CARF F-Series / Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo
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| IF | AIF | CIF | IF5 | DOC | CDO | CIT | NCI | CCU | D2Y | C2Y | D5Y | C5Y | SC | %SC | CiY | II | AII | |
| 1990 | 0 | 0.14 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.07 | |||||
| 1991 | 0 | 0.11 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.06 | |||||
| 1992 | 0 | 0.1 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.07 | |||||
| 1993 | 0 | 0.13 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.07 | |||||
| 1994 | 0 | 0.13 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.06 | |||||
| 1995 | 0 | 0.18 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.09 | |||||
| 1996 | 0 | 0.22 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.11 | |||||
| 1997 | 0 | 0.23 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.12 | |||||
| 1998 | 0 | 0.24 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.15 | |||||
| 1999 | 0 | 0.32 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.21 | |||||
| 2000 | 0 | 0.46 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.2 | |||||
| 2001 | 0 | 0.39 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.22 | |||||
| 2002 | 0 | 0.42 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.24 | |||||
| 2003 | 0 | 0.41 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.24 | |||||
| 2004 | 0 | 0.47 | 0.11 | 0 | 18 | 18 | 17 | 2 | 2 | 0 | 0 | 1 | 50 | 2 | 0.11 | 0.27 | ||
| 2005 |  0.33 |
0.49 | 0.11 | 0.33 | 37 | 55 | 58 | 6 | 8 | 18 | 6 | 18 | 6 | 1 | 16.7 | 0 | 0.29 | |
| 2006 | 0.2 |
0.48 | 0.16 | 0.2 | 32 | 87 | 16 | 14 | 22 | 55 | 11 | 55 | 11 | 1 | 7.1 | 2 | 0.06 | 0.26 |
| 2007 | 0.13 |
0.4 | 0.1 | 0.11 | 28 | 115 | 5 | 12 | 34 | 69 | 9 | 87 | 10 | 2 | 16.7 | 1 | 0.04 | 0.22 |
| 2008 | 0.05 |
0.45 | 0.08 | 0.08 | 28 | 143 | 18 | 9 | 46 | 60 | 3 | 115 | 9 | 1 | 11.1 | 0 | 0.23 | |
| 2009 | 0.05 |
0.43 | 0.34 | 0.05 | 47 | 190 | 242 | 63 | 111 | 56 | 3 | 143 | 7 | 18 | 28.6 | 56 | 1.19 | 0.23 |
| 2010 |  0.48 |
0.37 | 0.31 | 0.26 | 39 | 229 | 136 | 70 | 183 | 75 | 36 | 172 | 44 | 5 | 7.1 | 5 | 0.13 | 0.19 |
| 2011 | 0.35 |
0.47 | 0.17 | 0.18 | 33 | 262 | 61 | 44 | 227 | 86 | 30 | 174 | 31 | 3 | 6.8 | 4 | 0.12 | 0.25 |
| 2012 | 0.18 |
0.5 | 0.16 | 0.19 | 33 | 295 | 67 | 46 | 273 | 72 | 13 | 175 | 34 | 2 | 4.3 | 4 | 0.12 | 0.26 |
| 2013 | 0.21 |
0.52 | 0.26 | 0.37 | 34 | 329 | 72 | 86 | 359 | 66 | 14 | 180 | 66 | 5 | 5.8 | 3 | 0.09 | 0.24 |
| 2014 | 0.31 |
0.55 | 0.24 | 0.32 | 21 | 350 | 43 | 82 | 443 | 67 | 21 | 186 | 60 | 10 | 12.2 | 2 | 0.1 | 0.28 |
| 2015 | 0.64 |
0.54 | 0.41 | 0.48 | 23 | 373 | 37 | 154 | 597 | 55 | 35 | 160 | 77 | 33 | 21.4 | 15 | 0.65 | 0.28 |
| 2016 | 0.45 |
0.58 | 0.22 | 0.28 | 23 | 396 | 15 | 88 | 685 | 44 | 20 | 144 | 40 | 10 | 11.4 | 1 | 0.04 | 0.29 |
| 2017 | 0.15 |
0.6 | 0.19 | 0.25 | 22 | 418 | 21 | 79 | 764 | 46 | 7 | 134 | 34 | 11 | 13.9 | 7 | 0.32 | 0.3 |
| 2018 | 0.38 |
0.62 | 0.21 | 0.28 | 22 | 440 | 9 | 92 | 856 | 45 | 17 | 123 | 35 | 12 | 13 | 1 | 0.05 | 0.33 |
| IF: | Impact Factor: C2Y / D2Y |
| AIF: | Average Impact Factor for series in RePEc in year y |
| CIF: | Cumulative impact factor |
| IF5: | Impact Factor: C5Y / D5Y |
| DOC: | Number of documents published in year y |
| CDO: | Cumulative number of documents published until year y |
| CIT: | Number of citations to papers published in year y |
| NCI: | Number of citations in year y |
| CCU: | Cumulative number of citations to papers published until 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: | selft citations 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 |
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2009 | Do We Really Need Both BEKK and DCC? A Tale of Two Covariance Models. (2009). McAleer, Michael ; Caporin, Massimiliano. In: CARF F-Series. RePEc:cfi:fseres:cf156. Full description at Econpapers || Download paper | 66 |
| 2 | 2010 | Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns. (2010). Tansuchat, Roengchai ; McAleer, Michael ; Chang, Chia-Lin. In: CARF F-Series. RePEc:cfi:fseres:cf202. Full description at Econpapers || Download paper | 46 |
| 3 | 2009 | Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis?. (2009). perez-amaral, teodosio ; McAleer, Michael ; Jimenez-Martin, Juan. In: CARF F-Series. RePEc:cfi:fseres:cf158. Full description at Econpapers || Download paper | 29 |
