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

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

0.64

Impact Factor

0.58

5-Years IF

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
1990		0.1			0				0		0		(%)			0.06
1991		0.09			0				0		0		(%)			0.05
1992		0.11			0				0		0		(%)			0.06
1993		0.14			0				0		0		(%)			0.07
1994		0.12			0				0		0		(%)			0.06
1995		0.16			0				0		0		(%)			0.1
1996		0.2			0				0		0		(%)			0.09
1997		0.21			0				0		0		(%)			0.09
1998		0.22			0				0		0		(%)			0.13
1999		0.28			0				0		0		(%)			0.16
2000		0.37			0				0		0		(%)			0.14
2001		0.36			0				0		0		(%)			0.17
2002		0.37			0				0		0		(%)			0.18
2003		0.4			0				0		0		(%)			0.19
2004		0.42		18	18	2	0.11	9	0		0		2 (22.2%)	2	0.11	0.19
2005	0.28	0.43	0.28	37	55	5	0.09	42	18	5	18	5	2 (4.8%)			0.21
2006	0.18	0.45	0.18	32	87	13	0.15	14	55	10	55	10	2 (14.3%)	2	0.06	0.2
2007	0.13	0.39	0.1	28	115	9	0.08	3	69	9	87	9	(%)			0.17
2008	0.03	0.39	0.06	28	143	10	0.07	10	60	2	115	7	(%)			0.17
2009	0.04	0.37	0.04	47	190	63	0.33	194	56	2	143	6	19 (9.8%)	38	0.81	0.18
2010	0.48	0.33	0.24	39	229	69	0.3	102	75	36	172	42	4 (3.9%)	4	0.1	0.15
2011	0.35	0.41	0.18	33	262	42	0.16	39	86	30	174	31	9 (23.1%)	4	0.12	0.2
2012	0.15	0.46	0.18	33	295	39	0.13	47	72	11	175	32	15 (31.9%)	3	0.09	0.21
2013	0.14	0.5	0.33	34	329	74	0.22	44	66	9	180	60	9 (20.5%)	4	0.12	0.21
2014	0.24	0.54	0.29	21	350	68	0.19	22	67	16	186	54	2 (9.1%)	2	0.1	0.26
2015	0.64	0.6	0.58	24	374	147	0.39	25	55	35	160	93	7 (28%)	12	0.5	0.3

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:

