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Citation Profile [Updated: 2023-01-07 21:26:51]
5 Years H Index
24
Impact Factor (IF)
1.26
5 Years IF
0.66
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
2004 0 0.57 0.17 0 18 18 23 3 3 0 0 1 33.3 3 0.17 0.35
2005 0.56 0.58 0.25 0.56 37 55 89 13 17 18 10 18 10 4 30.8 3 0.08 0.36
2006 0.27 0.58 0.21 0.27 32 87 44 18 35 55 15 55 15 1 5.6 2 0.06 0.34
2007 0.17 0.5 0.15 0.15 28 115 7 16 52 69 12 87 13 3 18.8 1 0.04 0.29
2008 0.17 0.58 0.17 0.18 28 143 30 22 77 60 10 115 21 2 9.1 0 0.3
2009 0.09 0.56 0.51 0.1 47 190 332 92 173 56 5 143 14 25 27.2 78 1.66 0.32
2010 0.79 0.51 0.52 0.4 39 229 278 115 291 75 59 172 69 18 15.7 14 0.36 0.29
2011 0.49 0.6 0.25 0.25 33 262 109 66 357 86 42 174 44 14 21.2 12 0.36 0.35
2012 0.68 0.65 0.43 0.44 33 295 136 127 484 72 49 175 77 26 20.5 20 0.61 0.34
2013 0.64 0.64 0.55 0.64 34 329 100 181 665 66 42 180 115 31 17.1 9 0.26 0.34
2014 0.54 0.65 0.45 0.52 21 350 67 155 822 67 36 186 96 34 21.9 9 0.43 0.34
2015 0.67 0.63 0.58 0.56 22 372 64 214 1036 55 37 160 90 58 27.1 24 1.09 0.35
2016 0.65 0.63 0.3 0.34 23 395 25 117 1153 43 28 143 49 18 15.4 1 0.04 0.34
2017 0.27 0.62 0.26 0.35 22 417 42 108 1262 45 12 133 47 16 14.8 9 0.41 0.34
2018 0.49 0.62 0.29 0.36 22 439 50 126 1388 45 22 122 44 17 13.5 1 0.05 0.35
2019 0.59 0.62 0.3 0.36 17 456 57 134 1526 44 26 110 40 21 15.7 12 0.71 0.37
2020 0.59 0.7 0.19 0.27 29 485 92 90 1617 39 23 106 29 12 13.3 20 0.69 0.72
2021 1.26 1.01 0.32 0.66 30 515 27 162 1780 46 58 113 75 20 12.3 10 0.33 0.42
IF: Two years Impact Factor: C2Y / D2Y
AIF: Average Impact Factor for all series in RePEc in year y
CIF: Cumulative impact factor
IF5: Five years 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
#YearTitleCited
12009Do 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

74
22010Market 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

66
32009The 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

49
42009Computation in an Asymptotic Expansion Method. (2009). Takahashi, Akihiko ; Toda, Masashi ; Takehara, Kohta . In: CARF F-Series. RePEc:cfi:fseres:cf149.

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49
52010Conditional 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

38
62012Deleveraging 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

35
72012A 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

32
82015Asymptotic Expansion Approach in Finance. (2015). Takahashi, Akihiko. In: CARF F-Series. RePEc:cfi:fseres:cf356.

Full description at Econpapers || Download paper

31
92009Multivariate Stochastic Volatility with Cross Leverage. (2009). Omori, Yasuhiro ; Ishihara, Tsunehiro . In: CARF F-Series. RePEc:cfi:fseres:cf191.

Full description at Econpapers || Download paper

30
102010A 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.

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29
112009Has 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.

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29
122011A 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.

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29
132012Analytical Approximation for Non-linear FBSDEs with Perturbation Scheme. (2012). Masaaki Fujii, Akihiko Takahashi, . In: CARF F-Series. RePEc:cfi:fseres:cf269.

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29
142018Bitcoin technical trading with artificial neural network. (2018). Nakano, Masafumi ; Takahashi, Soichiro. In: CARF F-Series. RePEc:cfi:fseres:cf441.

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28
152010Asset Bubbles, Endogenous Growth, and Financial Frictions. (2010). Hirano, Tomohiro ; Yanagawa, Noriyuki. In: CARF F-Series. RePEc:cfi:fseres:cf223.

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28
162018Bitcoin technical trading with artificial neural network. (2018). Takahashi, Soichiro ; Nakano, Masafumi. In: CARF F-Series. RePEc:cfi:fseres:cf430.

Full description at Econpapers || Download paper

28
172014Safe Asset Shortages and Asset Price Bubbles. (2014). Nikolov, Kalin ; Nakajima, Tomoyuki ; Aoki, Kosuke . In: CARF F-Series. RePEc:cfi:fseres:cf344.

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26
182020Online Consumption During the COVID-19 Crisis: Evidence from Japan. (2020). Omori, Yuki ; Watanabe, Tsutomu. In: CARF F-Series. RePEc:cfi:fseres:cf487.

Full description at Econpapers || Download paper

25
192010Why Did ?Zombie? Firms Recover in Japan?. (2010). nakamura, jun-ichi ; Fukuda, Shin-ichi. In: CARF F-Series. RePEc:cfi:fseres:cf224.

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24
202015Asymptotic Expansion for Forward-Backward SDEs. (2015). Fujii, Masaaki ; Takahashi, Akihiko. In: CARF F-Series. RePEc:cfi:fseres:cf372.

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24
212009Volatility 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

24
222009A 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.

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24
232012Perturbative Expansion of FBSDE in an Incomplete Market with Stochastic Volatility. (2012). Takahashi, Akihiko ; Fujii, Masaaki. In: CARF F-Series. RePEc:cfi:fseres:cf270.

