:fseres:97f19.

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3
412007The Divorce of Ownership from Control from 1900: Re-calibrating Imagined Global Historical Trends. (2007). Hannah, Leslie . In: CIRJE F-Series. RePEc:tky:fseres:2007cf460.

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3
422001Pricing Convertible Bonds with Default Risk: A Duffie-Singleton Approach. (2001). Kobayashi, Takao ; Takahashi, Akihiko ; Nakagawa, Naruhisa. In: CIRJE F-Series. RePEc:tky:fseres:2001cf140.

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3
432011Stock Price Targeting and Fiscal Deficit in Japan: Why Did the Fiscal Deficit Increase . during Japans Lost Decades?. (2011). Fukuda, Shin-ichi ; Yamada, Junji . In: CIRJE F-Series. RePEc:tky:fseres:2011cf819.

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3
442007An Asymptotic Expansion Approach to Currency Options with a Market Model of Interest Rates under Stochastic Volatility Processes of Spot Exchange Rates. (2007). Takahashi, Akihiko ; Takehara, Kohta . In: CIRJE F-Series. RePEc:tky:fseres:2007cf474.

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3
452009Modelling and Forecasting Daily International Mass Tourism to Peru. (2009). McAleer, Michael ; Divino, Jose Angelo. In: CIRJE F-Series. RePEc:tky:fseres:2009cf651.

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3
462015Optimal Position Management for a Market Maker with Stochastic Price Impacts. (2015). Fujii, Masaaki . In: CIRJE F-Series. RePEc:tky:fseres:2015cf963.

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3
472010Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns. (2010). Tansuchat, Roengchai ; McAleer, Michael ; Chang, Chia-Lin. In: CIRJE F-Series. RePEc:tky:fseres:2010cf706.

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3
482009Modelling Long Memory Volatility in Agricultural Commodity Futures Returns. (2009). Tansuchat, Roengchai ; McAleer, Michael ; Chang, Chia-Lin. In: CIRJE F-Series. RePEc:tky:fseres:2009cf680.

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3
492009Computation in an Asymptotic Expansion Method. (2009). Takahashi, Akihiko ; Toda, Masashi ; Takehara, Kohta . In: CIRJE F-Series. RePEc:tky:fseres:2009cf621.

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3
502014Matrix Exponential Stochastic Volatility with Cross Leverage. (2014). Omori, Yasuhiro ; Asai, Manabu ; Ishihara, Tsunehiro . In: CIRJE F-Series. RePEc:tky:fseres:2014cf932.

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3

Citing documents used to compute impact factor 23:


YearTitle
2016Solving Backward Stochastic Differential Equations by Connecting the Short-term Expansions. (2016). Fujii, Masaaki ; Takahashi, Akihiko . In: CIRJE F-Series. RePEc:tky:fseres:2016cf1016.

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2016Counterparty risk and funding: immersion and beyond. (2016). Crepey, Stephane ; Song, Shiqi . In: Finance and Stochastics. RePEc:spr:finsto:v:20:y:2016:i:4:d:10.1007_s00780-016-0305-3.

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2016European Political Boundaries as the Outcome of a Self-Organizing Process. (2016). Weese, Eric. In: Discussion Papers. RePEc:koe:wpaper:1629.

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2016Optimal bandwidth selection for the fuzzy regression discontinuity estimator. (2016). Ichimura, Hidehiko ; Arai, Yoichi. In: Economics Letters. RePEc:eee:ecolet:v:141:y:2016:i:c:p:103-106.

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2016Solving Backward Stochastic Differential Equations by Connecting the Short-term Expansions. (2016). Fujii, Masaaki ; Takahashi, Akihiko . In: CARF F-Series. RePEc:cfi:fseres:cf387.

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2016Solving Backward Stochastic Differential Equations by Connecting the Short-term Expansions. (2016). Fujii, Masaaki ; Takahashi, Akihiko . In: Papers. RePEc:arx:papers:1606.04285.

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2016Solving Backward Stochastic Differential Equations by Connecting the Short-term Expansions(Revised version of CARF-F-387). (2016). Fujii, Masaaki ; Takahashi, Akihiko . In: CARF F-Series. RePEc:cfi:fseres:cf398.

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2016A General Control Variate Method for Multi-dimensional SDEs: An Application to Multi-asset Options under Local Stochastic Volatility with Jumps Models in Finance (Forthcoming in European Journal of Op. (2016). Shiraya, Kenichiro ; Takahashi, Akihiko . In: CARF F-Series. RePEc:cfi:fseres:cf382.

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2016A General Control Variate Method for Multi-dimensional SDEs: An Application to Multi-asset Options under Local Stochastic Volatility with Jumps Models in Finance. (2016). Shiraya, Kenichiro ; Takahashi, Akihiko . In: CIRJE F-Series. RePEc:tky:fseres:2016cf1007.

