Citation analysis for CARF F-Series / Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo

Citation Profile [Updated: 2022-01-09 21:43:50]

5 Years H

Impact Factor

0.23

5 Years IF

0.12

Data available in this report

[Raw data] [50 most cited papers] [50 most relevant papers] [cites used to compute IF] [Recent citations ][Frequent citing series ] [more data in EconPapers] [trace new citations] [Missing citations? Add them now] [Incorrect content? Let us know]

Main indicators

Raw Data

	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	0.21	0	0	0	0	0		0	0		0			0		0	0.12
1997	0	0.23	0	0	0	0	0		0	0		0			0		0	0.13
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	0.44	0	0	0	0	0		0	0		0			0		0	0.2
2001	0	0.4	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	0.23
2003	0	0.42	0	0	0	0	0		0	0		0			0		0	0.24
2004	0	0.47	0.11	0	18	18	16	2	2	0		0		1	50	2	0.11	0.27
2005	0.33	0.49	0.11	0.33	37	55	63	6	8	18	6	18	6	1	16.7		0	0.29
2006	0.2	0.47	0.16	0.2	32	87	18	14	22	55	11	55	11	1	7.1	2	0.06	0.27
2007	0.13	0.39	0.1	0.11	28	115	5	12	34	69	9	87	10	2	16.7	1	0.04	0.22
2008	0.05	0.46	0.09	0.09	28	143	23	10	47	60	3	115	10	1	10		0	0.23
2009	0.05	0.43	0.33	0.06	47	190	242	61	110	56	3	143	8	18	29.5	53	1.13	0.22
2010	0.48	0.37	0.31	0.25	39	229	139	68	180	75	36	172	43	5	7.4	5	0.13	0.19
2011	0.21	0.46	0.1	0.11	33	262	72	27	207	86	18	174	19	3	11.1	4	0.12	0.25
2012	0.18	0.5	0.15	0.18	33	295	72	43	250	72	13	175	32	2	4.7	4	0.12	0.25
2013	0.21	0.5	0.24	0.34	34	329	79	80	330	66	14	180	61	5	6.3	4	0.12	0.24
2014	0.31	0.53	0.24	0.33	21	350	49	83	415	67	21	186	61	10	12	2	0.1	0.27
2015	0.64	0.53	0.41	0.47	23	373	44	153	568	55	35	160	75	33	21.6	15	0.65	0.27
2016	0.5	0.54	0.22	0.29	23	396	19	89	657	44	22	144	42	10	11.2	1	0.04	0.27
2017	0.15	0.54	0.19	0.26	22	418	32	81	738	46	7	134	35	11	13.6	7	0.32	0.27
2018	0.4	0.53	0.21	0.29	22	440	22	94	832	45	18	123	36	12	12.8	1	0.05	0.26
2019	0.48	0.55	0.23	0.3	17	457	23	100	936	44	21	111	33	17	17	8	0.47	0.32
2020	0.23	0.63	0.11	0.12	29	486	32	52	989	39	9	107	13	5	9.6	11	0.38	0.58

