Asia-Pacific Financial Markets / Springer
Citation Profile [Updated: 2023-01-07 21:26:51]
5 Years H Index
15
Impact Factor (IF)
0.63
5 Years IF
0.48
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 | |
| 1997 | 0 | 0.24 | 0 | 0 | 5 | 5 | 37 | 0 | 0 | 0 | 0 | 0 | 0.11 | |||||
| 1998 | 0 | 0.28 | 0 | 0 | 9 | 14 | 58 | 0 | 5 | 5 | 0 | 0 | 0.13 | |||||
| 1999 | 0.14 | 0.3 | 0.1 | 0.14 | 6 | 20 | 14 | 2 | 2 | 14 | 2 | 14 | 2 | 0 | 0 | 0.15 | ||
| 2003 | 0 | 0.44 | 0.21 | 0.47 | 18 | 38 | 83 | 8 | 23 | 0 | 15 | 7 | 0 | 0 | 0.22 | |||
| 2004 | 0.06 | 0.49 | 0.28 | 0.08 | 19 | 57 | 76 | 16 | 39 | 18 | 1 | 24 | 2 | 2 | 12.5 | 8 | 0.42 | 0.22 |
| 2005 | 0.16 | 0.5 | 0.16 | 0.16 | 18 | 75 | 20 | 12 | 51 | 37 | 6 | 37 | 6 | 0 | 0 | 0.23 | ||
| 2006 | 0.05 | 0.5 | 0.13 | 0.15 | 19 | 94 | 55 | 12 | 63 | 37 | 2 | 55 | 8 | 1 | 8.3 | 0 | 0.23 | |
| 2007 | 0.14 | 0.46 | 0.22 | 0.2 | 13 | 107 | 73 | 24 | 87 | 37 | 5 | 74 | 15 | 1 | 4.2 | 0 | 0.2 | |
| 2008 | 0.09 | 0.49 | 0.2 | 0.17 | 16 | 123 | 27 | 24 | 111 | 32 | 3 | 87 | 15 | 0 | 0 | 0.23 | ||
| 2009 | 0.14 | 0.47 | 0.17 | 0.18 | 15 | 138 | 32 | 24 | 135 | 29 | 4 | 85 | 15 | 2 | 8.3 | 0 | 0.23 | |
| 2010 | 0.23 | 0.48 | 0.3 | 0.21 | 19 | 157 | 85 | 47 | 182 | 31 | 7 | 81 | 17 | 4 | 8.5 | 0 | 0.21 | |
| 2011 | 0.18 | 0.52 | 0.19 | 0.17 | 21 | 178 | 27 | 34 | 216 | 34 | 6 | 82 | 14 | 4 | 11.8 | 1 | 0.05 | 0.24 |
| 2012 | 0.18 | 0.51 | 0.18 | 0.21 | 17 | 195 | 37 | 35 | 251 | 40 | 7 | 84 | 18 | 3 | 8.6 | 2 | 0.12 | 0.22 |
| 2013 | 0.21 | 0.56 | 0.23 | 0.23 | 16 | 211 | 41 | 48 | 299 | 38 | 8 | 88 | 20 | 3 | 6.3 | 1 | 0.06 | 0.24 |
| 2014 | 0.3 | 0.55 | 0.25 | 0.38 | 16 | 227 | 26 | 57 | 356 | 33 | 10 | 88 | 33 | 3 | 5.3 | 0 | 0.23 | |
| 2015 | 0.25 | 0.55 | 0.25 | 0.36 | 13 | 240 | 26 | 59 | 415 | 32 | 8 | 89 | 32 | 1 | 1.7 | 5 | 0.38 | 0.23 |
| 2016 | 0.34 | 0.53 | 0.31 | 0.27 | 12 | 252 | 43 | 79 | 494 | 29 | 10 | 83 | 22 | 10 | 12.7 | 2 | 0.17 | 0.21 |
| 2017 | 0.36 | 0.55 | 0.22 | 0.32 | 14 | 266 | 13 | 59 | 553 | 25 | 9 | 74 | 24 | 1 | 1.7 | 1 | 0.07 | 0.21 |
| 2018 | 0.42 | 0.57 | 0.22 | 0.28 | 15 | 281 | 14 | 62 | 615 | 26 | 11 | 71 | 20 | 0 | 2 | 0.13 | 0.24 | |
| 2019 | 0.17 | 0.6 | 0.24 | 0.36 | 26 | 307 | 55 | 73 | 688 | 29 | 5 | 70 | 25 | 4 | 5.5 | 9 | 0.35 | 0.24 |
| 2020 | 0.39 | 0.73 | 0.19 | 0.31 | 28 | 335 | 20 | 62 | 750 | 41 | 16 | 80 | 25 | 0 | 2 | 0.07 | 0.34 | |
| 2021 | 0.63 | 1.02 | 0.25 | 0.48 | 29 | 364 | 14 | 91 | 841 | 54 | 34 | 95 | 46 | 2 | 2.2 | 3 | 0.1 | 0.38 |
| IF: | Two years Impact Factor: C2Y / D2Y |
| AIF: | Average Impact Factor for all series in RePEc in year y |
| CIF: | Cumulative impact factor |
| IF5: | Five years 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 | 50 |
| 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 | 33 |
| 3 | 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 | 29 |
| 4 | 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 |
| 5 | 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 | 24 |
| 6 | 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 | 24 |
| 7 | 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 | 24 |
| 8 | 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 | 24 |
| 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 | 23 |
| 10 | 2015 | Perturbative Expansion Technique for Non-linear FBSDEs with Interacting Particle Method. (2015). Takahashi, Akihiko ; Fujii, Masaaki. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:22:y:2015:i:3:p:283-304. Full description at Econpapers || Download paper | 20 |
| 11 | 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 | 20 |
| 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 | 20 |