| 4 | 2010 | Market Efficiency of Oil Spot and Futures: A Stochastic Dominance Approach. (2010). Wong, Wing-Keung ; McAleer, Michael ; Lean, Hooi Hooi. In: CARF F-Series. RePEc:cfi:fseres:cf201. Full description at Econpapers || Download paper | 24 |
| 5 | 2009 | Multivariate Stochastic Volatility with Cross Leverage. (2009). Omori, Yasuhiro ; Ishihara, Tsunehiro . In: CARF F-Series. RePEc:cfi:fseres:cf191. Full description at Econpapers || Download paper | 22 |
| 6 | 2012 | Deleveraging and Monetary Policy: Japan since the 1990s and the United States since 2007. (2012). Ueda, Kazuo. In: CARF F-Series. RePEc:cfi:fseres:cf283. Full description at Econpapers || Download paper | 21 |
| 7 | 2009 | The Ten Commandments for Optimizing Value-at-Risk and Daily Capital Charges. (2009). McAleer, Michael. In: CARF F-Series. RePEc:cfi:fseres:cf164. Full description at Econpapers || Download paper | 20 |
| 8 | 2014 | Safe Asset Shortages and Asset Price Bubbles. (2014). Nikolov, Kalin ; Nakajima, Tomoyuki ; Aoki, Kosuke . In: CARF F-Series. RePEc:cfi:fseres:cf344. Full description at Econpapers || Download paper | 20 |
| 9 | 2011 | A Market Model of Interest Rates with Dynamic Basis Spreads in the presence of Collateral and Multiple Currencies. (2011). Takahashi, Akihiko ; Shimada, Yasufumi ; Fujii, Masaaki. In: CARF F-Series. RePEc:cfi:fseres:cf196. Full description at Econpapers || Download paper | 20 |
| 10 | 2015 | Perturbative Expansion Technique for Non-linear FBSDEs with Interacting Particle Method. (2015). Takahashi, Akihiko ; Fujii, Masaaki. In: CARF F-Series. RePEc:cfi:fseres:cf278. Full description at Econpapers || Download paper | 20 |
| 11 | 2009 | A Panel Threshold Model of Tourism Specialization and Economic Development. (2009). McAleer, Michael ; Khamkaew, Thanchanok ; Chang, Chia-Lin. In: CARF F-Series. RePEc:cfi:fseres:cf188. Full description at Econpapers || Download paper | 19 |
| 12 | 2009 | Volatility Spillovers Between Crude Oil Futures Returns and Oil Company Stocks Return. (2009). Tansuchat, Roengchai ; McAleer, Michael ; Chang, Chia-Lin. In: CARF F-Series. RePEc:cfi:fseres:cf157. Full description at Econpapers || Download paper | 18 |
| 13 | 2015 | An Asymptotic Expansion of Forward-Backward SDEs with a Perturbed Driver. (2015). Takahashi, Akihiko ; Yamada, Toshihiro. In: CARF F-Series. RePEc:cfi:fseres:cf363. Full description at Econpapers || Download paper | 17 |
| 14 | 2010 | Asset Bubbles, Endogenous Growth, and Financial Frictions. (2010). Hirano, Tomohiro ; Yanagawa, Noriyuki. In: CARF F-Series. RePEc:cfi:fseres:cf223. Full description at Econpapers || Download paper | 16 |
| 15 | 2012 | A General Computation Scheme for a High-Order Asymptotic Expansion Method. (2012). Takahashi, Akihiko ; Toda, Masashi ; Takehara, Kohta . In: CARF F-Series. RePEc:cfi:fseres:cf272. Full description at Econpapers || Download paper | 14 |
| 16 | 2009 | Modelling Conditional Correlations for Risk Diversification in Crude Oil Markets. (2009). Tansuchat, Roengchai ; McAleer, Michael ; Chang, Chia-Lin. In: CARF F-Series. RePEc:cfi:fseres:cf162. Full description at Econpapers || Download paper | 14 |
| 17 | 2010 | A Note on Construction of Multiple Swap Curves with and without Collateral. (2010). Takahashi, Akihiko ; Shimada, Yasufumi ; Fujii, Masaaki. In: CARF F-Series. RePEc:cfi:fseres:cf154. Full description at Econpapers || Download paper | 14 |
| 18 | 2009 | A Decision Rule to Minimize Daily Capital Charges in Forecasting Value-at-Risk. (2009). perez-amaral, teodosio ; McAleer, Michael ; Jimenez-Martin, Juan. In: CARF F-Series. RePEc:cfi:fseres:cf159. Full description at Econpapers || Download paper | 13 |
| 19 | 2013 | Behavioral Approach to Repeated Games with Private Monitoring. (2013). Matsushima, Hitoshi ; Toyama, Tomohisa ; Tanaka, Tomomi . In: CARF F-Series. RePEc:cfi:fseres:cf309. Full description at Econpapers || Download paper | 12 |
| 20 | 2013 | How Much Do Official Price Indexes Tell Us About Inflation?. (2013). Weinstein, David ; Handbury, Jessie ; Watanabe, Tsutomu. In: CARF F-Series. RePEc:cfi:fseres:cf328. Full description at Econpapers || Download paper | 12 |
| 21 | 2012 | Perturbative Expansion of FBSDE in an Incomplete Market with Stochastic Volatility. (2012). Takahashi, Akihiko ; Fujii, Masaaki. In: CARF F-Series. RePEc:cfi:fseres:cf270. Full description at Econpapers || Download paper | 12 |
