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

Raw citation data, Impact Factor, Immediacy Index, Published documents, Citations received, , Most cited papers , Recent citations and documents published in this series in EconPapers.

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Raw data:
IF AIF DOC CIT D2Y C2Y SC(%) CiY II AII 1996 0.18 0 0 0 0.08 1997 0.18 0 0 0 0.09 1998 0.2 0 0 0 0.12 1999 0.27 0 0 0 0.16 2000 0.37 0 0 0 0.19 2001 0.37 0 0 0 0.18 2002 0.4 0 0 0 0.19 2003 0.41 0 0 0 0.2 2004 0.46 18 6 0 0 0.22 2005 0.22 0.47 37 12 18 4 0 1 0.03 0.27 2006 0.11 0.5 32 9 55 6 0 1 0.03 0.27 2007 0.06 0.43 28 1 69 4 0 0.22 2008 0.08 0.41 28 0 60 5 0 0.22
IF: Impact Factor: C2Y / D2Y AIF: Average Impact Factor for series in RePEc in year y DOC: Number of documents published in year y CIT: Number of citations to the series in 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 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 IdI: Immediacy Index: CiY / Documents.   AII: Average Immediacy Index for series in RePEc in year y
Impact Factor:	Immediacy Index:
Documents published:	Citations received:

Most cited documents in this series:

(1) RePEc:cfi:fseres:cf047 Multi-Period Corporate Default Prediction With Stochastic Covariates (2005).
Cited: 5 times.

(2) RePEc:cfi:fseres:cf078 The Role of Trade Credit for Small Firms: An Implication from Japans Banking Crisis (2006).
Cited: 4 times.

(3) RePEc:cfi:fseres:cf004 Cost of Enforcement in Developing Countries with Credit Market Imperfection (2004).
Cited: 3 times.

(4) RePEc:cfi:fseres:cf014 Testing for Linearity in Regressions with I (1) processes (2004).
Cited: 3 times.

(5) RePEc:cfi:fseres:cf066 Banking in General Equilibrium with an Application to Japan (2006).
Cited: 2 times.

(6) RePEc:cfi:fseres:cf164 The Ten Commandments for Optimizing Value-at-Risk and Daily Capital Charges (2009).
Cited: 2 times.

(7) RePEc:cfi:fseres:cf054 Trade Credit, Bank Loans, and Monitoring: Evidence from Japan (2005).
Cited: 2 times.

(8) RePEc:cfi:fseres:cf159 A Decision Rule to Minimize Daily Capital Charges in Forecasting Value-at-Risk (2009).
Cited: 1 times.

(9) RePEc:cfi:fseres:cf106 Consumption Insurance and Risk-Coping Strategies under Non-Separable Utility: Evidence from the Kobe Earthquake (2007).
Cited: 1 times.

(10) RePEc:cfi:fseres:cf041 A Theory of International Currency and Seigniorage Competition (2005).
Cited: 1 times.

(11) RePEc:cfi:fseres:cf029 Bank Health and Investment: An Analysis of Unlisted Companies in Japan (2005).
Cited: 1 times.

(12) RePEc:cfi:fseres:cf156 Do We Really Need Both BEKK and DCC? A Tale of Two Covariance Models (2009).
Cited: 1 times.

(13) RePEc:cfi:fseres:cf045 Scanning Multivariate Conditional Densities with Probability Integral Transforms (2005).
Cited: 1 times.

(14) RePEc:cfi:fseres:cf082 Pricing Currency Options with a Market Model of Interest Rates under Jump-Diffusion Stochastic Volatility Processes of Spot Exchange Rates (2006).
Cited: 1 times.

(15) RePEc:cfi:fseres:cf035 Monetary Policy during Japans Lost Decade (2005).
Cited: 1 times.

(16) RePEc:cfi:fseres:cf072 A Dynamic Theory of Debt Restructuring (2006).
Cited: 1 times.

(17) RePEc:cfi:fseres:cf028 Saving and Interest Rates in Japan: Why They Have Fallen and Why They Will Remain Low (2005).
Cited: 1 times.

(18) RePEc:cfi:fseres:cf060 Collective Risk Control And Group Security: The Unexpected Consequences of Differential Risk Aversion (2006).
Cited: 1 times.

Recent citations received in: | 2008 | 2007 | 2006 | 2005

Recent citations received in: 2008

Recent citations received in: 2007

Recent citations received in: 2006

(1) RePEc:tky:fseres:2006cf450 Patterns of Non-exponential Growth of Macroeconomic Models: Two-parameter Poisson-Dirichlet Models (2006). CIRJE, Faculty of Economics, University of Tokyo / CIRJE F-Series

Recent citations received in: 2005

(1) RePEc:tky:fseres:2005cf343 Monetary Policy during Japans Lost Decade (2005). CIRJE, Faculty of Economics, University of Tokyo / CIRJE F-Series

Warning!! This is still an experimental service. The results of this service should be interpreted with care, especially in research assessment exercises. The processing of documents is automatic. There still are errors and omissions in the identification of references. We are working to improve the software to increase the accuracy of the results.

Source data used to compute the impact factor of RePEc series.