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Asia-Pacific Financial Markets / Springer


0.16

Impact Factor

0.25

5-Years IF

9

5-Years H index

Main indicators


Raw data


IF AIF IF5 DOC CDO CCU CIF CIT D2Y C2Y D5Y C5Y %SC CiY II AII
19900.1000 (%)0.04
19910.09000 (%)0.04
19920.1000 (%)0.04
19930.11000 (%)0.05
19940.12000 (%)0.05
19950.19000 (%)0.07
19960.22000 (%)0.09
19970.27551800 (%)0.09
19980.279145455 (%)0.1
19990.070.310.0762010.05101411411 (10%)0.13
20000.130.40.12020.1152202 (%)0.15
20010.170.40.12020.161202 (%)0.15
20020.420.252060.30205 (%)0.18
20030.440.47183880.216201573 (4.8%)0.18
20040.060.490.081957150.26421812426 (14.3%)70.370.2
20050.110.530.11187580.1117374374 (%)0.21
20060.050.510.151994120.13363725582 (5.6%)0.2
20070.110.440.1613107160.152837474125 (17.9%)0.18
20080.090.470.1616123230.191332387143 (23.1%)0.2
20090.140.470.1315138160.122129485114 (19%)0.19
20100.160.440.1719157400.253831581143 (7.9%)0.16
20110.180.510.1621178320.18223468213 (%)10.050.2
20120.180.560.1817195290.151240784155 (41.7%)0.21
20130.110.660.1416211370.18113848812 (%)0.23
20140.210.670.3216227460.233378828 (%)0.22
20150.160.820.2513240410.171232589221 (8.3%)30.230.27
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:


#YearTitleCited
11998Unconditional and Conditional Distributional Models for the Nikkei Index. (1998). Mittnik, Stefan ; Paolella, Marc ; Rachev, Svetlozar . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:5:y:1998:i:2:p:99-128.

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20
22004Diversified Portfolios with Jumps in a Benchmark Framework. (2004). Platen, Eckhard. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:11:y:2004:i:1:p:1-22.

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18
32010Efficiency of Microfinance Institutions: A Data Envelopment Analysis. (2010). Skully, Michael ; Pathan, Shams ; Haq, Mamiza . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:17:y:2010:i:1:p:63-97.

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15
41997Subordinated Market Index Models: A Comparison. (1997). Platen, Eckhard ; HURST, SIMON ; Rachev, Svetlozar . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:4:y:1997:i:2:p:97-124.

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14
52003A Class of Jump-Diffusion Bond Pricing Models within the HJM Framework. (2003). Nikitopoulos-Sklibosios, Christina ; Chiarella, Carl. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:10:y:2003:i:2:p:87-127.

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12
62003Price Linkages in Asian Equity Markets: Evidence Bordering the Asian Economic, Currency and Financial Crises. (2003). Worthington, Andrew ; Katsuura, Masaki ; Higgs, Helen . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:10:y:2003:i:1:p:29-44.

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12
72003Are Banks Affiliated with Bank Holding Companies More Efficient Than Independent Banks? The Recent Experience Regarding Japanese Regional BHCs. (2003). Yamori, Nobuyoshi ; Harimaya, Kozo ; Kondo, Kazumine . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:10:y:2003:i:4:p:359-376.

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12
82006Monte Carlo Option Pricing for Tempered Stable (CGMY) Processes. (2006). TANKOV, PETER ; Poirot, Jeremy. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:13:y:2006:i:4:p:327-344.

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12
92015Perturbative 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.

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11
102004A Fair Pricing Approach to Weather Derivatives. (2004). Platen, Eckhard ; West, Jason . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:11:y:2004:i:1:p:23-53.

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8
112003Investor Familiarity and Home Bias: Japanese Evidence. (2003). Ito, Akitoshi ; Hiraki, Takato ; Kuroki, Fumiaki. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:10:y:2003:i:4:p:281-300.

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8
121998Transmission of Stock Returns and Volatility between the U.S. and Japan: Evidence from the Stock Index Futures Markets. (1998). Hsueh, L. ; Pan, Ming-Shiun . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:5:y:1998:i:3:p:211-225.

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8
131998The Impact of the U.S. and the Japanese Equity Markets on the Emerging Asia-Pacific Equity Markets. (1998). Cha, Baekin ; Cheung, Yan-Leung . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:5:y:1998:i:3:p:191-209.