| 22 | 2009 | Daily Tourist Arrivals, Exchange Rates and Volatility for Korea and Taiwan. (2009). McAleer, Michael ; Chang, Chia-Lin. In: CARF F-Series. RePEc:cfi:fseres:cf192. Full description at Econpapers || Download paper | 12 |
| 23 | 2005 | Saving and Interest Rates in Japan: Why They Have Fallen and Why They Will Remain Low. (2005). Ikeda, Daisuke ; Braun, R. ; Joines, Douglas H.. In: CARF F-Series. RePEc:cfi:fseres:cf028. Full description at Econpapers || Download paper | 12 |
| 24 | 2017 | Creating Investment Scheme with State Space Modeling. (2017). Takahashi, Soichiro ; Nakano, Masafumi. In: CARF F-Series. RePEc:cfi:fseres:cf406. Full description at Econpapers || Download paper | 11 |
| 25 | 2009 | The Determinants of Bank Capital Ratios in a Developing Economy. (2009). Ariff, Mohamed ; Skully, Michael J. ; Ahmad, Rubi. In: CARF F-Series. RePEc:cfi:fseres:cf147. Full description at Econpapers || Download paper | 10 |
| 26 | 2013 | On an Asymptotic Expansion of Forward-Backward SDEs with a Perturbed Driver. (2013). Takahashi, Akihiko ; Yamada, Toshihiro. In: CARF F-Series. RePEc:cfi:fseres:cf326. Full description at Econpapers || Download paper | 10 |
| 27 | 2014 | The Structure and Evolution of Buyer-Supplier Networks. (2014). Mizuno, Takayuki ; Souma, Wataru ; Watanabe, Tsutomu. In: CARF F-Series. RePEc:cfi:fseres:cf339. Full description at Econpapers || Download paper | 10 |
| 28 | Modelling Long Memory Volatility in Agricultural Commodity Futures Returns. (2009). Tansuchat, Roengchai ; McAleer, Michael ; Chang, Chia-Lin. In: CARF F-Series. RePEc:cfi:fseres:cf183. Full description at Econpapers || Download paper | 10 | |
| 29 | 2012 | Pricing Multi-Asset Cross Currency Options. (2012). Takahashi, Akihiko ; Shiraya, Kenichiro. In: CARF F-Series. RePEc:cfi:fseres:cf276. Full description at Econpapers || Download paper | 9 |
| 30 | 2012 | Pricing Multi-Asset Cross Currency Options. (2012). Takahashi, Akihiko ; Shiraya, Kenichiro. In: CARF F-Series. RePEc:cfi:fseres:cf290. Full description at Econpapers || Download paper | 9 |
| 31 | 2009 | Alternative Asymmetric Stochastic Volatility Models. (2009). McAleer, Michael ; Asai, Manabu. In: CARF F-Series. RePEc:cfi:fseres:cf166. Full description at Econpapers || Download paper | 9 |
| 32 | 2013 | Endogenous Monetary Policy Shifts and the Term Structure: Evidence from Japanese Government Bond Yields. (2013). Koeda, Junko. In: CARF F-Series. RePEc:cfi:fseres:cf303. Full description at Econpapers || Download paper | 9 |
| 33 | 2011 | Interbank Networks in Prewar Japan: Structure and Implications. (2011). SAWADA, MICHIRU ; Okazaki, Tetsuji. In: CARF F-Series. RePEc:cfi:fseres:cf250. Full description at Econpapers || Download paper | 8 |
| 34 | 2009 | Optimal Risk Management Before, During and After the 2008-09 Financial Crisis. (2009). perez-amaral, teodosio ; McAleer, Michael ; Jimenez-Martin, Juan. In: CARF F-Series. RePEc:cfi:fseres:cf171. Full description at Econpapers || Download paper | 8 |
| 35 | 2005 | Public Debt and Economic Growth in an Aging Japan. (2005). Kato, Ryuta ; Bessho, Shun-ichiro ; Kawade, Masumi ; Ihori, Toshihiro. In: CARF F-Series. RePEc:cfi:fseres:cf046. Full description at Econpapers || Download paper | 8 |
| 36 | 2004 | Testing for Linearity in Regressions with I (1) processes. (2004). Arai, Yoichi. In: CARF F-Series. RePEc:cfi:fseres:cf014. Full description at Econpapers || Download paper | 8 |
| 37 | 2010 | Why Did ?Zombie? Firms Recover in Japan?. (2010). nakamura, jun-ichi ; Fukuda, Shin-ichi. In: CARF F-Series. RePEc:cfi:fseres:cf224. Full description at Econpapers || Download paper | 7 |
| 38 | 2012 | Collateralized CDS and Default Dependence -Implications for the Central Clearing. (2012). Takahashi, Akihiko ; Fujii, Masaaki. In: CARF F-Series. RePEc:cfi:fseres:cf281. Full description at Econpapers || Download paper | 7 |
| 39 | 2010 | Realized Volatility Risk. (2010). Scharth, Marcel ; McAleer, Michael ; Allen, David. In: CARF F-Series. RePEc:cfi:fseres:cf197. Full description at Econpapers || Download paper | 7 |
| 40 | 2013 | A Regime-Switching SVAR Analysis of Quantitative Easing. (2013). Koeda, Junko ; Hayashi, Fumio. In: CARF F-Series. RePEc:cfi:fseres:cf322. Full description at Econpapers || Download paper | 7 |
