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Citation Profile [Updated: 2022-10-03 11:31:34]
5 Years H
25
Impact Factor
0.43
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] [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 0.15 0 0 0 0 0 0 0 0 0 0 0.08
1991 0 0.14 0 0 0 0 0 0 0 0 0 0 0.08
1992 0 0.12 0 0 0 0 0 0 0 0 0 0 0.09
1993 0 0.18 0 0 0 0 0 0 0 0 0 0 0.13
1994 0 0.16 0 0 0 0 0 0 0 0 0 0 0.08
1995 0 0.22 0 0 0 0 0 0 0 0 0 0 0.12
1996 0 0.24 0 0 0 0 0 0 0 0 0 0 0.14
1997 0 0.27 0.03 0 37 37 31 1 1 0 0 0 1 0.03 0.15
1998 0.03 0.3 0.02 0.03 46 83 33 2 3 37 1 37 1 0 1 0.02 0.18
1999 0.06 0.39 0.1 0.06 30 113 75 8 14 83 5 83 5 1 12.5 2 0.07 0.25
2000 0.08 0.52 0.13 0.08 32 145 75 16 33 76 6 113 9 10 62.5 5 0.16 0.23
2001 0.24 0.48 0.14 0.12 44 189 156 24 60 62 15 145 17 15 62.5 7 0.16 0.27
2002 0.28 0.53 0.19 0.16 45 234 63 42 104 76 21 189 31 17 40.5 7 0.16 0.29
2003 0.21 0.51 0.19 0.17 67 301 244 52 160 89 19 197 33 19 36.5 9 0.13 0.29
2004 0.32 0.57 0.2 0.28 57 358 142 69 232 112 36 218 60 11 15.9 5 0.09 0.35
2005 0.4 0.59 0.23 0.27 80 438 348 100 332 124 49 245 65 20 20 18 0.23 0.36
2006 0.3 0.58 0.18 0.23 67 505 249 91 423 137 41 293 66 16 17.6 10 0.15 0.34
2007 0.39 0.5 0.23 0.28 76 581 214 133 559 147 58 316 88 31 23.3 12 0.16 0.29
2008 0.26 0.58 0.22 0.31 70 651 129 140 699 143 37 347 107 23 16.4 6 0.09 0.3
2009 0.21 0.57 0.28 0.2 98 749 463 207 910 146 31 350 71 53 25.6 93 0.95 0.32
2010 0.55 0.51 0.34 0.37 76 825 362 275 1187 168 93 391 143 76 27.6 34 0.45 0.29
2011 0.41 0.6 0.23 0.27 49 874 98 197 1386 174 71 387 103 22 11.2 9 0.18 0.36
2012 0.5 0.65 0.33 0.41 41 915 81 298 1684 125 63 369 151 31 10.4 12 0.29 0.34
2013 0.33 0.64 0.29 0.38 40 955 93 275 1959 90 30 334 127 33 12 11 0.28 0.34
2014 0.42 0.65 0.24 0.36 39 994 96 242 2201 81 34 304 108 14 5.8 11 0.28 0.33
2015 0.53 0.63 0.26 0.38 48 1042 114 269 2470 79 42 245 92 43 16 18 0.38 0.35
2016 0.39 0.63 0.18 0.23 38 1080 49 194 2664 87 34 217 49 18 9.3 5 0.13 0.34
2017 0.41 0.62 0.16 0.24 45 1125 46 178 2842 86 35 206 50 25 14 12 0.27 0.33
2018 0.24 0.62 0.15 0.23 26 1151 42 170 3013 83 20 210 48 12 7.1 1 0.04 0.35
2019 0.39 0.63 0.17 0.28 29 1180 44 202 3215 71 28 196 55 28 13.9 14 0.48 0.37
2020 0.38 0.71 0.1 0.23 22 1202 31 121 3337 55 21 186 43 11 9.1 8 0.36 0.73
2021 0.43 1.04 0.13 0.28 24 1226 6 160 3497 51 22 160 44 22 13.8 4 0.17 0.44
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
#YearTitleCited
12010Market Efficiency of Oil Spot and Futures: A Stochastic Dominance Approach. (2010). Wong, Wing-Keung ; McAleer, Michael ; Lean, Hooi Hooi. In: CIRJE F-Series. RePEc:tky:fseres:2010cf705.

Full description at Econpapers || Download paper

69
22009Do We Really Need Both BEKK and DCC? A Tale of Two Covariance Models. (2009). McAleer, Michael ; Caporin, Massimiliano. In: CIRJE F-Series. RePEc:tky:fseres:2009cf638.

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56
32005Monte Carlo Simulation with Asymptotic Method. (2005). Takahashi, Akihiko ; Yoshida, Nakahiro. In: CIRJE F-Series. RePEc:tky:fseres:2005cf335.