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2016Linear shrinkage estimation of large covariance matrices using factor models. (2016). Ikeda, Yuki ; Kubokawa, Tatsuya . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:152:y:2016:i:c:p:61-81.

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2016Econophysics Point of View of Trade Liberalization: Community dynamics, synchronization, and controllability as example of collective motions. (2016). Yuichi, IKEDA ; Tsutomu, WATANABE ; Yohei, Sakamoto ; Takaaki, OHNISHI ; Takayuki, MIZUNO ; Hiroshi, Iyetomi ; Hideaki, Aoyama . In: Discussion papers. RePEc:eti:dpaper:16026.

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2016Convergence of Economic Growth and the Great Recession as Seen From a Celestial Observatory. (2016). Duede, Eamon ; Zhorin, Victor . In: Papers. RePEc:arx:papers:1604.04312.

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2016An Asymptotic Expansion for Forward-Backward SDEs: A Malliavin Calculus Approach. (2016). Takahashi, Akihiko ; Yamada, Toshihiro . In: CIRJE F-Series. RePEc:tky:fseres:2016cf1009.

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2016An asymptotic expansion for forward-backward SDEs: a Malliavin calculus approach (Forthcoming in Asia-Pacific Financial Markets). (2016). Yamada, Toshihiro ; Takahashi, Akihiko . In: CARF F-Series. RePEc:cfi:fseres:cf394.

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2016An Asymptotic Expansion for Forward–Backward SDEs: A Malliavin Calculus Approach. (2016). Takahashi, Akihiko ; Yamada, Toshihiro . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:23:y:2016:i:4:d:10.1007_s10690-016-9220-z.

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2016Skew exponential power stochastic volatility model for analysis of skewness, non-normal tails, quantiles and expectiles. (2016). Kobayashi, Genya . In: Computational Statistics. RePEc:spr:compst:v:31:y:2016:i:1:d:10.1007_s00180-015-0596-4.

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2016Taking the lords name in vain: The impact of connected directors on 19th century British banks. (2016). Grossman, Richard ; Imai, Masami . In: Explorations in Economic History. RePEc:eee:exehis:v:59:y:2016:i:c:p:75-93.

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2016The “Costs” of informal care: an analysis of the impact of elderly care on caregivers’ subjective well-being in Japan. (2016). Niimi, Yoko. In: Review of Economics of the Household. RePEc:kap:reveho:v:14:y:2016:i:4:d:10.1007_s11150-016-9333-1.

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2016Sharp minimax tests for large Toeplitz covariance matrices with repeated observations. (2016). Butucea, Cristina ; Zgheib, Rania . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:146:y:2016:i:c:p:164-176.

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2016More powerful tests for sparse high-dimensional covariances matrices. (2016). Chen, Song ; Peng, Liuhua ; Zhou, Wen . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:149:y:2016:i:c:p:124-143.

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2016A simpler spatial-sign-based two-sample test for high-dimensional data. (2016). Li, Yang ; Zou, Changliang ; Wang, Zhaojun . In: Journal of Multivariate Analysis. RePEc:eee:jmvana:v:149:y:2016:i:c:p:192-198.

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2016A note on tests for high-dimensional covariance matrices. (2016). Mao, Guangyu . In: Statistics & Probability Letters. RePEc:eee:stapro:v:117:y:2016:i:c:p:89-92.

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2016Matrix exponential stochastic volatility with cross leverage. (2016). Omori, Yasuhiro ; Asai, Manabu ; Ishihara, Tsunehiro . In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:100:y:2016:i:c:p:331-350.

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Recent citations (cites in year: CiY)


Recent citations received in 2016

YearCiting document
2016Monetary Policy and Covered Interest Parity in the Post GFC Period: Evidence from Australian Dollar and the NZ Dollar. (2016). Shin- ichi Fukuda, ; Tanaka, Mariko . In: CARF F-Series. RePEc:cfi:fseres:cf401.

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2016Strong sterling pound and weak European currencies in the crises: Evidence from covered interest parity of secured rates. (2016). Shin- ichi Fukuda, . In: Journal of the Japanese and International Economies. RePEc:eee:jjieco:v:42:y:2016:i:c:p:109-122.

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2016Multivariate Stochastic Volatility Model with Realized Volatilities and Pairwise Realized Correlations . (2016). Yamauchi, Yuta ; Omori, Yasuhiro . In: CIRJE F-Series. RePEc:tky:fseres:2016cf1029.

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2016Monetary Policy and Covered Interest Parity in the Post GFC Period: Evidence from the Australian Dollar and the NZ Dollar. (2016). Shin- ichi Fukuda, ; Tanaka, Mariko . In: CIRJE F-Series. RePEc:tky:fseres:2016cf1032.

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Recent citations received in 2015

YearCiting document
2015Asymptotic Expansion for Forward-Backward SDEs with Jumps. (2015). Fujii, Masaaki ; Takahashi, Akihiko . In: Papers. RePEc:arx:papers:1510.03220.