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

50 most cited documents in this series

#	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	59
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	31
3	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	27
4	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	27
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	26
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	25
7	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	24
8	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
9	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	22
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	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	20
12	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	20
13	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	19
14	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	19
15	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	17
16	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	16
17	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
18	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	14
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	13
20	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	13
21	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	13
22	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	13
23	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	12
24	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
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	12
26	2019	Asymptotic Expansion as Prior Knowledge in Deep Learning Method for high dimensional BSDEs (Forthcoming in Asia-Pacific Financial Markets). (2019). Takahashi, Masayuki ; Fujii, Masaaki. In: CARF F-Series. RePEc:cfi:fseres:cf456. Full description at Econpapers \|\| Download paper	12
27	2018	Bitcoin technical trading with artificial neural network. (2018). Nakano, Masafumi ; Takahashi, Soichiro. In: CARF F-Series. RePEc:cfi:fseres:cf441. Full description at Econpapers \|\| Download paper	11
28	2020	Online Consumption During the COVID-19 Crisis: Evidence from Japan. (2020). Omori, Yuki ; Watanabe, Tsutomu. In: CARF F-Series. RePEc:cfi:fseres:cf487. Full description at Econpapers \|\| Download paper	11
29	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	11
30	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	11
31	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	11
32	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
33	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	10
34	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
35	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	9
36	2017	Dynamic Implementation, Verification, and Detection. (2017). Matsushima, Hitoshi. In: CARF F-Series. RePEc:cfi:fseres:cf416. Full description at Econpapers \|\| Download paper	9
37	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	9
38	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
39	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	9
40	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
41	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	8
42	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	8
43	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	8
44	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	7
45	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	7
46	2015	Financial Disintermediation and Financial Fragility. (2015). Nikolov, Kalin ; Aoki, Kosuke . In: CARF F-Series. RePEc:cfi:fseres:cf374. Full description at Econpapers \|\| Download paper	7
47	2009	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	7
48	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
49	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
50	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