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24
242020Average Inflation Targeting and the Interest Rate Lower Bound. (2020). Schmidt, Sebastian ; Nakata, Taisuke ; Budianto, Flora. In: CARF F-Series. RePEc:cfi:fseres:cf486.

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24
252010Choice of Collateral Currency. (2010). Takahashi, Akihiko ; Fujii, Masaaki. In: CARF F-Series. RePEc:cfi:fseres:cf239.

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23
262019Asymptotic Expansion as Prior Knowledge in Deep Learning Method for high dimensional BSDEs (Forthcoming in Asia-Pacific Financial Markets). (2019). Takahashi, Masayuki ; Fujii, Masaaki. In: CARF F-Series. RePEc:cfi:fseres:cf456.

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23
272015An Asymptotic Expansion of Forward-Backward SDEs with a Perturbed Driver. (2015). Takahashi, Akihiko ; Yamada, Toshihiro. In: CARF F-Series. RePEc:cfi:fseres:cf363.

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21
282015Perturbative Expansion Technique for Non-linear FBSDEs with Interacting Particle Method. (2015). Takahashi, Akihiko ; Fujii, Masaaki. In: CARF F-Series. RePEc:cfi:fseres:cf278.

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21
292017Creating Investment Scheme with State Space Modeling. (2017). Takahashi, Soichiro ; Nakano, Masafumi. In: CARF F-Series. RePEc:cfi:fseres:cf406.

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19
302009A 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.

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19
312011A General Computation Scheme for a High-Order Asymptotic Expansion Method. (2011). Takahashi, Akihiko ; Toda, Masashi ; Takehara, Kohta . In: CARF F-Series. RePEc:cfi:fseres:cf242.

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18
322010APPLICATION OF A HIGH-ORDER ASYMPTOTIC EXPANSION SCHEME TO LONG-TERM CURRENCY OPTIONS. (2010). Takahashi, Akihiko ; Toda, Masashi ; Takehara, Kohta . In: CARF F-Series. RePEc:cfi:fseres:cf225.

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17
332013How Much Do Official Price Indexes Tell Us About Inflation?. (2013). Weinstein, David ; Handbury, Jessie ; Watanabe, Tsutomu. In: CARF F-Series. RePEc:cfi:fseres:cf328.

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15
342020A Mean Field Game Approach to Equilibrium Pricing with Market Clearing Condition. (2020). Fujii, Masaaki ; Takahashi, Akihiko. In: CARF F-Series. RePEc:cfi:fseres:cf473.

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15
352009IMF Bank-Restructuring Efficiency Outcomes: Evidence from East Asia. (2009). Ariff, Mohamed ; Can, Luc . In: CARF F-Series. RePEc:cfi:fseres:cf148.

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15
362005Bank Health and Investment: An Analysis of Unlisted Companies in Japan. (2005). Nakajima, Jouchi ; Fukuda, Shin-ichi ; Kasuya, Munehisa. In: CARF F-Series. RePEc:cfi:fseres:cf029.

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14
372014The Structure and Evolution of Buyer-Supplier Networks. (2014). Mizuno, Takayuki ; Souma, Wataru ; Watanabe, Tsutomu. In: CARF F-Series. RePEc:cfi:fseres:cf339.

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14
382013Behavioral Approach to Repeated Games with Private Monitoring. (2013). Matsushima, Hitoshi ; Toyama, Tomohisa ; Tanaka, Tomomi . In: CARF F-Series. RePEc:cfi:fseres:cf309.

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14
392012Pricing Multi-Asset Cross Currency Options. (2012). Takahashi, Akihiko ; Shiraya, Kenichiro. In: CARF F-Series. RePEc:cfi:fseres:cf290.

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14
402009The 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.

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14
412012Pricing Multi-Asset Cross Currency Options. (2012). Takahashi, Akihiko ; Shiraya, Kenichiro. In: CARF F-Series. RePEc:cfi:fseres:cf276.

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14
422019Probabilistic 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.

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13
432005Saving 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.

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13
442005Trade Credit, Bank Loans, and Monitoring: Evidence from Japan. (2005). Ramseyer, John ; Miwa, Yoshiro. In: CARF F-Series. RePEc:cfi:fseres:cf054.

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13
452009Modelling 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.

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13
462009Daily Tourist Arrivals, Exchange Rates and Volatility for Korea and Taiwan. (2009). McAleer, Michael ; Chang, Chia-Lin. In: CARF F-Series. RePEc:cfi:fseres:cf192.

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13
472005Public 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.

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12
482010Ranking Multivariate GARCH Models by Problem Dimension. (2010). McAleer, Michael ; Caporin, Massimiliano. In: CARF F-Series. RePEc:cfi:fseres:cf219.

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12
492011Analytical Approximation for Non-linear FBSDEs with Perturbation Scheme. (2011). Takahashi, Akihiko ; Fujii, Masaaki. In: CARF F-Series. RePEc:cfi:fseres:cf248.

Full description at Econpapers || Download paper

12
502012How Fast Are Prices in Japan Falling?. (2012). Shimizu, Chihiro ; Watanabe, Tsutomu ; Imai, Satoshi . In: CARF F-Series. RePEc:cfi:fseres:cf298.

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12
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12020Online Consumption During the COVID-19 Crisis: Evidence from Japan. (2020). Omori, Yuki ; Watanabe, Tsutomu. In: CARF F-Series. RePEc:cfi:fseres:cf487.