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54
42009Computation in an Asymptotic Expansion Method. (2009). Takahashi, Akihiko ; Toda, Masashi ; Takehara, Kohta . In: CIRJE F-Series. RePEc:tky:fseres:2009cf621.

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49
52009The Ten Commandments for Optimizing Value-at-Risk and Daily Capital Charges. (2009). McAleer, Michael. In: CIRJE F-Series. RePEc:tky:fseres:2009cf652.

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49
62009A Decision Rule to Minimize Daily Capital Charges in Forecasting Value-at-Risk. (2009). perez-amaral, teodosio ; McAleer, Michael ; Jimenez-Martin, Juan. In: CIRJE F-Series. RePEc:tky:fseres:2009cf644.

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48
72006Exchange Rate Changes and Inflation in Post-Crisis Asian Economies: VAR Analysis of the Exchange Rate Pass-Through. (2006). Ito, Takatoshi ; Sato, Kiyotaka . In: CIRJE F-Series. RePEc:tky:fseres:2006cf406.

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40
82006Role of Honesty in Full Implementation. (2006). Matsushima, Hitoshi. In: CIRJE F-Series. RePEc:tky:fseres:2006cf405.

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34
9Indirect Network Effects and the Product Cycle: Video Games in the U.S., 1994-2002. (2004). Ohashi, Hiroshi ; Clements, Matthew T.. In: CIRJE F-Series. RePEc:tky:fseres:2004cf261.

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34
102009Cyclical Informality and Unemployment. (2009). Esteban-Pretel, Julen ; Bosch, Mariano. In: CIRJE F-Series. RePEc:tky:fseres:2009cf613.

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33
112009Block Structure Multivariate Stochastic Volatility Models. (2009). McAleer, Michael ; Caporin, Massimiliano ; Asai, Manabu. In: CIRJE F-Series. RePEc:tky:fseres:2009cf699.

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33
122010IV Estimation of a Panel Threshold Model of Tourism Specialization and Economic Development. (2010). McAleer, Michael ; Khamkaew, Thanchanok ; Chang, Chia-Lin. In: CIRJE F-Series. RePEc:tky:fseres:2010cf732.

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31
132010Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns. (2010). Tansuchat, Roengchai ; McAleer, Michael ; Chang, Chia-Lin. In: CIRJE F-Series. RePEc:tky:fseres:2010cf706.

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31
142010Do We Really Need Both BEKK and DCC? A Tale of Two Multivariate GARCH Models. (2010). McAleer, Michael ; Caporin, Massimiliano. In: CIRJE F-Series. RePEc:tky:fseres:2010cf713.

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29
152001A New Composite Index of Coincident Economic Indicators in Japan: How can we improve the forecast performance? . (2001). Fukuda, Shin-ichi ; Onodera, Takashi . In: CIRJE F-Series. RePEc:tky:fseres:2001cf101.

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28
162010Asset Bubbles, Endogenous Growth, and Financial Frictions. (2010). Hirano, Tomohiro ; Yanagawa, Noriyuki. In: CIRJE F-Series. RePEc:tky:fseres:2010cf752.

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27
172008On the Asymptotic Optimality of the LIML Estimator with Possibly Many Instruments. (2008). Matsushita, Yukitoshi ; Kunitomo, Naoto ; Anderson, T. W.. In: CIRJE F-Series. RePEc:tky:fseres:2008cf542.

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26
182014Can Formal Elderly Care Stimulate Female Labor Supply? The Japanese Experience. (2014). Sugawara, Shinya ; Nakamura, Jiro . In: CIRJE F-Series. RePEc:tky:fseres:2014cf924.

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26
192013The Response of Asset Prices to Monetary Policy under Abenomics. (2013). Ueda, Kazuo. In: CIRJE F-Series. RePEc:tky:fseres:2013cf894.

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26
202018Bitcoin Technical Trading with Articial Neural Network. (2018). Takahashi, Soichiro ; Nakano, Masafumi. In: CIRJE F-Series. RePEc:tky:fseres:2018cf1090.

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26
212018Bitcoin technical trading with artificial neural network. (2018). Takahashi, Soichiro ; Nakano, Masafumi. In: CIRJE F-Series. RePEc:tky:fseres:2018cf1078.

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26
222007Behavioral Aspects of Implementation Theory. (2007). Matsushima, Hitoshi. In: CIRJE F-Series. RePEc:tky:fseres:2007cf523.

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25
232005The Effects of the Bank of Japans Zero Interest Rate Commitment and Quantitative Monetary Easing on the Yield Curve: A Macro-Finance Approach. (2005). Ueda, Kazuo ; Oda, Nobuyuki. In: CIRJE F-Series. RePEc:tky:fseres:2005cf336.

