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Last updated December, 3 2015 760.408 documents processed, 20.499.313 references and 8.066.571 citations

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

0.22

Impact Factor

0.27

5-Years IF

10

5-Years H index

[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 IF5 DOC CDO CCU CIF CIT D2Y C2Y D5Y C5Y %SC CiY II AII
19900.08000 (%)0.05
19910.08000 (%)0.05
19920.09000 (%)0.05
19930.1000 (%)0.05
19940.11000 (%)0.05
19950.15000 (%)0.1
19960.19000 (%)0.09
19970.2000 (%)0.08
19980.21000 (%)0.12
19990.27000 (%)0.15
20000.36000 (%)0.14
20010.36000 (%)0.17
20020.37000 (%)0.18
20030.39000 (%)0.18
20040.41181820.118002 (25%)20.110.18
20050.280.430.28375550.09381851852 (5.3%)0.22
20060.20.450.23287140.1612551155112 (16.7%)20.060.19
20070.120.380.092811580.073698878 (%)0.17
20080.030.380.0628143100.0796021157 (%)0.17
20090.020.350.0347190610.32168561143418 (10.7%)380.810.17
20100.470.320.2339229660.29877535172404 (4.6%)40.10.15
20110.350.410.1733262420.16308630174307 (23.3%)40.120.2
20120.140.460.1833295390.133672101753214 (38.9%)30.090.21
20130.140.490.2934329650.232669180528 (25%)40.120.22
20140.220.560.2721350630.18106715186502 (20%)20.10.3
 
IF: Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for series in RePEc in year y
IF5: Impact Factor: C5Y / D5Y
DOC: Number of documents published in year y
CDO: Cumulative number of documents published until year y
CCU: Cumulative number of citations to papers published until year y
CIF: Cumulative impact factor
CIT: Number of citations to papers published 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
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: 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:

[Click on heading to sort table]

YearTitleCited
2009Do We Really Need Both BEKK and DCC? A Tale of Two Covariance Models. (2009). . In: CARF F-Series. RePEc:cfi:fseres:cf156.

Full description at Econpapers || Download paper

64
2010Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns. (2010). . In: CARF F-Series. RePEc:cfi:fseres:cf202.

Full description at Econpapers || Download paper

38
2009Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis?. (2009). Jimenez-Martin, Juan-Angel ; Perez-Amaral, Teodosio . In: CARF F-Series. RePEc:cfi:fseres:cf158.

Full description at Econpapers || Download paper

28
2009Volatility Spillovers Between Crude Oil Futures Returns and Oil Company Stocks Return. (2009). . In: CARF F-Series. RePEc:cfi:fseres:cf157.

Full description at Econpapers || Download paper

14
2009The Ten Commandments for Optimizing Value-at-Risk and Daily Capital Charges. (2009). . In: CARF F-Series. RePEc:cfi:fseres:cf164.

Full description at Econpapers || Download paper

13
2005Saving and Interest Rates in Japan: Why They Have Fallen and Why They Will Remain Low. (2005). Joines, Douglas H.. In: CARF F-Series. RePEc:cfi:fseres:cf028.

Full description at Econpapers || Download paper

13
2009Multivariate Stochastic Volatility with Cross Leverage. (2009). Ishihara, Tsunehiro . In: CARF F-Series. RePEc:cfi:fseres:cf191.

Full description at Econpapers || Download paper

13
2009A Panel Threshold Model of Tourism Specialization and Economic Development. (2009). . In: CARF F-Series. RePEc:cfi:fseres:cf188.

Full description at Econpapers || Download paper

12
2009A Decision Rule to Minimize Daily Capital Charges in Forecasting Value-at-Risk. (2009). Jimenez-Martin, Juan-Angel ; Perez-Amaral, Teodosio . In: CARF F-Series. RePEc:cfi:fseres:cf159.