| 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 | 18 |
| 14 | 2012 | Pricing Discrete Barrier Options Under Stochastic Volatility. (2012). Yamada, Toshihiro ; Shiraya, Kenichiro ; Takahashi, Akihiko. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:19:y:2012:i:3:p:205-232. Full description at Econpapers || Download paper | 18 |
| 15 | 2008 | The Determinants of Bank Capital Ratios in a Developing Economy. (2008). Skully, Michael ; Ariff, Mohamed ; Ahmad, Rubi. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:15:y:2008:i:3:p:255-272. Full description at Econpapers || Download paper | 16 |
| 16 | 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 | 15 |
| 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 | 14 |
| 18 | 2016 | Bond Market Development, Economic Growth and Other Macroeconomic Determinants: Panel VAR Evidence. (2016). Arvin, Mak ; Hall, John H ; Nair, Mahendhiran ; Bennett, Sara E ; Pradhan, Rudra P. 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 | 14 |
| 19 | 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 |
| 20 | 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 | 13 |
| 21 | 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 |
| 22 | 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 |
| 23 | 2003 | Productivity and Technical Change in Malaysian Banking: 1989â1998. (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 | 9 |
| 24 | 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 |
| 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 | 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 |
| 27 | 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 |
| 28 | 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 | 8 |
| 29 | 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 | 8 |
| 30 | 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 |
| 31 | 2010 | Comparing Firm Failure Predictions Between Logit, KMV, and ZPP Models: Evidence from Taiwanâs 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 | 8 |
| 32 | 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 |
| 33 | 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 |
| 34 | 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 |
| 35 | 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 | 7 |
| 36 | 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 | 7 |
| 37 | 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 | 7 |
| 38 | 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 |
| 39 | 2004 | A Benchmark Approach to Filtering in Finance. (2004). Platen, Eckhard. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:11:y:2004:i:1:p:79-105. Full description at Econpapers || Download paper | 5 |
| 40 | 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 |
| 41 | 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 | 5 |
| 42 | 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 |
| 43 | 2018 | On the Effect of Bank of Japanâs Outright Purchase on the JGB Yield Curve. (2018). Tokioka, Takami ; Takahashi, Soichiro ; Nakano, Masafumi. 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 | 5 |
| 44 | 2012 | Samuelson Hypothesis & Indian Commodity Derivatives Market. (2012). Gupta, Saurabh ; Rajib, Prabina. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:19:y:2012:i:4:p:331-352. Full description at Econpapers || Download paper | 5 |
| 45 | 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 |
| 46 | 2018 | Trading and Ordering Patterns of Market Participants in High Frequency Trading Environment: Empirical Study in the Japanese Stock Market. (2018). Yoshino, Naoyuki ; Nakatsuma, Teruo ; Adachi, Takanori ; Saito, Taiga ; Tsuda, Hiroshi ; Takahashi, Akihiko. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:25:y:2018:i:3:d:10.1007_s10690-018-9245-6. Full description at Econpapers || Download paper | 4 |