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8
142009Counterparty Risk for Credit Default Swaps: Markov Chain Interacting Intensities Model with Stochastic Intensity. (2009). Leung, Kwai ; Kwok, Yue . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:16:y:2009:i:3:p:169-181.

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7
151998Monthly Pattern and Portfolio Effect on Higher Moments of Stock Returns: Empirical Evidence from Hong Kong. (1998). Tang, Gordon . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:5:y:1998:i:3:p:275-307.

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7
161998Econometric Analysis of a Continuous Time Multi-Factor Generalized Vasicek Term Structure Model: International Evidence. (1998). Nowman, K. ; Babbs, Simon. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:5:y:1998:i:2:p:159-183.

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7
172010Modelling Co-movements and Tail Dependency in the International Stock Market via Copulae. (2010). Platen, Eckhard ; Ignatieva, Katja . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:17:y:2010:i:3:p:261-302.

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7
182007Board Size, Independence and Performance: An Analysis of Thai Banks. (2007). Wickramanayake, Jayasinghe ; Skully, Michael ; Pathan, Shams. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:14:y:2007:i:3:p:211-227.

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7
192003The Halloween Effect and Japanese Equity Prices: Myth or Exploitable Anomaly. (2003). Pierce, Raylene ; maberly, edwin. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:10:y:2003:i:4:p:319-334.

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6
202007Causal and Dynamic Relationships among Stock Returns, Return Volatility and Trading Volume: Evidence from Emerging markets in South-East Asia. (2007). Gunasekarage, Abeyratna ; Pisedtasalasai, Anirut. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:14:y:2007:i:4:p:277-297.

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6
212006Portfolio optimization with a defaultable security. (2006). Jang, Inwon ; Bielecki, Tomasz . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:13:y:2006:i:2:p:113-127.

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6
221999Pricing Options under Stochastic Interest Rates: A New Approach. (1999). Kunitomo, Naoto ; Kim, Yong-Jin . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:6:y:1999:i:1:p:49-70.

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6
232011A Note on Utility Maximization with Unbounded Random Endowment. (2011). Owari, Keita. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:18:y:2011:i:1:p:89-103.

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6
242005Market Efficiency and Returns to Simple Technical Trading Rules: Further Evidence from U.S., U.K., Asian and Chinese Stock Markets. (2005). Cai, Bill ; Keasey, Kevin . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:12:y:2005:i:1:p:45-60.

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5
252006Risk-neutral and actual default probabilities with an endogenous bankruptcy jump-diffusion model. (2006). Quittard-Pinon, Franois ; le Courtois, Olivier . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:13:y:2006:i:1:p:11-39.

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5
262006Portfolio Optimization in Discontinuous Markets under Incomplete Information. (2006). Callegaro, Giorgia ; Runggaldier, Wolfgang ; Masi, Giovanni. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:13:y:2006:i:4:p:373-394.

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5
272013Price Discovery in Chinese Stock Index Futures Market: New Evidence Based on Intraday Data. (2013). Li, Steven ; Hou, Yang . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:20:y:2013:i:1:p:49-70.

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5
282012Pricing Discrete Barrier Options Under Stochastic Volatility. (2012). Takahashi, Akihiko ; Yamada, Toshihiro ; Shiraya, Kenichiro . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:19:y:2012:i:3:p:205-232.

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4
292003Productivity and Technical Change in Malaysian Banking: 1989–1998. (2003). Fausten, Dietrich ; Dogan, Ergun . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:10:y:2003:i:2:p:205-237.

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4
302007An Asymptotic Expansion Approach to Currency Options with a Market Model of Interest Rates under Stochastic Volatility Processes of Spot Exchange Rates. (2007). Takahashi, Akihiko ; Takehara, Kohta . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:14:y:2007:i:1:p:69-121.

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4
312009A Remark on a Singular Perturbation Method for Option Pricing Under a Stochastic Volatility Model. (2009). Takahashi, Akihiko ; Yamamoto, Kyo . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:16:y:2009:i:4:p:333-345.

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4
322005Testing for Volatility Jumps in the Stochastic Volatility Process. (2005). Kobayashi, Masahito. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:12:y:2005:i:2:p:143-157.

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4
332010On the Predictability of Japanese Stock Returns Using Dividend Yield. (2010). Aono, Kohei ; Iwaisako, Tokuo . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:17:y:2010:i:2:p:141-149.