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25
242015Abenomics: Why Was It So Successful in Changing Market Expectations?. (2015). Fukuda, Shin-ichi ; Shin- ichi Fukuda, . In: CIRJE F-Series. RePEc:tky:fseres:2015cf969.

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25
252009Multivariate Stochastic Volatility with Cross Leverage. (2009). Omori, Yasuhiro ; Ishihara, Tsunehiro . In: CIRJE F-Series. RePEc:tky:fseres:2009cf690.

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25
262003Estimation and Testing for Unit Root Processes with GARCH (1, 1) Errors: Theory and Monte Carlo Evidence. (2003). McAleer, Michael ; Ling, Shiqing. In: CIRJE F-Series. RePEc:tky:fseres:2003cf207.

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25
272007The Divorce of Ownership from Control from 1900: Re-calibrating Imagined Global Historical Trends. (2007). Hannah, Leslie. In: CIRJE F-Series. RePEc:tky:fseres:2007cf460.

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24
282010Analyzing and Forecasting Volatility Spillovers and Asymmetries in Major Crude Oil Spot, Forward and Futures Markets. (2010). Tansuchat, Roengchai ; McAleer, Michael ; Chang, Chia-Lin. In: CIRJE F-Series. RePEc:tky:fseres:2010cf718.

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24
292012Perturbative Expansion of FBSDE in an Incomplete Market with Stochastic Volatility. (2012). Takahashi, Akihiko ; Fujii, Masaaki. In: CIRJE F-Series. RePEc:tky:fseres:2012cf840.

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24
302001Pricing Convertible Bonds with Default Risk: A Duffie-Singleton Approach. (2001). Kobayashi, Takao ; Takahashi, Akihiko ; Nakagawa, Naruhisa. In: CIRJE F-Series. RePEc:tky:fseres:2001cf140.

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24
311999Causes of the Long Stagnation of Japan during the 1990 fs: Financial or Real?. (1999). MOTONISHI, Taizo ; Yoshikawa, Hiroshi . In: CIRJE F-Series. RePEc:tky:fseres:99cf56.

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23
322010Choice of Collateral Currency. (2010). Takahashi, Akihiko ; Fujii, Masaaki. In: CIRJE F-Series. RePEc:tky:fseres:2010cf778.

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23
332009A Note on Construction of Multiple Swap Curves with and without Collateral. (2009). Takahashi, Akihiko ; Shimada, Yasufumi ; Fujii, Masaaki. In: CIRJE F-Series. RePEc:tky:fseres:2009cf630.

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22
342015Asymptotic Expansion for Forward-Backward SDEs with Jumps. (2015). Fujii, Masaaki ; Takahashi, Akihiko. In: CIRJE F-Series. RePEc:tky:fseres:2015cf993.

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22
352006Empirical Likelihood Methods in Econometrics: Theory and Practice. (2006). Kitamura, Yuichi. In: CIRJE F-Series. RePEc:tky:fseres:2006cf430.

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22
362001Modularization in the Auto Industry: Interlinked Multiple Hierarchies of Product, Production, and Supplier Systems. (2001). Takeishi, Akira ; Fujimoto, Takahiro . In: CIRJE F-Series. RePEc:tky:fseres:2001cf107.

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22
372005Measuring the Extent and Implications of Director Interlocking in the Pre-war Japanese Banking Industry. (2005). Yokoyama, Kazuki ; SAWADA, MICHIRU ; okazaki, tetsuji. In: CIRJE F-Series. RePEc:tky:fseres:2005cf355.

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22
382014Tests for Covariance Matrices in High Dimension with Less Sample Size. (2014). Srivastava, Muni S ; Kubokawa, Tatsuya ; Yanagihara, Hirokazu . In: CIRJE F-Series. RePEc:tky:fseres:2014cf933.

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21
392015An Asymptotic Expansion of Forward-Backward SDEs with a Perturbed Driver . (2015). Takahashi, Akihiko ; Watanabe, Toshiaki . In: CIRJE F-Series. RePEc:tky:fseres:2015cf976.

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21
402006Intra-day Seasonality in Activities of the Foreign Exchange Markets: Evidence from the Electronic Broking System. (2006). Ito, Takatoshi ; Hashimoto, Yuko . In: CIRJE F-Series. RePEc:tky:fseres:2006cf407.

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21
41Volatility Spillovers Between Crude Oil Futures Returns and Oil Company Stocks Return. (2009). Tansuchat, Roengchai ; McAleer, Michael ; Chang, Chia-Lin. In: CIRJE F-Series. RePEc:tky:fseres:2009cf639.

