Asia-Pacific Financial Markets / Springer
Citation Profile [Updated: 2022-01-09 21:43:50]
5 Years H
14
Impact Factor
0.34
5 Years IF
0.28
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]
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trace new citations] [Missing
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Main indicators
Raw Data
| IF | AIF | CIF | IF5 | DOC | CDO | CIT | NCI | CCU | D2Y | C2Y | D5Y | C5Y | SC | %SC | CiY | II | AII | |
| 1990 | 0 | 0.09 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.04 | |||||
| 1991 | 0 | 0.08 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.04 | |||||
| 1992 | 0 | 0.09 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.04 | |||||
| 1993 | 0 | 0.11 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.05 | |||||
| 1994 | 0 | 0.12 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.06 | |||||
| 1995 | 0 | 0.19 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.08 | |||||
| 1996 | 0 | 0.22 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0 | 0.1 | |||||
| 1997 | 0 | 0.22 | 0 | 0 | 5 | 5 | 35 | 0 | 0 | 0 | 0 | 0 | 0.09 | |||||
| 1998 | 0 | 0.26 | 0 | 0 | 9 | 14 | 55 | 0 | 5 | 5 | 0 | 0 | 0.12 | |||||
| 1999 | 0.14 | 0.27 | 0.1 | 0.14 | 6 | 20 | 13 | 2 | 2 | 14 | 2 | 14 | 2 | 0 | 0 | 0.13 | ||
| 2000 | 0.2 | 0.32 | 0.2 | 0.2 | 0 | 20 | 0 | 4 | 6 | 15 | 3 | 20 | 4 | 0 | 0 | 0.14 | ||
| 2001 | 0.17 | 0.35 | 0.1 | 0.1 | 0 | 20 | 0 | 2 | 8 | 6 | 1 | 20 | 2 | 0 | 0 | 0.15 | ||
| 2002 | 0 | 0.37 | 0.3 | 0.25 | 0 | 20 | 0 | 5 | 14 | 0 | 20 | 5 | 0 | 0 | 0.19 | |||
| 2003 | 0 | 0.4 | 0.21 | 0.47 | 18 | 38 | 78 | 8 | 22 | 0 | 15 | 7 | 0 | 0 | 0.19 | |||
| 2004 | 0.06 | 0.44 | 0.26 | 0.08 | 19 | 57 | 73 | 15 | 37 | 18 | 1 | 24 | 2 | 2 | 13.3 | 7 | 0.37 | 0.2 |
| 2005 | 0.14 | 0.45 | 0.13 | 0.14 | 18 | 75 | 19 | 10 | 47 | 37 | 5 | 37 | 5 | 0 | 0 | 0.21 | ||
| 2006 | 0.05 | 0.46 | 0.13 | 0.15 | 19 | 94 | 51 | 12 | 59 | 37 | 2 | 55 | 8 | 1 | 8.3 | 0 | 0.2 | |
| 2007 | 0.14 | 0.42 | 0.22 | 0.2 | 13 | 107 | 61 | 24 | 83 | 37 | 5 | 74 | 15 | 1 | 4.2 | 0 | 0.18 | |
| 2008 | 0.09 | 0.44 | 0.2 | 0.17 | 16 | 123 | 20 | 24 | 107 | 32 | 3 | 87 | 15 | 0 | 0 | 0.2 | ||
| 2009 | 0.14 | 0.43 | 0.17 | 0.16 | 15 | 138 | 28 | 23 | 130 | 29 | 4 | 85 | 14 | 2 | 8.7 | 0 | 0.21 | |
| 2010 | 0.16 | 0.43 | 0.28 | 0.19 | 19 | 157 | 74 | 44 | 174 | 31 | 5 | 81 | 15 | 4 | 9.1 | 0 | 0.18 | |
| 2011 | 0.18 | 0.45 | 0.18 | 0.16 | 21 | 178 | 27 | 32 | 206 | 34 | 6 | 82 | 13 | 4 | 12.5 | 1 | 0.05 | 0.2 |
| 2012 | 0.15 | 0.45 | 0.16 | 0.2 | 17 | 195 | 19 | 32 | 238 | 40 | 6 | 84 | 17 | 3 | 9.4 | 0 | 0.19 | |
| 2013 | 0.11 | 0.5 | 0.2 | 0.17 | 16 | 211 | 33 | 42 | 280 | 38 | 4 | 88 | 15 | 3 | 7.1 | 0 | 0.21 | |
| 2014 | 0.24 | 0.51 | 0.23 | 0.33 | 16 | 227 | 20 | 52 | 332 | 33 | 8 | 88 | 29 | 3 | 5.8 | 0 | 0.2 | |
| 2015 | 0.22 | 0.5 | 0.22 | 0.35 | 13 | 240 | 21 | 52 | 384 | 32 | 7 | 89 | 31 | 1 | 1.9 | 2 | 0.15 | 0.19 |
| 2016 | 0.34 | 0.5 | 0.3 | 0.27 | 14 | 254 | 40 | 77 | 461 | 29 | 10 | 83 | 22 | 11 | 14.3 | 1 | 0.07 | 0.18 |
| 2017 | 0.33 | 0.5 | 0.19 | 0.26 | 14 | 268 | 10 | 51 | 512 | 27 | 9 | 76 | 20 | 1 | 2 | 1 | 0.07 | 0.18 |
| 2018 | 0.36 | 0.54 | 0.19 | 0.23 | 15 | 283 | 8 | 55 | 567 | 28 | 10 | 73 | 17 | 0 | 2 | 0.13 | 0.21 | |
| 2019 | 0.17 | 0.58 | 0.2 | 0.33 | 26 | 309 | 41 | 63 | 630 | 29 | 5 | 72 | 24 | 4 | 6.3 | 8 | 0.31 | 0.21 |
| 2020 | 0.34 | 0.75 | 0.16 | 0.28 | 28 | 337 | 8 | 54 | 684 | 41 | 14 | 82 | 23 | 0 | 2 | 0.07 | 0.29 |
| 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 | 2010 | Efficiency of Microfinance Institutions: A Data Envelopment Analysis. (2010). Skully, Michael ; Pathan, Shams. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:17:y:2010:i:1:p:63-97. Full description at Econpapers || Download paper | 41 |
| 2 | 2007 | Board Size, Independence and Performance: An Analysis of Thai Banks. (2007). Wickramanayake, Jayasinghe ; Skully, Michael ; Pathan, Shams. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:14:y:2007:i:3:p:211-227. Full description at Econpapers || Download paper | 29 |