| 41 | 2009 | IMF Bank-Restructuring Efficiency Outcomes: Evidence from East Asia. (2009). Ariff, Mohamed ; Can, Luc . In: CARF F-Series. RePEc:cfi:fseres:cf148. Full description at Econpapers || Download paper | 7 |
| 42 | 2005 | Multi-Period Corporate Default Prediction With Stochastic Covariates. (2005). Duffie, Darrell ; Wang, KE ; Saita, Leandro . In: CARF F-Series. RePEc:cfi:fseres:cf047. Full description at Econpapers || Download paper | 7 |
| 43 | 2008 | How Capital Structure Adjusts Dynamically during Financial Crisis. (2008). Mohamad, Shamsher ; Ariff, Mohamed ; Shamsher M., . In: CARF F-Series. RePEc:cfi:fseres:cf130. Full description at Econpapers || Download paper | 7 |
| 44 | 2009 | Modelling the Interactions Across International Stock, Bond and Foreign Exchange Markets. (2009). McAleer, Michael ; Hakim, Abdul. In: CARF F-Series. RePEc:cfi:fseres:cf170. Full description at Econpapers || Download paper | 7 |
| 45 | 2005 | Scanning Multivariate Conditional Densities with Probability Integral Transforms. (2005). Ishida, Isao. In: CARF F-Series. RePEc:cfi:fseres:cf045. Full description at Econpapers || Download paper | 7 |
| 46 | 2017 | Dynamic Implementation, Verification, and Detection. (2017). Matsushima, Hitoshi. In: CARF F-Series. RePEc:cfi:fseres:cf416. Full description at Econpapers || Download paper | 7 |
| 47 | 2010 | Ranking Multivariate GARCH Models by Problem Dimension. (2010). McAleer, Michael ; Caporin, Massimiliano. In: CARF F-Series. RePEc:cfi:fseres:cf219. Full description at Econpapers || Download paper | 6 |
| 48 | 2009 | Computation in an Asymptotic Expansion Method. (2009). Takahashi, Akihiko ; Toda, Masashi ; Takehara, Kohta . In: CARF F-Series. RePEc:cfi:fseres:cf149. Full description at Econpapers || Download paper | 6 |
| 49 | 2005 | Are People Insured Against Natural Disasters? Evidence from the Great Hanshin-Awaji (Kobe) Earthquake in 1995. (2005). Shimizutani, Satoshi ; Sawada, Yasuyuki. In: CARF F-Series. RePEc:cfi:fseres:cf019. Full description at Econpapers || Download paper | 6 |
| 50 | 2005 | Monetary Policy during Japans Lost Decade. (2005). Waki, Yuichiro ; Braun, R.. In: CARF F-Series. RePEc:cfi:fseres:cf035. Full description at Econpapers || Download paper | 6 |
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2010 | Market Efficiency of Oil Spot and Futures: A Stochastic Dominance Approach. (2010). Wong, Wing-Keung ; McAleer, Michael ; Lean, Hooi Hooi. In: CARF F-Series. RePEc:cfi:fseres:cf201. Full description at Econpapers || Download paper | 14 |
| 2 | 2015 | An Asymptotic Expansion of Forward-Backward SDEs with a Perturbed Driver. (2015). Takahashi, Akihiko ; Yamada, Toshihiro. In: CARF F-Series. RePEc:cfi:fseres:cf363. Full description at Econpapers || Download paper | 11 |
| 3 | 2017 | Creating Investment Scheme with State Space Modeling. (2017). Takahashi, Soichiro ; Nakano, Masafumi. In: CARF F-Series. RePEc:cfi:fseres:cf406. Full description at Econpapers || Download paper | 11 |
| 4 | 2014 | Safe Asset Shortages and Asset Price Bubbles. (2014). Nikolov, Kalin ; Nakajima, Tomoyuki ; Aoki, Kosuke . In: CARF F-Series. RePEc:cfi:fseres:cf344. Full description at Econpapers || Download paper | 8 |
| 5 | 2015 | Perturbative Expansion Technique for Non-linear FBSDEs with Interacting Particle Method. (2015). Takahashi, Akihiko ; Fujii, Masaaki. In: CARF F-Series. RePEc:cfi:fseres:cf278. Full description at Econpapers || Download paper | 8 |
| 6 | 2013 | Behavioral Approach to Repeated Games with Private Monitoring. (2013). Matsushima, Hitoshi ; Toyama, Tomohisa ; Tanaka, Tomomi . In: CARF F-Series. RePEc:cfi:fseres:cf309. Full description at Econpapers || Download paper | 7 |
| 7 | 2017 | Dynamic Implementation, Verification, and Detection. (2017). Matsushima, Hitoshi. In: CARF F-Series. RePEc:cfi:fseres:cf416. Full description at Econpapers || Download paper | 7 |
| 8 | 2009 | The Determinants of Bank Capital Ratios in a Developing Economy. (2009). Ariff, Mohamed ; Skully, Michael J. ; Ahmad, Rubi. In: CARF F-Series. RePEc:cfi:fseres:cf147. Full description at Econpapers || Download paper | 6 |
| 9 | 2017 | Asymptotic Expansion as Prior Knowledge in Deep Learning Method for high dimensional BSDEs. (2017). Takahashi, Masayuki ; Fujii, Masaaki. In: CARF F-Series. RePEc:cfi:fseres:cf423. Full description at Econpapers || Download paper | 5 |