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

#	Year	Title	Cited
1	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	14
2	2019	Asymptotic Expansion as Prior Knowledge in Deep Learning Method for high dimensional BSDEs (Forthcoming in Asia-Pacific Financial Markets). (2019). Takahashi, Masayuki ; Fujii, Masaaki. In: CARF F-Series. RePEc:cfi:fseres:cf456. Full description at Econpapers \|\| Download paper	12
3	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	11
4	2020	Online Consumption During the COVID-19 Crisis: Evidence from Japan. (2020). Omori, Yuki ; Watanabe, Tsutomu. In: CARF F-Series. RePEc:cfi:fseres:cf487. Full description at Econpapers \|\| Download paper	11
5	2018	Bitcoin technical trading with artificial neural network. (2018). Nakano, Masafumi ; Takahashi, Soichiro. In: CARF F-Series. RePEc:cfi:fseres:cf441. Full description at Econpapers \|\| Download paper	11
6	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	7
7	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	7
8	2020	A Mean Field Game Approach to Equilibrium Pricing with Market Clearing Condition. (2020). Fujii, Masaaki ; Takahashi, Akihiko. In: CARF F-Series. RePEc:cfi:fseres:cf473. Full description at Econpapers \|\| Download paper	6
9	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	6
10	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	6
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	5
12	2020	Average Inflation Targeting and the Interest Rate Lower Bound. (2020). Schmidt, Sebastian ; Nakata, Taisuke ; Budianto, Flora. In: CARF F-Series. RePEc:cfi:fseres:cf486. Full description at Econpapers \|\| Download paper	5
13	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
14	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
15	2017	Dynamic Implementation, Verification, and Detection. (2017). Matsushima, Hitoshi. In: CARF F-Series. RePEc:cfi:fseres:cf416. Full description at Econpapers \|\| Download paper	4
16	2017	Derivatives Pricing with Market Impact and Limit Order Book. (2017). Saito, Taiga ; Takahashi, Akihiko. In: CARF F-Series. RePEc:cfi:fseres:cf385. Full description at Econpapers \|\| Download paper	4
17	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	4
18	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	4
19	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	4
20	2011	Analytical Approximation for Non-linear FBSDEs with Perturbation Scheme. (2011). Takahashi, Akihiko ; Fujii, Masaaki. In: CARF F-Series. RePEc:cfi:fseres:cf248. Full description at Econpapers \|\| Download paper	3
21	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	3
22	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	3
23	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	3
24	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	3
25	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	3
26	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
27	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
28	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	3
29	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	3
30	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	3
31	2019	Blockchain Disables Real-World Governance. (2019). Matsushima, Hitoshi. In: CARF F-Series. RePEc:cfi:fseres:cf459. Full description at Econpapers \|\| Download paper	3
32	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	3
33	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	3
34	2020	Mechanism Design with Blockchain Enforcement. (2020). Matsushima, Hitoshi ; Noda, Shunya. In: CARF F-Series. RePEc:cfi:fseres:cf474. Full description at Econpapers \|\| Download paper	3
35	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	2
36	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
37	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	2
38	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	2
39	2020	Monetary Policy Options at the Effective Lower Bound: Assessing the Federal ReserveÃÂ¢Ã¢âÂ¬Ã¢âÂ¢s Current Policy Toolkit. (2020). Gagnon, Etienne ; Trevino, James ; Schlusche, Bernd ; Paustian, Matthias ; Nakata, Taisuke ; Chung, Hess ; Zheng, Wei ; Viln, Diego. In: CARF F-Series. RePEc:cfi:fseres:cf483. Full description at Econpapers \|\| Download paper	2
40	2019	State space approach to adaptive fuzzy modeling for financial investment (Published in Applied Soft Computing). (2019). Takahashi, Soichiro ; Nakano, Masafumi. In: CARF F-Series. RePEc:cfi:fseres:cf460. Full description at Econpapers \|\| Download paper	2
41	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	2
42	2015	Financial Disintermediation and Financial Fragility. (2015). Nikolov, Kalin ; Aoki, Kosuke . In: CARF F-Series. RePEc:cfi:fseres:cf374. Full description at Econpapers \|\| Download paper	2
43	2020	JapanÃÂ¢Ã¢âÂ¬Ã¢âÂ¢s Voluntary Lockdown. (2020). Yabu, Tomoyoshi ; Watanabe, Tsutomu. In: CARF F-Series. RePEc:cfi:fseres:cf492. Full description at Econpapers \|\| Download paper	2
44	2020	Implementation, Honesty, and Common Knowledge. (2020). Matsushima, Hitoshi. In: CARF F-Series. RePEc:cfi:fseres:cf500. Full description at Econpapers \|\| Download paper	2
45	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	2
46	2019	Investor Attitudes and Term Structure Models under Extremely Low Interest Rate Environment: Theory and Evidence in Japan. (2019). Takahashi, Akihiko ; Saito, Taiga ; Nishimura, Kiyohiko G ; Nakatani, Souta. In: CARF F-Series. RePEc:cfi:fseres:cf470. Full description at Econpapers \|\| Download paper	2
47	2013	Why are product prices in online markets not converging?. (2013). Mizuno, Takayuki ; Watanabe, Tsutomu. In: CARF F-Series. RePEc:cfi:fseres:cf314. Full description at Econpapers \|\| Download paper	2
48	2021	A novel approach to asset pricing with choice of probability measures. (2019). Takahashi, Akihiko ; Saito, Taiga. In: CARF F-Series. RePEc:cfi:fseres:cf471. Full description at Econpapers \|\| Download paper	2
49	2019	Recurrent Bubbles and Economic Growth. (2019). Jinnai, Ryo ; Guerron, Pablo ; Hirano, Tomohiro ; Guerron-Quintana, Pablo A. In: CARF F-Series. RePEc:cfi:fseres:cf457. Full description at Econpapers \|\| Download paper	2
50	2019	Behavioral Theory of Repeated PrisonerÃÂ¢Ã¢âÂ¬Ã¢âÂ¢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