| 3 | 2004 | Diversified Portfolios with Jumps in a Benchmark Framework. (2004). Platen, Eckhard. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:11:y:2004:i:1:p:1-22. Full description at Econpapers || Download paper | 29 |
| 4 | 1997 | Subordinated Market Index Models: A Comparison. (1997). Platen, Eckhard. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:4:y:1997:i:2:p:97-124. Full description at Econpapers || Download paper | 28 |
| 5 | 2004 | A Fair Pricing Approach to Weather Derivatives. (2004). Platen, Eckhard. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:11:y:2004:i:1:p:23-53. Full description at Econpapers || Download paper | 23 |
| 6 | 2006 | Monte Carlo Option Pricing for Tempered Stable (CGMY) Processes. (2006). TANKOV, PETER. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:13:y:2006:i:4:p:327-344. Full description at Econpapers || Download paper | 22 |
| 7 | 1998 | Unconditional and Conditional Distributional Models for the Nikkei Index. (1998). Mittnik, Stefan. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:5:y:1998:i:2:p:99-128. Full description at Econpapers || Download paper | 21 |
| 8 | 2016 | Speculative Futures Trading under Mean Reversion. (2016). Leung, Tim ; Wang, Zheng ; Li, Xin. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:23:y:2016:i:4:d:10.1007_s10690-016-9215-9. Full description at Econpapers || Download paper | 19 |
| 9 | 2019 | Asymptotic Expansion as Prior Knowledge in Deep Learning Method for High dimensional BSDEs. (2019). Takahashi, Masayuki ; Fujii, Masaaki. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:26:y:2019:i:3:d:10.1007_s10690-019-09271-7. Full description at Econpapers || Download paper | 18 |
| 10 | 2007 | Causal and Dynamic Relationships among Stock Returns, Return Volatility and Trading Volume: Evidence from Emerging markets in South-East Asia. (2007). Gunasekarage, Abeyratna. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:14:y:2007:i:4:p:277-297. Full description at Econpapers || Download paper | 18 |
| 11 | 2013 | Price Discovery in Chinese Stock Index Futures Market: New Evidence Based on Intraday Data. (2013). Hou, Yang ; Li, Steven. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:20:y:2013:i:1:p:49-70. Full description at Econpapers || Download paper | 17 |
| 12 | 2015 | Perturbative Expansion Technique for Non-linear FBSDEs with Interacting Particle Method. (2015). Fujii, Masaaki ; Takahashi, Akihiko. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:22:y:2015:i:3:p:283-304. Full description at Econpapers || Download paper | 17 |
| 13 | 2003 | Are Banks Affiliated with Bank Holding Companies More Efficient Than Independent Banks? The Recent Experience Regarding Japanese Regional BHCs. (2003). Yamori, Nobuyoshi ; Harimaya, Kozo. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:10:y:2003:i:4:p:359-376. Full description at Econpapers || Download paper | 16 |
| 14 | 2003 | A Class of Jump-Diffusion Bond Pricing Models within the HJM Framework. (2003). Nikitopoulos-Sklibosios, Christina. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:10:y:2003:i:2:p:87-127. Full description at Econpapers || Download paper | 14 |
| 15 | 2016 | Bond Market Development, Economic Growth and Other Macroeconomic Determinants: Panel VAR Evidence. (2016). Arvin, Mak ; Pradhan, Rudra P ; Hall, John H ; Nair, Mahendhiran ; Bennett, Sara E. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:23:y:2016:i:2:d:10.1007_s10690-016-9214-x. Full description at Econpapers || Download paper | 13 |
| 16 | 2003 | The Halloween Effect and Japanese Equity Prices: Myth or Exploitable Anomaly. (2003). Pierce, Raylene ; maberly, edwin. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:10:y:2003:i:4:p:319-334. Full description at Econpapers || Download paper | 13 |
| 17 | 2010 | Modelling Co-movements and Tail Dependency in the International Stock Market via Copulae. (2010). Platen, Eckhard. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:17:y:2010:i:3:p:261-302. Full description at Econpapers || Download paper | 12 |