Full description at Econpapers || Download paper

12
2010A Note on Construction of Multiple Swap Curves with and without Collateral. (2010). Takahashi, Akihiko ; Shimada, Yasufumi ; Fujii, Masaaki . In: CARF F-Series. RePEc:cfi:fseres:cf154.

Full description at Econpapers || Download paper

11
2011A Market Model of Interest Rates with Dynamic Basis Spreads in the presence of Collateral and Multiple Currencies. (2011). Takahashi, Akihiko ; Shimada, Yasufumi ; Fujii, Masaaki . In: CARF F-Series. RePEc:cfi:fseres:cf196.

Full description at Econpapers || Download paper

10
2012Pricing Multi-Asset Cross Currency Options. (2012). Takahashi, Akihiko ; Shiraya, Kenichiro . In: CARF F-Series. RePEc:cfi:fseres:cf290.

Full description at Econpapers || Download paper

9
2012Pricing Multi-Asset Cross Currency Options. (2012). Takahashi, Akihiko ; Shiraya, Kenichiro . In: CARF F-Series. RePEc:cfi:fseres:cf276.

Full description at Econpapers || Download paper

9
Modelling Long Memory Volatility in Agricultural Commodity Futures Returns. (2009). . In: CARF F-Series. RePEc:cfi:fseres:cf183.

Full description at Econpapers || Download paper

9
2010Asset Bubbles, Endogenous Growth, and Financial Frictions. (2010). Yanagawa, Noriyuki . In: CARF F-Series. RePEc:cfi:fseres:cf223.

Full description at Econpapers || Download paper

8
2009Optimal Risk Management Before, During and After the 2008-09 Financial Crisis. (2009). Jimenez-Martin, Juan-Angel ; Perez-Amaral, Teodosio . In: CARF F-Series. RePEc:cfi:fseres:cf171.

Full description at Econpapers || Download paper

8
2013On an Asymptotic Expansion of Forward-Backward SDEs with a Perturbed Driver. (2013). Takahashi, Akihiko ; Yamada, Toshihiro . In: CARF F-Series. RePEc:cfi:fseres:cf326.

Full description at Econpapers || Download paper

8
2009Alternative Asymmetric Stochastic Volatility Models. (2009). . In: CARF F-Series. RePEc:cfi:fseres:cf166.

Full description at Econpapers || Download paper

8
2012Perturbative Expansion of FBSDE in an Incomplete Market with Stochastic Volatility. (2012). Takahashi, Akihiko ; Fujii, Masaaki . In: CARF F-Series. RePEc:cfi:fseres:cf270.

Full description at Econpapers || Download paper

8
2010Realized Volatility Risk. (2010). . In: CARF F-Series. RePEc:cfi:fseres:cf197.

Full description at Econpapers || Download paper

7
2013How Much Do Official Price Indexes Tell Us About Inflation?. (2013). Watanabe, Tsutomu . In: CARF F-Series. RePEc:cfi:fseres:cf328.

Full description at Econpapers || Download paper

6
2015Perturbative Expansion Technique for Non-linear FBSDEs with Interacting Particle Method. (2015). Takahashi, Akihiko ; Fujii, Masaaki . In: CARF F-Series. RePEc:cfi:fseres:cf278.

Full description at Econpapers || Download paper

6
2010Market Efficiency of Oil Spot and Futures: A Stochastic Dominance Approach. (2010). . In: CARF F-Series. RePEc:cfi:fseres:cf201.

Full description at Econpapers || Download paper

6
2012Deleveraging and Monetary Policy: Japan since the 1990s and the United States since 2007. (2012). . In: CARF F-Series. RePEc:cfi:fseres:cf283.

Full description at Econpapers || Download paper

6
2005Multi-Period Corporate Default Prediction With Stochastic Covariates. (2005). Wang, KE ; Saita, Leandro . In: CARF F-Series. RePEc:cfi:fseres:cf047.