Full description at Econpapers || Download paper

25
22020Average Inflation Targeting and the Interest Rate Lower Bound. (2020). Schmidt, Sebastian ; Nakata, Taisuke ; Budianto, Flora. In: CARF F-Series. RePEc:cfi:fseres:cf486.

Full description at Econpapers || Download paper

24
32019Asymptotic Expansion as Prior Knowledge in Deep Learning Method for high dimensional BSDEs (Forthcoming in Asia-Pacific Financial Markets). (2019). Takahashi, Masayuki ; Fujii, Masaaki. In: CARF F-Series. RePEc:cfi:fseres:cf456.

Full description at Econpapers || Download paper

21
42018Bitcoin technical trading with artificial neural network. (2018). Takahashi, Soichiro ; Nakano, Masafumi. In: CARF F-Series. RePEc:cfi:fseres:cf430.

Full description at Econpapers || Download paper

17
52018Bitcoin technical trading with artificial neural network. (2018). Nakano, Masafumi ; Takahashi, Soichiro. In: CARF F-Series. RePEc:cfi:fseres:cf441.

Full description at Econpapers || Download paper

17
62010Why Did ?Zombie? Firms Recover in Japan?. (2010). nakamura, jun-ichi ; Fukuda, Shin-ichi. In: CARF F-Series. RePEc:cfi:fseres:cf224.

Full description at Econpapers || Download paper

16
72020A Mean Field Game Approach to Equilibrium Pricing with Market Clearing Condition. (2020). Fujii, Masaaki ; Takahashi, Akihiko. In: CARF F-Series. RePEc:cfi:fseres:cf473.

Full description at Econpapers || Download paper

15
82019Probabilistic 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

13
92021Covid-19 and Output in Japan. (2021). Nakata, Taisuke ; Fujii, Daisuke. In: CARF F-Series. RePEc:cfi:fseres:cf505.

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11
102010Market 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
112015Asymptotic Expansion Approach in Finance. (2015). Takahashi, Akihiko. In: CARF F-Series. RePEc:cfi:fseres:cf356.

Full description at Econpapers || Download paper

9
122020Interest Rate Model with Investor Attitude and Text Mining (Published in IEEE Access). (2020). Takahashi, Akihiko ; Saito, Taiga ; Nishimura, Kiyohiko G ; Nakatani, Souta. In: CARF F-Series. RePEc:cfi:fseres:cf479.

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8
132020A Finite Agent Equilibrium in an Incomplete Market and its Strong Convergence to the Mean-Field Limit. (2020). Takahashi, Akihiko ; Fujii, Masaaki. In: CARF F-Series. RePEc:cfi:fseres:cf495.

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8
142012Deleveraging 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

7
152009Volatility 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

6
162009Multivariate Stochastic Volatility with Cross Leverage. (2009). Omori, Yasuhiro ; Ishihara, Tsunehiro . In: CARF F-Series. RePEc:cfi:fseres:cf191.

Full description at Econpapers || Download paper

6
172011A 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

6
182010A 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
192021Japans Voluntary Lockdown: Further Evidence Based on Age-Specific Mobile Location Data. (2021). Yabu, Tomoyoshi ; Watanabe, Tsutomu. In: CARF F-Series. RePEc:cfi:fseres:cf508.

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5
202015An 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

4
212015Asymptotic Expansion for Forward-Backward SDEs. (2015). Fujii, Masaaki ; Takahashi, Akihiko. In: CARF F-Series. RePEc:cfi:fseres:cf372.

Full description at Econpapers || Download paper

4
222017Creating Investment Scheme with State Space Modeling. (2017). Takahashi, Soichiro ; Nakano, Masafumi. In: CARF F-Series. RePEc:cfi:fseres:cf406.

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4
232019Stochastic Differential Game in High Frequency Market (Forthcoming in Automatica). (2019). Takahashi, Akihiko ; Saito, Taiga. In: CARF F-Series. RePEc:cfi:fseres:cf451.

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4
242017Derivatives Pricing with Market Impact and Limit Order Book. (2017). Saito, Taiga ; Takahashi, Akihiko. In: CARF F-Series. RePEc:cfi:fseres:cf385.

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4
252018The role of accounting conservatism in executive compensation contracts (Forthcoming in Journal of Business Finance and Accounting). (2018). Iwasaki, Takuya ; Shuto, Akinobu ; Shiiba, Atsushi ; Otomasa, Shota. In: CARF F-Series. RePEc:cfi:fseres:cf370.

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4
262011Analytical Approximation for Non-linear FBSDEs with Perturbation Scheme. (2011). Takahashi, Akihiko ; Fujii, Masaaki. In: CARF F-Series. RePEc:cfi:fseres:cf248.

Full description at Econpapers || Download paper

4
272019How Large is the Demand for Money at the ZLB? Evidence from Japan. (2019). Yabu, Tomoyoshi ; Watanabe, Tsutomu. In: CARF F-Series. RePEc:cfi:fseres:cf465.

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4
282020Mechanism Design with Blockchain Enforcement. (2020). Matsushima, Hitoshi ; Noda, Shunya. In: CARF F-Series. RePEc:cfi:fseres:cf474.

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4
292020Japan’s Voluntary Lockdown. (2020). Yabu, Tomoyoshi ; Watanabe, Tsutomu. In: CARF F-Series. RePEc:cfi:fseres:cf492.

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4
302019Investor 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.

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4
312014Safe Asset Shortages and Asset Price Bubbles. (2014). Nikolov, Kalin ; Nakajima, Tomoyuki ; Aoki, Kosuke . In: CARF F-Series. RePEc:cfi:fseres:cf344.

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4
322018The Demand for Money at the Zero Interest Rate Bound. (2018). Yabu, Tomoyoshi ; Watanabe, Tsutomu. In: CARF F-Series. RePEc:cfi:fseres:cf444.