| 47 | 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 | 4 |
| 48 | 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 |
| 49 | 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 |
| 50 | 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 |
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 | 21 |
| 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 | 12 |
| 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 | 11 |
| 4 | 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 | 9 |
| 5 | 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 |
| 6 | 2016 | Bond Market Development, Economic Growth and Other Macroeconomic Determinants: Panel VAR Evidence. (2016). Arvin, Mak ; Hall, John H ; Nair, Mahendhiran ; Bennett, Sara E ; Pradhan, Rudra P. 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 | 6 |
| 7 | 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 | 5 |
| 8 | 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 | 5 |
| 9 | 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 | 5 |
| 10 | 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 | 5 |
| 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 | 5 |
| 12 | 2016 | Explaining Size Effect for Indian Stock Market. (2016). Sehgal, Sanjay ; Pandey, Asheesh. 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 |
| 13 | 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 |
| 14 | 2021 | Directional Spillover Effects Between BRICS Stock Markets and Economic Policy Uncertainty. (2021). Hung, Ngo Thai. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:28:y:2021:i:3:d:10.1007_s10690-020-09328-y. Full description at Econpapers || Download paper | 4 |
| 15 | 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 | 4 |
| 16 | 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 | 4 |
| 17 | 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 | 4 |
| 18 | 2022 | Foreign Direct Investments, Renewable Electricity Output, and Ecological Footprints: Do Financial Globalization Facilitate Renewable Energy Transition and Environmental Welfare in Bangladesh?. (2022). Bassim, Mohga ; Ahmed, Rizwan ; Elheddad, Mohamed ; Murshed, Muntasir ; Than, Ei Thuzar. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:29:y:2022:i:1:d:10.1007_s10690-021-09335-7. Full description at Econpapers || Download paper | 3 |
| 19 | 2018 | Trading and Ordering Patterns of Market Participants in High Frequency Trading Environment: Empirical Study in the Japanese Stock Market. (2018). Yoshino, Naoyuki ; Nakatsuma, Teruo ; Adachi, Takanori ; Saito, Taiga ; Tsuda, Hiroshi ; Takahashi, Akihiko. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:25:y:2018:i:3:d:10.1007_s10690-018-9245-6. Full description at Econpapers || Download paper | 3 |
| 20 | 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 | 3 |
| 21 | 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 | 3 |
| 22 | 2018 | On the Effect of Bank of Japanâs Outright Purchase on the JGB Yield Curve. (2018). Tokioka, Takami ; Takahashi, Soichiro ; Nakano, Masafumi. 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 |
| 23 | 2020 | Dynamic Linkages and Economic Role of Leading Cryptocurrencies in an Emerging Market. (2020). ALAGIDEDE, IMHOTEP ; Omane-Adjepong, Maurice. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:27:y:2020:i:4:d:10.1007_s10690-020-09306-4. Full description at Econpapers || Download paper | 3 |
