2
H index
1
i10 index
28
Citations
Kentaro Kikuchi : Citation Profile
Shiga University | RESEARCH PRODUCTION: 3 Articles 8 Papers 2 Books 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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13 years (2012 - 2025). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Kentaro Kikuchi. | Is cited by:
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Main data
Where Kentaro Kikuchi has published?
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Discussion Papers CRR Discussion Paper Series B: Financial / Shiga University, Faculty of Economics,Center for Risk Research | 4 |
| IMES Discussion Paper Series / Institute for Monetary and Economic Studies, Bank of Japan | 3 |
Recent works citing Kentaro Kikuchi (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2024 | Central bank balance sheets and long-term interest rates : Revisiting Japans unconventional monetary policy experience. (2024). Nakajima, Jouchi. In: Discussion Paper Series. RePEc:hit:hituec:758. Full description at Econpapers || Download paper |
| 2024 | Age-dependent robust strategic asset allocation with inflation–deflation hedging demand. (2024). Kusuda, Koji ; Kikuchi, Kentaro. In: Mathematics and Financial Economics. RePEc:spr:mathfi:v:18:y:2024:i:4:d:10.1007_s11579-024-00369-9. Full description at Econpapers || Download paper |
| 2025 | Many-insurer robust games of reinsurance and investment under model uncertainty in incomplete markets. (2025). Liang, Zongxia ; Xia, YI ; Guan, Guohui. In: Mathematics and Financial Economics. RePEc:spr:mathfi:v:19:y:2025:i:3:d:10.1007_s11579-025-00391-5. Full description at Econpapers || Download paper |
Works by Kentaro Kikuchi:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2021 | Money Flow Network Among Firms Accounts in a Regional Bank of Japan In: Discussion papers. [Full Text][Citation analysis] | paper | 1 |
| 2012 | Comparative Analysis of Zero Coupon Yield Curve Estimation Methods Using JGB Price Data In: IMES Discussion Paper Series. [Full Text][Citation analysis] | paper | 14 |
| 2012 | Comparative Analysis of Zero Coupon Yield Curve Estimation Methods Using JGB Price Data.(2012) In: Monetary and Economic Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | article | |
| 2012 | Design and Estimation of a Quadratic Term Structure Model with a Mixture of Normal Distributions In: IMES Discussion Paper Series. [Full Text][Citation analysis] | paper | 2 |
| 2014 | A Survey of Systemic Risk Measures: Methodology and Application to the Japanese Market In: IMES Discussion Paper Series. [Full Text][Citation analysis] | paper | 8 |
| 2024 | A term structure interest rate model with the Brownian bridge lower bound In: Annals of Finance. [Full Text][Citation analysis] | article | 1 |
| 2015 | Quadratic Gaussian Joint Pricing Model for Stocks and Bonds: Theory and Empirical Analysis In: Discussion Papers CRR Discussion Paper Series B: Financial. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Quadratic Gaussian Joint Pricing Model for Stocks and Bonds: Theory and Empirical Analysis*.(2016) In: World Scientific Book Chapters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | chapter | |
| A Semi-analytical Solution to Consumption and International Asset Allocation Problem In: Discussion Papers CRR Discussion Paper Series B: Financial. [Full Text][Citation analysis] | paper | 0 | |
| A Global Joint Pricing Model of Stocks and Bonds Based on the Quadratic Gaussian Approach In: Discussion Papers CRR Discussion Paper Series B: Financial. [Full Text][Citation analysis] | paper | 0 | |
| A Term Structure Interest Rate Model with the Exit Time from the Negative Interest Rate Policy In: Discussion Papers CRR Discussion Paper Series B: Financial. [Full Text][Citation analysis] | paper | 0 | |
| 2025 | Strategic international asset allocation under a quadratic model with exchange rate and inflation-deflation risks In: Decisions in Economics and Finance. [Full Text][Citation analysis] | article | 0 |
| 2022 | Semi-analytical solution for consumption and investment problem under quadratic security market model with inflation risk In: Mathematics and Financial Economics. [Full Text][Citation analysis] | book | 1 |
| 2024 | Age-dependent robust strategic asset allocation with inflation–deflation hedging demand In: Mathematics and Financial Economics. [Full Text][Citation analysis] | book | 1 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated May, 3 2026. Contact: CitEc Team