Full description at Econpapers || Download paper

6
2009Daily Tourist Arrivals, Exchange Rates and Volatility for Korea and Taiwan. (2009). . In: CARF F-Series. RePEc:cfi:fseres:cf192.

Full description at Econpapers || Download paper

6
2012A General Computation Scheme for a High-Order Asymptotic Expansion Method. (2012). Takahashi, Akihiko ; Toda, Masashi ; Takehara, Kohta . In: CARF F-Series. RePEc:cfi:fseres:cf272.

Full description at Econpapers || Download paper

6
2005Are People Insured Against Natural Disasters? Evidence from the Great Hanshin-Awaji (Kobe) Earthquake in 1995. (2005). . In: CARF F-Series. RePEc:cfi:fseres:cf019.

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5
2005Trade Credit, Bank Loans, and Monitoring: Evidence from Japan. (2005). . In: CARF F-Series. RePEc:cfi:fseres:cf054.

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5
2009Modelling the Interactions Across International Stock, Bond and Foreign Exchange Markets. (2009). . In: CARF F-Series. RePEc:cfi:fseres:cf170.

Full description at Econpapers || Download paper

5
2010Ranking Multivariate GARCH Models by Problem Dimension. (2010). . In: CARF F-Series. RePEc:cfi:fseres:cf219.

Full description at Econpapers || Download paper

5
2009Modelling Conditional Correlations for Risk Diversification in Crude Oil Markets. (2009). . In: CARF F-Series. RePEc:cfi:fseres:cf162.

Full description at Econpapers || Download paper

4
2012Collateralized CDS and Default Dependence -Implications for the Central Clearing. (2012). Takahashi, Akihiko ; Fujii, Masaaki . In: CARF F-Series. RePEc:cfi:fseres:cf281.

Full description at Econpapers || Download paper

4
2013Endogenous Monetary Policy Shifts and the Term Structure: Evidence from Japanese Government Bond Yields. (2013). . In: CARF F-Series. RePEc:cfi:fseres:cf303.

Full description at Econpapers || Download paper

4
2004Cost of Enforcement in Developing Countries with Credit Market Imperfection. (2004). Yanagawa, Noriyuki . In: CARF F-Series. RePEc:cfi:fseres:cf004.

Full description at Econpapers || Download paper

3
2012An FBSDE Approach to American Option Pricing with an Interacting Particle Method. (2012). Takahashi, Akihiko ; Sato, Seisho ; Fujii, Masaaki . In: CARF F-Series. RePEc:cfi:fseres:cf302.

Full description at Econpapers || Download paper

3
2015An Asymptotic Expansion of Forward-Backward SDEs with a Perturbed Driver. (2015). Takahashi, Akihiko ; Yamada, Toshihiro . In: CARF F-Series. RePEc:cfi:fseres:cf363.

Full description at Econpapers || Download paper

3
2008How Capital Structure Adjusts Dynamically during Financial Crisis. (2008). Shamsher M., . In: CARF F-Series. RePEc:cfi:fseres:cf130.

Full description at Econpapers || Download paper

3
2010Role of Linking Mechanisms in Multitask Agency with Hidden Information. (2010). Yagi, Nobuyuki . In: CARF F-Series. RePEc:cfi:fseres:cf209.

Full description at Econpapers || Download paper

3
2011Bubbles, Banks, and Financial Stability. (2011). . In: CARF F-Series. RePEc:cfi:fseres:cf253.

Full description at Econpapers || Download paper

3
2013On the Optimal Super- and Sub-Hedging Strategies. (2013). Tsuzuki, Yukihiro . In: CARF F-Series. RePEc:cfi:fseres:cf300.

Full description at Econpapers || Download paper

3
2009Forecasting Volatility and Spillovers in Crude Oil Spot, Forward and Futures Markets. (2009). . In: CARF F-Series. RePEc:cfi:fseres:cf163.