| 24 | 2021 | Stay-at-Home Stocks Versus Go-Outside Stocks: The Impacts of COVID-19 on the Chinese Stock Market. (2021). Shen, Dehua ; Zhang, Wei. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:28:y:2021:i:2:d:10.1007_s10690-020-09322-4. Full description at Econpapers || Download paper | 3 |
| 25 | 2010 | Comparing Firm Failure Predictions Between Logit, KMV, and ZPP Models: Evidence from Taiwanâs 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 |
| 26 | 2020 | Trend of Commodity Prices and Exchange Rate in Australian Economy: Time Varying Parameter Model Approach. (2020). Bhar, Ramaprasad ; Roy, Debasish. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:27:y:2020:i:3:d:10.1007_s10690-020-09301-9. Full description at Econpapers || Download paper | 2 |
| 27 | 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 |
| 28 | 2019 | Market Conditions and Calendar Anomalies in Japanese Stock Returns. (2019). Rabbani, Naheed ; Rahim, Mostafa Saidur. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:26:y:2019:i:2:d:10.1007_s10690-018-9263-4. Full description at Econpapers || Download paper | 2 |
| 29 | 2012 | Samuelson Hypothesis & Indian Commodity Derivatives Market. (2012). Gupta, Saurabh ; Rajib, Prabina. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:19:y:2012:i:4:p:331-352. Full description at Econpapers || Download paper | 2 |
| 30 | 2017 | An Algorithmic Approach to Optimal Asset Liquidation Problems. (2017). Yee, Jeremy ; Hinz, Juri. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:24:y:2017:i:2:d:10.1007_s10690-017-9226-1. Full description at Econpapers || Download paper | 2 |
| 31 | 2004 | A Benchmark Approach to Filtering in Finance. (2004). Platen, Eckhard. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:11:y:2004:i:1:p:79-105. Full description at Econpapers || Download paper | 2 |
| 32 | 2014 | Optimal Portfolio Selection Based on Expected Shortfall Under Generalized Hyperbolic Distribution. (2014). Kurniawan, Ryan ; Surya, Budhi. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:21:y:2014:i:3:p:193-236. Full description at Econpapers || Download paper | 2 |
| 33 | 2014 | Portfolio Selection and Optimization with Higher Moments: Evidence from the Indian Stock Market. (2014). Prasanna, P. ; Saranya, K.. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:21:y:2014:i:2:p:133-149. Full description at Econpapers || Download paper | 2 |
| 34 | 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 | 2 |
| 35 | 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 |
| 36 | 2022 | Green and Sustainable Finance in the Asia-Pacific Markets: An Introduction to the Special Issue. (2022). Walther, Thomas ; Utz, Sebastian ; Duc, Toan Luu. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:29:y:2022:i:1:d:10.1007_s10690-022-09362-y. Full description at Econpapers || Download paper | 2 |
| 37 | 2017 | Forecasting Financial Market Volatility Using a Dynamic Topic Model. (2017). Kawasaki, Yoshinori ; Morimoto, Takayuki. 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 |
| 38 | 2017 | Weather Effects on Stock Returns and Volatility in South Asian Markets. (2017). Mahmood, Shahid ; Ali, Syed Zulfiqar ; Sheikh, Muhammad Fayyaz. 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 | 2 |
| 39 | 2017 | Risk-Sensitive Asset Management in a Wishart-Autoregressive Factor Model with Jumps. (2017). Sekine, Jun ; Hata, Hiroaki. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:24:y:2017:i:3:d:10.1007_s10690-017-9231-4. Full description at Econpapers || Download paper | 2 |
| 40 | 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 | 2 |