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3
332018Implementation without Expected Utility: Ex-Post Verifiability. (2018). Matsushima, Hitoshi. In: CARF F-Series. RePEc:cfi:fseres:cf443.

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3
342020Implementation, Honesty, and Common Knowledge. (2020). Matsushima, Hitoshi. In: CARF F-Series. RePEc:cfi:fseres:cf500.

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3
352010Conditional 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.

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3
362020The Welfare Implications of Massive Money Injection: The Japanese Experience from 2013 to 2020. (2020). Watanabe, Tsutomu. In: CARF F-Series. RePEc:cfi:fseres:cf493.

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3
372015Financial Disintermediation and Financial Fragility. (2015). Nikolov, Kalin ; Aoki, Kosuke . In: CARF F-Series. RePEc:cfi:fseres:cf374.

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2
382021Equilibrium Price Formation with a Major Player and its Mean Field Limit. (2021). Takahashi, Akihiko ; Fujii, Masaaki. In: CARF F-Series. RePEc:cfi:fseres:cf509.

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2
392020A new investment method with AutoEncoder: Applications to crypto currencies(Forthcoming in Expert Systems with Applications). (2020). Takahashi, Akihiko ; Nakano, Masafumi. In: CARF F-Series. RePEc:cfi:fseres:cf489.

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2
402016Who buys what, where: Reconstruction of the international trade flows by commodity and industry. (2016). Watanabe, Tsutomu ; Ikeda, Yuichi . In: CARF F-Series. RePEc:cfi:fseres:cf393.

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2
412017Portfolio Choice and Its Predictions on Japanese Municipalities in the 2040s. (2017). Nishimura, Kiyohiko G ; Tamai, Yoshihiro ; Shimizu, Chihiro. In: CARF F-Series. RePEc:cfi:fseres:cf404.

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2
422013Behavioral Approach to Repeated Games with Private Monitoring. (2013). Matsushima, Hitoshi ; Toyama, Tomohisa ; Tanaka, Tomomi . In: CARF F-Series. RePEc:cfi:fseres:cf309.

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2
432018An approximation formula for normal implied volatility under general local stochastic volatility models. (2018). Shiraya, Kenichiro ; Karami, Yasaman. In: CARF F-Series. RePEc:cfi:fseres:cf427.

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2
442021Online Consumption During and After the COVID-19 Pandemic: Evidence from Japan. (2021). Watanabe, Tsutomu ; Omori, Yuki. In: CARF F-Series. RePEc:cfi:fseres:cf524.

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2
452013How Much Do Official Price Indexes Tell Us About Inflation?. (2013). Weinstein, David ; Handbury, Jessie ; Watanabe, Tsutomu. In: CARF F-Series. RePEc:cfi:fseres:cf328.

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2
462009The Ten Commandments for Optimizing Value-at-Risk and Daily Capital Charges. (2009). McAleer, Michael. In: CARF F-Series. RePEc:cfi:fseres:cf164.

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2
472020The Effects of QQE on Long-run Inflation Expectations in Japan. (2020). Soma, Naoto ; Shintani, Mototsugu. In: CARF F-Series. RePEc:cfi:fseres:cf494.

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2
482021Identifying the Source of Information Rigidities in the Expectations Formation Process. (2021). Ueda, Kozo ; Shintani, Mototsugu. In: CARF F-Series. RePEc:cfi:fseres:cf516.

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2
492021Auctions with Ethical Concerns. (2021). Matsushima, Hitoshi. In: CARF F-Series. RePEc:cfi:fseres:cf515.

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2
502013Why are product prices in online markets not converging?. (2013). Mizuno, Takayuki ; Watanabe, Tsutomu. In: CARF F-Series. RePEc:cfi:fseres:cf314.

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Citing documents used to compute impact factor: 58
YearTitle
2021A Finite Agent Equilibrium in an Incomplete Market and its Strong Convergence to the Mean-Field Limit. (2020). Takahashi, Akihiko ; Fujii, Masaaki. In: Papers. RePEc:arx:papers:2010.09186.

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2021Deep Learning for Principal-Agent Mean Field Games. (2021). Chen, Yichao ; Shrivats, Arvind ; Campbell, Steven ; Jaimungal, Sebastian. In: Papers. RePEc:arx:papers:2110.01127.

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2021Strong Convergence to the Mean-Field Limit of A Finite Agent Equilibrium. (2021). Takahashi, Akihiko ; Fujii, Masaaki. In: CIRJE F-Series. RePEc:tky:fseres:2021cf1180.

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2021Equilibrium Price Formation with a Major Player and its Mean Field Limit. (2021). Takahashi, Akihiko ; Fujii, Masaaki. In: CARF F-Series. RePEc:cfi:fseres:cf509.

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2021Equilibrium Price Formation with a Major Player and its Mean Field Limit. (2021). Takahashi, Akihiko ; Fujii, Masaaki. In: CIRJE F-Series. RePEc:tky:fseres:2021cf1162.

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2021A Mean Field Game Approach to Equilibrium Pricing with Market Clearing Condition. (2021). Takahashi, Akihiko ; Fujii, Masaaki. In: CARF F-Series. RePEc:cfi:fseres:cf521.

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2021A Mean Field Game Approach to Equilibrium Pricing with Market Clearing Condition. (2021). Takahashi, Akihiko ; Fujii, Masaaki. In: CIRJE F-Series. RePEc:tky:fseres:2021cf1177.

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2021Teamwise Mean Field Competitions. (2020). Zhang, Yuchong ; Yu, Xiang ; Zhou, Zhou. In: Papers. RePEc:arx:papers:2006.14472.