| 18 | 2003 | Price Linkages in Asian Equity Markets: Evidence Bordering the Asian Economic, Currency and Financial Crises. (2003). Worthington, Andrew ; Katsuura, Masaki. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:10:y:2003:i:1:p:29-44. Full description at Econpapers || Download paper | 12 |
| 19 | 2019 | Term Structure Models During the Global Financial Crisis: A Parsimonious Text Mining Approach. (2019). Takahashi, Akihiko ; Sato, Seisho ; Nishimura, Kiyohiko G. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:26:y:2019:i:3:d:10.1007_s10690-018-09267-9. Full description at Econpapers || Download paper | 10 |
| 20 | 1999 | Pricing Options under Stochastic Interest Rates: A New Approach. (1999). . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:6:y:1999:i:1:p:49-70. Full description at Econpapers || Download paper | 9 |
| 21 | 2008 | The Determinants of Bank Capital Ratios in a Developing Economy. (2008). Skully, Michael ; Ariff, Mohamed. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:15:y:2008:i:3:p:255-272. Full description at Econpapers || Download paper | 9 |
| 22 | 1998 | Transmission of Stock Returns and Volatility between the U.S. and Japan: Evidence from the Stock Index Futures Markets. (1998). . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:5:y:1998:i:3:p:211-225. Full description at Econpapers || Download paper | 9 |
| 23 | 1998 | The Impact of the U.S. and the Japanese Equity Markets on the Emerging Asia-Pacific Equity Markets. (1998). . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:5:y:1998:i:3:p:191-209. Full description at Econpapers || Download paper | 8 |
| 24 | 2003 | Productivity and Technical Change in Malaysian Banking: 1989ââ¬â1998. (2003). Fausten, Dietrich. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:10:y:2003:i:2:p:205-237. Full description at Econpapers || Download paper | 8 |
| 25 | 2009 | Counterparty Risk for Credit Default Swaps: Markov Chain Interacting Intensities Model with Stochastic Intensity. (2009). . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:16:y:2009:i:3:p:169-181. Full description at Econpapers || Download paper | 8 |
| 26 | 2006 | Portfolio optimization with a defaultable security. (2006). . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:13:y:2006:i:2:p:113-127. Full description at Econpapers || Download paper | 8 |
| 27 | 2012 | Pricing Discrete Barrier Options Under Stochastic Volatility. (2012). Takahashi, Akihiko ; Yamada, Toshihiro ; Shiraya, Kenichiro. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:19:y:2012:i:3:p:205-232. Full description at Econpapers || Download paper | 8 |
| 28 | 2004 | Understanding the Implied Volatility Surface for Options on a Diversified Index. (2004). Platen, Eckhard. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:11:y:2004:i:1:p:55-77. Full description at Econpapers || Download paper | 8 |
| 29 | 2010 | Comparing Firm Failure Predictions Between Logit, KMV, and ZPP Models: Evidence from Taiwanââ¬â¢s Electronics Industry. (2010). Su, EnDer. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:17:y:2010:i:3:p:209-239. Full description at Econpapers || Download paper | 7 |
| 30 | 1997 | Abnormal Stock Returns Following Large One-day Advances and Declines: Evidence from Asia-Pacific Markets. (1997). Wong, Michael. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:4:y:1997:i:2:p:171-177. Full description at Econpapers || Download paper | 7 |
| 31 | 2003 | Investor Familiarity and Home Bias: Japanese Evidence. (2003). . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:10:y:2003:i:4:p:281-300. Full description at Econpapers || Download paper | 7 |
| 32 | 1998 | Monthly Pattern and Portfolio Effect on Higher Moments of Stock Returns: Empirical Evidence from Hong Kong. (1998). . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:5:y:1998:i:3:p:275-307. Full description at Econpapers || Download paper | 7 |