| 41 | 2021 | The Relationship Between Chinaâs Real Estate Market and Industrial Metals Futures Market: Evidence from Non-price Measures of the Real Estate Market. (2021). Tongurai, Jittima ; Chen, Xiangyu. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:28:y:2021:i:4:d:10.1007_s10690-021-09334-8. Full description at Econpapers || Download paper | 2 |
| 42 | 2014 | Optimal Asset-Liability Management for an Insurer Under Markov Regime Switching Jump-Diffusion Market. (2014). Yu, Jun ; 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 |
Citing documents used to
compute impact factor: 34
| Year | Title | |
|---|---|---|
| 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 | |
| 2021 | Supplementary File for Sup-Inf/Inf-Sup Problem on Choice of a Probability Measure by FBSDE Approach. (2021). Takahashi, Akihiko ; Saito, Taiga. In: CIRJE F-Series. RePEc:tky:fseres:2021cf1160. Full description at Econpapers || Download paper | |
| 2021 | Supplementary file for â⬠Sup-inf/inf-sup problem on choice of a probability measure by FBSDE approachââ¬. (2021). Takahashi, Akihiko ; Saito, Taiga. In: CARF F-Series. RePEc:cfi:fseres:cf507. Full description at Econpapers || Download paper | |
| 2021 | Portfolio Optimization with Choice of a Probability Measure. (2021). Saito, Taiga ; Takahashi, Akihiko. In: CIRJE F-Series. RePEc:tky:fseres:2021cf1165. Full description at Econpapers || Download paper | |
| 2021 | Equilibrium Multi-Agent Model with Heterogeneous Views on Fundamental Risks. (2021). Takahashi, Akihiko ; Saito, Taiga ; Kizaki, Keisuke. In: CIRJE F-Series. RePEc:tky:fseres:2021cf1173. Full description at Econpapers || Download paper | |
| 2021 | Backward Smoothing for Noisy Non-stationary Time Series. (2021). Kunitomo, Naoto ; Sato, Seisho. In: CARF F-Series. RePEc:cfi:fseres:cf517. Full description at Econpapers || Download paper | |
| 2021 | Deep xVA solver -- A neural network based counterparty credit risk management framework. (2020). Gnoatto, Alessandro ; Reisinger, Christoph ; Picarelli, Athena. In: Papers. RePEc:arx:papers:2005.02633. Full description at Econpapers || Download paper | |
| 2021 | Dynamic Factor, Leverage and Realized Covariances in Multivariate Stochastic Volatility. (2021). Tsuchida, Yoshifumi ; Takahashi, Akihiko ; Yamada, Toshihiro. In: CIRJE F-Series. RePEc:tky:fseres:2021cf1159. Full description at Econpapers || Download paper | |
| 2021 | Neural networks-based algorithms for stochastic control and PDEs in finance. (2021). Warin, Xavier ; Germain, Maximilien ; Pham, Huyen. In: Papers. RePEc:arx:papers:2101.08068. Full description at Econpapers || Download paper | |
| 2021 | A new efficient approximation scheme for solving high-dimensional semilinear PDEs: control variate method for Deep BSDE solver. (2021). Takahashi, Akihiko ; Tsuchida, Yoshifumi ; Yamada, Toshihiro. In: Papers. RePEc:arx:papers:2101.09890. Full description at Econpapers || Download paper | |
| 2021 | Neural networks-based algorithms for stochastic control and PDEs in finance *. (2021). Germain, Maximilien ; Pham, Huyen ; Warin, Xavier. In: Working Papers. RePEc:hal:wpaper:hal-03115503. Full description at Econpapers || Download paper | |
| 2021 | Optimal market-Making strategies under synchronised order arrivals with deep neural networks. (2021). Zheng, Harry ; Lee, Kyungsub ; Jang, Hyun Jin ; Choi, So Eun. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:125:y:2021:i:c:s0165188921000336. Full description at Econpapers || Download paper | |
| 2021 | Asymptotic Expansion and Deep Neural Networks Overcome the Curse of Dimensionality in the Numerical Approximation of Kolmogorov Partial Differential Equations with Nonlinear Coefficients. (2021). Yamada, Toshihiro ; Takahashi, Akihiko. In: CIRJE F-Series. RePEc:tky:fseres:2021cf1167. Full description at Econpapers || Download paper | |