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2021A Mean Field Game Approach to Equilibrium Pricing with Market Clearing Condition. (2020). Takahashi, Akihiko ; Fujii, Masaaki. In: Papers. RePEc:arx:papers:2003.03035.

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2021Solving high-dimensional optimal stopping problems using deep learning. (2019). Welti, Timo ; Jentzen, Arnulf ; Cheridito, Patrick ; Becker, Sebastian. In: Papers. RePEc:arx:papers:1908.01602.

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2021Deep xVA solver -- A neural network based counterparty credit risk management framework. (2020). Gnoatto, Alessandro ; Reisinger, Christoph ; Picarelli, Athena. In: Papers. RePEc:arx:papers:2005.02633.

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2021Dynamic Factor, Leverage and Realized Covariances in Multivariate Stochastic Volatility. (2021). Tsuchida, Yoshifumi ; Takahashi, Akihiko ; Yamada, Toshihiro. In: CIRJE F-Series. RePEc:tky:fseres:2021cf1159.

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2021Neural networks-based algorithms for stochastic control and PDEs in finance. (2021). Warin, Xavier ; Germain, Maximilien ; Pham, Huyen. In: Papers. RePEc:arx:papers:2101.08068.

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2021A new efficient approximation scheme for solving high-dimensional semilinear PDEs: control variate method for Deep BSDE solver. (2021). Takahashi, Akihiko ; Tsuchida, Yoshifumi ; Yamada, Toshihiro. In: Papers. RePEc:arx:papers:2101.09890.

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2021Neural networks-based algorithms for stochastic control and PDEs in finance *. (2021). Germain, Maximilien ; Pham, Huyen ; Warin, Xavier. In: Working Papers. RePEc:hal:wpaper:hal-03115503.

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2021Asymptotic Expansion and Deep Neural Networks Overcome the Curse of Dimensionality in the Numerical Approximation of Kolmogorov Partial Differential Equations with Nonlinear Coefficients. (2021). Yamada, Toshihiro ; Takahashi, Akihiko. In: CIRJE F-Series. RePEc:tky:fseres:2021cf1167.

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2021Neural networks-based algorithms for stochastic control and PDEs in finance *. (2021). Warin, Xavier ; Pham, Huyen ; Germain, Maximilien. In: Post-Print. RePEc:hal:journl:hal-03115503.

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2021Optimal market-Making strategies under synchronised order arrivals with deep neural networks. (2021). Zheng, Harry ; Lee, Kyungsub ; Jang, Hyun Jin ; Choi, So Eun. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:125:y:2021:i:c:s0165188921000336.

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2021Deep Asymptotic Expansion with Weak Approximation. (2021). Iguchi, Yuga ; Yamada, Toshihiro ; Takahashi, Akihiko ; Okano, Yusuke ; Naito, Riu. In: CIRJE F-Series. RePEc:tky:fseres:2021cf1178.

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2021Deep Asymptotic Expansion with Weak Approximation . (2021). Yamada, Toshihiro ; Takahashi, Akihiko ; Okano, Yusuke ; Naito, Riu ; Iguchi, Yuga. In: CIRJE F-Series. RePEc:tky:fseres:2021cf1168.

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2021Deep Asymptotic Expansion: Application to Financial Mathematics(forthcoming in proceedings of IEEE CSDE 2021). (2021). Iguchi, Yuga ; Yamada, Toshihiro ; Takahashi, Akihiko ; Okano, Yusuke ; Naito, Riu. In: CARF F-Series. RePEc:cfi:fseres:cf523.

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2021The Welfare Implications of Massive Money Injection: The Japanese Experience from 2013 to 2020. (2021). Watanabe, Tsutomu. In: Asian Economic Policy Review. RePEc:bla:asiapr:v:16:y:2021:i:2:p:224-242.

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2021Epistemological Mechanism Design (Revised version of CARF-F-496). (2020). Matsushima, Hitoshi ; Noda, Shunya. In: CARF F-Series. RePEc:cfi:fseres:cf498.

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2021Epistemological Implementation of Social Choice Functions. (2021). Matsushima, Hitoshi. In: CARF F-Series. RePEc:cfi:fseres:cf518.

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2021Portfolio Optimization with Choice of a Probability Measure. (2021). Saito, Taiga ; Takahashi, Akihiko. In: CIRJE F-Series. RePEc:tky:fseres:2021cf1165.

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2021Equilibrium Multi-Agent Model with Heterogeneous Views on Fundamental Risks. (2021). Takahashi, Akihiko ; Saito, Taiga ; Kizaki, Keisuke. In: CIRJE F-Series. RePEc:tky:fseres:2021cf1173.

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2021On robustness of average inflation targeting. (2021). Honkapohja, Seppo ; McClung, Nigel. In: Research Discussion Papers. RePEc:bof:bofrdp:2021_006.

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2021Should the ECB Adjust its Strategy in the Face of a Lower r*?. (2021). Matheron, Julien ; LE BIHAN, Hervé ; Andrade, Philippe ; Jordi, Gali. In: Working papers. RePEc:bfr:banfra:811.

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2021Macroeconomic stabilisation and monetary policy effectiveness in a low-interest-rate environment. (2021). Schmidt, Sebastian ; Coenen, Günter ; Montes-Galdon, Carlos. In: Working Paper Series. RePEc:ecb:ecbwps:20212572.

