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

0.42

Impact Factor

0.28

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		(%)			0.04
1992		0.1			0				0		0		(%)			0.05
1993		0.13			0				0		0		(%)			0.06
1994		0.14			0				0		0		(%)			0.06
1995		0.17			0				0		0		(%)			0.11
1996		0.22			0				0		0		(%)			0.1
1997		0.22			0				0		0		(%)			0.09
1998		0.24			0				0		0		(%)			0.13
1999		0.3			0				0		0		(%)			0.16
2000		0.37			0				0		0		(%)			0.14
2001		0.37			0				0		0		(%)			0.17
2002		0.37			0				0		0		(%)			0.18
2003		0.4			0				0		0		(%)			0.19
2004		0.41		18	18	2	0.11	11	0		0		2 (18.2%)	2	0.11	0.18
2005	0.28	0.43	0.28	37	55	5	0.09	49	18	5	18	5	2 (4.1%)			0.21
2006	0.18	0.44	0.18	32	87	13	0.15	14	55	10	55	10	2 (14.3%)	2	0.06	0.19
2007	0.13	0.37	0.1	28	115	10	0.09	6	69	9	87	9	(%)	1	0.04	0.17
2008	0.05	0.39	0.08	28	143	12	0.08	12	60	3	115	9	(%)			0.17
2009	0.05	0.36	0.05	47	190	64	0.34	210	56	3	143	7	19 (9%)	38	0.81	0.17
2010	0.48	0.34	0.25	39	229	70	0.31	106	75	36	172	43	4 (3.8%)	4	0.1	0.15
2011	0.36	0.41	0.18	33	262	44	0.17	42	86	31	174	32	9 (21.4%)	4	0.12	0.2
2012	0.15	0.45	0.18	33	295	39	0.13	56	72	11	175	32	16 (28.6%)	3	0.09	0.21
2013	0.15	0.5	0.34	34	329	76	0.23	55	66	10	180	62	10 (18.2%)	4	0.12	0.2
2014	0.27	0.55	0.31	21	350	72	0.21	28	67	18	186	57	2 (7.1%)	2	0.1	0.25
2015	0.64	0.57	0.58	24	374	148	0.4	31	55	35	160	93	9 (29%)	12	0.5	0.26
2016	0.42	0.66	0.28	25	399	81	0.2	6	45	19	145	41	1 (16.7%)	1	0.04	0.34

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	65
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	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	20
5	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	19
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	17
7	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	16
8	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	15
9	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	14
10	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	14
11	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
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	14
13	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	13
14	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	12
15	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
16	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
17	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
18	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	11
19		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
20	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	10
21	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
22	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
23	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
24	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
25	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	9
26	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
27	2013	Behavioral Approach to Repeated Games with Private Monitoring. (2013). Matsushima, Hitoshi ; Toyama, Tomohisa ; Tanaka, Tomomi . In: CARF F-Series. RePEc:cfi:fseres:cf309. Full description at Econpapers \|\| Download paper	8
28	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	8
29	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	8
30	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	7
31	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	7
32	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
33	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
34	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
35	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	6
36	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
37	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
38	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	5
39	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	5
40	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
41	2017	Creating Investment Scheme with State Space Modeling. (2017). Nakano, Masafumi ; Takahashi, Soichiro . In: CARF F-Series. RePEc:cfi:fseres:cf406. Full description at Econpapers \|\| Download paper	5
42	2007	Did the Credit Crunch in Japan Affect Household Welfare? An Augmented Euler Equation Approach Using Type 5 Tobit Model. (2007). Sawada, Yasuyuki ; Lee, Mark ; Nawata, Kazumitsu ; Masako Ii, . In: CARF F-Series. RePEc:cfi:fseres:cf099. Full description at Econpapers \|\| Download paper	5
43	2004	Testing for Linearity in Regressions with I (1) processes. (2004). Arai, Yoichi. In: CARF F-Series. RePEc:cfi:fseres:cf014. Full description at Econpapers \|\| Download paper	5
44	2009	The Determinants of Bank Capital Ratios in a Developing Economy. (2009). Ariff, Mohamed ; Skully, Michael J. ; Ahmad, Rubi . In: CARF F-Series. RePEc:cfi:fseres:cf147. Full description at Econpapers \|\| Download paper	5
45	2005	Scanning Multivariate Conditional Densities with Probability Integral Transforms. (2005). Ishida, Isao. In: CARF F-Series. RePEc:cfi:fseres:cf045. Full description at Econpapers \|\| Download paper	5
46	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
47	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
48	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
49	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
50	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