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4
342004Understanding the Implied Volatility Surface for Options on a Diversified Index. (2004). Platen, Eckhard ; Heath, David . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:11:y:2004:i:1:p:55-77.

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4
351997Abnormal Stock Returns Following Large One-day Advances and Declines: Evidence from Asia-Pacific Markets. (1997). Wong, Michael. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:4:y:1997:i:2:p:171-177.

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3
362008The Determinants of Bank Capital Ratios in a Developing Economy. (2008). Skully, Michael ; Ariff, Mohamed ; Ahmad, Rubi . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:15:y:2008:i:3:p:255-272.

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3
372013Informed Futures Trading and Price Discovery: Evidence from Taiwan Futures and Stock Markets. (2013). Lee, Yi-Tsung ; Wu, Wei-Shao ; Yang, Yun . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:20:y:2013:i:3:p:219-242.

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3
382010Environmental Economics and Modeling Marketable Permits. (2010). Taschini, Luca. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:17:y:2010:i:4:p:325-343.

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3
392011Detection of Information Flow in Major International Financial Markets by Interactivity Network Analysis. (2011). Allali, Abdelwahab ; Oueslati, Amor ; Trabelsi, Abdelwahed . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:18:y:2011:i:3:p:319-344.

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3
402006The Asian Financial Crisis and Investors’ Risk Aversion. (2006). Nishiyama, Yasuo . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:13:y:2006:i:3:p:181-205.

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3
412004A Two-Factor Model for Low Interest Rate Regimes. (2004). Platen, Eckhard ; Miller, Shane . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:11:y:2004:i:1:p:107-133.

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3
422007A Benchmark Approach to Portfolio Optimization under Partial Information. (2007). Platen, Eckhard ; Runggaldier, Wolfgang . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:14:y:2007:i:1:p:25-43.

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3
432004On Bayesian Value at Risk: From Linear to Non-Linear Portfolios. (2004). Tong, Howell ; Siu, Tak Kuen ; Yang, Hailiang . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:11:y:2004:i:2:p:161-184.

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3
441998The Pricing Formula for Commodity-Linked Bonds with Stochastic Convenience Yields and Default Risk. (1998). Yamauchi, Hiroaki ; Miura, Ryozo . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:5:y:1998:i:2:p:129-158.

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3
452007Reduced-form Models with Regime Switching: An Empirical Analysis for Corporate Bonds. (2007). Wong, Hoi . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:14:y:2007:i:3:p:229-253.

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3
462009Dynamic Linkages Between the China and International Stock Markets. (2009). Fan, Kui ; Lu, Zudi ; Wang, Shouyang . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:16:y:2009:i:3:p:211-230.

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3
472011On the Verification Theorem of Dynamic Portfolio-Consumption Problems with Stochastic Market Price of Risk. (2011). Kamimura, Shoji . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:18:y:2011:i:2:p:151-166.

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3
482008Regulations, Supervision Approaches and Acquisition Likelihood in the Asian Banking Industry. (2008). Pasiouras, Fotios ; Gaganis, Chrysovalantis ; Zopounidis, Constantin . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:15:y:2008:i:2:p:135-154.

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3
492009Dynamic Modeling of Tail Risk: Applications to China, Hong Kong and Other Asian Markets. (2009). Tse, Alex ; So, Mike . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:16:y:2009:i:3:p:183-210.

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3
502003Financial Sector Risk and the Stock Returns: Evidence from Tokyo Stock Exchange Firms. (2003). Takehara, Hitoshi ; Kubota, Keiichi . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:10:y:2003:i:1:p:1-28.

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2

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


#YearTitleCited
12010Efficiency of Microfinance Institutions: A Data Envelopment Analysis. (2010). Skully, Michael ; Pathan, Shams ; Haq, Mamiza . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:17:y:2010:i:1:p:63-97.

Full description at Econpapers || Download paper

12
22015Perturbative 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

11
32003Are Banks Affiliated with Bank Holding Companies More Efficient Than Independent Banks? The Recent Experience Regarding Japanese Regional BHCs. (2003). Yamori, Nobuyoshi ; Harimaya, Kozo ; Kondo, Kazumine . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:10:y:2003:i:4:p:359-376.

Full description at Econpapers || Download paper

6
42010Modelling Co-movements and Tail Dependency in the International Stock Market via Copulae. (2010). Platen, Eckhard ; Ignatieva, Katja . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:17:y:2010:i:3:p:261-302.

