Most cited documents in this series:

Year	Title	Cited
2005	The Effects of the Bank of Japans Zero Interest Rate Commitment and Quantitative Monetary Easing on the Yield Curve: A Macro-Finance Approach RePEc:tky:fseres:2005cf336 [Citation Analysis]	37
2004	Accounting for Changes in the Homeownership Rate RePEc:tky:fseres:2004cf312 [Citation Analysis]	34
2007	Multivariate stochastic volatility RePEc:tky:fseres:2007cf488 [Citation Analysis]	33
2000	Nonlinear IV Unit Root Tests in Panels with Cross-Sectional Dependency RePEc:tky:fseres:2000cf85 [Citation Analysis]	33
2001	The Fable of the Keiretsu RePEc:tky:fseres:2001cf109 [Citation Analysis]	25
2009	The Ten Commandments for Optimizing Value-at-Risk and Daily Capital Charges RePEc:tky:fseres:2009cf652 [Citation Analysis]	21
2001	Empirical Likelihood-Based Inference in Conditional Moment Restriction Models RePEc:tky:fseres:2001cf124 [Citation Analysis]	21
2009	A Decision Rule to Minimize Daily Capital Charges in Forecasting Value-at-Risk RePEc:tky:fseres:2009cf644 [Citation Analysis]	19
2004	Indirect Network Effects and the Product Cycle: Video Games in the U.S., 1994-2002 RePEc:tky:fseres:2004cf261 [Citation Analysis]	13
1998	Institutions, Reforms, and Country Risk: Lessons from Japanese Government Debt in the Meiji Period RePEc:tky:fseres:98cf20 [Citation Analysis]	13
2009	Cyclical Informality and Unemployment RePEc:tky:fseres:2009cf613 [Citation Analysis]	13
2001	A New Composite Index of Coincident Economic Indicators in Japan: How can we improve the forecast performance? RePEc:tky:fseres:2001cf101 [Citation Analysis]	12
2003	Fat Tails and Asymmetry in Financial Volatility Models RePEc:tky:fseres:2003cf211 [Citation Analysis]	11
2007	Dual gravity: Using spatial econometrics to control for multilateral resistance RePEc:tky:fseres:2007cf501 [Citation Analysis]	11
1997	International Price Linkage within a Region The Case of East Asia RePEc:tky:fseres:97f06 [Citation Analysis]	11
2005	The Impact of the Corporate Leniency Program on Cartel Formation and the Cartel Price Path RePEc:tky:fseres:2005cf358 [Citation Analysis]	10
2010	Do We Really Need Both BEKK and DCC? A Tale of Two Multivariate GARCH Models RePEc:tky:fseres:2010cf713 [Citation Analysis]	10
2003	On Finite Sample Distributions of the Empirical Likelihood Estimator and the GMM Estimator RePEc:tky:fseres:2003cf200 [Citation Analysis]	9
2005	leadership meets soft budget RePEc:tky:fseres:2005cf391 [Citation Analysis]	9
2006	Exchange Rate Changes and Inflation in Post-Crisis Asian Economies: VAR Analysis of the Exchange Rate Pass-Through RePEc:tky:fseres:2006cf406 [Citation Analysis]	9
2009	Do We Really Need Both BEKK and DCC? A Tale of Two Covariance Models RePEc:tky:fseres:2009cf638 [Citation Analysis]	9
2006	Empirical Likelihood Methods in Econometrics: Theory and Practice RePEc:tky:fseres:2006cf430 [Citation Analysis]	9
2001	The Myth of the Main Bank: Japan and Comparative Corporate Governance RePEc:tky:fseres:2001cf131 [Citation Analysis]	9
2003	Efficiency in Repeated Games Revisited: The Role of Private Strategies RePEc:tky:fseres:2003cf255 [Citation Analysis]	9
1999	Political Business Cycles and Russian Elections, or the Manipulations of Chudar RePEc:tky:fseres:99cf39 [Citation Analysis]	8
2005	The Bank of Japans Struggle with the Zero Lower Bound on Nominal Interest Rates: Exercises in Expectations Management RePEc:tky:fseres:2005cf375 [Citation Analysis]	8
2003	Asian Monetary Integration: A Structural VAR Approach RePEc:tky:fseres:2003cf212 [Citation Analysis]	8
2003	Structure and Asymptotic Theory for Multivariate Asymmetric Volatility: Empirical Evidence for Country Risk Ratings RePEc:tky:fseres:2003cf203 [Citation Analysis]	8
2000	Rethinking Relationship-Specific Investments: Subcontracting in the Japanese Automobile Industry RePEc:tky:fseres:2000cf70 [Citation Analysis]	8
2011	Life-Cycle Labor Search with Stochastic Match Quality RePEc:tky:fseres:2010cf783 [Citation Analysis]	7
2001	Introduction to Repeated Games with Private Monitoring RePEc:tky:fseres:2001cf114 [Citation Analysis]	7
2003	Estimation and Testing for Unit Root Processes with GARCH (1, 1) Errors: Theory and Monte Carlo Evidence RePEc:tky:fseres:2003cf207 [Citation Analysis]	7