| 33 | 1998 | Econometric Analysis of a Continuous Time Multi-Factor Generalized Vasicek Term Structure Model: International Evidence. (1998). . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:5:y:1998:i:2:p:159-183. Full description at Econpapers || Download paper | 7 |
| 34 | 2009 | Macroeconomic Implications of Term Structures of Interest Rates Under Stochastic Differential Utility with Non-Unitary EIS. (2009). Nozawa, Wataru. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:16:y:2009:i:3:p:231-263. Full description at Econpapers || Download paper | 7 |
| 35 | 2019 | Earnings Management, Capital Management and Signalling Behaviour of Indian Banks. (2019). Gupta, Saumya ; Agarwalla, Ritika ; Vishnani, Sushma . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:26:y:2019:i:3:d:10.1007_s10690-018-09265-x. Full description at Econpapers || Download paper | 6 |
| 36 | 2011 | A Note on Utility Maximization with Unbounded Random Endowment. (2011). . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:18:y:2011:i:1:p:89-103. Full description at Econpapers || Download paper | 6 |
| 37 | 2006 | Portfolio Optimization in Discontinuous Markets under Incomplete Information. (2006). . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:13:y:2006:i:4:p:373-394. Full description at Econpapers || Download paper | 5 |
| 38 | 2004 | A Two-Factor Model for Low Interest Rate Regimes. (2004). Platen, Eckhard. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:11:y:2004:i:1:p:107-133. Full description at Econpapers || Download paper | 5 |
| 39 | 2013 | Informed Futures Trading and Price Discovery: Evidence from Taiwan Futures and Stock Markets. (2013). Lee, Yi-Tsung ; Yang, Yun ; Wu, Wei-Shao . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:20:y:2013:i:3:p:219-242. Full description at Econpapers || Download paper | 5 |
| 40 | 2006 | Risk-neutral and actual default probabilities with an endogenous bankruptcy jump-diffusion model. (2006). . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:13:y:2006:i:1:p:11-39. Full description at Econpapers || Download paper | 5 |
| 41 | 2013 | Forecasting Long-Term Interest Rates with a General-Equilibrium Model of the Euro Area: What Role for Liquidity Services of Bonds?. (2013). Zagaglia, Paolo. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:20:y:2013:i:4:p:383-430. Full description at Econpapers || Download paper | 5 |
| 42 | 2005 | Market Efficiency and Returns to Simple Technical Trading Rules: Further Evidence from U.S., U.K., Asian and Chinese Stock Markets. (2005). . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:12:y:2005:i:1:p:45-60. Full description at Econpapers || Download paper | 5 |
| 43 | 2005 | Testing for Volatility Jumps in the Stochastic Volatility Process. (2005). Kobayashi, Masahito. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:12:y:2005:i:2:p:143-157. Full description at Econpapers || Download paper | 4 |
| 44 | 2014 | Foreign Ownership and Firm Value: Evidence from Australian Firms. (2014). Mishra, Anil. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:21:y:2014:i:1:p:67-96. Full description at Econpapers || Download paper | 4 |
| 45 | 2009 | A Remark on a Singular Perturbation Method for Option Pricing Under a Stochastic Volatility Model. (2009). . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:16:y:2009:i:4:p:333-345. Full description at Econpapers || Download paper | 4 |
| 46 | 2018 | On the Effect of Bank of Japanââ¬â¢s 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 | 4 |
| 47 | 2007 | An Asymptotic Expansion Approach to Currency Options with a Market Model of Interest Rates under Stochastic Volatility Processes of Spot Exchange Rates. (2007). . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:14:y:2007:i:1:p:69-121. Full description at Econpapers || Download paper | 4 |
| 48 | 2016 | Explaining Size Effect for Indian Stock Market. (2016). Pandey, Asheesh ; Sehgal, Sanjay. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:23:y:2016:i:1:d:10.1007_s10690-015-9208-0. Full description at Econpapers || Download paper | 4 |