#	Year	Title	Cited
1	2009	Do We Really Need Both BEKK and DCC? A Tale of Two Covariance Models. (2009). McAleer, Michael ; Caporin, Massimiliano. In: CARF F-Series. RePEc:cfi:fseres:cf156. Full description at Econpapers \|\| Download paper	64
2	2010	Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns. (2010). Tansuchat, Roengchai ; McAleer, Michael ; Chang, Chia-Lin. In: CARF F-Series. RePEc:cfi:fseres:cf202. Full description at Econpapers \|\| Download paper	45
3	2009	Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis?. (2009). perez-amaral, teodosio ; McAleer, Michael ; Jimenez-Martin, Juan. In: CARF F-Series. RePEc:cfi:fseres:cf158. Full description at Econpapers \|\| Download paper	28
4	2009	The Ten Commandments for Optimizing Value-at-Risk and Daily Capital Charges. (2009). McAleer, Michael. In: CARF F-Series. RePEc:cfi:fseres:cf164. Full description at Econpapers \|\| Download paper	18
5	2009	Multivariate Stochastic Volatility with Cross Leverage. (2009). Omori, Yasuhiro ; Ishihara, Tsunehiro . In: CARF F-Series. RePEc:cfi:fseres:cf191. Full description at Econpapers \|\| Download paper	18
6	2015	Perturbative 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	14
7	2011	A 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	14
8	2009	Volatility Spillovers Between Crude Oil Futures Returns and Oil Company Stocks Return. (2009). Tansuchat, Roengchai ; McAleer, Michael ; Chang, Chia-Lin. In: CARF F-Series. RePEc:cfi:fseres:cf157. Full description at Econpapers \|\| Download paper	13
9	2010	Asset Bubbles, Endogenous Growth, and Financial Frictions. (2010). Hirano, Tomohiro ; Yanagawa, Noriyuki . In: CARF F-Series. RePEc:cfi:fseres:cf223. Full description at Econpapers \|\| Download paper	13
10	2009	A Panel Threshold Model of Tourism Specialization and Economic Development. (2009). McAleer, Michael ; Khamkaew, Thanchanok ; Chang, Chia-Lin. In: CARF F-Series. RePEc:cfi:fseres:cf188. Full description at Econpapers \|\| Download paper	12
11	2009	A Decision Rule to Minimize Daily Capital Charges in Forecasting Value-at-Risk. (2009). perez-amaral, teodosio ; McAleer, Michael ; Jimenez-Martin, Juan. In: CARF F-Series. RePEc:cfi:fseres:cf159. Full description at Econpapers \|\| Download paper	12
12	2014	Safe Asset Shortages and Asset Price Bubbles. (2014). Nikolov, Kalin ; Nakajima, Tomoyuki ; Aoki, Kosuke . In: CARF F-Series. RePEc:cfi:fseres:cf344. Full description at Econpapers \|\| Download paper	12
13	2012	Deleveraging and Monetary Policy: Japan since the 1990s and the United States since 2007. (2012). Ueda, Kazuo. In: CARF F-Series. RePEc:cfi:fseres:cf283. Full description at Econpapers \|\| Download paper	12
14	2010	A 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
15	2005	Saving and Interest Rates in Japan: Why They Have Fallen and Why They Will Remain Low. (2005). Ikeda, Daisuke ; Braun, R. ; Joines, Douglas H.. In: CARF F-Series. RePEc:cfi:fseres:cf028. Full description at Econpapers \|\| Download paper	11
16	2009	Modelling Conditional Correlations for Risk Diversification in Crude Oil Markets. (2009). Tansuchat, Roengchai ; McAleer, Michael ; Chang, Chia-Lin. In: CARF F-Series. RePEc:cfi:fseres:cf162. Full description at Econpapers \|\| Download paper	11
17		Modelling Long Memory Volatility in Agricultural Commodity Futures Returns. (2009). Tansuchat, Roengchai ; McAleer, Michael ; Chang, Chia-Lin. In: CARF F-Series. RePEc:cfi:fseres:cf183. Full description at Econpapers \|\| Download paper	10
18	2012	Perturbative 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	9
19	2010	Market Efficiency of Oil Spot and Futures: A Stochastic Dominance Approach. (2010). Wong, Wing-Keung ; McAleer, Michael ; Lean, Hooi Hooi. In: CARF F-Series. RePEc:cfi:fseres:cf201. Full description at Econpapers \|\| Download paper	9
20	2012	Pricing 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
21	2013	On 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	9
22	2012	Pricing 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
23	2012	A 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	9
24	2009	Alternative Asymmetric Stochastic Volatility Models. (2009). McAleer, Michael ; Asai, Manabu. In: CARF F-Series. RePEc:cfi:fseres:cf166. Full description at Econpapers \|\| Download paper	8