Full description at Econpapers || Download paper

3
2015Optimal Position Management for a Market Maker with Stochastic Price Impacts. (2015). Fujii, Masaaki . In: CARF F-Series. RePEc:cfi:fseres:cf360.

Full description at Econpapers || Download paper

3
2005Monetary Policy during Japans Lost Decade. (2005). . In: CARF F-Series. RePEc:cfi:fseres:cf035.

Full description at Econpapers || Download paper

3
2014On Error Estimates for Asymptotic Expansions with Malliavin Weights -Application to Stochastic Volatility Model-. (2014). Takahashi, Akihiko ; Yamada, Toshihiro . In: CARF F-Series. RePEc:cfi:fseres:cf324.

Full description at Econpapers || Download paper

3
2009What Happened to Risk Management During the 2008-09 Financial Crisis?. (2009). Jimenez-Martin, Juan-Angel ; Perez-Amaral, Teodosio . In: CARF F-Series. RePEc:cfi:fseres:cf155.

Full description at Econpapers || Download paper

3
2011Are Japanese Firms Becoming More Independent from Their Banks?: Evidence from the Firm-Level Data of the Corporate Enterprise Quarterly Statistics, 1994-2009. (2011). . In: CARF F-Series. RePEc:cfi:fseres:cf251.

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3
2014The Structure and Evolution of Buyer-Supplier Networks. (2014). Mizuno, Takayuki ; Souma, Wataru ; Watanabe, Tsutomu . In: CARF F-Series. RePEc:cfi:fseres:cf339.

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3
2013An Asymptotic Expansion for Forward-Backward SDEs: A Malliavin Calculus Approach. (2013). Takahashi, Akihiko ; Yamada, Toshihiro . In: CARF F-Series. RePEc:cfi:fseres:cf296.

Full description at Econpapers || Download paper

3
2013A Regime-Switching SVAR Analysis of Quantitative Easing. (2013). . In: CARF F-Series. RePEc:cfi:fseres:cf322.

Full description at Econpapers || Download paper

3

50 most relevant documents in this series:

Papers most cited in the last two years. [Click on heading to sort table]

YearTitleCited
2010Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns. (2010). . In: CARF F-Series. RePEc:cfi:fseres:cf202.

Full description at Econpapers || Download paper

23
2009A Panel Threshold Model of Tourism Specialization and Economic Development. (2009). . In: CARF F-Series. RePEc:cfi:fseres:cf188.

Full description at Econpapers || Download paper

11
2010A Note on Construction of Multiple Swap Curves with and without Collateral. (2010). Takahashi, Akihiko ; Shimada, Yasufumi ; Fujii, Masaaki . In: CARF F-Series. RePEc:cfi:fseres:cf154.

Full description at Econpapers || Download paper

9
2009Multivariate Stochastic Volatility with Cross Leverage. (2009). Ishihara, Tsunehiro . In: CARF F-Series. RePEc:cfi:fseres:cf191.

Full description at Econpapers || Download paper

9
2013On an Asymptotic Expansion of Forward-Backward SDEs with a Perturbed Driver. (2013). Takahashi, Akihiko ; Yamada, Toshihiro . In: CARF F-Series. RePEc:cfi:fseres:cf326.

Full description at Econpapers || Download paper

8
2012Pricing Multi-Asset Cross Currency Options. (2012). Takahashi, Akihiko ; Shiraya, Kenichiro . In: CARF F-Series. RePEc:cfi:fseres:cf276.

Full description at Econpapers || Download paper

8
2012Pricing Multi-Asset Cross Currency Options. (2012). Takahashi, Akihiko ; Shiraya, Kenichiro . In: CARF F-Series. RePEc:cfi:fseres:cf290.

Full description at Econpapers || Download paper

8
2011A Market Model of Interest Rates with Dynamic Basis Spreads in the presence of Collateral and Multiple Currencies. (2011). Takahashi, Akihiko ; Shimada, Yasufumi ; Fujii, Masaaki . In: CARF F-Series. RePEc:cfi:fseres:cf196.