| 49 | 2006 | The Asian Financial Crisis and Investorsââ¬â¢ Risk Aversion. (2006). . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:13:y:2006:i:3:p:181-205. Full description at Econpapers || Download paper | 4 |
| 50 | 2010 | On the Predictability of Japanese Stock Returns Using Dividend Yield. (2010). . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:17:y:2010:i:2:p:141-149. Full description at Econpapers || Download paper | 4 |
50 most relevant documents in this series (papers most cited in the last two years)
| # | Year | Title | Cited |
|---|---|---|---|
| 1 | 2019 | Asymptotic Expansion as Prior Knowledge in Deep Learning Method for High dimensional BSDEs. (2019). Takahashi, Masayuki ; Fujii, Masaaki. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:26:y:2019:i:3:d:10.1007_s10690-019-09271-7. Full description at Econpapers || Download paper | 18 |
| 2 | 2019 | Term Structure Models During the Global Financial Crisis: A Parsimonious Text Mining Approach. (2019). Takahashi, Akihiko ; Sato, Seisho ; Nishimura, Kiyohiko G. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:26:y:2019:i:3:d:10.1007_s10690-018-09267-9. Full description at Econpapers || Download paper | 10 |
| 3 | 2007 | Board Size, Independence and Performance: An Analysis of Thai Banks. (2007). Wickramanayake, Jayasinghe ; Skully, Michael ; Pathan, Shams. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:14:y:2007:i:3:p:211-227. Full description at Econpapers || Download paper | 10 |
| 4 | 2016 | Speculative Futures Trading under Mean Reversion. (2016). Leung, Tim ; Wang, Zheng ; Li, Xin. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:23:y:2016:i:4:d:10.1007_s10690-016-9215-9. Full description at Econpapers || Download paper | 8 |
| 5 | 2016 | Bond Market Development, Economic Growth and Other Macroeconomic Determinants: Panel VAR Evidence. (2016). Arvin, Mak ; Pradhan, Rudra P ; Hall, John H ; Nair, Mahendhiran ; Bennett, Sara E. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:23:y:2016:i:2:d:10.1007_s10690-016-9214-x. Full description at Econpapers || Download paper | 8 |
| 6 | 2007 | Causal and Dynamic Relationships among Stock Returns, Return Volatility and Trading Volume: Evidence from Emerging markets in South-East Asia. (2007). Gunasekarage, Abeyratna. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:14:y:2007:i:4:p:277-297. Full description at Econpapers || Download paper | 7 |
| 7 | 2010 | Efficiency of Microfinance Institutions: A Data Envelopment Analysis. (2010). Skully, Michael ; Pathan, Shams. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:17:y:2010:i:1:p:63-97. Full description at Econpapers || Download paper | 7 |
| 8 | 2006 | Monte Carlo Option Pricing for Tempered Stable (CGMY) Processes. (2006). TANKOV, PETER. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:13:y:2006:i:4:p:327-344. Full description at Econpapers || Download paper | 6 |
| 9 | 2003 | The Halloween Effect and Japanese Equity Prices: Myth or Exploitable Anomaly. (2003). Pierce, Raylene ; maberly, edwin. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:10:y:2003:i:4:p:319-334. Full description at Econpapers || Download paper | 6 |
| 10 | 2019 | Earnings Management, Capital Management and Signalling Behaviour of Indian Banks. (2019). Gupta, Saumya ; Agarwalla, Ritika ; Vishnani, Sushma . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:26:y:2019:i:3:d:10.1007_s10690-018-09265-x. Full description at Econpapers || Download paper | 6 |
| 11 | 1997 | Subordinated Market Index Models: A Comparison. (1997). Platen, Eckhard. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:4:y:1997:i:2:p:97-124. Full description at Econpapers || Download paper | 6 |
| 12 | 2013 | Price Discovery in Chinese Stock Index Futures Market: New Evidence Based on Intraday Data. (2013). Hou, Yang ; Li, Steven. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:20:y:2013:i:1:p:49-70. Full description at Econpapers || Download paper | 5 |