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

#	Year	Title	Cited
1	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	16
2	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	13
3	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	11
4	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	11
5	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	10
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	10
7	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	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	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	8
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	8
11	2013	Behavioral Approach to Repeated Games with Private Monitoring. (2013). Matsushima, Hitoshi ; Toyama, Tomohisa ; Tanaka, Tomomi . In: CARF F-Series. RePEc:cfi:fseres:cf309. Full description at Econpapers \|\| Download paper	7
12	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	7
13	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	6
14	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
15	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	6
16	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	6
17	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	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	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	5
20	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	5
21	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	5
22	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	5
23	2017	Creating Investment Scheme with State Space Modeling. (2017). Nakano, Masafumi ; Takahashi, Soichiro . In: CARF F-Series. RePEc:cfi:fseres:cf406. Full description at Econpapers \|\| Download paper	5
24	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
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	2015	Quadratic-exponential growth BSDEs with Jumps and their MalliavinÃ¢â¬â¢s Differentiability. (2015). Takahashi, Akihiko ; Fujii, Masaaki. In: CARF F-Series. RePEc:cfi:fseres:cf376. Full description at Econpapers \|\| Download paper	4
27	2009	The Determinants of Bank Capital Ratios in a Developing Economy. (2009). Ariff, Mohamed ; Skully, Michael J. ; Ahmad, Rubi . In: CARF F-Series. RePEc:cfi:fseres:cf147. Full description at Econpapers \|\| Download paper	4
28	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
29	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
30	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
31	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
32	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	3
33	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	3
34	2005	Scanning Multivariate Conditional Densities with Probability Integral Transforms. (2005). Ishida, Isao. In: CARF F-Series. RePEc:cfi:fseres:cf045. Full description at Econpapers \|\| Download paper	3
35	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	3
36	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	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	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
39	2016	Solving Backward Stochastic Differential Equations by Connecting the Short-term Expansions. (2016). Fujii, Masaaki ; Takahashi, Akihiko. In: CARF F-Series. RePEc:cfi:fseres:cf387. Full description at Econpapers \|\| Download paper	2
40	2012	Optimal Multiunit Exchange Design. (2012). Matsushima, Hitoshi. In: CARF F-Series. RePEc:cfi:fseres:cf279. Full description at Econpapers \|\| Download paper	2
41	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	2
42	2017	Fuzzy Logic-based Portfolio Selection with Particle Filtering and Anomaly Detection (Subsequently published in Knowledge-Based Systems). (2017). Nakano, Masafumi ; Takahashi, Soichiro . In: CARF F-Series. RePEc:cfi:fseres:cf405. Full description at Econpapers \|\| Download paper	2
43	2008	Technology Shocks and Asset Price Dynamics:The Role of Housing in General Equilibrium. (2008). Yoshida, Jiro. In: CARF F-Series. RePEc:cfi:fseres:cf119. 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	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	2
46	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
47	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	2
48	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
49	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	2
50	2011	The Effectiveness of Non-traditional Monetary Policy Measures: The Case of the Bank of Japan. (2011). Ueda, Kazuo. In: CARF F-Series. RePEc:cfi:fseres:cf252. Full description at Econpapers \|\| Download paper	2

Citing documents used to compute impact factor 19:

