Citation analysis for Asia-Pacific Financial Markets / Springer

Citation Profile [Updated: 2020-06-03 07:38:54]

5 Years H

Impact Factor

0.17

5 Years IF

0.32

Data available in this report

[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	CIF	IF5	DOC	CDO	CIT	NCI	CCU	D2Y	C2Y	D5Y	C5Y	SC	%SC	CiY	II	AII
1990	0	0.08	0	0	0	0	0		0	0		0			0		0	0.04
1991	0	0.08	0	0	0	0	0		0	0		0			0		0	0.04
1992	0	0.09	0	0	0	0	0		0	0		0			0		0	0.04
1993	0	0.1	0	0	0	0	0		0	0		0			0		0	0.05
1994	0	0.11	0	0	0	0	0		0	0		0			0		0	0.06
1995	0	0.2	0	0	0	0	0		0	0		0			0		0	0.08
1996	0	0.22	0	0	0	0	0		0	0		0			0		0	0.1
1997	0	0.23	0	0	5	5	29		0	0		0			0		0	0.1
1998	0	0.27	0	0	9	14	55		0	5		5			0		0	0.12
1999	0.14	0.29	0.1	0.14	6	20	13	2	2	14	2	14	2		0		0	0.14
2000	0.2	0.34	0.2	0.2	0	20	0	4	6	15	3	20	4		0		0	0.15
2001	0.17	0.36	0.1	0.1	0	20	0	2	8	6	1	20	2		0		0	0.16
2002	0	0.4	0.3	0.25	0	20	0	5	14	0		20	5		0		0	0.21
2003	0	0.41	0.21	0.47	18	38	70	8	22	0		15	7		0		0	0.2
2004	0.06	0.46	0.26	0.08	19	57	65	15	37	18	1	24	2	2	13.3	7	0.37	0.21
2005	0.14	0.47	0.13	0.14	18	75	18	10	47	37	5	37	5		0		0	0.22
2006	0.05	0.47	0.13	0.15	19	94	47	12	59	37	2	55	8	1	8.3		0	0.21
2007	0.14	0.42	0.21	0.19	13	107	47	23	82	37	5	74	14	1	4.3		0	0.19
2008	0.09	0.45	0.2	0.17	16	123	18	24	106	32	3	87	15		0		0	0.21
2009	0.14	0.44	0.14	0.15	15	138	26	20	126	29	4	85	13	2	10		0	0.21
2010	0.16	0.44	0.28	0.19	19	157	65	44	170	31	5	81	15	4	9.1		0	0.18
2011	0.21	0.46	0.18	0.17	21	178	27	32	202	34	7	82	14	4	12.5	1	0.05	0.21
2012	0.15	0.47	0.16	0.2	17	195	17	32	234	40	6	84	17	3	9.4		0	0.19
2013	0.11	0.53	0.19	0.16	16	211	23	41	275	38	4	88	14	3	7.3		0	0.22
2014	0.24	0.55	0.23	0.34	16	227	9	52	327	33	8	88	30	3	5.8		0	0.21
2015	0.19	0.55	0.21	0.34	13	240	20	51	378	32	6	89	30	1	2	2	0.15	0.21
2016	0.34	0.56	0.3	0.27	14	254	24	75	453	29	10	83	22	11	14.7	1	0.07	0.2
2017	0.33	0.58	0.18	0.26	14	268	4	49	502	27	9	76	20	1	2	1	0.07	0.21
2018	0.32	0.7	0.17	0.19	15	283	5	49	551	28	9	73	14		0	2	0.13	0.28
2019	0.17	0.88	0.19	0.32	26	309	10	59	610	29	5	72	23	4	6.8	9	0.35	0.33