Full description at Econpapers || Download paper

8
2012Perturbative Expansion of FBSDE in an Incomplete Market with Stochastic Volatility. (2012). Takahashi, Akihiko ; Fujii, Masaaki . In: CARF F-Series. RePEc:cfi:fseres:cf270.

Full description at Econpapers || Download paper

7
2009Modelling Long Memory Volatility in Agricultural Commodity Futures Returns. (2009). . In: CARF F-Series. RePEc:cfi:fseres:cf183.

Full description at Econpapers || Download paper

7
2013How Much Do Official Price Indexes Tell Us About Inflation?. (2013). Watanabe, Tsutomu . In: CARF F-Series. RePEc:cfi:fseres:cf328.

Full description at Econpapers || Download paper

6
2012Deleveraging and Monetary Policy: Japan since the 1990s and the United States since 2007. (2012). . In: CARF F-Series. RePEc:cfi:fseres:cf283.

Full description at Econpapers || Download paper

6
2010Market Efficiency of Oil Spot and Futures: A Stochastic Dominance Approach. (2010). . In: CARF F-Series. RePEc:cfi:fseres:cf201.

Full description at Econpapers || Download paper

6
2012A General Computation Scheme for a High-Order Asymptotic Expansion Method. (2012). Takahashi, Akihiko ; Toda, Masashi ; Takehara, Kohta . In: CARF F-Series. RePEc:cfi:fseres:cf272.

Full description at Econpapers || Download paper

6
2015Perturbative Expansion Technique for Non-linear FBSDEs with Interacting Particle Method. (2015). Takahashi, Akihiko ; Fujii, Masaaki . In: CARF F-Series. RePEc:cfi:fseres:cf278.

Full description at Econpapers || Download paper

6
2009The Ten Commandments for Optimizing Value-at-Risk and Daily Capital Charges. (2009). . In: CARF F-Series. RePEc:cfi:fseres:cf164.

Full description at Econpapers || Download paper

5
2012Collateralized CDS and Default Dependence -Implications for the Central Clearing. (2012). Takahashi, Akihiko ; Fujii, Masaaki . In: CARF F-Series. RePEc:cfi:fseres:cf281.

Full description at Econpapers || Download paper

4
2009Do We Really Need Both BEKK and DCC? A Tale of Two Covariance Models. (2009). . In: CARF F-Series. RePEc:cfi:fseres:cf156.

Full description at Econpapers || Download paper

4
2010Asset Bubbles, Endogenous Growth, and Financial Frictions. (2010). Yanagawa, Noriyuki . In: CARF F-Series. RePEc:cfi:fseres:cf223.

Full description at Econpapers || Download paper

4
2013Endogenous Monetary Policy Shifts and the Term Structure: Evidence from Japanese Government Bond Yields. (2013). . In: CARF F-Series. RePEc:cfi:fseres:cf303.

Full description at Econpapers || Download paper

4
2012An FBSDE Approach to American Option Pricing with an Interacting Particle Method. (2012). Takahashi, Akihiko ; Sato, Seisho ; Fujii, Masaaki . In: CARF F-Series. RePEc:cfi:fseres:cf302.

Full description at Econpapers || Download paper

3
2015Optimal Position Management for a Market Maker with Stochastic Price Impacts. (2015). Fujii, Masaaki . In: CARF F-Series. RePEc:cfi:fseres:cf360.

Full description at Econpapers || Download paper

3
2015An Asymptotic Expansion of Forward-Backward SDEs with a Perturbed Driver. (2015). Takahashi, Akihiko ; Yamada, Toshihiro . In: CARF F-Series. RePEc:cfi:fseres:cf363.