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20
422010Asymmetric and Imperfect Collateralization, Derivative Pricing, and CVA. (2010). Takahashi, Akihiko ; Fujii, Masaaki. In: CIRJE F-Series. RePEc:tky:fseres:2010cf781.

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20
432015Perturbative Expansion Technique for Non-linear FBSDEs with Interacting Particle Method. (2015). Takahshi, Akihiko ; Fujii, Masaaki. In: CIRJE F-Series. RePEc:tky:fseres:2015cf954.

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20
442009Modelling Conditional Correlations for Risk Diversification in Crude Oil Markets. (2009). Tansuchat, Roengchai ; McAleer, Michael ; Chang, Chia-Lin. In: CIRJE F-Series. RePEc:tky:fseres:2009cf640.

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19
452003The Japanese Banking Crisis and Economic Growth: Theoretical and Empirical Implications of Deposit Guarantees and Weak Financial Regulation. (2003). Kletzer, Kenneth ; Dekle, Robert. In: CIRJE F-Series. RePEc:tky:fseres:2003cf225.

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19
462014Matrix Exponential Stochastic Volatility with Cross Leverage. (2014). Omori, Yasuhiro ; Asai, Manabu ; Ishihara, Tsunehiro . In: CIRJE F-Series. RePEc:tky:fseres:2014cf932.

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19
472017Creating Investment Scheme with State Space Modeling. (2017). Nakano, Masafumi ; Takahashi, Muhammad Soichiro . In: CIRJE F-Series. RePEc:tky:fseres:2017cf1038.

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19
482005Short-run and Long-run Effects of Corruption on Economic Growth: Evidence from State-Level Cross-Section Data for the United States. (2005). Horiuchi, Yusaku ; AKAI, NOBUO ; Sakata, Masayo. In: CIRJE F-Series. RePEc:tky:fseres:2005cf348.

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19
492009Modelling and Forecasting Daily International Mass Tourism to Peru. (2009). McAleer, Michael ; Divino, Jose Angelo. In: CIRJE F-Series. RePEc:tky:fseres:2009cf651.

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19
502011A General Computation Scheme for a High-Order Asymptotic Expansion Method. (2011). Takahashi, Akihiko ; Toda, Masashi ; Takehara, Kohta . In: CIRJE F-Series. RePEc:tky:fseres:2011cf787.

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18
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12018Bitcoin technical trading with artificial neural network. (2018). Takahashi, Soichiro ; Nakano, Masafumi. In: CIRJE F-Series. RePEc:tky:fseres:2018cf1078.

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15
22020A Mean Field Game Approach to Equilibrium Pricing with Market Clearing Condition . (2020). Takahashi, Akihiko ; Fujii, Masaaki. In: CIRJE F-Series. RePEc:tky:fseres:2020cf1144.

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15
32018Bitcoin Technical Trading with Articial Neural Network. (2018). Takahashi, Soichiro ; Nakano, Masafumi. In: CIRJE F-Series. RePEc:tky:fseres:2018cf1090.

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15
42019Probabilistic 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.

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12
52015Abenomics: Why Was It So Successful in Changing Market Expectations?. (2015). Fukuda, Shin-ichi ; Shin- ichi Fukuda, . In: CIRJE F-Series. RePEc:tky:fseres:2015cf969.

Full description at Econpapers || Download paper

9
62010Market Efficiency of Oil Spot and Futures: A Stochastic Dominance Approach. (2010). Wong, Wing-Keung ; McAleer, Michael ; Lean, Hooi Hooi. In: CIRJE F-Series. RePEc:tky:fseres:2010cf705.

Full description at Econpapers || Download paper

9
72020A 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.

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8
82005Monte Carlo Simulation with Asymptotic Method. (2005). Takahashi, Akihiko ; Yoshida, Nakahiro. In: CIRJE F-Series. RePEc:tky:fseres:2005cf335.

Full description at Econpapers || Download paper

8
92014Can Formal Elderly Care Stimulate Female Labor Supply? The Japanese Experience. (2014). Sugawara, Shinya ; Nakamura, Jiro . In: CIRJE F-Series. RePEc:tky:fseres:2014cf924.

Full description at Econpapers || Download paper

8
102014Tests for Covariance Matrices in High Dimension with Less Sample Size. (2014). Srivastava, Muni S ; Kubokawa, Tatsuya ; Yanagihara, Hirokazu . In: CIRJE F-Series. RePEc:tky:fseres:2014cf933.

Full description at Econpapers || Download paper

6
112009Volatility Spillovers Between Crude Oil Futures Returns and Oil Company Stocks Return. (2009). Tansuchat, Roengchai ; McAleer, Michael ; Chang, Chia-Lin. In: CIRJE F-Series. RePEc:tky:fseres:2009cf639.