| 10 | 2013 | How Much Do Official Price Indexes Tell Us About Inflation?. (2013). Weinstein, David ; Handbury, Jessie ; Watanabe, Tsutomu. In: CARF F-Series. RePEc:cfi:fseres:cf328. Full description at Econpapers || Download paper | 5 |
| 11 | 2010 | Why Did ?Zombie? Firms Recover in Japan?. (2010). nakamura, jun-ichi ; Fukuda, Shin-ichi. In: CARF F-Series. RePEc:cfi:fseres:cf224. Full description at Econpapers || Download paper | 5 |
| 12 | 2014 | The Structure and Evolution of Buyer-Supplier Networks. (2014). Mizuno, Takayuki ; Souma, Wataru ; Watanabe, Tsutomu. In: CARF F-Series. RePEc:cfi:fseres:cf339. Full description at Econpapers || Download paper | 5 |
| 13 | 2016 | Power laws in market capitalization during the Dot-com and Shanghai bubble periods. (2016). Watanabe, Tsutomu ; Mizuno, Takayuki ; Ohnishi, Takaaki . In: CARF F-Series. RePEc:cfi:fseres:cf392. Full description at Econpapers || Download paper | 5 |
| 14 | 2012 | Deleveraging and Monetary Policy: Japan since the 1990s and the United States since 2007. (2012). Ueda, Kazuo. In: CARF F-Series. RePEc:cfi:fseres:cf283. Full description at Econpapers || Download paper | 5 |
| 15 | 2015 | Asymptotic Expansion for Forward-Backward SDEs. (2015). Fujii, Masaaki ; Takahashi, Akihiko. In: CARF F-Series. RePEc:cfi:fseres:cf372. Full description at Econpapers || Download paper | 5 |
| 16 | 2009 | Daily Tourist Arrivals, Exchange Rates and Volatility for Korea and Taiwan. (2009). McAleer, Michael ; Chang, Chia-Lin. In: CARF F-Series. RePEc:cfi:fseres:cf192. Full description at Econpapers || Download paper | 5 |
| 17 | 2009 | Volatility Spillovers Between Crude Oil Futures Returns and Oil Company Stocks Return. (2009). Tansuchat, Roengchai ; McAleer, Michael ; Chang, Chia-Lin. In: CARF F-Series. RePEc:cfi:fseres:cf157. Full description at Econpapers || Download paper | 5 |
| 18 | 2009 | A Panel Threshold Model of Tourism Specialization and Economic Development. (2009). McAleer, Michael ; Khamkaew, Thanchanok ; Chang, Chia-Lin. In: CARF F-Series. RePEc:cfi:fseres:cf188. Full description at Econpapers || Download paper | 5 |
| 19 | 2015 | Quadratic-exponential growth BSDEs with Jumps and their Malliavinââ¬â¢s Differentiability. (2015). Takahashi, Akihiko ; Fujii, Masaaki. In: CARF F-Series. RePEc:cfi:fseres:cf376. Full description at Econpapers || Download paper | 4 |
| 20 | 2011 | A Market Model of Interest Rates with Dynamic Basis Spreads in the presence of Collateral and Multiple Currencies. (2011). Takahashi, Akihiko ; Shimada, Yasufumi ; Fujii, Masaaki. In: CARF F-Series. RePEc:cfi:fseres:cf196. Full description at Econpapers || Download paper | 4 |
| 21 | 2008 | How Capital Structure Adjusts Dynamically during Financial Crisis. (2008). Mohamad, Shamsher ; Ariff, Mohamed ; Shamsher M., . In: CARF F-Series. RePEc:cfi:fseres:cf130. Full description at Econpapers || Download paper | 4 |
| 22 | 2016 | Product Turnover and Deflation: Evidence from Japan. (2016). Ueda, Kozo ; Watanabe, Tsutomu. In: CARF F-Series. RePEc:cfi:fseres:cf400. Full description at Econpapers || Download paper | 4 |
| 23 | 2005 | Public Debt and Economic Growth in an Aging Japan. (2005). Kato, Ryuta ; Bessho, Shun-ichiro ; Kawade, Masumi ; Ihori, Toshihiro. In: CARF F-Series. RePEc:cfi:fseres:cf046. Full description at Econpapers || Download paper | 4 |
| 24 | 2018 | Implementation without Expected Utility: Ex-Post Verifiability. (2018). Matsushima, Hitoshi. In: CARF F-Series. RePEc:cfi:fseres:cf443. Full description at Econpapers || Download paper | 3 |
| 25 | 2012 | Perturbative Expansion of FBSDE in an Incomplete Market with Stochastic Volatility. (2012). Takahashi, Akihiko ; Fujii, Masaaki. In: CARF F-Series. RePEc:cfi:fseres:cf270. Full description at Econpapers || Download paper | 3 |
| 26 | 2013 | Endogenous Monetary Policy Shifts and the Term Structure: Evidence from Japanese Government Bond Yields. (2013). Koeda, Junko. In: CARF F-Series. RePEc:cfi:fseres:cf303. Full description at Econpapers || Download paper | 3 |
| 27 | 2011 | Pricing Discrete Barrier Options under Stochastic Volatility. (2011). Takahashi, Akihiko ; Yamada, Toshihiro ; Shiraya, Kenichiro. In: CARF F-Series. RePEc:cfi:fseres:cf210. Full description at Econpapers || Download paper | 3 |