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2021The ECB’s price stability framework: past experience, and current and future challenges. (2021). Zevi, Giordano ; Weber, Henning ; Schmidt, Sebastian ; Ristiniemi, Annukka ; Pisani, Massimiliano ; Nikolov, Kalin ; Meyler, Aidan ; Matheron, Julien ; Mazelis, Falk ; Locarno, Alberto ; Hurtado, Samuel ; Giesen, Sebastian ; Gautier, Erwan ; Ehrmann, Michael ; Coenen, Günter ; Aguilar, Pablo ; Cecion, Martina ; Dupraz, Stephane ; Sturm, Michael ; Hoffmann, Mathias ; Gomes, Sandra ; Rannenberg, Ansgar ; Pavlova, Lora ; Ioannidis, Michael ; Monch, Emanuel ; Hammermann, Felix ; Maletic, Matjaz ; Al-Haschimi, Alexander ; Kontulainen, Jarmo ; Dobrew, Michael ; Stevens, Arnoud ; Cleanthous, Lena ; Scheer, Alexander ; Gilbert, Niels ; Kok, Christoffer ; Papageorgiou, Dimitris ; Hutchinson, John ; Haavio, Markus ; Lojsc
2021Determinacy and E-stability with interest rate rules at the zero lower bound. (2021). Eo, Yunjong ; McClung, Nigel. In: Research Discussion Papers. RePEc:bof:bofrdp:2021_014.

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2021Revisiting monetary policy objectives and strategies: international experience and challenges from the ELB. (2021). Pisani, Massimiliano ; Notarpietro, Alessandro ; Grasso, Adriana ; Cecioni, Martina. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_660_21.

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2021Monetary policy strategies in the New Normal: A model-based analysis for the euro area. (2021). Pisani, Massimiliano ; Notarpietro, Alessandro ; Busetti, Fabio ; Neri, Stefano. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:70:y:2021:i:c:s0164070421000665.

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2021Should the ECB adjust its strategy in the face of a lower r??. (2021). Matheron, Julien ; le Bihan, Herve ; Gali, Jordi ; Andrade, Philippe. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:132:y:2021:i:c:s0165188921001421.

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2021Macroeconomic stabilisation and monetary policy effectiveness in a low-interest-rate environment. (2021). Coenen, Günter ; Schmidt, Sebastian ; Montes-Galdon, Carlos. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:132:y:2021:i:c:s0165188921001408.

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2021Macroeconomic stabilisation and monetary policy effectiveness in a low-interest-rate environment. (2021). Schmidt, Sebastian ; Coenen, Günter ; Montes-Galdon, Carlos. In: CFS Working Paper Series. RePEc:zbw:cfswop:656.

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2021Should the ECB Adjust Its Strategy in the Face of a Lower r*?. (2021). Matheron, Julien ; LE BIHAN, Hervé ; Andrade, Philippe ; Gali, Jordi. In: Working Papers. RePEc:fip:fedbwp:93688.

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2021Unemployment risk, liquidity traps and monetary policy. (2021). Oh, Joonseok ; Bonciani, Dario. In: Bank of England working papers. RePEc:boe:boeewp:0920.

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2021.

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2021Assessment of environmental and economic benefits of packaging waste system in Italy. (2021). Croci, Edoardo ; Colelli, Francesco. In: ECONOMICS AND POLICY OF ENERGY AND THE ENVIRONMENT. RePEc:fan:efeefe:v:html10.3280/efe2021-001003.

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2021Who suffers from the COVID-19 shocks? Labor market heterogeneity and welfare consequences in Japan. (2021). Kikuchi, Shinnosuke ; Kitao, Sagiri ; Mikoshiba, Minamo. In: Journal of the Japanese and International Economies. RePEc:eee:jjieco:v:59:y:2021:i:c:s088915832030054x.

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2021The effect of COVID-19 lockdown and the subsequent reopening on consumption in Iran. (2021). Hoseini, Mohammad ; Valizadeh, Abolmohsen. In: Review of Economics of the Household. RePEc:kap:reveho:v:19:y:2021:i:2:d:10.1007_s11150-021-09557-8.

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2021The impact of COVID-19 on international trade: Evidence from the first shock. (2021). Mukunoki, Hiroshi ; Hayakawa, Kazunobu. In: Journal of the Japanese and International Economies. RePEc:eee:jjieco:v:60:y:2021:i:c:s0889158321000149.

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2021The role of cognitive and affective responses in the relationship between internal and external stimuli on online impulse buying behavior. (2021). Asadi, Neda Sharifi ; Kimiagari, Salman. In: Journal of Retailing and Consumer Services. RePEc:eee:joreco:v:61:y:2021:i:c:s0969698921001338.

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2021Online consumer resilience during a pandemic: An exploratory study of e-commerce behavior before, during and after a COVID-19 lockdown. (2021). Arnaud, Jean Brice ; Fosso-Wamba, Samuel ; Guthrie, Cameron. In: Journal of Retailing and Consumer Services. RePEc:eee:joreco:v:61:y:2021:i:c:s0969698921001363.

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2021COVID-19 and the Demand for Online Grocery Shopping: Empirical Evidence from the Netherlands. (2021). Groenewegen, Jesse ; Baarsma, Barbara. In: De Economist. RePEc:kap:decono:v:169:y:2021:i:4:d:10.1007_s10645-021-09389-y.

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2021The English Patient: Evaluating Local Lockdowns Using Real-Time COVID-19 & Consumption Data. (2020). Gathergood, John ; Guttman-Kenney, Benedict. In: Papers. RePEc:arx:papers:2010.04129.

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2021Online Consumption During and After the COVID-19 Pandemic: Evidence from Japan. (2021). Watanabe, Tsutomu ; Omori, Yuki. In: Working Papers on Central Bank Communication. RePEc:upd:utmpwp:035.