IF:	Impact Factor: C2Y / D2Y
AIF:	Average Impact Factor for series in RePEc in year y
CIF:	Cumulative impact factor
IF5:	Impact Factor: C5Y / D5Y
DOC:	Number of documents published in year y
CDO:	Cumulative number of documents published until year y
CIT:	Number of citations to papers published in year y
NCI:	Number of citations in year y
CCU:	Cumulative number of citations to papers published until 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:	selft citations in y to articles published in y-1 plus y-2
%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	2010	Efficiency of Microfinance Institutions: A Data Envelopment Analysis. (2010). Skully, Michael ; Pathan, Shams. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:17:y:2010:i:1:p:63-97. Full description at Econpapers \|\| Download paper	35
2	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	28
3	1997	Subordinated Market Index Models: A Comparison. (1997). Platen, Eckhard. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:4:y:1997:i:2:p:97-124. Full description at Econpapers \|\| Download paper	25
4	1998	Unconditional and Conditional Distributional Models for the Nikkei Index. (1998). Mittnik, Stefan. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:5:y:1998:i:2:p:99-128. Full description at Econpapers \|\| Download paper	21
5	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	20
6	2006	Monte Carlo Option Pricing for Tempered Stable (CGMY) Processes. (2006). TANKOV, PETER. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:13:y:2006:i:4:p:327-344. Full description at Econpapers \|\| Download paper	18
7	2004	A Fair Pricing Approach to Weather Derivatives. (2004). Platen, Eckhard. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:11:y:2004:i:1:p:23-53. Full description at Econpapers \|\| Download paper	18
8	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	17
9	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. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:10:y:2003:i:4:p:359-376. Full description at Econpapers \|\| Download paper	16
10	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	15
11	2003	A Class of Jump-Diffusion Bond Pricing Models within the HJM Framework. (2003). Nikitopoulos-Sklibosios, Christina. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:10:y:2003:i:2:p:87-127. Full description at Econpapers \|\| Download paper	13
12	2007	Causal and Dynamic Relationships among Stock Returns, Return Volatility and Trading Volume: Evidence from Emerging markets in South-East Asia. (2007). Gunasekarage, Abeyratna. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:14:y:2007:i:4:p:277-297. Full description at Econpapers \|\| Download paper	13
13	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	12
14	2010	Modelling Co-movements and Tail Dependency in the International Stock Market via Copulae. (2010). Platen, Eckhard. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:17:y:2010:i:3:p:261-302. Full description at Econpapers \|\| Download paper	11
15	2003	Price Linkages in Asian Equity Markets: Evidence Bordering the Asian Economic, Currency and Financial Crises. (2003). Worthington, Andrew ; Katsuura, Masaki. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:10:y:2003:i:1:p:29-44. Full description at Econpapers \|\| Download paper	10
16	1998	Transmission of Stock Returns and Volatility between the U.S. and Japan: Evidence from the Stock Index Futures Markets. (1998). . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:5:y:1998:i:3:p:211-225. Full description at Econpapers \|\| Download paper	9
17	1999	Pricing Options under Stochastic Interest Rates: A New Approach. (1999). . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:6:y:1999:i:1:p:49-70. Full description at Econpapers \|\| Download paper	9
18	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	9
19	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	8
20	2006	Portfolio optimization with a defaultable security. (2006). . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:13:y:2006:i:2:p:113-127. Full description at Econpapers \|\| Download paper	8
21	2009	Counterparty Risk for Credit Default Swaps: Markov Chain Interacting Intensities Model with Stochastic Intensity. (2009). . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:16:y:2009:i:3:p:169-181. Full description at Econpapers \|\| Download paper	8
22	2008	The Determinants of Bank Capital Ratios in a Developing Economy. (2008). Skully, Michael ; Ariff, Mohamed. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:15:y:2008:i:3:p:255-272. Full description at Econpapers \|\| Download paper	8
23	1998	The Impact of the U.S. and the Japanese Equity Markets on the Emerging Asia-Pacific Equity Markets. (1998). . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:5:y:1998:i:3:p:191-209. Full description at Econpapers \|\| Download paper	8
24	1998	Monthly Pattern and Portfolio Effect on Higher Moments of Stock Returns: Empirical Evidence from Hong Kong. (1998). . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:5:y:1998:i:3:p:275-307. Full description at Econpapers \|\| Download paper	7
25	1998	Econometric Analysis of a Continuous Time Multi-Factor Generalized Vasicek Term Structure Model: International Evidence. (1998). . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:5:y:1998:i:2:p:159-183. Full description at Econpapers \|\| Download paper	7
26	2016	Bond Market Development, Economic Growth and Other Macroeconomic Determinants: Panel VAR Evidence. (2016). Arvin, Mak ; Pradhan, Rudra P ; Hall, John H ; Nair, Mahendhiran ; Bennett, Sara E. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:23:y:2016:i:2:d:10.1007_s10690-016-9214-x. Full description at Econpapers \|\| Download paper	7