Full description at Econpapers || Download paper

6
122019Inflation Target and Anchor of Inflation Forecasts in Japan. (2019). Soma, Naoto ; Fukuda, Shin-Ichi ; Shin- ichi Fukuda, . In: CIRJE F-Series. RePEc:tky:fseres:2019cf1108.

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6
132016The Impact of Auction Choice on Revenue in Treasury Bill Auctions - An Empirical Evaluation. (2016). Marszalec, Daniel. In: CIRJE F-Series. RePEc:tky:fseres:2016cf1020.

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6
142018The Role of Corporate Governance in Japanese Unlisted Companies. (2018). Fukuda, Shin-ichi ; Nakajima, Jouchi ; Kasuya, Munehisa ; Shin- ichi Fukuda, . In: CIRJE F-Series. RePEc:tky:fseres:2018cf1081.

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6
152015The Influence Function of Semiparametric Estimators. (2015). Ichimura, Hidehiko ; Newey, Whitney K. In: CIRJE F-Series. RePEc:tky:fseres:2015cf985.

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6
162008On the Asymptotic Optimality of the LIML Estimator with Possibly Many Instruments. (2008). Matsushita, Yukitoshi ; Kunitomo, Naoto ; Anderson, T. W.. In: CIRJE F-Series. RePEc:tky:fseres:2008cf542.

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5
172020Interest 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.

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5
182014Matrix Exponential Stochastic Volatility with Cross Leverage. (2014). Omori, Yasuhiro ; Asai, Manabu ; Ishihara, Tsunehiro . In: CIRJE F-Series. RePEc:tky:fseres:2014cf932.

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5
192017Creating Investment Scheme with State Space Modeling. (2017). Nakano, Masafumi ; Takahashi, Muhammad Soichiro . In: CIRJE F-Series. RePEc:tky:fseres:2017cf1038.

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4
202019Multivariate Stochastic Volatility Model with Realized Volatilities and Pairwise Realized Correlations. (2019). Omori, Yasuhiro ; Yamauchi, Yuta. In: CIRJE F-Series. RePEc:tky:fseres:2019cf1117.

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4
212001Introduction to Repeated Games with Private Monitoring. (2001). Kandori, Michihiro. In: CIRJE F-Series. RePEc:tky:fseres:2001cf114.

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4
222012A Characterization of the Plurality Rule. (2012). Sekiguchi, Yohei . In: CIRJE F-Series. RePEc:tky:fseres:2012cf833.

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4
232011Analytical Approximation for Non-linear FBSDEs with Perturbation Scheme. (2011). Takahashi, Akihiko ; Fujii, Masaaki. In: CIRJE F-Series. RePEc:tky:fseres:2011cf802.

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4
242013The Response of Asset Prices to Monetary Policy under Abenomics. (2013). Ueda, Kazuo. In: CIRJE F-Series. RePEc:tky:fseres:2013cf894.

Full description at Econpapers || Download paper

4
252009Block Structure Multivariate Stochastic Volatility Models. (2009). McAleer, Michael ; Caporin, Massimiliano ; Asai, Manabu. In: CIRJE F-Series. RePEc:tky:fseres:2009cf699.

Full description at Econpapers || Download paper

4
262006Empirical Likelihood Methods in Econometrics: Theory and Practice. (2006). Kitamura, Yuichi. In: CIRJE F-Series. RePEc:tky:fseres:2006cf430.

Full description at Econpapers || Download paper

4
272015An Asymptotic Expansion of Forward-Backward SDEs with a Perturbed Driver . (2015). Takahashi, Akihiko ; Watanabe, Toshiaki . In: CIRJE F-Series. RePEc:tky:fseres:2015cf976.

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4
282009Self-organizing Marketplaces. (2009). Tabuchi, Takatoshi. In: CIRJE F-Series. RePEc:tky:fseres:2009cf607.

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4
292016Impact Assessment of Credit Program for Tenant Farmers in Bangladesh: Evidence from a Field Experiment. (2016). Hossain, Marup ; Abdul, Malek ; Hasib, MD ; Amzad, MD ; Malek, Mohammad Abdul ; Shakil, MD. In: CIRJE F-Series. RePEc:tky:fseres:2016cf1025.

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4
302015Asymptotic Expansion for Forward-Backward SDEs with Jumps. (2015). Fujii, Masaaki ; Takahashi, Akihiko. In: CIRJE F-Series. RePEc:tky:fseres:2015cf993.

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4
312009Multivariate Stochastic Volatility with Cross Leverage. (2009). Omori, Yasuhiro ; Ishihara, Tsunehiro . In: CIRJE F-Series. RePEc:tky:fseres:2009cf690.