| 2021 | Deep Asymptotic Expansion with Weak Approximation . (2021). Yamada, Toshihiro ; Takahashi, Akihiko ; Okano, Yusuke ; Naito, Riu ; Iguchi, Yuga. In: CIRJE F-Series. RePEc:tky:fseres:2021cf1168. Full description at Econpapers || Download paper | |
| 2021 | Deep Asymptotic Expansion with Weak Approximation. (2021). Iguchi, Yuga ; Yamada, Toshihiro ; Takahashi, Akihiko ; Okano, Yusuke ; Naito, Riu. In: CIRJE F-Series. RePEc:tky:fseres:2021cf1178. Full description at Econpapers || Download paper | |
| 2021 | Deep Asymptotic Expansion: Application to Financial Mathematicsï¼Ëforthcoming in proceedings of IEEE CSDE 2021). (2021). Iguchi, Yuga ; Yamada, Toshihiro ; Takahashi, Akihiko ; Okano, Yusuke ; Naito, Riu. In: CARF F-Series. RePEc:cfi:fseres:cf523. Full description at Econpapers || Download paper | |
| 2021 | Neural networks-based algorithms for stochastic control and PDEs in finance *. (2021). Warin, Xavier ; Pham, Huyen ; Germain, Maximilien. In: Post-Print. RePEc:hal:journl:hal-03115503. Full description at Econpapers || Download paper | |
| 2021 | Solving high-dimensional optimal stopping problems using deep learning. (2019). Welti, Timo ; Jentzen, Arnulf ; Cheridito, Patrick ; Becker, Sebastian. In: Papers. RePEc:arx:papers:1908.01602. Full description at Econpapers || Download paper | |
| 2021 | Textual sentiment of comments and collapse of P2P platforms: Evidence from Chinas P2P market. (2021). Gong, Xue ; Zhang, Weiguo ; Wang, Chao. In: Research in International Business and Finance. RePEc:eee:riibaf:v:58:y:2021:i:c:s0275531921000696. Full description at Econpapers || Download paper | |
| 2021 | Simultaneous hedging strategy for price and volume risks in electricity businesses using energy and weather derivatives1. (2021). Yamada, Yuji ; Matsumoto, Takuji. In: Energy Economics. RePEc:eee:eneeco:v:95:y:2021:i:c:s0140988321000062. Full description at Econpapers || Download paper | |
| 2021 | Stay-at-Home Stocks Versus Go-Outside Stocks: The Impacts of COVID-19 on the Chinese Stock Market. (2021). Shen, Dehua ; Zhang, Wei. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:28:y:2021:i:2:d:10.1007_s10690-020-09322-4. Full description at Econpapers || Download paper | |
| 2021 | Short-Selling and Financial Performance of SMEs in China: The Mediating Role of CSR Performance. (2021). Norhan, Nik Intan ; Mai, Wenzhen. In: IJFS. RePEc:gam:jijfss:v:9:y:2021:i:2:p:22-:d:536634. Full description at Econpapers || Download paper | |
| 2021 | Banking sector earnings management using loan loss provisions in the Fintech era. (2021). Ozili, Peterson K. In: MPRA Paper. RePEc:pra:mprapa:105083. Full description at Econpapers || Download paper | |
| 2021 | Loan loss provisions and audit quality: Evidence from MENA Islamic and conventional banks. (2021). Ezeani, Ernest ; Usman, Muhammad ; Salem, Rami. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:79:y:2021:i:c:p:345-359. Full description at Econpapers || Download paper | |
| 2021 | Quality of Reported Earnings: An Empirical Study of Indian Banking Industry. (2021). Singla, Neha ; Mangala, Deepa. In: Vision. RePEc:sae:vision:v:25:y:2021:i:2:p:159-167. Full description at Econpapers || Download paper | |
| 2021 | What are the effects of culture and institutions on classification shifting in India?. (2021). Mamatzakis, Emmanuel C ; Boahen, Eric O. In: Journal of International Accounting, Auditing and Taxation. RePEc:eee:jiaata:v:44:y:2021:i:c:s1061951821000276. Full description at Econpapers || Download paper | |