Full description at Econpapers || Download paper

3
2014The Structure and Evolution of Buyer-Supplier Networks. (2014). Mizuno, Takayuki ; Souma, Wataru ; Watanabe, Tsutomu . In: CARF F-Series. RePEc:cfi:fseres:cf339.

Full description at Econpapers || Download paper

3
2013On the Optimal Super- and Sub-Hedging Strategies. (2013). Tsuzuki, Yukihiro . In: CARF F-Series. RePEc:cfi:fseres:cf300.

Full description at Econpapers || Download paper

3
2009Volatility Spillovers Between Crude Oil Futures Returns and Oil Company Stocks Return. (2009). . In: CARF F-Series. RePEc:cfi:fseres:cf157.

Full description at Econpapers || Download paper

3
2014On Error Estimates for Asymptotic Expansions with Malliavin Weights -Application to Stochastic Volatility Model-. (2014). Takahashi, Akihiko ; Yamada, Toshihiro . In: CARF F-Series. RePEc:cfi:fseres:cf324.

Full description at Econpapers || Download paper

3
2013An Asymptotic Expansion for Forward-Backward SDEs: A Malliavin Calculus Approach. (2013). Takahashi, Akihiko ; Yamada, Toshihiro . In: CARF F-Series. RePEc:cfi:fseres:cf296.

Full description at Econpapers || Download paper

3
2013A Regime-Switching SVAR Analysis of Quantitative Easing. (2013). . In: CARF F-Series. RePEc:cfi:fseres:cf322.

Full description at Econpapers || Download paper

3
2011Price-Based Combinatorial Auction: Connectedness and Representative Valuations. (2011). . In: CARF F-Series. RePEc:cfi:fseres:cf261.

Full description at Econpapers || Download paper

2
2012Optimal Multiunit Exchange Design with Single-Dimensionality. (2012). . In: CARF F-Series. RePEc:cfi:fseres:cf292.

Full description at Econpapers || Download paper

2
2011Bubbles, Banks, and Financial Stability. (2011). . In: CARF F-Series. RePEc:cfi:fseres:cf253.

Full description at Econpapers || Download paper

2
2009Stochastic volatility model with leverage and asymmetrically heavy-tailed error using GH skew Students t-distribution. (2009). . In: CARF F-Series. RePEc:cfi:fseres:cf199.

Full description at Econpapers || Download paper

2
2008How Capital Structure Adjusts Dynamically during Financial Crisis. (2008). Shamsher M., . In: CARF F-Series. RePEc:cfi:fseres:cf130.

Full description at Econpapers || Download paper

2
2010Ranking Multivariate GARCH Models by Problem Dimension. (2010). . In: CARF F-Series. RePEc:cfi:fseres:cf219.

Full description at Econpapers || Download paper

2
2013Aging and Real Estate Prices: Evidence from Japanese and US Regional Data. (2013). Shimizu, Chihiro ; Saita, Yumi ; Watanabe, Tsutomu . In: CARF F-Series. RePEc:cfi:fseres:cf334.

Full description at Econpapers || Download paper

2
2009Computation in an Asymptotic Expansion Method. (2009). Takahashi, Akihiko ; Toda, Masashi ; Takehara, Kohta . In: CARF F-Series. RePEc:cfi:fseres:cf149.

Full description at Econpapers || Download paper

2
2009A Decision Rule to Minimize Daily Capital Charges in Forecasting Value-at-Risk. (2009). Jimenez-Martin, Juan-Angel ; Perez-Amaral, Teodosio . In: CARF F-Series. RePEc:cfi:fseres:cf159.

Full description at Econpapers || Download paper

2
2013International Trade and Capital Movement under Financial Imperfection. (2013). Taiji Furusawa, Noriyuki Yanagawa, . In: CARF F-Series. RePEc:cfi:fseres:cf316.

Full description at Econpapers || Download paper

2
2005Public Debt and Economic Growth in an Aging Japan. (2005). Kawade, Masumi ; Ihori, Toshihiro . In: CARF F-Series. RePEc:cfi:fseres:cf046.