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2021Online Consumption During and After the COVID-19 Pandemic: Evidence from Japan. (2021). Watanabe, Tsutomu ; Omori, Yuki. In: CARF F-Series. RePEc:cfi:fseres:cf524.

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2021Aspectos estratégicos en economía digital, comercio electrónico y sistemas de pagos. (2021). Cervera, Claudia Malcon ; de la Vega, Jose Gerardo. In: Revista de Investigación en ciencias contables y Administrativas. RePEc:snh:journl:v:6:y:2021:i:2:p:44-61.

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2021.

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2021Changes in Consumption in the Early COVID-19 Era: Zip-Code Level Evidence from the U.S.. (2021). YILMAZKUDAY, HAKAN. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:10:p:478-:d:653627.

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2021Epidemic and Economic Consequences of Voluntary and Request-based Lockdowns in Japan. (2021). Hosono, Kaoru. In: Journal of the Japanese and International Economies. RePEc:eee:jjieco:v:61:y:2021:i:c:s0889158321000265.

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2021Comment on “The Welfare Implications of Massive Money Injection: The Japanese Experience from 2013 to 2020”. (2021). Fukao, Mitsuhiro. In: Asian Economic Policy Review. RePEc:bla:asiapr:v:16:y:2021:i:2:p:245-246.

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2021The Post?Abenomics Japanese Economy: Editors Overview. (2021). Urata, Shujiro ; McKenzie, Colin ; Iwata, Kazumasa ; Ito, Takatoshi. In: Asian Economic Policy Review. RePEc:bla:asiapr:v:16:y:2021:i:2:p:169-189.

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2021An Assessment of Abenomics: Evolution and Achievements. (2021). Ito, Takatoshi. In: Asian Economic Policy Review. RePEc:bla:asiapr:v:16:y:2021:i:2:p:190-219.

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2021The macroeconomic effects of monetary policy: Evidence from Japan. (2021). Kondo, Yoshihiro ; Nagao, Ryoya ; Nakazono, Yoshiyuki. In: Journal of the Japanese and International Economies. RePEc:eee:jjieco:v:61:y:2021:i:c:s0889158321000289.

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2021Motives and implementation with rights structures. (2021). Savva, Foivos. In: Economics Letters. RePEc:eee:ecolet:v:204:y:2021:i:c:s0165176521001907.

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Recent citations
Recent citations received in 2021

YearCiting document
2021Assignments with Ethical Concerns. (2021). Matsushima, Hitoshi. In: CARF F-Series. RePEc:cfi:fseres:cf514.

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2021Auctions with Ethical Concerns. (2021). Matsushima, Hitoshi. In: CARF F-Series. RePEc:cfi:fseres:cf515.

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2021Epistemological Implementation of Social Choice Functions. (2021). Matsushima, Hitoshi. In: CARF F-Series. RePEc:cfi:fseres:cf518.

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2021A Mean Field Game Approach to Equilibrium Pricing with Market Clearing Condition. (2021). Takahashi, Akihiko ; Fujii, Masaaki. In: CARF F-Series. RePEc:cfi:fseres:cf521.

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2021The macroeconomics of COVID-19 exit strategy: the case of Japan. (2021). Kubota, So. In: The Japanese Economic Review. RePEc:spr:jecrev:v:72:y:2021:i:4:d:10.1007_s42973-021-00091-x.

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2021Epidemics and Macroeconomic Dynamics. (2021). Hamano, Masashige ; Katayama, Munechika. In: Working Papers. RePEc:tcr:wpaper:e162.

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2021A Mean Field Game Approach to Equilibrium Pricing with Market Clearing Condition. (2021). Takahashi, Akihiko ; Fujii, Masaaki. In: CIRJE F-Series. RePEc:tky:fseres:2021cf1177.

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2021Household Expenditures and the Effective Reproduction Number in Japan: Regression Analysis. (2021). Tomura, Hajime. In: Working Papers. RePEc:wap:wpaper:2107-1.

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Recent citations received in 2020

YearCiting document
2020Price formation and optimal trading in intraday electricity markets with a major player. (2020). Tankov, Peter ; Tinsi, Laura. In: Papers. RePEc:arx:papers:2011.07655.

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2020Levelling Down and the COVID-19 Lockdowns: Uneven Regional Recovery in UK Consumer Spending. (2020). Guttman-Kenney, Benedict ; Gathergood, John ; Stewart, Neil ; Quispe-Torreblanca, Edika ; Gunzinger, Fabian . In: Papers. RePEc:arx:papers:2012.09336.

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2020Monetary policy strategies in the New Normal: a model-based analysis for the euro area. (2020). Pisani, Massimiliano ; Notarpietro, Alessandro ; Neri, Stefano ; Busetti, Fabio. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1308_20.

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2020Who Suffers from the COVID-19 Shocks? Labor Market Heterogeneity and Welfare Consequences in Japan. (2020). Kikuchi, Shinnosuke ; Mikoshiba, Minamo ; Kitao, Sagiri. In: CARF F-Series. RePEc:cfi:fseres:cf490.

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2020A Finite Agent Equilibrium in an Incomplete Market and its Strong Convergence to the Mean-Field Limit. (2020). Takahashi, Akihiko ; Fujii, Masaaki. In: CARF F-Series. RePEc:cfi:fseres:cf495.

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2020Unique Information Elicitation. (2020). Matsushima, Hitoshi ; Noda, Shunya. In: CARF F-Series. RePEc:cfi:fseres:cf496.

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2020Probabilistic Approach to Mean Field Games and Mean Field Type Control Problems with Multiple Populations. (2020). Fujii, Masaaki. In: CARF F-Series. RePEc:cfi:fseres:cf497.