Full description at Econpapers || Download paper

4
322010Analyzing and Forecasting Volatility Spillovers and Asymmetries in Major Crude Oil Spot, Forward and Futures Markets. (2010). Tansuchat, Roengchai ; McAleer, Michael ; Chang, Chia-Lin. In: CIRJE F-Series. RePEc:tky:fseres:2010cf718.

Full description at Econpapers || Download paper

4
332010IV Estimation of a Panel Threshold Model of Tourism Specialization and Economic Development. (2010). McAleer, Michael ; Khamkaew, Thanchanok ; Chang, Chia-Lin. In: CIRJE F-Series. RePEc:tky:fseres:2010cf732.

Full description at Econpapers || Download paper

4
342020Mechanism Design with Blockchain Enforcement. (2020). Matsushima, Hitoshi ; Noda, Shunya. In: CIRJE F-Series. RePEc:tky:fseres:2020cf1145.

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3
352013An Asymptotic Expansion Formula for Up-and-Out Barrier Option Price under Stochastic Volatility Model. (2013). Takahashi, Akihiko ; Yamada, Toshihiro ; Kato, Takashi. In: CIRJE F-Series. RePEc:tky:fseres:2013cf873.

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3
362010Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns. (2010). Tansuchat, Roengchai ; McAleer, Michael ; Chang, Chia-Lin. In: CIRJE F-Series. RePEc:tky:fseres:2010cf706.

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372017Fuzzy Logic-based Portfolio Selection with Particle Filtering and Anomaly Detection. (0000). Nakano, Masafumi ; Takahashi, Akihiko. In: CIRJE F-Series. RePEc:tky:fseres:2016cf1037.

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382021Equilibrium Price Formation with a Major Player and its Mean Field Limit. (2021). Takahashi, Akihiko ; Fujii, Masaaki. In: CIRJE F-Series. RePEc:tky:fseres:2021cf1162.

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392017Fuzzy Logic-based Portfolio Selection with Particle Filtering and Anomaly Detection. (2017). Takahashi, Soichiro ; Nakano, Masafumi. In: CIRJE F-Series. RePEc:tky:fseres:2017cf1037.

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3
402008Term Structure of Interest Rates under Recursive Preferences in Continuous Time. (2008). Takahashi, Akihiko ; Nakayama, Keita ; Nakamura, Hisashi . In: CIRJE F-Series. RePEc:tky:fseres:2008cf540.

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412020Online Learning During School Closure Due to COVID-19. (2020). Yamaguchi, Shintaro ; Ikeda, Masato. In: CIRJE F-Series. RePEc:tky:fseres:2020cf1157.

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422015Optimal Bandwidth Selection for the Fuzzy Regression Discontinuity Estimator. (2015). Ichimura, Hidehiko ; Arai, Yoichi. In: CIRJE F-Series. RePEc:tky:fseres:2015cf990.

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432020Macroeconomic Forecasting Using Factor Models and Machine Learning: An Application to Japan. (2020). Shintani, Mototsugu ; Maehashi, Kohei. In: CIRJE F-Series. RePEc:tky:fseres:2020cf1146.

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442007Economic Development, Income Inequality and Social Stability in Prewar Japan: A Prefecture-level Analysis. (2007). Okazaki, Tetsuji. In: CIRJE F-Series. RePEc:tky:fseres:2007cf500.

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2
452017Robust Technical Trading with Fuzzy Knowledge-based Systems. (2017). Takahashi, Soichiro ; Nakano, Masafumi. In: CIRJE F-Series. RePEc:tky:fseres:2017cf1053.

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462018Functional Forms for Tractable Economic Models and the Cost Structure of International Trade. (2018). Weyl, Glen E ; Fabinger, Michal . In: CIRJE F-Series. RePEc:tky:fseres:2018cf1092.

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472009The Ten Commandments for Optimizing Value-at-Risk and Daily Capital Charges. (2009). McAleer, Michael. In: CIRJE F-Series. RePEc:tky:fseres:2009cf652.

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482010New Unified Computational Algorithm in a High-Order Asymptotic Expansion Scheme. (2010). Takahashi, Akihiko ; Toda, Masashi ; Takehara, Kohta . In: CIRJE F-Series. RePEc:tky:fseres:2010cf728.

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492017Optimal Overbooking Strategy in Online Hotel Booking Systems. (2017). Ichifuji, YU ; Koide, Noriaki ; Takahashi, Akihiko ; Saito, Taiga. In: CIRJE F-Series. RePEc:tky:fseres:2017cf1065.

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502009Non-Classical Measurement Error in Long-Term Retrospective Recall Surveys. (2009). Kim, Bonggeun ; Gibson, John. In: CIRJE F-Series. RePEc:tky:fseres:2009cf658.