25	2009	Optimal Risk Management Before, During and After the 2008-09 Financial Crisis. (2009). perez-amaral, teodosio ; McAleer, Michael ; Jimenez-Martin, Juan. In: CARF F-Series. RePEc:cfi:fseres:cf171. Full description at Econpapers \|\| Download paper	8
26	2015	An 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	8
27	2013	How Much Do Official Price Indexes Tell Us About Inflation?. (2013). Weinstein, David ; Handbury, Jessie ; Watanabe, Tsutomu . In: CARF F-Series. RePEc:cfi:fseres:cf328. Full description at Econpapers \|\| Download paper	7
28	2009	Daily Tourist Arrivals, Exchange Rates and Volatility for Korea and Taiwan. (2009). McAleer, Michael ; Chang, Chia-Lin. In: CARF F-Series. RePEc:cfi:fseres:cf192. Full description at Econpapers \|\| Download paper	7
29	2010	Realized Volatility Risk. (2010). Scharth, Marcel ; McAleer, Michael ; Allen, David. In: CARF F-Series. RePEc:cfi:fseres:cf197. Full description at Econpapers \|\| Download paper	7
30	2012	Collateralized 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	7
31	2005	Monetary Policy during Japans Lost Decade. (2005). Waki, Yuichiro ; Braun, R.. In: CARF F-Series. RePEc:cfi:fseres:cf035. Full description at Econpapers \|\| Download paper	6
32	2005	Multi-Period Corporate Default Prediction With Stochastic Covariates. (2005). Duffie, Darrell ; Wang, KE ; Saita, Leandro . In: CARF F-Series. RePEc:cfi:fseres:cf047. Full description at Econpapers \|\| Download paper	6
33	2013	Endogenous Monetary Policy Shifts and the Term Structure: Evidence from Japanese Government Bond Yields. (2013). Koeda, Junko. In: CARF F-Series. RePEc:cfi:fseres:cf303. Full description at Econpapers \|\| Download paper	6
34	2005	Are People Insured Against Natural Disasters? Evidence from the Great Hanshin-Awaji (Kobe) Earthquake in 1995. (2005). Shimizutani, Satoshi ; Sawada, Yasuyuki. In: CARF F-Series. RePEc:cfi:fseres:cf019. Full description at Econpapers \|\| Download paper	5
35	2010	Ranking Multivariate GARCH Models by Problem Dimension. (2010). McAleer, Michael ; Caporin, Massimiliano. In: CARF F-Series. RePEc:cfi:fseres:cf219. Full description at Econpapers \|\| Download paper	5
36	2005	Trade Credit, Bank Loans, and Monitoring: Evidence from Japan. (2005). Ramseyer, John ; Miwa, Yoshiro. In: CARF F-Series. RePEc:cfi:fseres:cf054. Full description at Econpapers \|\| Download paper	5
37	2009	Modelling the Interactions Across International Stock, Bond and Foreign Exchange Markets. (2009). McAleer, Michael ; Hakim, Abdul. In: CARF F-Series. RePEc:cfi:fseres:cf170. Full description at Econpapers \|\| Download paper	5
38	2013	Aging 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	4
39	2015	An approximation formula for basket option prices under local stochastic volatility with jumps: an application to commodity markets. (2015). Takahashi, Akihiko ; Shiraya, Kenichiro . In: CARF F-Series. RePEc:cfi:fseres:cf361. Full description at Econpapers \|\| Download paper	4
40	2015	Financial Disintermediation and Financial Fragility. (2015). Nikolov, Kalin ; Aoki, Kosuke . In: CARF F-Series. RePEc:cfi:fseres:cf374. Full description at Econpapers \|\| Download paper	4
41	2009	Computation 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	4
42	2011	Pricing 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	4
43	2013	An 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	4
44	2011	Bubbles, Banks, and Financial Stability. (2011). Nikolov, Kalin ; aoki, kosuke. In: CARF F-Series. RePEc:cfi:fseres:cf253. Full description at Econpapers \|\| Download paper	4
45	2004	Cost of Enforcement in Developing Countries with Credit Market Imperfection. (2004). Ando, Munetomo ; Yanagawa, Noriyuki . In: CARF F-Series. RePEc:cfi:fseres:cf004. Full description at Econpapers \|\| Download paper	3
46	2012	An 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
47	2013	A Regime-Switching SVAR Analysis of Quantitative Easing. (2013). Koeda, Junko ; Hayashi, Fumio. In: CARF F-Series. RePEc:cfi:fseres:cf322. Full description at Econpapers \|\| Download paper	3
48	2006	A Dynamic Theory of Debt Restructuring. (2006). Nakamura, Hisashi . In: CARF F-Series. RePEc:cfi:fseres:cf072. Full description at Econpapers \|\| Download paper	3
49	2013	Behavioral Approach to Repeated Games with Private Monitoring. (2013). Matsushima, Hitoshi ; Tanaka, Tomomi ; Toyama, Tomohisa . In: CARF F-Series. RePEc:cfi:fseres:cf309. Full description at Econpapers \|\| Download paper	3
50	2015	Optimal 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