| 13 | 2004 | A Fair Pricing Approach to Weather Derivatives. (2004). Platen, Eckhard. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:11:y:2004:i:1:p:23-53. Full description at Econpapers || Download paper | 5 |
| 14 | 2013 | Forecasting Long-Term Interest Rates with a General-Equilibrium Model of the Euro Area: What Role for Liquidity Services of Bonds?. (2013). Zagaglia, Paolo. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:20:y:2013:i:4:p:383-430. Full description at Econpapers || Download paper | 4 |
| 15 | 2015 | Perturbative Expansion Technique for Non-linear FBSDEs with Interacting Particle Method. (2015). Fujii, Masaaki ; Takahashi, Akihiko. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:22:y:2015:i:3:p:283-304. Full description at Econpapers || Download paper | 4 |
| 16 | 2009 | Macroeconomic Implications of Term Structures of Interest Rates Under Stochastic Differential Utility with Non-Unitary EIS. (2009). Nozawa, Wataru. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:16:y:2009:i:3:p:231-263. Full description at Econpapers || Download paper | 4 |
| 17 | 2016 | Explaining Size Effect for Indian Stock Market. (2016). Pandey, Asheesh ; Sehgal, Sanjay. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:23:y:2016:i:1:d:10.1007_s10690-015-9208-0. Full description at Econpapers || Download paper | 4 |
| 18 | 1997 | Abnormal Stock Returns Following Large One-day Advances and Declines: Evidence from Asia-Pacific Markets. (1997). Wong, Michael. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:4:y:1997:i:2:p:171-177. Full description at Econpapers || Download paper | 4 |
| 19 | 2018 | On the Effect of Bank of Japanââ¬â¢s 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 | 3 |
| 20 | 2010 | Comparing Firm Failure Predictions Between Logit, KMV, and ZPP Models: Evidence from Taiwanââ¬â¢s Electronics Industry. (2010). Su, EnDer. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:17:y:2010:i:3:p:209-239. Full description at Econpapers || Download paper | 3 |
| 21 | 2020 | Market Efficiency, Liquidity, and Multifractality of Bitcoin: A Dynamic Study. (2020). Adachi, Takanori ; Takaishi, Tetsuya. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:27:y:2020:i:1:d:10.1007_s10690-019-09286-0. Full description at Econpapers || Download paper | 3 |
| 22 | 2017 | Weather Effects on Stock Returns and Volatility in South Asian Markets. (2017). Sheikh, Muhammad Fayyaz ; Mahmood, Shahid ; Ali, Syed Zulfiqar. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:24:y:2017:i:2:d:10.1007_s10690-017-9225-2. Full description at Econpapers || Download paper | 3 |
| 23 | 2014 | Optimal Asset-Liability Management for an Insurer Under Markov Regime Switching Jump-Diffusion Market. (2014). JunYu, . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:21:y:2014:i:4:p:317-330. Full description at Econpapers || Download paper | 2 |
| 24 | 2018 | China, Japan and the US Stock Markets and the Global Financial Crisis. (2018). Zhang, Yan . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:25:y:2018:i:1:d:10.1007_s10690-018-9237-6. Full description at Econpapers || Download paper | 2 |
| 25 | 2013 | Financial Crisis and Corporate Liquidity: Implications for Emerging Markets. (2013). Chang, Meiya ; Chen, Naiwei. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:20:y:2013:i:1:p:1-30. Full description at Econpapers || Download paper | 2 |
| 26 | 2010 | Modelling Co-movements and Tail Dependency in the International Stock Market via Copulae. (2010). Platen, Eckhard. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:17:y:2010:i:3:p:261-302. Full description at Econpapers || Download paper | 2 |
| 27 | 2014 | Asymptotic Expansion Formula of Option Price Under Multifactor Heston Model. (2014). Nagashima, Kazuki ; Chung, Tsz-Kin ; Tanaka, Keiichi . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:21:y:2014:i:4:p:351-396. Full description at Econpapers || Download paper | 2 |