Citing documents used to compute impact factor: 9

Year	Title
2020	. Full description at Econpapers \|\| Download paper
2020	The Welfare Implications of Massive Money Injection: The Japanese Experience from 2013 to 2020. (2020). Watanabe, Tsutomu. In: Working Papers on Central Bank Communication. RePEc:upd:utmpwp:028. Full description at Econpapers \|\| Download paper
2020	Accuracy and retaliation in repeated games with imperfect private monitoring: Experiments. (2020). Matsushima, Hitoshi ; Kayaba, Yutaka ; Toyama, Tomohisa. In: Games and Economic Behavior. RePEc:eee:gamebe:v:120:y:2020:i:c:p:193-208. Full description at Econpapers \|\| Download paper
2020	. Full description at Econpapers \|\| Download paper
2020	Deep xVA solver - A neural network based counterparty credit risk management framework. (2020). Reisinger, Christoph ; Picarelli, Athena ; Gnoatto, Alessandro. In: Working Papers. RePEc:ver:wpaper:07/2020. Full description at Econpapers \|\| Download paper
2020	A deep neural network algorithm for semilinear elliptic PDEs with applications in insurance mathematics. (2020). Steinicke, Alexander ; Kremsner, Stefan ; Szolgyenyi, Michaela. In: Papers. RePEc:arx:papers:2010.15757. Full description at Econpapers \|\| Download paper
2020	A Deep Neural Network Algorithm for Semilinear Elliptic PDEs with Applications in Insurance Mathematics. (2020). Steinicke, Alexander ; Kremsner, Stefan ; Szolgyenyi, Michaela. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:4:p:136-:d:459366. Full description at Econpapers \|\| Download paper
2020	Interest Rate Model With Investor Attitude and Text Mining. (2020). Takahashi, Akihiko ; Saito, Taiga ; Nishimura, Kiyohiko G ; Nakatani, Souta. In: CIRJE F-Series. RePEc:tky:fseres:2020cf1152. Full description at Econpapers \|\| Download paper
2020	Interest Rate Model with Investor Attitude and Text Mining (Published in IEEE Access). (2020). Takahashi, Akihiko ; Saito, Taiga ; Nishimura, Kiyohiko G ; Nakatani, Souta. In: CARF F-Series. RePEc:cfi:fseres:cf479. Full description at Econpapers \|\| Download paper

Recent citations

Recent citations received in 2020

Year	Citing document
2020	Levelling Down and the COVID-19 Lockdowns: Uneven Regional Recovery in UK Consumer Spending. (2020). Guttman-Kenney, Benedict ; Gathergood, John ; Stewart, Neil ; Quispe-Torreblanca, Edika ; Gunzinger, Fabian . In: Papers. RePEc:arx:papers:2012.09336. Full description at Econpapers \|\| Download paper
2020	Who Suffers from the COVID-19 Shocks? Labor Market Heterogeneity and Welfare Consequences in Japan. (2020). Kikuchi, Shinnosuke ; Mikoshiba, Minamo ; Kitao, Sagiri. In: CARF F-Series. RePEc:cfi:fseres:cf490. Full description at Econpapers \|\| Download paper
2020	A Finite Agent Equilibrium in an Incomplete Market and its Strong Convergence to the Mean-Field Limit. (2020). Takahashi, Akihiko ; Fujii, Masaaki. In: CARF F-Series. RePEc:cfi:fseres:cf495. Full description at Econpapers \|\| Download paper
2020	Unique Information Elicitation. (2020). Matsushima, Hitoshi ; Noda, Shunya. In: CARF F-Series. RePEc:cfi:fseres:cf496. Full description at Econpapers \|\| Download paper
2020	Probabilistic Approach to Mean Field Games and Mean Field Type Control Problems with Multiple Populations. (2020). Fujii, Masaaki. In: CARF F-Series. RePEc:cfi:fseres:cf497. Full description at Econpapers \|\| Download paper
2020	Who Suffers from the COVID-19 Shocks? Labor Market Heterogeneity and Welfare Consequences in Japan. (2020). Kikuchi, Shinnosuke ; Minamo, Mikoshiba ; Sagiri, Kitao ; Shinnosuke, Kikuchi. In: Discussion papers. RePEc:eti:dpaper:20064. Full description at Econpapers \|\| Download paper
2020	Simulating the Impacts of Interregional Mobility Restriction on the Spatial Spread of COVID-19 in Japan. (2020). Keisuke, Kondo. In: Discussion papers. RePEc:eti:dpaper:20089. Full description at Econpapers \|\| Download paper
2020	Impacts of the COVID-19 Pandemic on Life of Higher Education Students: A Global Perspective. (2020). Aristovnik, Aleksander ; Keri, Damijana ; Umek, Lan ; Tomaevi, Nina ; Ravelj, Dejan. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:20:p:8438-:d:427303. Full description at Econpapers \|\| Download paper
2020	Allocative Efficiency of Capital across Japanese Firms. (2020). Ueda, Kenichi ; Dovchinsuren, Khaliun. In: Public Policy Review. RePEc:mof:journl:ppr16_07_01. Full description at Econpapers \|\| Download paper
2020	Do fiscal policy news shocks affect JGB yield? Evidence from COVID-19. (2020). Katano, Motoki ; Hattori, Takahiro. In: Discussion papers. RePEc:mof:wpaper:ron334. Full description at Econpapers \|\| Download paper
2020	A Finite Agent Equilibrium in an Incomplete Market and its Strong Convergence to the Mean-Field Limit. (2020). Takahashi, Akihiko ; Fujii, Masaaki. In: CIRJE F-Series. RePEc:tky:fseres:2020cf1156. Full description at Econpapers \|\| Download paper

