Citation analysis for Asia-Pacific Financial Markets / Springer

Asia-Pacific Financial Markets / Springer

0.34

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		(%)			0.04
1991		0.09			0				0		0		(%)			0.04
1992		0.09			0				0		0		(%)			0.04
1993		0.1			0				0		0		(%)			0.05
1994		0.11			0				0		0		(%)			0.05
1995		0.2			0				0		0		(%)			0.07
1996		0.23			0				0		0		(%)			0.09
1997		0.27		5	5			20	0		0		(%)			0.09
1998		0.29		9	14			56	5		5		(%)			0.1
1999	0.07	0.32	0.07	6	20	1	0.05	14	14	1	14	1	1 (7.1%)			0.13
2000	0.2	0.4	0.2		20	4	0.2		15	3	20	4	(%)			0.15
2001	0.17	0.4	0.1		20	2	0.1		6	1	20	2	(%)			0.15
2002		0.42	0.25		20	6	0.3		0		20	5	(%)			0.18
2003		0.44	0.47	18	38	8	0.21	64	0		15	7	3 (4.7%)			0.19
2004	0.06	0.49	0.08	19	57	15	0.26	48	18	1	24	2	6 (12.5%)	7	0.37	0.2
2005	0.11	0.53	0.11	18	75	9	0.12	19	37	4	37	4	(%)			0.21
2006	0.05	0.51	0.15	19	94	12	0.13	40	37	2	55	8	2 (5%)			0.2
2007	0.11	0.45	0.18	13	107	19	0.18	31	37	4	74	13	5 (16.1%)			0.18
2008	0.09	0.48	0.15	16	123	22	0.18	15	32	3	87	13	3 (20%)			0.2
2009	0.14	0.47	0.14	15	138	18	0.13	23	29	4	85	12	4 (17.4%)			0.19
2010	0.16	0.45	0.17	19	157	41	0.26	43	31	5	81	14	3 (7%)			0.16
2011	0.21	0.52	0.17	21	178	32	0.18	27	34	7	82	14	(%)	1	0.05	0.2
2012	0.18	0.55	0.19	17	195	28	0.14	12	40	7	84	16	5 (41.7%)			0.2
2013	0.11	0.62	0.14	16	211	37	0.18	16	38	4	88	12	(%)			0.22
2014	0.18	0.64	0.32	16	227	47	0.21	6	33	6	88	28	(%)			0.21
2015	0.19	0.69	0.3	13	240	48	0.2	15	32	6	89	27	1 (6.7%)	3	0.23	0.22
2016	0.34	0.85	0.28	14	254	69	0.27	5	29	10	83	23	(%)			0.26