| 28 | 2018 | The Dynamic and Dependence of Takaful and Conventional Stock Return Behaviours: Evidence from the Insurance Industry in Saudi Arabia. (2018). Benlagha, Noureddine ; Hemrit, Wael. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:25:y:2018:i:4:d:10.1007_s10690-018-9249-2. Full description at Econpapers || Download paper | 2 |
| 29 | 2014 | Portfolio Selection and Optimization with Higher Moments: Evidence from the Indian Stock Market. (2014). Saranya, K. ; Prasanna, P.. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:21:y:2014:i:2:p:133-149. Full description at Econpapers || Download paper | 2 |
| 30 | 2014 | Optimal Portfolio Selection Based on Expected Shortfall Under Generalized Hyperbolic Distribution. (2014). Surya, Budhi ; Kurniawan, Ryan . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:21:y:2014:i:3:p:193-236. Full description at Econpapers || Download paper | 2 |
| 31 | 2017 | Forecasting Financial Market Volatility Using a Dynamic Topic Model. (2017). Morimoto, Takayuki ; Kawasaki, Yoshinori. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:24:y:2017:i:3:d:10.1007_s10690-017-9228-z. Full description at Econpapers || Download paper | 2 |
| 32 | 2019 | Cross Hedging Using Prediction Error Weather Derivatives for Loss of Solar Output Prediction Errors in Electricity Market. (2019). Yamada, Yuji ; Matsumoto, Takuji. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:26:y:2019:i:2:d:10.1007_s10690-018-9264-3. Full description at Econpapers || Download paper | 2 |
| 33 | 2014 | Foreign Ownership and Firm Value: Evidence from Australian Firms. (2014). Mishra, Anil. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:21:y:2014:i:1:p:67-96. Full description at Econpapers || Download paper | 2 |
| 34 | 2015 | Asset Pricing Using Trading Volumes in a Hidden Regime-Switching Environment. (2015). Siu, Tak Kuen ; Elliott, Robert. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:22:y:2015:i:2:p:133-149. Full description at Econpapers || Download paper | 2 |
| 35 | 2019 | Testing the Predictive Ability of Corridor Implied Volatility Under GARCH Models. (2019). Lu, Shan. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:26:y:2019:i:2:d:10.1007_s10690-018-9262-5. Full description at Econpapers || Download paper | 2 |
| 36 | 2008 | The Determinants of Bank Capital Ratios in a Developing Economy. (2008). Skully, Michael ; Ariff, Mohamed. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:15:y:2008:i:3:p:255-272. Full description at Econpapers || Download paper | 2 |
Citing documents used to
compute impact factor: 14
| Year | Title | |
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| 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 | |
| 2020 | Probabilistic Approach to Mean Field Games and Mean Field Type Control Problems with Multiple Populations. (2019). Fujii, Masaaki. In: Papers. RePEc:arx:papers:1911.11501. 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 | 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 | Empirical investigation of changes in policy uncertainty on stock returnsââ¬âEvidence from Chinaââ¬â¢s market. (2020). Chiang, Thomas C ; Chen, Xiaoyu. In: Research in International Business and Finance. RePEc:eee:riibaf:v:53:y:2020:i:c:s027553191930892x. Full description at Econpapers || Download paper | |
| 2020 | Japanâs impactful augmentation of quantitative easing sovereign-bond purchases. (2020). Inaba, Kei-Ichiro. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301492. Full description at Econpapers || Download paper | |
| 2020 | A looming revolution: Implications of self-generation for the risk exposure of retailers. (2020). Bertsch, Valentin ; Russo, Marianna. In: Energy Economics. RePEc:eee:eneeco:v:92:y:2020:i:c:s0140988320303108. Full description at Econpapers || Download paper | |
| 2020 | . Full description at Econpapers || Download paper | |
| 2020 | Income smoothing through loan loss provisions in south and Eastern European banks. (2020). Ahmeti, Skender ; Toi, Valentin ; Shala, Albulena . In: Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics. RePEc:rfe:zbefri:v:38:y:2020:i:2:p:429-452. Full description at Econpapers || Download paper | |