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Citing documents used to compute impact factor: 22
YearTitle
2021An Assessment of Abenomics: Evolution and Achievements. (2021). Ito, Takatoshi. In: Asian Economic Policy Review. RePEc:bla:asiapr:v:16:y:2021:i:2:p:190-219.

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2021Comment on “Assessment of Abenomics: Evolution and Achievement”. (2021). Fukuda, Shinichi. In: Asian Economic Policy Review. RePEc:bla:asiapr:v:16:y:2021:i:2:p:222-223.

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2021Evaluation of Japan’s Macro-Fiscal Policy and its Challenges. (2021). Soma, Naoto ; Fukuda, Shin-Ichi ; Shin- ichi Fukuda, . In: Public Policy Review. RePEc:mof:journl:ppr17_02_06.

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2021Causal effects of family income on educational investment and child outcomes: Evidence from a policy reform in Japan. (2021). Akabayashi, Hideo ; Naoi, Michio ; Shikishima, Chizuru ; Senoh, Wataru ; Sano, Shinpei ; Nozaki, Kayo ; Nakamura, Ryosuke. In: Journal of the Japanese and International Economies. RePEc:eee:jjieco:v:60:y:2021:i:c:s0889158321000010.

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2021Dynamic factor, leverage and realized covariances in multivariate stochastic volatility. (2020). Omori, Yasuhiro ; Yamauchi, Yuta. In: Papers. RePEc:arx:papers:2011.06909.

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2021Dynamic Factor, Leverage and Realized Covariances in Multivariate Stochastic Volatility. (2021). Omori, Yasuhiro ; Yamauchi, Yuta. In: CIRJE F-Series. RePEc:tky:fseres:2021cf1176.

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2021Epistemological Mechanism Design (Revised version of CARF-F-496). (2020). Matsushima, Hitoshi ; Noda, Shunya. In: CARF F-Series. RePEc:cfi:fseres:cf498.

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2021Epistemological Implementation of Social Choice Functions. (2021). Matsushima, Hitoshi. In: CARF F-Series. RePEc:cfi:fseres:cf518.

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2021A Finite Agent Equilibrium in an Incomplete Market and its Strong Convergence to the Mean-Field Limit. (2020). Takahashi, Akihiko ; Fujii, Masaaki. In: Papers. RePEc:arx:papers:2010.09186.

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2021Deep Learning for Principal-Agent Mean Field Games. (2021). Chen, Yichao ; Shrivats, Arvind ; Campbell, Steven ; Jaimungal, Sebastian. In: Papers. RePEc:arx:papers:2110.01127.

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2021Strong Convergence to the Mean-Field Limit of A Finite Agent Equilibrium. (2021). Takahashi, Akihiko ; Fujii, Masaaki. In: CIRJE F-Series. RePEc:tky:fseres:2021cf1180.

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2021Equilibrium Price Formation with a Major Player and its Mean Field Limit. (2021). Takahashi, Akihiko ; Fujii, Masaaki. In: CARF F-Series. RePEc:cfi:fseres:cf509.

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2021Equilibrium Price Formation with a Major Player and its Mean Field Limit. (2021). Takahashi, Akihiko ; Fujii, Masaaki. In: CIRJE F-Series. RePEc:tky:fseres:2021cf1162.

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2021A Mean Field Game Approach to Equilibrium Pricing with Market Clearing Condition. (2021). Takahashi, Akihiko ; Fujii, Masaaki. In: CIRJE F-Series. RePEc:tky:fseres:2021cf1177.

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2021A Mean Field Game Approach to Equilibrium Pricing with Market Clearing Condition. (2021). Takahashi, Akihiko ; Fujii, Masaaki. In: CARF F-Series. RePEc:cfi:fseres:cf521.

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2021Portfolio Optimization with Choice of a Probability Measure. (2021). Saito, Taiga ; Takahashi, Akihiko. In: CIRJE F-Series. RePEc:tky:fseres:2021cf1165.

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2021Equilibrium Multi-Agent Model with Heterogeneous Views on Fundamental Risks. (2021). Takahashi, Akihiko ; Saito, Taiga ; Kizaki, Keisuke. In: CIRJE F-Series. RePEc:tky:fseres:2021cf1173.

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2021The Deep Roots of Inequality. (2021). Kumon, Yuzuru. In: IAST Working Papers. RePEc:tse:iastwp:126149.

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2021Access to and Demand for Online School Education during the COVID-19 Pandemic in Japan. (2021). Zvedelikova, Mirka ; Taguchi, Shimpei ; Akabayashi, Hideo. In: Keio-IES Discussion Paper Series. RePEc:keo:dpaper:2021-013.

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2021Impact of Temporary School Closure Due to COVID-19 on the Academic Achievement of Elementary School Students. (2021). Ohtake, Fumio ; Asakawa, Shinsuke. In: Discussion Papers in Economics and Business. RePEc:osk:wpaper:2114.