Recent citations received in 2019

Year	Citing document
2019	Information Design in Blockchain: A Role of Trusted Intermediaries. (2019). Matsushima, Hitoshi. In: CARF F-Series. RePEc:cfi:fseres:cf462. Full description at Econpapers \|\| Download paper
2019	Accuracy and Retaliation in Repeated Games with Imperfect Private Monitoring: Experiments (Revised version of CARF-F-433). (2019). Matsushima, Hitoshi ; Toyama, Tomohisa ; Kayaba, Yutaka. In: CARF F-Series. RePEc:cfi:fseres:cf466. Full description at Econpapers \|\| Download paper
2019	Investor Attitudes and Term Structure Models under Extremely Low Interest Rate Environment: Theory and Evidence in Japan. (2019). Takahashi, Akihiko ; Saito, Taiga ; Nishimura, Kiyohiko G ; Nakatani, Souta. In: CARF F-Series. RePEc:cfi:fseres:cf470. Full description at Econpapers \|\| Download paper
2019	Optimal Macroprudential Policy and Asset Price Bubbles. (2019). Gornicka, Lucyna ; Vardoulakis, Alexandros ; Biljanovska, Nina. In: IMF Working Papers. RePEc:imf:imfwpa:2019/184. Full description at Econpapers \|\| Download paper
2019	Information Design in Blockchain: A Role of Trusted Intermediaries. (2019). Matsushima, Hitoshi. In: KIER Working Papers. RePEc:kyo:wpaper:1018. Full description at Econpapers \|\| Download paper
2019	Information Design in Blockchain: A Role of Trusted Intermediaries. (2019). Matsushima, Hitoshi. In: CIRJE F-Series. RePEc:tky:fseres:2019cf1121. Full description at Econpapers \|\| Download paper
2019	Accuracy and Retaliation in Repeated Games with Imperfect Private Monitoring: Experiments. (2019). Matsushima, Hitoshi ; Toyama, Tomohisa ; Yutaka, Kayaba . In: CIRJE F-Series. RePEc:tky:fseres:2019cf1125. Full description at Econpapers \|\| Download paper
2019	Investor Attitudes and Term Structure Models under Extremely Low Interest Rate Environment: Theory and Evidence in Japan. (2019). Takahashi, Akihiko ; Saito, Taiga ; Nishimura, Kiyohiko G ; Nakatani, Souta. In: CIRJE F-Series. RePEc:tky:fseres:2019cf1136. 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

10 most frequent citing series

#	Series	H	Cites
1	CARF F-Series / Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo	16	62
2	CIRJE F-Series / CIRJE, Faculty of Economics, University of Tokyo	20	46
3	Papers / arXiv.org	65	46
4	MPRA Paper / University Library of Munich, Germany	103	13
5	Asia-Pacific Financial Markets / Springer	14	10
6	Discussion papers / Research Institute of Economy, Trade and Industry (RIETI)	21	8
7	Econometric Institute Research Papers / Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute	20	7
8	Stochastic Processes and their Applications / Elsevier	36	7
9	International Journal of Financial Engineering (IJFE) / World Scientific Publishing Co. Pte. Ltd.	7	7
10	Tinbergen Institute Discussion Papers / Tinbergen Institute	32	7
11	Journal of the Japanese and International Economies / Elsevier	47	6