| 2020 | Stock market dependence in crisis periods: Evidence from oil price shocks and the Qatar blockade. (2020). Benlagha, Noureddine. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531918311115. Full description at Econpapers || Download paper | |
| 2020 | Changes of the Time Intervals Specific to Calendar Anomalies: the Case of TOQ Effect on Bucharest Stock Exchange. (2020). RAMONA, DUMITRIU ; Razvan, Stefanescu. In: Risk in Contemporary Economy. RePEc:ddj:fserec:y:2020:p:264-273. Full description at Econpapers || Download paper | |
| 2020 | Constructing inverse factor volatility portfolios: A risk-based asset allocation for factor investing. (2020). Shiohama, Takayuki ; Shimizu, Hidehiko. In: International Review of Financial Analysis. RePEc:eee:finana:v:68:y:2020:i:c:s1057521919301371. Full description at Econpapers || Download paper |
Recent citations
Recent citations received in 2020
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| 2020 | A Decade of Evidence of Trend Following Investing in Cryptocurrencies. (2020). Ng, Shaun ; West, James ; Holt, Samuel ; Rozario, Evans. In: Papers. RePEc:arx:papers:2009.12155. Full description at Econpapers || Download paper | |
| 2020 | The impact of COVID-19 pandemic upon stability and sequential irregularity of equity and cryptocurrency markets. (2020). Bekiros, Stelios ; Lahmiri, Salim. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:138:y:2020:i:c:s0960077920303350. Full description at Econpapers || Download paper |
Recent citations received in 2019
| Year | Citing document | |
|---|---|---|
| 2019 | Probabilistic Approach to Mean Field Games and Mean Field Type Control Problems with Multiple Populations. (2019). Fujii, Masaaki. In: CARF F-Series. RePEc:cfi:fseres:cf467. 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 | Bank income smoothing, institutions and corruption. (2019). Ozili, Peterson K. In: Research in International Business and Finance. RePEc:eee:riibaf:v:49:y:2019:i:c:p:82-99. Full description at Econpapers || Download paper | |
| 2019 | A Numerical Scheme for Expectations with First Hitting Time to Smooth Boundary. (2019). Okumura, Toshiki ; Ishigaki, Yuta ; Hishida, Yuji . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:26:y:2019:i:4:d:10.1007_s10690-019-09278-0. Full description at Econpapers || Download paper | |
| 2019 | Interest rate model with fundamental uncertaintiesTaiga Saito, Akihiko Takahashi. (2019). Takahashi, Akihiko ; Saito, Taiga. In: CIRJE F-Series. RePEc:tky:fseres:2019cf1131. Full description at Econpapers || Download paper | |
| 2019 | Probabilistic Approach to Mean Field Games and Mean Field Type Control Problems with Multiple Populations. (2019). Fujii, Masaaki. In: CIRJE F-Series. RePEc:tky:fseres:2019cf1133. 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 | |
| 2019 | Monte Carlo analysis of methods for extracting riskââ¬Âneutral densities with affine jump diffusions. (2019). Lu, Shan. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:39:y:2019:i:12:p:1587-1612. Full description at Econpapers || Download paper |
Recent citations received in 2018
| Year | Citing document | |
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| 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 | Term Structure Models During the Global Financial Crisis: A Parsimonious Text Mining Approach. (2018). Takahashi, Akihiko ; Sato, Seisho ; Nishimura, Kiyohiko G. In: CIRJE F-Series. RePEc:tky:fseres:2018cf1101. Full description at Econpapers || Download paper |
Recent citations received in 2017
| Year | Citing document | |
|---|---|---|
| 2017 | Japan; Financial Sector Assessment Program-Technical Note-Systemic Risk Analysis and Stress Testing the Financial Sector. (2017). International Monetary Fund, . In: IMF Staff Country Reports. RePEc:imf:imfscr:2017/285. Full description at Econpapers || Download paper |
10 most frequent citing series