50 most relevant documents in this series (papers most cited in the last two years)

#	Year	Title	Cited
1	2010	Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns. (2010). Tansuchat, Roengchai ; McAleer, Michael ; Chang, Chia-Lin. In: CARF F-Series. RePEc:cfi:fseres:cf202. Full description at Econpapers \|\| Download paper	16
2	2015	Perturbative 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	14
3	2011	A 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	12
4	2014	Safe Asset Shortages and Asset Price Bubbles. (2014). Nikolov, Kalin ; Nakajima, Tomoyuki ; Aoki, Kosuke . In: CARF F-Series. RePEc:cfi:fseres:cf344. Full description at Econpapers \|\| Download paper	12
5	2009	Multivariate Stochastic Volatility with Cross Leverage. (2009). Omori, Yasuhiro ; Ishihara, Tsunehiro . In: CARF F-Series. RePEc:cfi:fseres:cf191. Full description at Econpapers \|\| Download paper	11
6	2012	Deleveraging and Monetary Policy: Japan since the 1990s and the United States since 2007. (2012). Ueda, Kazuo. In: CARF F-Series. RePEc:cfi:fseres:cf283. Full description at Econpapers \|\| Download paper	9
7	2013	On 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	9
8	2012	A 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	8
9	2010	A 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	8
10	2012	Perturbative 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
11	2015	An 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	8
12	2012	Collateralized 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	7
13	2010	Market Efficiency of Oil Spot and Futures: A Stochastic Dominance Approach. (2010). Wong, Wing-Keung ; McAleer, Michael ; Lean, Hooi Hooi. In: CARF F-Series. RePEc:cfi:fseres:cf201. Full description at Econpapers \|\| Download paper	7
14	2009	A Panel Threshold Model of Tourism Specialization and Economic Development. (2009). McAleer, Michael ; Khamkaew, Thanchanok ; Chang, Chia-Lin. In: CARF F-Series. RePEc:cfi:fseres:cf188. Full description at Econpapers \|\| Download paper	7
15	2013	How Much Do Official Price Indexes Tell Us About Inflation?. (2013). Weinstein, David ; Handbury, Jessie ; Watanabe, Tsutomu . In: CARF F-Series. RePEc:cfi:fseres:cf328. Full description at Econpapers \|\| Download paper	7
16	2009	The Ten Commandments for Optimizing Value-at-Risk and Daily Capital Charges. (2009). McAleer, Michael. In: CARF F-Series. RePEc:cfi:fseres:cf164. Full description at Econpapers \|\| Download paper	7
17	2009	Modelling Conditional Correlations for Risk Diversification in Crude Oil Markets. (2009). Tansuchat, Roengchai ; McAleer, Michael ; Chang, Chia-Lin. In: CARF F-Series. RePEc:cfi:fseres:cf162. Full description at Econpapers \|\| Download paper	6
18	2010	Asset Bubbles, Endogenous Growth, and Financial Frictions. (2010). Hirano, Tomohiro ; Yanagawa, Noriyuki . In: CARF F-Series. RePEc:cfi:fseres:cf223. Full description at Econpapers \|\| Download paper	6
19	2012	Pricing Multi-Asset Cross Currency Options. (2012). Takahashi, Akihiko ; Shiraya, Kenichiro . In: CARF F-Series. RePEc:cfi:fseres:cf290. Full description at Econpapers \|\| Download paper	5
20	2012	Pricing Multi-Asset Cross Currency Options. (2012). Takahashi, Akihiko ; Shiraya, Kenichiro . In: CARF F-Series. RePEc:cfi:fseres:cf276. Full description at Econpapers \|\| Download paper	5
21	2009	Modelling Long Memory Volatility in Agricultural Commodity Futures Returns. (2009). Tansuchat, Roengchai ; McAleer, Michael ; Chang, Chia-Lin. In: CARF F-Series. RePEc:cfi:fseres:cf183. Full description at Econpapers \|\| Download paper	5
22	2013	Aging 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	4
23	2013	Endogenous Monetary Policy Shifts and the Term Structure: Evidence from Japanese Government Bond Yields. (2013). Koeda, Junko. In: CARF F-Series. RePEc:cfi:fseres:cf303. Full description at Econpapers \|\| Download paper	4