27	2004	Understanding the Implied Volatility Surface for Options on a Diversified Index. (2004). Platen, Eckhard. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:11:y:2004:i:1:p:55-77. Full description at Econpapers \|\| Download paper	7
28	2003	Productivity and Technical Change in Malaysian Banking: 1989â1998. (2003). Fausten, Dietrich. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:10:y:2003:i:2:p:205-237. Full description at Econpapers \|\| Download paper	7
29	2003	Investor Familiarity and Home Bias: Japanese Evidence. (2003). . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:10:y:2003:i:4:p:281-300. Full description at Econpapers \|\| Download paper	7
30	2011	A Note on Utility Maximization with Unbounded Random Endowment. (2011). . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:18:y:2011:i:1:p:89-103. Full description at Econpapers \|\| Download paper	6
31	2004	A Two-Factor Model for Low Interest Rate Regimes. (2004). Platen, Eckhard. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:11:y:2004:i:1:p:107-133. Full description at Econpapers \|\| Download paper	5
32	2010	Comparing Firm Failure Predictions Between Logit, KMV, and ZPP Models: Evidence from Taiwanâs Electronics Industry. (2010). Su, EnDer. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:17:y:2010:i:3:p:209-239. Full description at Econpapers \|\| Download paper	5
33	2005	Market Efficiency and Returns to Simple Technical Trading Rules: Further Evidence from U.S., U.K., Asian and Chinese Stock Markets. (2005). . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:12:y:2005:i:1:p:45-60. Full description at Econpapers \|\| Download paper	5
34	2006	Risk-neutral and actual default probabilities with an endogenous bankruptcy jump-diffusion model. (2006). . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:13:y:2006:i:1:p:11-39. Full description at Econpapers \|\| Download paper	5
35	2019	Term Structure Models During the Global Financial Crisis: A Parsimonious Text Mining Approach. (2019). Takahashi, Akihiko ; Sato, Seisho ; Nishimura, Kiyohiko G. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:26:y:2019:i:3:d:10.1007_s10690-018-09267-9. Full description at Econpapers \|\| Download paper	5
36	2006	Portfolio Optimization in Discontinuous Markets under Incomplete Information. (2006). . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:13:y:2006:i:4:p:373-394. Full description at Econpapers \|\| Download paper	5
37	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
38	2009	Dynamic Modeling of Tail Risk: Applications to China, Hong Kong and Other Asian Markets. (2009). . 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	2019	Asymptotic Expansion as Prior Knowledge in Deep Learning Method for High dimensional BSDEs. (2019). Takahashi, Masayuki ; Fujii, Masaaki. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:26:y:2019:i:3:d:10.1007_s10690-019-09271-7. Full description at Econpapers \|\| Download paper	4
40	2009	A Remark on a Singular Perturbation Method for Option Pricing Under a Stochastic Volatility Model. (2009). . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:16:y:2009:i:4:p:333-345. Full description at Econpapers \|\| Download paper	4
41	2007	An Asymptotic Expansion Approach to Currency Options with a Market Model of Interest Rates under Stochastic Volatility Processes of Spot Exchange Rates. (2007). . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:14:y:2007:i:1:p:69-121. Full description at Econpapers \|\| Download paper	4
42	2006	The Asian Financial Crisis and Investorsâ Risk Aversion. (2006). . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:13:y:2006:i:3:p:181-205. Full description at Econpapers \|\| Download paper	4
43	2009	Macroeconomic Implications of Term Structures of Interest Rates Under Stochastic Differential Utility with Non-Unitary EIS. (2009). Nozawa, Wataru. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:16:y:2009:i:3:p:231-263. Full description at Econpapers \|\| Download paper	4
44	1997	Abnormal 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. Full description at Econpapers \|\| Download paper	4
45	2010	On the Predictability of Japanese Stock Returns Using Dividend Yield. (2010). . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:17:y:2010:i:2:p:141-149. Full description at Econpapers \|\| Download paper	4
46	2013	Informed Futures Trading and Price Discovery: Evidence from Taiwan Futures and Stock Markets. (2013). Lee, Yi-Tsung ; Yang, Yun ; Wu, Wei-Shao . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:20:y:2013:i:3:p:219-242. Full description at Econpapers \|\| Download paper	4
47	2004	On Bayesian Value at Risk: From Linear to Non-Linear Portfolios. (2004). Tong, Howell ; Siu, Tak Kuen. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:11:y:2004:i:2:p:161-184. Full description at Econpapers \|\| Download paper	3
48	2006	Risk measures for derivatives with Markov-modulated pure jump processes. (2006). Siu, Tak Kuen. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:13:y:2006:i:2:p:129-149. Full description at Econpapers \|\| Download paper	3
49	2008	Regulations, Supervision Approaches and Acquisition Likelihood in the Asian Banking Industry. (2008). Pasiouras, Fotios ; Gaganis, Chrysovalantis. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:15:y:2008:i:2:p:135-154. Full description at Econpapers \|\| Download paper	3
50	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