Full description at Econpapers || Download paper

2
2011Pricing Discrete Barrier Options under Stochastic Volatility. (2011). Takahashi, Akihiko ; Yamada, Toshihiro ; Shiraya, Kenichiro . In: CARF F-Series. RePEc:cfi:fseres:cf210.

Full description at Econpapers || Download paper

2
2013Impact of Financial Regulation and Innovation on Bubbles and Crashes due to Limited Arbitrage: Awareness Heterogeneity. (2013). . In: CARF F-Series. RePEc:cfi:fseres:cf306.

Full description at Econpapers || Download paper

2
2012Optimal Multiunit Exchange Design. (2012). . In: CARF F-Series. RePEc:cfi:fseres:cf279.

Full description at Econpapers || Download paper

2
2010Realized Volatility Risk. (2010). . In: CARF F-Series. RePEc:cfi:fseres:cf197.

Full description at Econpapers || Download paper

2
2005Saving and Interest Rates in Japan: Why They Have Fallen and Why They Will Remain Low. (2005). Joines, Douglas H.. In: CARF F-Series. RePEc:cfi:fseres:cf028.

Full description at Econpapers || Download paper

2
2014Safe Asset Shortages and Asset Price Bubbles. (2014). Aoki, Kosuke ; Nakajima, Tomoyuki . In: CARF F-Series. RePEc:cfi:fseres:cf344.

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2

Citing documents used to compute impact factor 15:

[Click on heading to sort table]

YearTitleSee
2014The Impact of Financial Constraints and Wealth Inequality on International Trade Flows, Capital Movements and Entrepreneurial Migration. (2014). Bougheas, Spiros . In: CESifo Working Paper Series. RePEc:ces:ceswps:_4775.

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[Citation Analysis]
2014The Impact of Financial Constraints and Wealth Inequality on International Trade Flows, Capital Movements and Entrepreneurial Migration. (2014). Falvey, Rod ; Bougheas, Spiros . In: Discussion Papers. RePEc:not:notgep:14/04.

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[Citation Analysis]
2014The Impact of the Great East Japan Earthquake on Commodity Prices: New Evidence from High-Frequency Scanner Data. (2014). Moriguchi, Chiaki ; Inakura, Noriko ; Abe, Naohito . In: Research Center for Price Dynamics Working Paper Series. RePEc:hit:rcpdwp:12.

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[Citation Analysis]
2014.

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[Citation Analysis]
2014We construct a Törnqvist daily price index using Japanese point of sale (POS) scannerdata spanning from 1988 to 2013. We find the following. First, the POS based inflation rate tends to be about 0.. (2014). Watanabe, Kota . In: CARF F-Series. RePEc:cfi:fseres:cf342.

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[Citation Analysis]
2014Best Prices: Price Discrimination and Consumer Substitution. (2014). . In: NBER Working Papers. RePEc:nbr:nberwo:20768.

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[Citation Analysis]
2014Pricing Basket Options under Local Stochastic Volatility with Jumps. (2014). Takahashi, Akihiko ; Shiraya, Kenichiro . In: CIRJE F-Series. RePEc:tky:fseres:2014cf913.

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[Citation Analysis]
2014Dealing with a banking crisis: what lessons can be learned from Japan’s experience?. (2014). Nelson, Benjamin ; Tanaka, Misa . In: Bank of England Quarterly Bulletin. RePEc:boe:qbullt:0130.

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2014Price Impacts of Imperfect Collateralization. (2014). Takahashi, Akihiko ; Shiraya, Kenichiro . In: CIRJE F-Series. RePEc:tky:fseres:2014cf947.

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2014A New Improvement Scheme for Approximation Methods of Probability Density Functions. (2014). Takahashi, Akihiko ; Tsuzuki, Yukihiro . In: CIRJE F-Series. RePEc:tky:fseres:2014cf917.