Year	Title
2016	Counterparty risk and funding: immersion and beyond. (2016). Crepey, Stephane ; Song, Shiqi . In: Finance and Stochastics. RePEc:spr:finsto:v:20:y:2016:i:4:d:10.1007_s00780-016-0305-3. Full description at Econpapers \|\| Download paper
2016	A General Control Variate Method for Multi-dimensional SDEs: An Application to Multi-asset Options under Local Stochastic Volatility with Jumps Models in Finance (Forthcoming in European Journal of Op. (2016). Shiraya, Kenichiro ; Takahashi, Akihiko. In: CARF F-Series. RePEc:cfi:fseres:cf382. Full description at Econpapers \|\| Download paper
2016	A General Control Variate Method for Multi-dimensional SDEs: An Application to Multi-asset Options under Local Stochastic Volatility with Jumps Models in Finance. (2016). Shiraya, Kenichiro ; Takahashi, Akihiko. In: CIRJE F-Series. RePEc:tky:fseres:2016cf1007. Full description at Econpapers \|\| Download paper
2016	Solving Backward Stochastic Differential Equations by Connecting the Short-term Expansions. (2016). Fujii, Masaaki ; Takahashi, Akihiko. In: CARF F-Series. RePEc:cfi:fseres:cf387. Full description at Econpapers \|\| Download paper
2016	Solving Backward Stochastic Differential Equations by Connecting the Short-term Expansions. (2016). Fujii, Masaaki ; Takahashi, Akihiko. In: CIRJE F-Series. RePEc:tky:fseres:2016cf1016. Full description at Econpapers \|\| Download paper
2016	Solving Backward Stochastic Differential Equations by Connecting the Short-term Expansions. (2016). Fujii, Masaaki ; Takahashi, Akihiko. In: Papers. RePEc:arx:papers:1606.04285. Full description at Econpapers \|\| Download paper
2016	Solving Backward Stochastic Differential Equations by Connecting the Short-term Expansions(Revised version of CARF-F-387). (2016). Fujii, Masaaki ; Takahashi, Akihiko. In: CARF F-Series. RePEc:cfi:fseres:cf398. Full description at Econpapers \|\| Download paper
2016	An Asymptotic Expansion for Forward-Backward SDEs: A Malliavin Calculus Approach. (2016). Takahashi, Akihiko ; Yamada, Toshihiro. In: CIRJE F-Series. RePEc:tky:fseres:2016cf1009. Full description at Econpapers \|\| Download paper
2016	An asymptotic expansion for forward-backward SDEs: a Malliavin calculus approach (Forthcoming in Asia-Pacific Financial Markets). (2016). Yamada, Toshihiro ; Takahashi, Akihiko. In: CARF F-Series. RePEc:cfi:fseres:cf394. Full description at Econpapers \|\| Download paper
2016	An Asymptotic Expansion for ForwardâBackward SDEs: A Malliavin Calculus Approach. (2016). Takahashi, Akihiko ; Yamada, Toshihiro. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:23:y:2016:i:4:d:10.1007_s10690-016-9220-z. Full description at Econpapers \|\| Download paper
2016	Computation of first-order Greeks for barrier options using chain rules for Wiener path integrals. (2016). Ishitani, Kensuke . In: Papers. RePEc:arx:papers:1611.05194. Full description at Econpapers \|\| Download paper
2016	Rational land and housing bubbles in infinite-horizon economies. (2016). Pham, Ngoc-Sang ; LE VAN, CUONG ; Bosi, Stefano . In: Documents de travail du Centre d'Economie de la Sorbonne. RePEc:mse:cesdoc:16027. Full description at Econpapers \|\| Download paper
2016	Asset bubbles and efficiency in a generalized two-sector model. (2016). Pham, Ngoc-Sang ; LE VAN, CUONG ; Bosi, Stefano . In: Documents de travail du Centre d'Economie de la Sorbonne. RePEc:mse:cesdoc:16029. Full description at Econpapers \|\| Download paper
2016	Rational land and housing bubbles in infinite-horizon economies. (2016). Pham, Ngoc-Sang ; LE VAN, CUONG ; Bosi, Stefano . In: UniversitÃ© Paris1 PanthÃ©on-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:halshs-01314609. Full description at Econpapers \|\| Download paper
2016	Asset bubbles and efficiency in a generalized two-sector model. (2016). Pham, Ngoc-Sang ; LE VAN, CUONG ; Bosi, Stefano . In: UniversitÃ© Paris1 PanthÃ©on-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:halshs-01316876. Full description at Econpapers \|\| Download paper
2016	Asset bubbles and efficiency in a generalized two-sector model. (2016). Pham, Ngoc-Sang ; LE VAN, CUONG ; Bosi, Stefano . In: Documents de recherche. RePEc:eve:wpaper:16-04. Full description at Econpapers \|\| Download paper
2016	Rational land and housing bubbles in infinite-horizon economies. (2016). le Van, Cuong ; Pham, Ngoc-Sang ; Bosi, Stefano . In: Post-Print. RePEc:hal:journl:halshs-01314609. Full description at Econpapers \|\| Download paper
2016	Asset bubbles and efficiency in a generalized two-sector model. (2016). Bosi, Stefano ; Pham, Ngoc-Sang ; le Van, Cuong . In: Post-Print. RePEc:hal:journl:halshs-01316876. Full description at Econpapers \|\| Download paper
2016	Robust bubbles with mild penalties for default. (2016). Bidian, Florin . In: Journal of Mathematical Economics. RePEc:eee:mateco:v:65:y:2016:i:c:p:141-153. Full description at Econpapers \|\| Download paper

Recent citations (cites in year: CiY)

Recent citations received in 2016

Year	Citing document
2016	Strong sterling pound and weak European currencies in the crises: Evidence from covered interest parity of secured rates. (2016). Shin- ichi Fukuda, . In: Journal of the Japanese and International Economies. RePEc:eee:jjieco:v:42:y:2016:i:c:p:109-122. Full description at Econpapers \|\| Download paper

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). . 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

10 most frequent citing series

#	Series	Cites
1	CIRJE F-Series / CIRJE, Faculty of Economics, University of Tokyo	43
2	Econometric Institute Research Papers / Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute	40
3	CARF F-Series / Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo	32
4	Documentos de Trabajo del ICAE / Universidad Complutense de Madrid, Facultad de Ciencias EconÃ³micas y Empresariales, Instituto Complutense de AnÃ¡lisis EconÃ³mico	22
5	MPRA Paper / University Library of Munich, Germany	15
6	Tinbergen Institute Discussion Papers / Tinbergen Institute	14
7	Energy Economics / Elsevier	12
8	Papers / arXiv.org	11
9		9
10	Working Papers / Department of Research, Ipag Business School	9
11	Computational Statistics & Data Analysis / 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.