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	2004	Diversified 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. Full description at Econpapers \|\| Download paper	21
2	1998	Unconditional 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	21
3	2010	Efficiency 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	20
4	1997	Subordinated 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. Full description at Econpapers \|\| Download paper	16
5	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	14
6	2003	Are 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	13
7	2006	Monte 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	13
8	2003	A 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. Full description at Econpapers \|\| Download paper	12
9	2004	A 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. Full description at Econpapers \|\| Download paper	10
10	2003	Price 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. Full description at Econpapers \|\| Download paper	10
11	2007	Board 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	10
12	1998	Transmission 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	9
13	1999	Pricing 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	9
14	2009	Counterparty 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. Full description at Econpapers \|\| Download paper	8
15	2003	Investor 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	8
16	1998	The 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. Full description at Econpapers \|\| Download paper	8
17	2006	Portfolio 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	8
18	1998	Monthly 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. Full description at Econpapers \|\| Download paper	7
19	1998	Econometric 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. Full description at Econpapers \|\| Download paper	7
20	2007	Causal 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. Full description at Econpapers \|\| Download paper	7
21	2013	Price Discovery in Chinese Stock Index Futures Market: New Evidence Based on Intraday Data. (2013). Hou, Yang ; Li, Steven . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:20:y:2013:i:1:p:49-70. Full description at Econpapers \|\| Download paper	7
22	2010	Modelling 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	7
23	2003	The 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	6
24	2003	Productivity and Technical Change in Malaysian Banking: 1989â1998. (2003). Fausten, Dietrich ; Dogan, Ergun . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:10:y:2003:i:2:p:205-237. Full description at Econpapers \|\| Download paper	6
25	2011	A 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	6
26	2005	Market 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	5
27	2006	Risk-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	5
28	2012	Pricing 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	5
29	2006	Portfolio 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	5
30	2004	Understanding 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. Full description at Econpapers \|\| Download paper	5
31	2016	Speculative Futures Trading under Mean Reversion. (2016). Leung, Tim ; Wang, Zheng ; Li, Xin . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:23:y:2016:i:4:d:10.1007_s10690-016-9215-9. Full description at Econpapers \|\| Download paper	4
32	2008	The 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. Full description at Econpapers \|\| Download paper	4
33	2007	An 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	4
34	2006	The Asian Financial Crisis and Investorsâ 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	4
35	2009	A 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	4
36	2005	Testing 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. Full description at Econpapers \|\| Download paper	4
37	2010	On 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. Full description at Econpapers \|\| Download paper	4
38	2009	Dynamic 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. Full description at Econpapers \|\| Download paper	4
39	2005	The volumeâvolatility relationship and the opening of the Korean stock market to foreign investors after the financial turmoil in 1997. (2005). Kartsaklas, A. ; Karanasos, M. ; Kim, J.. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:12:y:2005:i:3:p:245-271. Full description at Econpapers \|\| Download paper	3
40	2010	Environmental 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. Full description at Econpapers \|\| Download paper	3
41	1998	The 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. Full description at Econpapers \|\| Download paper	3
42	2004	A 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. Full description at Econpapers \|\| Download paper	3
43	2007	A 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. Full description at Econpapers \|\| Download paper	3
44	2004	On 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. Full description at Econpapers \|\| Download paper	3
45	2008	A 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. Full description at Econpapers \|\| Download paper	3
46	2011	On 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
47	2007	Reduced-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. Full description at Econpapers \|\| Download paper	3
48	2009	Dynamic 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	3
49	2003	A Note on Gaussian Estimation of the CKLS and CIR Models with Feedback Effects for Japan. (2003). Nowman, K.. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:10:y:2003:i:2:p:275-279. Full description at Econpapers \|\| Download paper	3
50	2014	Large 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. 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	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	14
2	2010	Efficiency 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	11
3	2013	Price Discovery in Chinese Stock Index Futures Market: New Evidence Based on Intraday Data. (2013). Hou, Yang ; Li, Steven . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:20:y:2013:i:1:p:49-70. Full description at Econpapers \|\| Download paper	6
4	2006	Portfolio 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	5
5	2003	Are 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	5
6	2006	Monte 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	4
7	2016	Speculative Futures Trading under Mean Reversion. (2016). Leung, Tim ; Wang, Zheng ; Li, Xin . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:23:y:2016:i:4:d:10.1007_s10690-016-9215-9. Full description at Econpapers \|\| Download paper	4
8	2007	Board 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
9	2004	Diversified 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. Full description at Econpapers \|\| Download paper	3
10	2014	Large 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. Full description at Econpapers \|\| Download paper	3
11	2006	The Asian Financial Crisis and Investorsâ 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	3
12	1998	Transmission 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
13	2009	A 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
14	2011	A 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
15	2012	Pricing 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	3
16	2011	On 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
17	2003	Investor 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
18	2007	An 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
19	2008	The 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. Full description at Econpapers \|\| Download paper	2
20	1999	Pricing 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
21	1998	Unconditional 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
22	2012	Empirically 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. Full description at Econpapers \|\| Download paper	2
23	2009	Dynamic 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. Full description at Econpapers \|\| Download paper	2
24	2010	Remarks 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. Full description at Econpapers \|\| Download paper	2
25	2006	Risk-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	2
26	2004	A 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. Full description at Econpapers \|\| Download paper	2
27	2013	Pricing Exotic Options and American Options: A Multidimensional Asymptotic Expansion Approach. (2013). Nishiba, Masahiro . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:20:y:2013:i:2:p:147-182. Full description at Econpapers \|\| Download paper	2
28	2010	Modelling 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	2
29	2005	The volumeâvolatility relationship and the opening of the Korean stock market to foreign investors after the financial turmoil in 1997. (2005). Kartsaklas, A. ; Karanasos, M. ; Kim, J.. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:12:y:2005:i:3:p:245-271. Full description at Econpapers \|\| Download paper	2
30	2003	Productivity and Technical Change in Malaysian Banking: 1989â1998. (2003). Fausten, Dietrich ; Dogan, Ergun . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:10:y:2003:i:2:p:205-237. Full description at Econpapers \|\| Download paper	2
31	2011	âDown-Side Riskâ Probability Minimization Problem with Cox-Ingersoll-Rossâs Interest Rates. (2011). Hata, Hiroaki. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:18:y:2011:i:1:p:69-87. Full description at Econpapers \|\| Download paper	2

Citing documents used to compute impact factor 10:

Year	Title
2016	A self-exciting threshold jumpâdiffusion model for option valuation. (2016). Siu, Tak Kuen . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:69:y:2016:i:c:p:168-193. 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	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	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	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	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	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	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	Large-maturity regimes of the Heston forward smile. (2016). Jacquier, Antoine ; Roome, Patrick . In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:126:y:2016:i:4:p:1087-1123. Full description at Econpapers \|\| Download paper

Recent citations (cites in year: CiY)

Recent citations received in 2016

Year	Citing document

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	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	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

Recent citations received in 2014

Year	Citing document

Recent citations received in 2013

Year	Citing document

10 most frequent citing series

#	Series	Cites
1	Asia-Pacific Financial Markets / Springer	15
2	MPRA Paper / University Library of Munich, Germany	14
3	Economic Modelling / Elsevier	10
4	Papers / arXiv.org	9
5	International Review of Financial Analysis / Elsevier	4
6	CARF F-Series / Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo	4
7	International Review of Economics & Finance / Elsevier	3
8	Economics Bulletin / AccessEcon	3
9	Physica A: Statistical Mechanics and its Applications / Elsevier	3
10	Working Papers / Department of Research, Ipag Business School	3
11	Insurance: Mathematics and Economics / Elsevier	3

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.