| 28 | 2009 | Modelling Conditional Correlations for Risk Diversification in Crude Oil Markets. (2009). Tansuchat, Roengchai ; McAleer, Michael ; Chang, Chia-Lin. In: CARF F-Series. RePEc:cfi:fseres:cf162. Full description at Econpapers || Download paper | 3 |
| 29 | 2011 | Interbank Networks in Prewar Japan: Structure and Implications. (2011). SAWADA, MICHIRU ; Okazaki, Tetsuji. In: CARF F-Series. RePEc:cfi:fseres:cf250. Full description at Econpapers || Download paper | 3 |
| 30 | 2009 | IMF Bank-Restructuring Efficiency Outcomes: Evidence from East Asia. (2009). Ariff, Mohamed ; Can, Luc . In: CARF F-Series. RePEc:cfi:fseres:cf148. Full description at Econpapers || Download paper | 3 |
| 31 | 2010 | A Note on Construction of Multiple Swap Curves with and without Collateral. (2010). Takahashi, Akihiko ; Shimada, Yasufumi ; Fujii, Masaaki. In: CARF F-Series. RePEc:cfi:fseres:cf154. Full description at Econpapers || Download paper | 3 |
| 32 | 2019 | Blockchain Disables Real-World Governance. (2019). Matsushima, Hitoshi. In: CARF F-Series. RePEc:cfi:fseres:cf459. Full description at Econpapers || Download paper | 2 |
| 33 | 2009 | Do We Really Need Both BEKK and DCC? A Tale of Two Covariance Models. (2009). McAleer, Michael ; Caporin, Massimiliano. In: CARF F-Series. RePEc:cfi:fseres:cf156. Full description at Econpapers || Download paper | 2 |
| 34 | 2013 | A Regime-Switching SVAR Analysis of Quantitative Easing. (2013). Koeda, Junko ; Hayashi, Fumio. In: CARF F-Series. RePEc:cfi:fseres:cf322. Full description at Econpapers || Download paper | 2 |
| 35 | 2017 | Fuzzy Logic-based Portfolio Selection with Particle Filtering and Anomaly Detection (Subsequently published in Knowledge-Based Systems). (2017). Takahashi, Soichiro ; Nakano, Masafumi. In: CARF F-Series. RePEc:cfi:fseres:cf405. Full description at Econpapers || Download paper | 2 |
| 36 | 2008 | Technology Shocks and Asset Price Dynamics:The Role of Housing in General Equilibrium. (2008). Yoshida, Jiro. In: CARF F-Series. RePEc:cfi:fseres:cf119. Full description at Econpapers || Download paper | 2 |
| 37 | 2005 | Scanning Multivariate Conditional Densities with Probability Integral Transforms. (2005). Ishida, Isao. In: CARF F-Series. RePEc:cfi:fseres:cf045. Full description at Econpapers || Download paper | 2 |
| 38 | 2017 | Robust technical trading with fuzzy knowledge-based systems (Forthcoming in Frontiers in Artificial Intelligence and Applications.). (2017). Takahashi, Soichiro ; Nakano, Masafumi. In: CARF F-Series. RePEc:cfi:fseres:cf413. Full description at Econpapers || Download paper | 2 |
| 39 | 2016 | Solving Backward Stochastic Differential Equations by Connecting the Short-term Expansions. (2016). Fujii, Masaaki ; Takahashi, Akihiko. In: CARF F-Series. RePEc:cfi:fseres:cf387. Full description at Econpapers || Download paper | 2 |
| 40 | 2016 | Solving 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. Full description at Econpapers || Download paper | 2 |
| 41 | 2014 | A Semi-group Expansion for Pricing Barrier Options. (2014). Takahashi, Akihiko ; Yamada, Toshihiro ; Kato, Takashi. In: CARF F-Series. RePEc:cfi:fseres:cf349. Full description at Econpapers || Download paper | 2 |
| 42 | 2019 | Behavioral Theory of Repeated Prisonerââ¬â¢s Dilemma: Generous Tit-For-Tat Strategy. (2019). Matsushima, Hitoshi. In: CARF F-Series. RePEc:cfi:fseres:cf452. Full description at Econpapers || Download paper | 2 |
| 43 | 2018 | The Demand for Money at the Zero Interest Rate Bound. (2018). Yabu, Tomoyoshi ; Watanabe, Tsutomu. In: CARF F-Series. RePEc:cfi:fseres:cf444. Full description at Econpapers || Download paper | 2 |
| 44 | 2016 | Mechanism Design in Hidden Action and Hidden Information: Richness and Pure Groves. (2016). Matsushima, Hitoshi ; Noda, Shunya . In: CARF F-Series. RePEc:cfi:fseres:cf386. Full description at Econpapers || Download paper | 2 |
| 45 | 2010 | Core-Selecting Auctions: An Experimental Study. (2010). Kazumori, Eiichiro . In: CARF F-Series. RePEc:cfi:fseres:cf226. Full description at Econpapers || Download paper | 2 |
| 46 | 2012 | A General Computation Scheme for a High-Order Asymptotic Expansion Method. (2012). Takahashi, Akihiko ; Toda, Masashi ; Takehara, Kohta . In: CARF F-Series. RePEc:cfi:fseres:cf272. Full description at Econpapers || Download paper | 2 |
| 47 | 2018 | Accuracy and Retaliation in Repeated Games with Imperfect Private Monitoring: Experiments. (2018). Matsushima, Hitoshi ; Toyama, Tomohisa ; Kayaba, Yutaka. In: CARF F-Series. RePEc:cfi:fseres:cf433. Full description at Econpapers || Download paper | 2 |