2006	Characterization of the Asymptotic Distribution of Semiparametric M-Estimators RePEc:tky:fseres:2006cf426 [Citation Analysis]	7
2009	Modelling and Forecasting Daily International Mass Tourism to Peru RePEc:tky:fseres:2009cf651 [Citation Analysis]	7
2003	A Simple Axiomatization of Iterated Choquet Objectives RePEc:tky:fseres:2003cf219 [Citation Analysis]	7
2005	Monte Carlo Simulation with Asymptotic Method RePEc:tky:fseres:2005cf335 [Citation Analysis]	7
2004	Stochastic Volatility with Leverage: Fast Likelihood Inference RePEc:tky:fseres:2004cf297 [Citation Analysis]	7
2004	Assessing Institutional Efficiency, Growth and Integration RePEc:tky:fseres:2004cf285 [Citation Analysis]	7
2001	Measuring the Extent and Implications of Director Interlocking in the Pre-war Japanese Banking Industry RePEc:tky:fseres:2001cf138 [Citation Analysis]	7
2005	Productivity Convergence at the Firm Level RePEc:tky:fseres:2005cf341 [Citation Analysis]	6
2005	Trade Credit, Bank Loans, and Monitoring: Evidence from Japan RePEc:tky:fseres:2005cf381 [Citation Analysis]	6
2004	Cost of Enforcement in Developing Countries with Credit Market Imperfection RePEc:tky:fseres:2004cf276 [Citation Analysis]	6
1999	Corporate Governance in Transitional Economies: Lessons from the Pre-War Japanese Cotton Textile Industry RePEc:tky:fseres:99cf48 [Citation Analysis]	6
2000	The Folk Theorem with Private Monitoring and Uniform Sustainability RePEc:tky:fseres:2000cf84 [Citation Analysis]	6
2010	The Henry George Theorem in A Second-Best World RePEc:tky:fseres:2010cf773 [Citation Analysis]	6
2005	Short-run and Long-run Effects of Corruption on Economic Growth: Evidence from State-Level Cross-Section Data for the United States RePEc:tky:fseres:2005cf348 [Citation Analysis]	6
2002	Who Appoints Them, What Do they Do? Evidence on Outside Directors from Japan RePEc:tky:fseres:2002cf159 [Citation Analysis]	6
2006	Intra-day Seasonality in Activities of the Foreign Exchange Markets: Evidence from the Electronic Broking System RePEc:tky:fseres:2006cf407 [Citation Analysis]	5
2000	International Trade and Global Warming RePEc:tky:fseres:2000cf78 [Citation Analysis]	5
2001	Labor Mobility and Economic Geography RePEc:tky:fseres:2001cf99 [Citation Analysis]	5

Citing documents used to compute impact factor 48:

Year	Title	See
2011	Dynamic correlation between stock market and oil prices: The case of oil-importing and oil-exporting countries RePEc:eee:finana:v:20:y:2011:i:3:p:152-164	[Citation Analysis]
2011	Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns RePEc:ucm:doicae:1134	[Citation Analysis]
2011	Aggregation, Heterogeneous Autoregression and Volatility of Daily International Tourist Arrivals and Exchange Rates RePEc:ucm:doicae:1113	[Citation Analysis]
2011	The Rise and Fall of S&P500 Variance Futures RePEc:cbt:econwp:11/32	[Citation Analysis]
2011	The Rise and Fall of S&P500 Variance Futures RePEc:kyo:wpaper:795	[Citation Analysis]
2011	The Rise and Fall of S&P500 Variance Futures RePEc:dgr:eureir:1765026880	[Citation Analysis]
2011	Optimally Empty Promises and Endogenous Supervision RePEc:cla:levarc:786969000000000270	[Citation Analysis]
2011	Implied Volatility Surface: Construction Methodologies and Characteristics RePEc:arx:papers:1107.1834	[Citation Analysis]
2011	Funding Valuation Adjustment: a consistent framework including CVA, DVA, collateral,netting rules and re-hypothecation RePEc:arx:papers:1112.1521	[Citation Analysis]
2011	Motivations and strategies for a real revaluation of the Yuan RePEc:pra:mprapa:30440	[Citation Analysis]
2011	Price-Based Combinatorial Auction: Connectedness and Representative Valuations RePEc:cfi:fseres:cf261	[Citation Analysis]
2011	Second-Best Cost?Benefit Analysis with a Microfoundation of Urban Agglomeration RePEc:ngi:dpaper:11-03	[Citation Analysis]
2011	Second-Best Cost-Benefit Analysis with a Microfoundation of Urban Agglomeration RePEc:wiw:wiwrsa:ersa11p439	[Citation Analysis]
2011	Ranking Multivariate GARCH Models by Problem Dimension: An Empirical Evaluation RePEc:ucm:doicae:1120	[Citation Analysis]