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2021Teamwise Mean Field Competitions. (2020). Zhang, Yuchong ; Yu, Xiang ; Zhou, Zhou. In: Papers. RePEc:arx:papers:2006.14472.

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2021A Mean Field Game Approach to Equilibrium Pricing with Market Clearing Condition. (2020). Takahashi, Akihiko ; Fujii, Masaaki. In: Papers. RePEc:arx:papers:2003.03035.

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Recent citations
Recent citations received in 2021

YearCiting document
2021A Mean Field Game Approach to Equilibrium Pricing with Market Clearing Condition. (2021). Takahashi, Akihiko ; Fujii, Masaaki. In: CARF F-Series. RePEc:cfi:fseres:cf521.

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2021Equilibrium Multi-Agent Model with Heterogeneous Views on Fundamental Risks. (2021). Takahashi, Akihiko ; Saito, Taiga ; Kizaki, Keisuke. In: CIRJE F-Series. RePEc:tky:fseres:2021cf1173.

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2021A Mean Field Game Approach to Equilibrium Pricing with Market Clearing Condition. (2021). Takahashi, Akihiko ; Fujii, Masaaki. In: CIRJE F-Series. RePEc:tky:fseres:2021cf1177.

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2021Strong Convergence to the Mean-Field Limit of A Finite Agent Equilibrium. (2021). Takahashi, Akihiko ; Fujii, Masaaki. In: CIRJE F-Series. RePEc:tky:fseres:2021cf1180.

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Recent citations received in 2020

YearCiting document
2020Price formation and optimal trading in intraday electricity markets with a major player. (2020). Tankov, Peter ; Tinsi, Laura. In: Papers. RePEc:arx:papers:2011.07655.

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2020A 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.

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2020Unique Information Elicitation. (2020). Matsushima, Hitoshi ; Noda, Shunya. In: CARF F-Series. RePEc:cfi:fseres:cf496.

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2020Probabilistic 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.

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2020Price Formation and Optimal Trading in Intraday Electricity Markets with a Major Player. (2020). Tinsi, Laura ; Tankov, Peter ; Feron, Olivier. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:4:p:133-:d:457902.

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2020Impacts of the Industrial Revolution on Wages and Skills of Workers: The Silk Weaving Industry in Early Twentieth-Century Japan. (2020). Okazaki, Tetsuji. In: CIRJE F-Series. RePEc:tky:fseres:2020cf1147.

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2020A 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.

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Recent citations received in 2019

YearCiting document
2019Behavioral Theory of Repeated Prisoner’s Dilemma: Generous Tit-For-Tat Strategy. (2019). Matsushima, Hitoshi. In: CARF F-Series. RePEc:cfi:fseres:cf452.

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2019Information Design in Blockchain: A Role of Trusted Intermediaries. (2019). Matsushima, Hitoshi. In: CARF F-Series. RePEc:cfi:fseres:cf462.

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2019Accuracy 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.

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2019Investor 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.

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2019Does inflation targeting always matter for the ERPT? A robust approach. (2019). Pourroy, Marc ; Lopez-Villavicencio, Antonia. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:60:y:2019:i:c:p:360-377.

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2019Does Inflation Targeting Always Matter for the ERPT? A robust approach. (2019). Pourroy, Marc ; Villavicencio, Antonia Lopez ; LopezVillavicencio, Antonia . In: Post-Print. RePEc:hal:journl:hal-02082568.

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2019Does Inflation Targeting Always Matter for the ERPT? A robust approach. (2019). Pourroy, Marc ; López Villavicencio, Antonia ; LopezVillavicencio, Antonia . In: Working Papers. RePEc:hal:wpaper:hal-02082568.

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2019Information Design in Blockchain: A Role of Trusted Intermediaries. (2019). Matsushima, Hitoshi. In: KIER Working Papers. RePEc:kyo:wpaper:1018.

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2019Behavioral Theory of Repeated Prisoner’s Dilemma: Generous Tit-For-Tat Strategy. (2019). Matsushima, Hitoshi. In: CIRJE F-Series. RePEc:tky:fseres:2019cf1115.

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2019Information Design in Blockchain: A Role of Trusted Intermediaries. (2019). Matsushima, Hitoshi. In: CIRJE F-Series. RePEc:tky:fseres:2019cf1121.

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2019Accuracy 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.

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2019Investor 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.

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Recent citations received in 2018

YearCiting document
2018Corporate Governance, Accounting Transparency and Stock Exchange Sizes in Germany, Japan and “Anglo-Saxon” Economies, 1870-1950. (2018). Hannah, Leslie. In: Discussion paper series. RePEc:hit:hiasdp:hias-e-77.

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