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

#	Year	Title	Cited
1	2010	Efficiency of Microfinance Institutions: A Data Envelopment Analysis. (2010). Skully, Michael ; Pathan, Shams. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:17:y:2010:i:1:p:63-97. Full description at Econpapers \|\| Download paper	13
2	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	10
3	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	7
4	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	6
5	2019	Term Structure Models During the Global Financial Crisis: A Parsimonious Text Mining Approach. (2019). Takahashi, Akihiko ; Sato, Seisho ; Nishimura, Kiyohiko G. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:26:y:2019:i:3:d:10.1007_s10690-018-09267-9. Full description at Econpapers \|\| Download paper	5
6	2007	Causal and Dynamic Relationships among Stock Returns, Return Volatility and Trading Volume: Evidence from Emerging markets in South-East Asia. (2007). Gunasekarage, Abeyratna. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:14:y:2007:i:4:p:277-297. Full description at Econpapers \|\| Download paper	5
7	1997	Subordinated Market Index Models: A Comparison. (1997). Platen, Eckhard. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:4:y:1997:i:2:p:97-124. Full description at Econpapers \|\| Download paper	5
8	2006	Monte Carlo Option Pricing for Tempered Stable (CGMY) Processes. (2006). TANKOV, PETER. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:13:y:2006:i:4:p:327-344. Full description at Econpapers \|\| Download paper	5
9	2019	Asymptotic Expansion as Prior Knowledge in Deep Learning Method for High dimensional BSDEs. (2019). Takahashi, Masayuki ; Fujii, Masaaki. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:26:y:2019:i:3:d:10.1007_s10690-019-09271-7. Full description at Econpapers \|\| Download paper	4
10	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	4
11	2016	Bond Market Development, Economic Growth and Other Macroeconomic Determinants: Panel VAR Evidence. (2016). Arvin, Mak ; Pradhan, Rudra P ; Hall, John H ; Nair, Mahendhiran ; Bennett, Sara E. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:23:y:2016:i:2:d:10.1007_s10690-016-9214-x. Full description at Econpapers \|\| Download paper	4
12	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. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:10:y:2003:i:4:p:359-376. Full description at Econpapers \|\| Download paper	3
13	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	3
14	2010	Comparing Firm Failure Predictions Between Logit, KMV, and ZPP Models: Evidence from Taiwanâs Electronics Industry. (2010). Su, EnDer. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:17:y:2010:i:3:p:209-239. Full description at Econpapers \|\| Download paper	3
15	2008	The Determinants of Bank Capital Ratios in a Developing Economy. (2008). Skully, Michael ; Ariff, Mohamed. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:15:y:2008:i:3:p:255-272. Full description at Econpapers \|\| Download paper	3
16	2018	On the Effect of Bank of Japanâs Outright Purchase on the JGB Yield Curve. (2018). Nakano, Masafumi ; Tokioka, Takami ; Takahashi, Soichiro. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:25:y:2018:i:1:d:10.1007_s10690-018-9238-5. Full description at Econpapers \|\| Download paper	3
17	2013	Forecasting Long-Term Interest Rates with a General-Equilibrium Model of the Euro Area: What Role for Liquidity Services of Bonds?. (2013). Zagaglia, Paolo. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:20:y:2013:i:4:p:383-430. Full description at Econpapers \|\| Download paper	2

Citing documents used to compute impact factor: 5

Year	Title
2019	Does weather influence investor behavior, stock returns, and volatility? Evidence from the Greater China region. (2019). Shahzad, Farrukh . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:523:y:2019:i:c:p:525-543. Full description at Econpapers \|\| Download paper
2019	Corporate earnings sensitivity to FX volatility and currency exposure: evidence from Peru.. (2019). Humala, Alberto. In: Working Papers. RePEc:rbp:wpaper:2019-021. Full description at Econpapers \|\| Download paper
2019	Dynamic asymmetric spillovers and volatility interdependence on Chinaâs stock market. (2019). Qu, Fang ; Li, Wenqi ; Chen, Yufeng. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:523:y:2019:i:c:p:825-838. Full description at Econpapers \|\| Download paper
2019	Term Structure Models During the Global Financial Crisis: A Parsimonious Text Mining Approach. (2019). Takahashi, Akihiko ; Sato, Seisho ; Nishimura, Kiyohiko G. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:26:y:2019:i:3:d:10.1007_s10690-018-09267-9. Full description at Econpapers \|\| Download paper
2019	Islamic and conventional equity markets: Two sides of the same coin, or not?. (2019). , Walid. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:72:y:2019:i:c:p:191-205. Full description at Econpapers \|\| Download paper