2011	Aggregation, Heterogeneous Autoregression and Volatility of Daily International Tourist Arrivals and Exchange Rates RePEc:ucm:doicae:1113	[Citation Analysis]
2011	Asymmetry and Long Memory in Volatility Modelling RePEc:ucm:doicae:1129	[Citation Analysis]
2011	The Analysis of Stochastic Volatility in the Presence of Daily Realised Measures RePEc:dgr:uvatin:20110132	[Citation Analysis]
2011	The impact of external shocks on the eurozone: a structural VAR model RePEc:hal:wpaper:hal-00610024	[Citation Analysis]
2011	Implied Volatility Surface: Construction Methodologies and Characteristics RePEc:arx:papers:1107.1834	[Citation Analysis]
2011	Entrepreneurship, On-the-job Search and Informal Jobs RePEc:nea:journl:y:2011:i:9:p:33-46	[Citation Analysis]
2011	The Underground Economy in a Matching Model of Endogenous Growth RePEc:pra:mprapa:31312	[Citation Analysis]
2011	Taxes, Transfers and the Distribution of Employment in Mexico RePEc:pra:mprapa:32014	[Citation Analysis]
2011	Matching Models of Equilibrium Unemployment: An Overview RePEc:pra:mprapa:30191	[Citation Analysis]
2011	Fixed-Term and Permanent Employment Contracts: Theory and Evidence RePEc:red:sed011:872	[Citation Analysis]
2011	Weber problem in the NEG: a case study of Asia RePEc:spr:anresc:v:47:y:2011:i:1:p:37-50	[Citation Analysis]
2011	Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns RePEc:ucm:doicae:1134	[Citation Analysis]
2011	Volatility spillovers between oil prices and stock sector returns: Implications for portfolio management RePEc:eee:jimfin:v:30:y:2011:i:7:p:1387-1405	[Citation Analysis]
2011	Forecasting Value-at-Risk Using Nonlinear Regression Quantiles and the Intraday Range RePEc:dgr:eureir:1765023795	[Citation Analysis]
2011	A Solution to Fiscal Procyclicality: The Structural Budget Institutions Pioneered by Chile RePEc:nbr:nberwo:16945	[Citation Analysis]
2011	Evaluating Individual and Mean Non-Replicable Forecasts RePEc:ucm:doicae:1115	[Citation Analysis]
2011	A Solution to Overoptimistic Forecasts and Fiscal Procyclicality: The Structural Budget Institutions Pioneered by Chile RePEc:hrv:hksfac:4723209	[Citation Analysis]
2011	Information Flows and News Driven Business Cycles RePEc:red:issued:09-244	[Citation Analysis]
2011	How Volatile is ENSO? RePEc:ucm:doicae:1121	[Citation Analysis]
2011	Currency Hedging Strategies Using Dynamic Multivariate GARCH RePEc:ucm:doicae:1133	[Citation Analysis]
2011	Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures RePEc:ucm:doicae:1132	[Citation Analysis]
2011	Modelling the Volatility in Short and Long Haul Japanese Tourist Arrivals to New Zealand and Taiwan RePEc:ucm:doicae:1131	[Citation Analysis]
2011	International Evidence on GFC-robust Forecasts for Risk Management under the Basel Accord RePEc:ucm:doicae:1101	[Citation Analysis]
2011	Modelling the Volatility in Short and Long Haul Japanese Tourist Arrivals to New Zealand and Taiwan RePEc:ucm:doicae:1128	[Citation Analysis]
2011	GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies RePEc:ucm:doicae:1127	[Citation Analysis]
2011	Risk Management of Risk Under the Basel Accord: A Bayesian Approach to Forecasting Value-at-Risk of VIX Futures RePEc:cbt:econwp:11/26	[Citation Analysis]
2011	GFC-Robust Risk Management Under the Basel Accord Using Extreme Value Methodologies RePEc:cbt:econwp:11/28	[Citation Analysis]
2011	Risk Management of Precious Metals RePEc:ucm:doicae:1104	[Citation Analysis]
2011	Risk Management of Risk under the Basel Accord: Forecasting Value-at-Risk of VIX Futures RePEc:dgr:eureir:1765022807	[Citation Analysis]
2011	Risk management of precious metals RePEc:eee:quaeco:v:51:y:2011:i:4:p:435-441	[Citation Analysis]
2011	Liquidity risk, credit risk, market risk and bank capital RePEc:eme:ijmfpp:v:7:y:2011:i:2:p:134-152	[Citation Analysis]
2011	Beyond baseline and follow-up : the case for more t in experiments RePEc:wbk:wbrwps:5639	[Citation Analysis]
2011	An impure public good model with lotteries in large grou RePEc:ucm:doicae:1105	[Citation Analysis]
2011	Crude oil hedging strategies using dynamic multivariate GARCH RePEc:eee:eneeco:v:33:y:2011:i:5:p:912-923	[Citation Analysis]

Cites in year: CiY