Full description at Econpapers || Download paper

6
52013Price Discovery in Chinese Stock Index Futures Market: New Evidence Based on Intraday Data. (2013). Li, Steven ; Hou, Yang . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:20:y:2013:i:1:p:49-70.

Full description at Econpapers || Download paper

5
62007Board Size, Independence and Performance: An Analysis of Thai Banks. (2007). Wickramanayake, Jayasinghe ; Skully, Michael ; Pathan, Shams. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:14:y:2007:i:3:p:211-227.

Full description at Econpapers || Download paper

4
72012Pricing Discrete Barrier Options Under Stochastic Volatility. (2012). Takahashi, Akihiko ; Yamada, Toshihiro ; Shiraya, Kenichiro . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:19:y:2012:i:3:p:205-232.

Full description at Econpapers || Download paper

4
82007An Asymptotic Expansion Approach to Currency Options with a Market Model of Interest Rates under Stochastic Volatility Processes of Spot Exchange Rates. (2007). Takahashi, Akihiko ; Takehara, Kohta . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:14:y:2007:i:1:p:69-121.

Full description at Econpapers || Download paper

3
92013Informed Futures Trading and Price Discovery: Evidence from Taiwan Futures and Stock Markets. (2013). Lee, Yi-Tsung ; Wu, Wei-Shao ; Yang, Yun . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:20:y:2013:i:3:p:219-242.

Full description at Econpapers || Download paper

3
102011On the Verification Theorem of Dynamic Portfolio-Consumption Problems with Stochastic Market Price of Risk. (2011). Kamimura, Shoji . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:18:y:2011:i:2:p:151-166.

Full description at Econpapers || Download paper

3
112006Risk-neutral and actual default probabilities with an endogenous bankruptcy jump-diffusion model. (2006). Quittard-Pinon, Franois ; le Courtois, Olivier . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:13:y:2006:i:1:p:11-39.

Full description at Econpapers || Download paper

3
122009A Remark on a Singular Perturbation Method for Option Pricing Under a Stochastic Volatility Model. (2009). Takahashi, Akihiko ; Yamamoto, Kyo . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:16:y:2009:i:4:p:333-345.

Full description at Econpapers || Download paper

3
131998Transmission of Stock Returns and Volatility between the U.S. and Japan: Evidence from the Stock Index Futures Markets. (1998). Hsueh, L. ; Pan, Ming-Shiun . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:5:y:1998:i:3:p:211-225.

Full description at Econpapers || Download paper

3
142011A Note on Utility Maximization with Unbounded Random Endowment. (2011). Owari, Keita. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:18:y:2011:i:1:p:89-103.

Full description at Econpapers || Download paper

3
152006Portfolio optimization with a defaultable security. (2006). Jang, Inwon ; Bielecki, Tomasz . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:13:y:2006:i:2:p:113-127.

Full description at Econpapers || Download paper

3
162006Monte Carlo Option Pricing for Tempered Stable (CGMY) Processes. (2006). TANKOV, PETER ; Poirot, Jeremy. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:13:y:2006:i:4:p:327-344.

Full description at Econpapers || Download paper

3
172003Investor Familiarity and Home Bias: Japanese Evidence. (2003). Ito, Akitoshi ; Hiraki, Takato ; Kuroki, Fumiaki. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:10:y:2003:i:4:p:281-300.

Full description at Econpapers || Download paper

3
182014Large Deviations for the Extended Heston Model: The Large-Time Case. (2014). Mijatovi, Aleksandar ; Jacquier, Antoine . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:21:y:2014:i:3:p:263-280.

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2
192011“Down-Side Risk” Probability Minimization Problem with Cox-Ingersoll-Ross’s Interest Rates. (2011). Hata, Hiroaki . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:18:y:2011:i:1:p:69-87.

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2
202011Empirical Study of Nikkei 225 Options with the Markov Switching GARCH Model. (2011). Mitsui, Hidetoshi ; Satoyoshi, Kiyotaka . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:18:y:2011:i:1:p:55-68.

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2
212006The Asian Financial Crisis and Investors’ Risk Aversion. (2006). Nishiyama, Yasuo . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:13:y:2006:i:3:p:181-205.

Full description at Econpapers || Download paper

2
221999Pricing Options under Stochastic Interest Rates: A New Approach. (1999). Kunitomo, Naoto ; Kim, Yong-Jin . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:6:y:1999:i:1:p:49-70.