24	2015	Financial Disintermediation and Financial Fragility. (2015). Nikolov, Kalin ; Aoki, Kosuke . In: CARF F-Series. RePEc:cfi:fseres:cf374. Full description at Econpapers \|\| Download paper	4
25	2015	An approximation formula for basket option prices under local stochastic volatility with jumps: an application to commodity markets. (2015). Takahashi, Akihiko ; Shiraya, Kenichiro . In: CARF F-Series. RePEc:cfi:fseres:cf361. Full description at Econpapers \|\| Download paper	4
26	2013	An 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	4
27	2005	Public Debt and Economic Growth in an Aging Japan. (2005). Kato, Ryuta ; Bessho, Shun-ichiro ; Kawade, Masumi ; Ihori, Toshihiro . In: CARF F-Series. RePEc:cfi:fseres:cf046. Full description at Econpapers \|\| Download paper	3
28	2014	On 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
29	2013	A Regime-Switching SVAR Analysis of Quantitative Easing. (2013). Koeda, Junko ; Hayashi, Fumio. In: CARF F-Series. RePEc:cfi:fseres:cf322. Full description at Econpapers \|\| Download paper	3
30	2014	The 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
31	2011	Bubbles, Banks, and Financial Stability. (2011). Nikolov, Kalin ; aoki, kosuke. In: CARF F-Series. RePEc:cfi:fseres:cf253. Full description at Econpapers \|\| Download paper	3
32	2009	IMF Bank-Restructuring Efficiency Outcomes: Evidence from East Asia. (2009). Ariff, Mohamed ; Can, Luc . In: CARF F-Series. RePEc:cfi:fseres:cf148. Full description at Econpapers \|\| Download paper	3
33	2009	Computation 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	3
34	2015	Optimal 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
35	2013	Behavioral Approach to Repeated Games with Private Monitoring. (2013). Matsushima, Hitoshi ; Tanaka, Tomomi ; Toyama, Tomohisa . In: CARF F-Series. RePEc:cfi:fseres:cf309. Full description at Econpapers \|\| Download paper	3
36	2012	An 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
37	2013	On 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
38	2013	International Trade and Capital Movement under Financial Imperfection. (2013). Furusawa, Taiji ; Taiji Furusawa, Noriyuki Yanagawa, . In: CARF F-Series. RePEc:cfi:fseres:cf316. Full description at Econpapers \|\| Download paper	2
39	2012	Optimal Multiunit Exchange Design with Single-Dimensionality. (2012). Matsushima, Hitoshi. In: CARF F-Series. RePEc:cfi:fseres:cf292. Full description at Econpapers \|\| Download paper	2
40	2011	Price-Based Combinatorial Auction: Connectedness and Representative Valuations. (2011). Matsushima, Hitoshi. In: CARF F-Series. RePEc:cfi:fseres:cf261. Full description at Econpapers \|\| Download paper	2
41	2014	A Semi-group Expansion for Pricing Barrier Options. (2014). Takahashi, Akihiko ; Yamada, Toshihiro ; Kato, Takashi . In: CARF F-Series. RePEc:cfi:fseres:cf349. Full description at Econpapers \|\| Download paper	2
42	2008	How Capital Structure Adjusts Dynamically during Financial Crisis. (2008). Mohamad, Shamsher ; Ariff, Mohamed ; Shamsher M., . In: CARF F-Series. RePEc:cfi:fseres:cf130. Full description at Econpapers \|\| Download paper	2
43	2010	Ranking Multivariate GARCH Models by Problem Dimension. (2010). McAleer, Michael ; Caporin, Massimiliano. In: CARF F-Series. RePEc:cfi:fseres:cf219. Full description at Econpapers \|\| Download paper	2
44	2011	Pricing 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
45	2012	Optimal Multiunit Exchange Design. (2012). Matsushima, Hitoshi. In: CARF F-Series. RePEc:cfi:fseres:cf279. Full description at Econpapers \|\| Download paper	2
46	2009	Do We Really Need Both BEKK and DCC? A Tale of Two Covariance Models. (2009). McAleer, Michael ; Caporin, Massimiliano. In: CARF F-Series. RePEc:cfi:fseres:cf156. Full description at Econpapers \|\| Download paper	2