Recent citations

Recent citations received in 2019

Year	Citing document
2019	Probabilistic Approach to Mean Field Games and Mean Field Type Control Problems with Multiple Populations. (2019). Fujii, Masaaki. In: Papers. RePEc:arx:papers:1911.11501. Full description at Econpapers \|\| Download paper
2019	Probabilistic Approach to Mean Field Games and Mean Field Type Control Problems with Multiple Populations. (2019). Fujii, Masaaki. In: CARF F-Series. RePEc:cfi:fseres:cf467. Full description at Econpapers \|\| Download paper
2019	Investor Attitudes and Term Structure Models under Extremely Low Interest Rate Environment: Theory and Evidence in Japan. (2019). Takahashi, Akihiko ; Saito, Taiga ; Nishimura, Kiyohiko G ; Nakatani, Souta. In: CARF F-Series. RePEc:cfi:fseres:cf470. Full description at Econpapers \|\| Download paper
2019	A novel approach to asset pricing with choice of probability measures. (2019). Takahashi, Akihiko ; Saito, Taiga. In: CARF F-Series. RePEc:cfi:fseres:cf471. Full description at Econpapers \|\| Download paper
2019	Bank income smoothing, institutions and corruption. (2019). Ozili, Peterson K. In: Research in International Business and Finance. RePEc:eee:riibaf:v:49:y:2019:i:c:p:82-99. Full description at Econpapers \|\| Download paper
2019	A Numerical Scheme for Expectations with First Hitting Time to Smooth Boundary. (2019). Okumura, Toshiki ; Ishigaki, Yuta ; Hishida, Yuji . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:26:y:2019:i:4:d:10.1007_s10690-019-09278-0. Full description at Econpapers \|\| Download paper
2019	Interest rate model with fundamental uncertaintiesTaiga Saito, Akihiko Takahashi. (2019). Takahashi, Akihiko ; Saito, Taiga. In: CIRJE F-Series. RePEc:tky:fseres:2019cf1131. Full description at Econpapers \|\| Download paper
2019	Probabilistic Approach to Mean Field Games and Mean Field Type Control Problems with Multiple Populations. (2019). Fujii, Masaaki. In: CIRJE F-Series. RePEc:tky:fseres:2019cf1133. Full description at Econpapers \|\| Download paper
2019	Investor Attitudes and Term Structure Models under Extremely Low Interest Rate Environment: Theory and Evidence in Japan. (2019). Takahashi, Akihiko ; Saito, Taiga ; Nishimura, Kiyohiko G ; Nakatani, Souta. In: CIRJE F-Series. RePEc:tky:fseres:2019cf1136. Full description at Econpapers \|\| Download paper

Recent citations received in 2018

Year	Citing document
2018	Stochastic Differential Game in High Frequency Market. (2018). Takahashi, Akihiko ; Saito, Taiga. In: CIRJE F-Series. RePEc:tky:fseres:2018cf1087. Full description at Econpapers \|\| Download paper
2018	Term Structure Models During the Global Financial Crisis: A Parsimonious Text Mining Approach. (2018). Takahashi, Akihiko ; Sato, Seisho ; Nishimura, Kiyohiko G. In: CIRJE F-Series. RePEc:tky:fseres:2018cf1101. Full description at Econpapers \|\| Download paper

Recent citations received in 2017

Year	Citing document
2017	Japan; Financial Sector Assessment Program-Technical Note-Systemic Risk Analysis and Stress Testing the Financial Sector. (2017). International Monetary Fund, . In: IMF Staff Country Reports. RePEc:imf:imfscr:17/285. Full description at Econpapers \|\| Download paper

Recent citations received in 2016

Year	Citing document
2016	Trading VIX futures under mean reversion with regime switching. (2016). Li, Jiao. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:03:y:2016:i:03:n:s2424786316500213. Full description at Econpapers \|\| Download paper

10 most frequent citing series

#	Series	H	Cites
1	Papers / arXiv.org	54	35
2	Asia-Pacific Financial Markets / Springer	12	17
3	CARF F-Series / Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo	15	15
4	CIRJE F-Series / CIRJE, Faculty of Economics, University of Tokyo	19	13
5	Economic Modelling / Elsevier	58	9
6	Insurance: Mathematics and Economics / Elsevier	44	8
7	Economics Bulletin / AccessEcon	32	7
8	MPRA Paper / University Library of Munich, Germany	90	6
9	Research in International Business and Finance / Elsevier	24	6
10	Finance and Stochastics / Springer	45	5
11	European Journal of Operational Research / Elsevier	91	5