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2015An Asymptotic Expansion of Forward-Backward SDEs with a Perturbed Driver. (2015). Takahashi, Akihiko ; Yamada, Toshihiro . In: CARF F-Series. RePEc:cfi:fseres:cf363.

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2015Asymptotic Expansion for Forward-Backward SDEs. (2015). Fujii, Masaaki ; Takahashi, Akihiko . In: CARF F-Series. RePEc:cfi:fseres:cf372.

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2015An Asymptotic Expansion for Local-Stochastic Volatility with Jump Models (Forthcoming in Stochastics). (2015). Takahashi, Akihiko ; Shiraya, Kenichiro . In: CARF F-Series. RePEc:cfi:fseres:cf377.

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2015Time varying pass-through: Will the yen depreciation help Japan hit the inflation target?. (2015). Shioji, Etsuro. In: Journal of the Japanese and International Economies. RePEc:eee:jjieco:v:37:y:2015:i:c:p:43-58.

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2015Optimal bandwidth selection for the fuzzy regression discontinuity estimator. (2015). Ichimura, Hidehiko ; Arai, Yoichi. In: CeMMAP working papers. RePEc:ifs:cemmap:49/15.

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2015Optimal Bandwidth Selection for the Fuzzy Regression Discontinuity Estimator. (2015). Ichimura, Hidehiko ; Arai, Yoichi. In: GRIPS Discussion Papers. RePEc:ngi:dpaper:15-13.

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2015A Robust Estimation of Integrated Volatility under Round-off Errors, Micro-market Price Adjustments and Noises. (2015). Kunitomo, Naoto ; Sato, Seisho . In: CIRJE F-Series. RePEc:tky:fseres:2015cf964.

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2015An Asymptotic Expansion of Forward-Backward SDEs with a Perturbed Driver . (2015). Takahashi, Akihiko ; Watanabe, Toshiaki . In: CIRJE F-Series. RePEc:tky:fseres:2015cf976.

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2015Optimal Bandwidth Selection for the Fuzzy Regression Discontinuity Estimator. (2015). Ichimura, Hidehiko ; Arai, Yoichi. In: CIRJE F-Series. RePEc:tky:fseres:2015cf990.

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2015Asymptotic Expansion for Forward-Backward SDEs with Jumps. (2015). Fujii, Masaaki ; Takahashi, Akihiko . In: CIRJE F-Series. RePEc:tky:fseres:2015cf993.

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2015An Asymptotic Expansion for Local-Stochastic Volatility with Jump Models. (2015). Takahashi, Akihiko ; Shiraya, Kenichiro . In: CIRJE F-Series. RePEc:tky:fseres:2015cf998.

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Recent citations received in 2014

YearCiting document
2014Endogenous Labor Supply and International Trade. (2014). Tabuchi, Takatoshi ; Morita, Tadashi ; Takanori, Ago ; Kazuhiro, Yamamoto ; Takatoshi, Tabuchi ; Tadashi, Morita . In: Discussion papers. RePEc:eti:dpaper:14062.

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2014The Effect of Measurement Error in the Sharp Regression Discontinuity Design. (2014). Yanagi, Takahide . In: KIER Working Papers. RePEc:kyo:wpaper:910.

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2014Main lessons of the NBB’s 2014 conference “Total factor productivity : measurement, determinants and effects”. (2014). Fuss, Catherine ; Dhyne, Emmanuel . In: Economic Review. RePEc:nbb:ecrart:y:2014:m:december:i:iii:p:63-76.

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2014Main lessons of the NBB’s 2014 conference on “Total factor productivity : measurement, determinants and effects”. (2014). Fuss, Catherine . In: Economic Review. RePEc:nbb:ecrart:y:2014:m:december:i:iii:p:69-82.

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Recent citations received in 2013

YearCiting document
2013Behavioral Approach to Repeated Games with Private Monitoring. (2013). Matsushima, Hitoshi ; Tanaka, Tomomi ; Toyama, Tomohisa . In: CARF F-Series. RePEc:cfi:fseres:cf309.

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2013Transmitting Global Liquidity to East Asia: Policy Rates, Bond Yields, Currencies and Dollar Credit. (2013). McCauley, Robert ; He, Dong. In: Working Papers. RePEc:hkm:wpaper:152013.

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2013Behavioral Approach to Repeated Games with Private Monitoring. (2013). Matsushima, Hitoshi ; Tanaka, Tomomi ; Toyama, Tomohisa . In: CIRJE F-Series. RePEc:tky:fseres:2013cf879.

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2013An Interval Regression Analysis for Tenures of Japanese Elder Care Workers Using Matched Employer-Employee Data. (2013). Sugawara, Shinya. In: CIRJE F-Series. RePEc:tky:fseres:2013cf887.

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2013Incentive Pay that Causes Inefficient Managerial Replacement . (2013). Sato, Meg . In: CIRJE F-Series. RePEc:tky:fseres:2013cf890.

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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.

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 3 2017. Contact: CitEc Team