Citing documents used to compute impact factor 35:

Year	Title
2015	Structure of global buyer-supplier networks and its implications for conflict minerals regulations. (2015). Ohnishi, Takaaki ; Watanabe, Tsutomu ; Mizuno, Takayuki . In: CARF F-Series. RePEc:cfi:fseres:cf362. Full description at Econpapers \|\| Download paper
2015	Structure of global buyer-supplier networks and its implications for conflict minerals regulations. (2015). Ohnishi, Takaaki ; Watanabe, Tsutomu ; Mizuno, Takayuki . In: Papers. RePEc:arx:papers:1505.02274. Full description at Econpapers \|\| Download paper
2015	. Full description at Econpapers \|\| Download paper
2015	An 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
2015	A formula of small time expansion for Young SDE driven by fractional Brownian motion. (2015). Yamada, Toshihiro . In: Statistics & Probability Letters. RePEc:eee:stapro:v:101:y:2015:i:c:p:64-72. Full description at Econpapers \|\| Download paper
2015	An Asymptotic Expansion of Forward-Backward SDEs with a Perturbed Driver . (2015). Takahashi, Akihiko ; Watanabe, Toshiaki . In: CIRJE F-Series. RePEc:tky:fseres:2015cf976. Full description at Econpapers \|\| Download paper
2015	Perturbative Expansion Technique for Non-linear FBSDEs with Interacting Particle Method. (2015). Fujii, Masaaki ; Takahashi, Akihiko . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:22:y:2015:i:3:p:283-304. Full description at Econpapers \|\| Download paper
2015	. Full description at Econpapers \|\| Download paper
2015	The safety trap â the financial market and macroeconomic consequences of the scarcity of safe assets. (2015). Horvath, Daniel ; Szini, Robert . In: Financial and Economic Review. RePEc:mnb:finrev:v:14:y:2015:i:1:p:111-138. Full description at Econpapers \|\| Download paper
2015	Asset bubbles and bailouts. (2015). Inaba, Masaru ; Hirano, Tomohiro ; Yanagawa, Noriyuki . In: Journal of Monetary Economics. RePEc:eee:moneco:v:76:y:2015:i:s:p:s71-s89. Full description at Econpapers \|\| Download paper
2015	An approximation formula for basket option prices under local stochastic volatility with jumps: an application to commodity markets. (2015). Takahashi, Akihiko ; Shiraya, Kenichiro . In: CARF F-Series. RePEc:cfi:fseres:cf361. Full description at Econpapers \|\| Download paper
2015	An 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
2015	An Asymptotic Expansion of Forward-Backward SDEs with a Perturbed Driver . (2015). Takahashi, Akihiko ; Watanabe, Toshiaki . In: CIRJE F-Series. RePEc:tky:fseres:2015cf976. Full description at Econpapers \|\| Download paper
2015	A weak approximation with asymptotic expansion and multidimensional Malliavin weights. (2015). Takahashi, Akihiko ; Yamada, Toshihiro . In: CARF F-Series. RePEc:cfi:fseres:cf358. Full description at Econpapers \|\| Download paper
2015	Abenomics: 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
2015	Estimating inflation risk premia from nominal and real yield curves using a shadow-rate model. (2015). Nakajima, Jouchi ; Imakubo, Kei . In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp15e01. Full description at Econpapers \|\| Download paper
2015	Monetary policy and the yield curve at zero interest. (2015). Ueno, Yoichi ; Ichiue, Hibiki . In: Journal of the Japanese and International Economies. RePEc:eee:jjieco:v:38:y:2015:i:c:p:1-12. Full description at Econpapers \|\| Download paper
2015	Abenomics: Why was it so successful in changing market expectations?. (2015). Fukuda, Shin-ichi ; Shin- ichi Fukuda, . In: Journal of the Japanese and International Economies. RePEc:eee:jjieco:v:37:y:2015:i:c:p:1-20. Full description at Econpapers \|\| Download paper