Full description at Econpapers || Download paper

2
232010Remarks on the Nonlinear Black-Scholes Equations with the Effect of Transaction Costs. (2010). Ishimura, Naoyuki . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:17:y:2010:i:3:p:241-259.

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2
242008A Stochastic Receding Horizon Control Approach to Constrained Index Tracking. (2008). Sung, Chang ; Primbs, James . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:15:y:2008:i:1:p:3-24.

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2
251998Unconditional and Conditional Distributional Models for the Nikkei Index. (1998). Mittnik, Stefan ; Paolella, Marc ; Rachev, Svetlozar . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:5:y:1998:i:2:p:99-128.

Full description at Econpapers || Download paper

2
262005Market Efficiency and Returns to Simple Technical Trading Rules: Further Evidence from U.S., U.K., Asian and Chinese Stock Markets. (2005). Cai, Bill ; Keasey, Kevin . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:12:y:2005:i:1:p:45-60.

Full description at Econpapers || Download paper

2
272006Portfolio Optimization in Discontinuous Markets under Incomplete Information. (2006). Callegaro, Giorgia ; Runggaldier, Wolfgang ; Masi, Giovanni. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:13:y:2006:i:4:p:373-394.

Full description at Econpapers || Download paper

2
282009Dynamic Linkages Between the China and International Stock Markets. (2009). Fan, Kui ; Lu, Zudi ; Wang, Shouyang . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:16:y:2009:i:3:p:211-230.

Full description at Econpapers || Download paper

2
292003The Halloween Effect and Japanese Equity Prices: Myth or Exploitable Anomaly. (2003). Pierce, Raylene ; maberly, edwin. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:10:y:2003:i:4:p:319-334.

Full description at Econpapers || Download paper

2
302012Empirically Effective Bond Pricing Model and Analysis on Term Structures of Implied Interest Rates in Financial Crisis. (2012). Doi, Eiichi ; Wang, Zhu ; Yamamura, Yoshiro ; Kariya, Takeaki . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:19:y:2012:i:3:p:259-292.

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2
312010The Impact of Derivatives Activity on Commercial Banks: Evidence from U.S. Bank Holding Companies. (2010). Li, LI ; Yu, Zhang . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:17:y:2010:i:3:p:303-322.

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2

Citing documents used to compute impact factor 5:


YearTitle
2015Large-Maturity Regimes of the Heston Forward Smile. (2015). Jacquier, Antoine ; Roome, Patrick . In: Papers. RePEc:arx:papers:1410.7206.

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2015Rational Multi-Curve Models with Counterparty-Risk Valuation Adjustments. (2015). Macrina, Andrea ; Nguyen, Tuyet Mai ; Crepey, Stephane ; Skovmand, David . In: Papers. RePEc:arx:papers:1502.07397.

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2015Risk estimation of CSI 300 index spot and futures in China from a new perspective. (2015). Suo, Yuan-Yuan ; Li, Sai-Ping ; Wang, Dong-Hua . In: Economic Modelling. RePEc:eee:ecmode:v:49:y:2015:i:c:p:344-353.

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2015The impacts of institutional and individual investors on the price discovery in stock index futures market: Evidence from China. (2015). Xu, Feng . In: Finance Research Letters. RePEc:eee:finlet:v:15:y:2015:i:c:p:221-231.

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2015Asymptotic Expansion Approach in Finance. (2015). Takahashi, Akihiko . In: CARF F-Series. RePEc:cfi:fseres:cf356.

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Recent citations (cites in year: CiY)


Recent citations received in 2015

YearCiting document
2015Asymptotic Expansion for Forward-Backward SDEs with Jumps. (2015). Fujii, Masaaki ; Takahashi, Akihiko . In: Papers. RePEc:arx:papers:1510.03220.

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2015Asymptotic Expansion for Forward-Backward SDEs. (2015). Fujii, Masaaki ; Takahashi, Akihiko . In: CARF F-Series. RePEc:cfi:fseres:cf372.

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2015Asymptotic Expansion for Forward-Backward SDEs with Jumps. (2015). Fujii, Masaaki ; Takahashi, Akihiko . In: CIRJE F-Series. RePEc:tky:fseres:2015cf993.

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Recent citations received in 2014

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Recent citations received in 2013

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Recent citations received in 2012

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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.

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 1 2016. Contact: CitEc Team