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2020Who Suffers from the COVID-19 Shocks? Labor Market Heterogeneity and Welfare Consequences in Japan. (2020). Kikuchi, Shinnosuke ; Minamo, Mikoshiba ; Sagiri, Kitao ; Shinnosuke, Kikuchi. In: Discussion papers. RePEc:eti:dpaper:20064.

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2020Simulating the Impacts of Interregional Mobility Restriction on the Spatial Spread of COVID-19 in Japan. (2020). Keisuke, Kondo. In: Discussion papers. RePEc:eti:dpaper:20089.

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2020Fiscal Responses to the COVID-19 Crisis in Japan: The First Six Months. (2020). Ando, Michihito ; Kazuhiko, Sumiya ; Daigo, NAKATA ; Chishio, Furukawa ; Michihito, Ando. In: Policy Discussion Papers. RePEc:eti:polidp:20018.

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2020Consumer Adoption of Online Food Delivery Ordering (OFDO) Services in Pakistan: The Impact of the COVID-19 Pandemic Situation. (2020). Usama, Hafiz Muhammad ; Khalid, Nadeem. In: JOItmC. RePEc:gam:joitmc:v:7:y:2020:i:1:p:10-:d:472750.

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2020Price Formation and Optimal Trading in Intraday Electricity Markets with a Major Player. (2020). Tinsi, Laura ; Tankov, Peter ; Feron, Olivier. In: Risks. RePEc:gam:jrisks:v:8:y:2020:i:4:p:133-:d:457902.

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2020Impacts of the COVID-19 Pandemic on Life of Higher Education Students: A Global Perspective. (2020). Aristovnik, Aleksander ; Keri, Damijana ; Umek, Lan ; Tomaevi, Nina ; Ravelj, Dejan. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:20:p:8438-:d:427303.

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2020Reusing Newspaper Kiosks for Last-Mile Delivery in Urban Areas. (2020). Acebes, Fernando ; Villafaez, Felix ; Gonzalez-Varona, Jose M ; Poza, David ; Redondo, Alfonso. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:22:p:9770-:d:449675.

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2020Necessities, Home Production, and Economic Impacts of Stay-at-Home Policies. (2020). Sudo, Nao ; Nirei, Makoto. In: IMES Discussion Paper Series. RePEc:ime:imedps:20-e-14.

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2020Allocative Efficiency of Capital across Japanese Firms. (2020). Ueda, Kenichi ; Dovchinsuren, Khaliun. In: Public Policy Review. RePEc:mof:journl:ppr16_07_01.

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2020Do fiscal policy news shocks affect JGB yield? Evidence from COVID-19. (2020). Katano, Motoki ; Hattori, Takahiro. In: Discussion papers. RePEc:mof:wpaper:ron334.

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2020What’s up with the Phillips Curve?. (2020). Tambalotti, Andrea ; Primiceri, Giorgio ; Lenza, Michele ; Del Negro, Marco. In: NBER Working Papers. RePEc:nbr:nberwo:27003.

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2020A Finite Agent Equilibrium in an Incomplete Market and its Strong Convergence to the Mean-Field Limit. (2020). Takahashi, Akihiko ; Fujii, Masaaki. In: CIRJE F-Series. RePEc:tky:fseres:2020cf1156.

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Recent citations received in 2019

YearCiting document
2019Information Design in Blockchain: A Role of Trusted Intermediaries. (2019). Matsushima, Hitoshi. In: CARF F-Series. RePEc:cfi:fseres:cf462.

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2019Detecting stock market bubbles based on the cross-sectional dispersion of stock prices. (2019). Watanabe, Tsutomu ; Ohnishi, Takaaki ; Mizuno, Takayuki. In: CARF F-Series. RePEc:cfi:fseres:cf463.

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2019Accuracy and Retaliation in Repeated Games with Imperfect Private Monitoring: Experiments (Revised version of CARF-F-433). (2019). Matsushima, Hitoshi ; Toyama, Tomohisa ; Kayaba, Yutaka. In: CARF F-Series. RePEc:cfi:fseres:cf466.

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2019Probabilistic 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.

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2019Investor 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.

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2019Optimal Macroprudential Policy and Asset Price Bubbles. (2019). Gornicka, Lucyna ; Vardoulakis, Alexandros ; Biljanovska, Nina. In: IMF Working Papers. RePEc:imf:imfwpa:2019/184.

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2019Information Design in Blockchain: A Role of Trusted Intermediaries. (2019). Matsushima, Hitoshi. In: KIER Working Papers. RePEc:kyo:wpaper:1018.

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2019Information Design in Blockchain: A Role of Trusted Intermediaries. (2019). Matsushima, Hitoshi. In: CIRJE F-Series. RePEc:tky:fseres:2019cf1121.

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2019Accuracy and Retaliation in Repeated Games with Imperfect Private Monitoring: Experiments. (2019). Matsushima, Hitoshi ; Toyama, Tomohisa ; Yutaka, Kayaba . In: CIRJE F-Series. RePEc:tky:fseres:2019cf1125.

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2019Probabilistic 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.

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2019Investor 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.

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2019Detecting stock market bubbles based on the cross-sectional dispersion of stock prices. (2019). Watanabe, Tsutomu ; Ohnishi, Takaaki ; Mizuno, Takayuki. In: Working Papers on Central Bank Communication. RePEc:upd:utmpwp:010.

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Recent citations received in 2018

YearCiting document
2018On smile properties of volatility derivatives and exotic products: understanding the VIX skew. (2018). Muguruza, Aitor ; Garc, David ; Alos, Elisa. In: Papers. RePEc:arx:papers:1808.03610.

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