2015	Comonotonic Monte Carlo and its applications in option pricing and quantification of risk. (2015). Chateauneuf, Alain ; Mostoufi, Mina ; Vyncke, David . In: Documents de travail du Centre d'Economie de la Sorbonne. RePEc:mse:cesdoc:15015. Full description at Econpapers \|\| Download paper
2015	Comonotonic Monte Carlo and its applications in option pricing and quantification of risk. (2015). Chateauneuf, Alain ; Vyncke, David ; Mostoufi, Mina . In: UniversitÃ© Paris1 PanthÃ©on-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:hal-01159741. Full description at Econpapers \|\| Download paper
2015	Comonotonic Monte Carlo and its applications in option pricing and quantification of risk. (2015). Chateauneuf, Alain ; Vyncke, David ; Mostoufi, Mina . In: Documents de travail du Centre d'Economie de la Sorbonne. RePEc:mse:cesdoc:15015r. Full description at Econpapers \|\| Download paper
2015	Asymptotic Expansion Approach in Finance. (2015). Takahashi, Akihiko . In: CARF F-Series. RePEc:cfi:fseres:cf356. Full description at Econpapers \|\| Download paper
2015	Housing market and demography, evidence from French panel data. (2015). Essafi, Y ; Simon, A. In: ERES. RePEc:arz:wpaper:eres2015_165. Full description at Econpapers \|\| Download paper
2015	Concurrence gÃ©nÃ©rationnelle et prix immobiliers. (2015). Simon, Arnaud ; Essafi, Yasmine . In: Working Papers. RePEc:hal:wpaper:halshs-01138074. Full description at Econpapers \|\| Download paper
2015	Aging and Urban House Prices. (2015). Lerbs, Oliver ; Hiller, Norbert . In: Annual Conference 2015 (Muenster): Economic Development - Theory and Policy. RePEc:zbw:vfsc15:113136. Full description at Econpapers \|\| Download paper
2015	Replicating Japans CPI Using Scanner Data. (2015). Watanabe, Tsutomu ; Imai, Satoshi . In: CARF F-Series. RePEc:cfi:fseres:cf364. Full description at Econpapers \|\| Download paper
2015	. Full description at Econpapers \|\| Download paper
2015	Cost of Living Inequality during the Great Recession. (2015). Lee, Munseob ; Argente, David . In: 2015 Meeting Papers. RePEc:red:sed015:1372. Full description at Econpapers \|\| Download paper
2015	Japanese Fiscal Policy under the Zero Lower Bound of Nominal Interest Rates: Time-Varying Parameters Vector Autoregression. (2015). Morita, Hiroshi . In: Discussion Paper Series. RePEc:hit:hituec:627. Full description at Econpapers \|\| Download paper
2015	Japanese monetary policy and international spillovers. (2015). Dekle, Robert ; Hamada, Koichi . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:52:y:2015:i:c:p:175-199. Full description at Econpapers \|\| Download paper
2015	The Impact of Monetary Policy on Corporate Bonds under Regime Shifts. (2015). Guidolin, Massimo ; Pedio, Manuela ; Orlov, Alexei G. In: Working Papers. RePEc:igi:igierp:562. Full description at Econpapers \|\| Download paper
2015	Optimal 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
2015	Perturbative Expansion Technique for Non-linear FBSDEs with Interacting Particle Method. (2015). Takahshi, Akihiko ; Fujii, Masaaki . In: CIRJE F-Series. RePEc:tky:fseres:2015cf954. Full description at Econpapers \|\| Download paper
2015	An Approximation Formula for Basket Option Prices under Local Stochastic Volatility with Jumps: an Application to Commodity Markets. (2015). Takahashi, Akihiko ; Shiraya, Kenichiro . In: CIRJE F-Series. RePEc:tky:fseres:2015cf973. Full description at Econpapers \|\| Download paper
2015	Perturbative Expansion Technique for Non-linear FBSDEs with Interacting Particle Method. (2015). Fujii, Masaaki ; Takahashi, Akihiko . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:22:y:2015:i:3:p:283-304. Full description at Econpapers \|\| Download paper