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2014A New Improvement Scheme for Approximation Methods of Probability Density Functions. (2014). Takahashi, Akihiko ; Tsuzuki, Yukihiro . In: CARF F-Series. RePEc:cfi:fseres:cf350.

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2014A New Improvement Scheme for Approximation Methods of Probability Density Functions. (2014). Takahashi, Akihiko ; Tsuzuki, Yukihiro . In: CARF F-Series. RePEc:cfi:fseres:cf341.

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2014On Error Estimates for Asymptotic Expansions with Malliavin Weights -Application to Stochastic Volatility Model-. (2014). Takahashi, Akihiko ; Yamada, Toshihiro . In: CARF F-Series. RePEc:cfi:fseres:cf324.

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2014This paper proposes a unified method for precise estimates of the error bounds in asymptotic expansions of an option price and its Greeks (sensitivities) under a stochastic volatility model. More gene. (2014). Takahashi, Akihiko ; Yamada, Toshihiro . In: CARF F-Series. RePEc:cfi:fseres:cf347.

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Recent citations received in: 2014

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2014Introduction to economic theory of bubbles. (2014). . In: Journal of Mathematical Economics. RePEc:eee:mateco:v:53:y:2014:i:c:p:130-136.

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2014Speculative attacks with multiple targets. (2014). Fujimoto, Junichi . In: Economic Theory. RePEc:spr:joecth:v:57:y:2014:i:1:p:89-132.

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Recent citations received in: 2013

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2013Estimating Term Premia at the Zero Bound: An Analysis of Japanese, US, and UK Yields. (2013). Ichiue, Hibiki ; Ueno, Yoichi . In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:13-e-8.

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2013Role of Credit Default Swap in Bubbles and Crashes. (2013). . In: CARF F-Series. RePEc:cfi:fseres:cf331.

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2013A regime-switching model of the yield curve at the zero bound. (2013). Jens H. E. Christensen, . In: Working Paper Series. RePEc:fip:fedfwp:2013-34.

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2013Role of Credit Default Swap in Bubbles and Crashes. (2013). . In: CIRJE F-Series. RePEc:tky:fseres:2013cf905.

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2012Optimal Multiunit Exchange Design with Single-Dimensionality. (2012). . In: CARF F-Series. RePEc:cfi:fseres:cf292.

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2012Note on an Extension of an Asymptotic Expansion Scheme. (2012). Takahashi, Akihiko ; Toda, Masashi . In: CIRJE F-Series. RePEc:tky:fseres:2012cf860.

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2012An FBSDE Approach to American Option Pricing with an Interacting Particle Method. (2012). Takahashi, Akihiko ; Sato, Seisho ; Fujii, Masaaki . In: CIRJE F-Series. RePEc:tky:fseres:2012cf871.

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Recent citations received in: 2011

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2011Real Effects of Quantitative Easing at the Zero-Lower Bound: Structural VAR-based Evidence from Japan. (2011). Schenkelberg, Heike ; Watzka, Sebastian . In: CESifo Working Paper Series. RePEc:ces:ceswps:_3486.

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2011Japanese Yield Curves In and Out of a Zero Rate Environmnet: A Macro-Finance Perspective. (2011). . In: CARF F-Series. RePEc:cfi:fseres:cf254.

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2011Clean Valuation Framework for the USD Silo -An implication for the forthcoming Standard Credit Support Annex (SCSA)-. (2011). Masaaki Fujii, Akihiko Takahashi, . In: CARF F-Series. RePEc:cfi:fseres:cf260.

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2011Clean Valuation Framework for the USD Silo -An implication for the forthcoming Standard Credit Support Annex (SCSA)-. (2011). Takahashi, Akihiko ; Fujii, Masaaki . In: CIRJE F-Series. RePEc:tky:fseres:2011cf829.

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