| 2021 | Implied volatility of structured warrants: Emerging market evidence. (2021). Sifat, Imtiaz Mohammad ; Mohamad, Azhar ; Murad, Najmi Ismail. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:80:y:2021:i:c:p:464-479. Full description at Econpapers || Download paper | |
| 2021 | The dangers of performative scientism as the alternative to anti-scientific policymaking: A critical, preliminary assessment of South Africaâs Covid-19 response and its consequences. (2021). Muller, Sean. In: World Development. RePEc:eee:wdevel:v:140:y:2021:i:c:s0305750x20304174. Full description at Econpapers || Download paper | |
| 2021 | Modeling garch processes in base metals returns using panel data. (2021). Shachmurove, Yochanan ; Szczesny, Wiesaw ; Karwaski, Marek ; Krawiec, Monika ; Borkowski, Bolesaw. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721004207. Full description at Econpapers || Download paper | |
| 2021 | Dynamic efficiency and arbitrage potential in Bitcoin: A long-memory approach. (2021). Ye, Jinqiang ; Urquhart, Andrew ; Li, Zeming ; Duan, Kun. In: International Review of Financial Analysis. RePEc:eee:finana:v:75:y:2021:i:c:s1057521921000685. Full description at Econpapers || Download paper | |
| 2021 | Robust portfolio selection with regime switching and asymmetric dependence. (2021). Bai, Manying ; Su, Xiaoshan ; Han, Yingwei. In: Economic Modelling. RePEc:eee:ecmode:v:99:y:2021:i:c:s0264999321000754. Full description at Econpapers || Download paper | |
| 2021 | Return Based Risk Measures for Non-Normally Distributed Returns: An Alternative Modelling Approach. (2021). Murahwa, Yvonne T ; Samunderu, Eyden. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:11:p:540-:d:676017. Full description at Econpapers || Download paper | |
| 2021 | Portfolio diversification benefits of alternative currency investment in Bitcoin and foreign exchange markets. (2021). Gulzar, Saiqb ; Qarni, Muhammad Owais. In: Financial Innovation. RePEc:spr:fininn:v:7:y:2021:i:1:d:10.1186_s40854-021-00233-5. Full description at Econpapers || Download paper | |
| 2021 | Modelling Asymmetry and Leverage in Cryptocurrencies and Emerging Financial Markets. (2021). ALAGIDEDE, IMHOTEP ; Omaneadjepong, Maurice. In: Economic Papers. RePEc:bla:econpa:v:40:y:2021:i:2:p:152-166. Full description at Econpapers || Download paper |
Recent citations
Recent citations received in 2021
| Year | Citing document | |
|---|---|---|
| 2021 | The Response of Housing Construction to a Copper Price Shock in Chile (2009â2020). (2021). Idrovo, Byron ; Contreras-Reyes, Javier E ; Idrovo-Aguirre, Byron J. In: Economies. RePEc:gam:jecomi:v:9:y:2021:i:3:p:98-:d:584346. Full description at Econpapers || Download paper | |
| 2021 | The Impact of the Introduction of Index Futures on the Daily Returns Anomaly in the Ho Chi Minh Stock Exchange. (2021). Friday, Swint H ; Truong, Loc Dong. In: IJFS. RePEc:gam:jijfss:v:9:y:2021:i:3:p:43-:d:610883. Full description at Econpapers || Download paper | |
| 2021 | RETURN SPILLOVER BETWEEN THE U.S., JAPANESE, AND INDONESIAN STOCK MARKET DURING COVID-19. (2021). Nizar, Nurhuda ; Endarto, Eko ; Dewi, Helena ; Kurniasari, Florentina. In: Business Excellence and Management. RePEc:rom:bemann:v:11:y:2021:i:5:p:196-207. Full description at Econpapers || Download paper |
Recent citations received in 2020
| Year | Citing document | |
|---|---|---|
| 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 | Bank Income Smoothing, Institutions and Corruption. (2019). Ozili, Peterson K. In: MPRA Paper. RePEc:pra:mprapa:92339. 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 | |
|---|---|---|
| 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 |
10 most frequent citing series