Recent citations (cites in year: CiY)

Recent citations received in 2015

Year	Citing document
2015	Asymptotic Expansion for Forward-Backward SDEs with Jumps. (2015). Fujii, Masaaki ; Takahashi, Akihiko . In: Papers. RePEc:arx:papers:1510.03220. Full description at Econpapers \|\| Download paper
2015	An 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
2015	Asymptotic Expansion for Forward-Backward SDEs. (2015). Fujii, Masaaki ; Takahashi, Akihiko . In: CARF F-Series. RePEc:cfi:fseres:cf372. Full description at Econpapers \|\| Download paper
2015	An Asymptotic Expansion for Local-Stochastic Volatility with Jump Models (Forthcoming in Stochastics). (2015). Takahashi, Akihiko ; Shiraya, Kenichiro . In: CARF F-Series. RePEc:cfi:fseres:cf377. Full description at Econpapers \|\| Download paper
2015	A formula of small time expansion for Young SDE driven by fractional Brownian motion. (2015). Yamada, Toshihiro . In: Statistics & Probability Letters. RePEc:eee:stapro:v:101:y:2015:i:c:p:64-72. Full description at Econpapers \|\| Download paper
2015	Secondary Market Liquidity and the Optimal Capital Structure. (2015). Arseneau, David ; Rappoport, David ; Vardoulakis, Alexandros . In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2015-31. Full description at Econpapers \|\| Download paper
2015	Debt concentration of European Firms. (2015). Giannetti, Caterina. In: MPRA Paper. RePEc:pra:mprapa:63002. Full description at Econpapers \|\| Download paper
2015	Debt Concentration of European Firms. (2015). Giannetti, Caterina. In: SEP Working Papers. RePEc:ris:sepewp:2015_003. Full description at Econpapers \|\| Download paper
2015	Optimal Position Management for a Market Maker with Stochastic Price Impacts. (2015). Fujii, Masaaki . In: CIRJE F-Series. RePEc:tky:fseres:2015cf963. Full description at Econpapers \|\| Download paper
2015	An Asymptotic Expansion of Forward-Backward SDEs with a Perturbed Driver . (2015). Takahashi, Akihiko ; Watanabe, Toshiaki . In: CIRJE F-Series. RePEc:tky:fseres:2015cf976. Full description at Econpapers \|\| Download paper
2015	Asymptotic Expansion for Forward-Backward SDEs with Jumps. (2015). Fujii, Masaaki ; Takahashi, Akihiko . In: CIRJE F-Series. RePEc:tky:fseres:2015cf993. Full description at Econpapers \|\| Download paper
2015	An Asymptotic Expansion for Local-Stochastic Volatility with Jump Models. (2015). Takahashi, Akihiko ; Shiraya, Kenichiro . In: CIRJE F-Series. RePEc:tky:fseres:2015cf998. Full description at Econpapers \|\| Download paper

Recent citations received in 2014

Year	Citing document
2014	Introduction to economic theory of bubbles. (2014). Miao, Jianjun. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:53:y:2014:i:c:p:130-136. Full description at Econpapers \|\| Download paper
2014	Speculative attacks with multiple targets. (2014). Fujimoto, Junichi. In: Economic Theory. RePEc:spr:joecth:v:57:y:2014:i:1:p:89-132. Full description at Econpapers \|\| Download paper

Recent citations received in 2013

Year	Citing document
2013	Estimating 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. Full description at Econpapers \|\| Download paper
2013	Role of Credit Default Swap in Bubbles and Crashes. (2013). Matsushima, Hitoshi. In: CARF F-Series. RePEc:cfi:fseres:cf331. Full description at Econpapers \|\| Download paper
2013	A regime-switching model of the yield curve at the zero bound. (2013). Christensen, Jens ; Jens H. E. Christensen, . In: Working Paper Series. RePEc:fip:fedfwp:2013-34. Full description at Econpapers \|\| Download paper
2013	Role of Credit Default Swap in Bubbles and Crashes. (2013). Matsushima, Hitoshi. In: CIRJE F-Series. RePEc:tky:fseres:2013cf905. Full description at Econpapers \|\| Download paper

Recent citations received in 2012

Year	Citing document
2012	Optimal Multiunit Exchange Design with Single-Dimensionality. (2012). Matsushima, Hitoshi. In: CARF F-Series. RePEc:cfi:fseres:cf292. Full description at Econpapers \|\| Download paper
2012	Note on an Extension of an Asymptotic Expansion Scheme. (2012). Takahashi, Akihiko ; Toda, Masashi . In: CIRJE F-Series. RePEc:tky:fseres:2012cf860. Full description at Econpapers \|\| Download paper
2012	An 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. Full description at Econpapers \|\| Download paper

10 most frequent citing series

#	Series	Cites
1	Econometric Institute Research Papers / Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute	40
2	CIRJE F-Series / CIRJE, Faculty of Economics, University of Tokyo	35
3	CARF F-Series / Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo	25
4	Documentos de Trabajo del ICAE / Universidad Complutense de Madrid, Facultad de Ciencias EconÃ³micas y Empresariales, Instituto Complutense de AnÃ¡lisis EconÃ³mico	22
5	Tinbergen Institute Discussion Papers / Tinbergen Institute	13
6	MPRA Paper / University Library of Munich, Germany	13
7	Energy Economics / Elsevier	12
8		9
9	Working Papers / Department of Research, Ipag Business School	9
10	Working Papers in Economics / University of Canterbury, Department of Economics and Finance	6
11	The North American Journal of Economics and Finance / Elsevier	6

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.