| 48 | 2015 | Optimal Position Management for a Market Maker with Stochastic Price Impacts. (2015). Fujii, Masaaki. In: CARF F-Series. RePEc:cfi:fseres:cf360. Full description at Econpapers || Download paper | 2 |
| 49 | 2009 | The Ten Commandments for Optimizing Value-at-Risk and Daily Capital Charges. (2009). McAleer, Michael. In: CARF F-Series. RePEc:cfi:fseres:cf164. Full description at Econpapers || Download paper | 2 |
| Year | Title | |
|---|---|---|
| 2018 | State Space Approach to Adaptive Artificial Intelligence Modeling: Application to Financial Portfolio with Fuzzy System. (2018). Takahashi, Soichiro ; Nakano, Masafumi. In: CARF F-Series. RePEc:cfi:fseres:cf422. Full description at Econpapers || Download paper | |
| 2018 | Bitcoin technical trading with artificial neural network. (2018). Takahashi, Soichiro ; Nakano, Masafumi. In: CARF F-Series. RePEc:cfi:fseres:cf430. Full description at Econpapers || Download paper | |
| 2018 | Bitcoin technical trading with artificial neural network. (2018). Takahashi, Soichiro ; Nakano, Masafumi. In: CIRJE F-Series. RePEc:tky:fseres:2018cf1078. Full description at Econpapers || Download paper | |
| 2018 | On the Effect of Bank of Japanâs Outright Purchase on the JGB Yield Curve. (2018). Nakano, Masafumi ; Tokioka, Takami ; Takahashi, Soichiro. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:25:y:2018:i:1:d:10.1007_s10690-018-9238-5. Full description at Econpapers || Download paper | |
| 2018 | Bitcoin technical trading with artificial neural network. (2018). Nakano, Masafumi ; Takahashi, Soichiro. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:510:y:2018:i:c:p:587-609. Full description at Econpapers || Download paper | |
| 2018 | Product Cycles and Prices:Search Foundation. (2018). Teranishi, Yuki ; Dong, Mei. In: UTokyo Price Project Working Paper Series. RePEc:upd:utppwp:080. Full description at Econpapers || Download paper | |
| 2018 | Compilation of Experimental Price Indices Using Big Data and Machine Learning:A Comparative Analysis and Validity Verification of Quality Adjustments. (2018). Shinozaki, Kimiaki ; Abe, Nobuhiro. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp18e13. Full description at Econpapers || Download paper | |
| 2018 | Econometric Perspectives on Economic Measurement. (2018). Gorajek, Adam. In: RBA Research Discussion Papers. RePEc:rba:rbardp:rdp2018-08. Full description at Econpapers || Download paper | |
| 2018 | Aggregate demand deficiency, labor unions, and longârun stagnation. (2018). Murota, Ryuichiro . In: Metroeconomica. RePEc:bla:metroe:v:69:y:2018:i:4:p:868-888. Full description at Econpapers || Download paper | |
| 2018 | Stochastic Differential Game in High Frequency Market. (2018). Takahashi, Akihiko ; Saito, Taiga. In: CIRJE F-Series. RePEc:tky:fseres:2018cf1087. Full description at Econpapers || Download paper | |
| 2018 | An agent based early warning indicator for financial market instability. (2018). Vidal-Tomás, David ; Alfarano, Simone ; Vidal-Tomas, David. In: Working Papers. RePEc:jau:wpaper:2018/12. Full description at Econpapers || Download paper | |
| 2018 | An agent based early warning indicator for financial market instability. (2018). Alfarano, Simone ; Vidal-Tomas, David. In: MPRA Paper. RePEc:pra:mprapa:89693. Full description at Econpapers || Download paper | |
| 2018 | Efficient Investments in the Implementation Problem. (2018). Tomoeda, Kentaro. In: Working Paper Series. RePEc:uts:ecowps:54. Full description at Econpapers || Download paper | |
| 2018 | Framing Game Theory. (2018). Matsushima, Hitoshi. In: CARF F-Series. RePEc:cfi:fseres:cf428. Full description at Econpapers || Download paper | |
| 2018 | Framing Game Theory. (2018). Matsushima, Hitoshi. In: CIRJE F-Series. RePEc:tky:fseres:2018cf1076. Full description at Econpapers || Download paper | |
| 2018 | Implementation without Expected Utility: Ex-Post Verifiability. (2018). Matsushima, Hitoshi. In: CARF F-Series. RePEc:cfi:fseres:cf443. Full description at Econpapers || Download paper | |
| 2018 | A proof that artificial neural networks overcome the curse of dimensionality in the numerical approximation of Black-Scholes partial differential equations. (2018). von Wurstemberger, Philippe ; Jentzen, Arnulf ; Hornung, Fabian ; Grohs, Philipp. In: Papers. RePEc:arx:papers:1809.02362. Full description at Econpapers || Download paper |
Recent citations received in 2018
| Year | Citing document | |
|---|---|---|
| 2018 | On smile properties of volatility derivatives and exotic products: understanding the VIX skew. (2018). Muguruza, Aitor ; Garc, David ; Alos, Elisa. In: Papers. RePEc:arx:papers:1808.03610. Full description at Econpapers || Download paper |
Recent citations received in 2017
| Year | Citing document | |
|---|---|---|
| 2017 | Asymptotic Expansion as Prior Knowledge in Deep Learning Method for high dimensional BSDEs. (2017). Takahashi, Masayuki ; Fujii, Masaaki. In: CARF F-Series. RePEc:cfi:fseres:cf423. Full description at Econpapers || Download paper | |
| 2017 | Framing Game Theory. (2017). Matsushima, Hitoshi. In: CARF F-Series. RePEc:cfi:fseres:cf425. Full description at Econpapers || Download paper | |
| 2017 | Pricing Average and Spread Options under Local-Stochastic Volatility Jump-Diffusion Models (Revised version of CARF-F-365 : Subsequently published in Mathematics of Operations Research). (2017). Takahashi, Akihiko ; Shiraya, Kenichiro. In: CARF F-Series. RePEc:cfi:fseres:cf426. Full description at Econpapers || Download paper | |
| 2017 | State Space Approach to Adaptive Fuzzy Modeling: Application to Financial Investment. (2017). Takahashi, Soichiro ; Nakano, Masafumi. In: CIRJE F-Series. RePEc:tky:fseres:2017cf1067. Full description at Econpapers || Download paper | |
| 2017 | Asymptotic Expansion as Prior Knowledge in Deep Learning Method for high dimensional BSDEs. (2017). Takahashi, Masayuki ; Fujii, Masaaki. In: CIRJE F-Series. RePEc:tky:fseres:2017cf1069. Full description at Econpapers || Download paper | |
| 2017 | Framing Game Theory. (2017). Matsushima, Hitoshi. In: CIRJE F-Series. RePEc:tky:fseres:2017cf1072. Full description at Econpapers || Download paper |
Recent citations received in 2016
| Year | Citing document | |
|---|---|---|
| 2016 | Strong sterling pound and weak European currencies in the crises: Evidence from covered interest parity of secured rates. (2016). Fukuda, Shin-ichi ; Shin- ichi Fukuda, . In: Journal of the Japanese and International Economies. RePEc:eee:jjieco:v:42:y:2016:i:c:p:109-122. Full description at Econpapers || Download paper |
Recent citations received in 2015
| Year | Citing document | |
|---|---|---|
| 2015 | An Asymptotic Expansion of Forward-Backward SDEs with a Perturbed Driver. (2015). Takahashi, Akihiko ; Yamada, Toshihiro. In: CARF F-Series. RePEc:cfi:fseres:cf363. Full description at Econpapers || Download paper | |
| 2015 | Asymptotic Expansion for Forward-Backward SDEs. (2015). Fujii, Masaaki ; Takahashi, Akihiko. In: CARF F-Series. RePEc:cfi:fseres:cf372. Full description at Econpapers || Download paper | |
| 2015 | An 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. Full description at Econpapers || Download paper | |
| 2015 | A formula of small time expansion for Young SDE driven by fractional Brownian motion. (2015). Yamada, Toshihiro. In: Statistics & Probability Letters. RePEc:eee:stapro:v:101:y:2015:i:c:p:64-72. Full description at Econpapers || Download paper | |
| 2015 | Secondary Market Liquidity and the Optimal Capital Structure. (2015). Arseneau, David ; Rappoport, David ; Vardoulakis, Alexandros. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2015-31. Full description at Econpapers || Download paper | |
| 2015 | Debt concentration of European Firms. (2015). . In: MPRA Paper. RePEc:pra:mprapa:63002. Full description at Econpapers || Download paper | |
| 2015 | Debt Concentration of European Firms. (2015). Giannetti, Caterina. In: SEP Working Papers. RePEc:ris:sepewp:2015_003. Full description at Econpapers || Download paper | |
| 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 | |
| 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 | |
| 2015 | Asymptotic Expansion for Forward-Backward SDEs with Jumps. (2015). Fujii, Masaaki ; Takahashi, Akihiko. In: CIRJE F-Series. RePEc:tky:fseres:2015cf993. Full description at Econpapers || Download paper | |
| 2015 | An Asymptotic Expansion for Local-Stochastic Volatility with Jump Models. (2015). Takahashi, Akihiko ; Shiraya, Kenichiro. In: CIRJE F-Series. RePEc:tky:fseres:2015cf998. Full description at Econpapers || Download paper |