Is this page useful for you? Then, help us to keep the service working. Please have a look to our donations page ... Thanks for your help!!

Citation Profile [Updated: 2024-06-27 10:45:44]
5 Years H Index
24
Impact Factor (IF)
0.14
5 Years IF
0.18
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 0.6 0.33 0 18 18 23 3 6 0 0 2 66.7 3 0.17 0.36
2005 0.56 0.6 0.27 0.56 37 55 138 14 21 18 10 18 10 4 28.6 4 0.11 0.37
2006 0.29 0.59 0.24 0.29 32 87 49 21 42 55 16 55 16 2 9.5 4 0.13 0.34
2007 0.25 0.52 0.19 0.21 28 115 12 21 64 69 17 87 18 3 14.3 1 0.04 0.29
2008 0.17 0.59 0.2 0.21 28 143 32 25 92 60 10 115 24 3 12 0 0.29
2009 0.09 0.59 0.53 0.11 47 190 343 96 192 56 5 143 16 26 27.1 79 1.68 0.33
2010 0.8 0.52 0.55 0.41 39 229 287 124 319 75 60 172 70 22 17.7 15 0.38 0.3
2011 0.52 0.61 0.3 0.29 33 262 111 78 397 86 45 174 50 16 20.5 12 0.36 0.37
2012 0.69 0.68 0.45 0.45 33 295 140 132 529 72 50 175 79 28 21.2 20 0.61 0.36
2013 0.67 0.66 0.59 0.65 34 329 103 193 722 66 44 180 117 35 18.1 10 0.29 0.35
2014 0.54 0.67 0.45 0.51 21 350 75 156 880 67 36 186 95 36 23.1 9 0.43 0.34
2015 0.65 0.66 0.56 0.56 21 371 64 208 1089 55 36 160 89 53 25.5 23 1.1 0.36
2016 0.69 0.64 0.32 0.35 24 395 34 128 1217 42 29 142 50 24 18.8 1 0.04 0.34
2017 0.31 0.62 0.27 0.37 22 417 46 113 1331 45 14 133 49 18 15.9 9 0.41 0.35
2018 0.48 0.61 0.29 0.35 22 439 64 126 1457 46 22 122 43 17 13.5 1 0.05 0.35
2019 0.61 0.62 0.31 0.37 17 456 66 137 1598 44 27 110 41 22 16.1 14 0.82 0.36
2020 0.59 0.71 0.19 0.27 29 485 108 89 1688 39 23 106 29 13 14.6 19 0.66 0.75
2021 1.26 0.97 0.34 0.69 30 515 37 172 1861 46 58 114 79 21 12.2 11 0.37 0.4
2022 0.78 0.72 0.27 0.56 20 535 7 144 2005 59 46 120 67 28 19.4 1 0.05 0.23
2023 0.14 0.62 0.09 0.18 15 550 1 50 2055 50 7 118 21 1 2 0 0.2
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

76
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

68
32009Computation in an Asymptotic Expansion Method. (2009). Takahashi, Akihiko ; Toda, Masashi ; Takehara, Kohta . In: CARF F-Series. RePEc:cfi:fseres:cf149.

Full description at Econpapers || Download paper

49
42009The 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
52018Bitcoin 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

40
62018Bitcoin 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

40
72012Deleveraging 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

38
82005Monte Carlo Simulation with Asymptotic Method (Published in Journal of Japan Statistical Society, Vol.35-2, 171-203, 2005. ). (2005). Takahashi, Akihiko ; Yoshida, Nakahiro. In: CARF F-Series. RePEc:cfi:fseres:cf030.

Full description at Econpapers || Download paper

38
92010Conditional 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
102012A 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

36
112014Safe Asset Shortages and Asset Price Bubbles. (2014). Nikolov, Kalin ; Nakajima, Tomoyuki ; Aoki, Kosuke . In: CARF F-Series. RePEc:cfi:fseres:cf344.

Full description at Econpapers || Download paper

32
122009Multivariate Stochastic Volatility with Cross Leverage. (2009). Omori, Yasuhiro ; Ishihara, Tsunehiro . In: CARF F-Series. RePEc:cfi:fseres:cf191.

Full description at Econpapers || Download paper

32
132020Average 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

31
142015Asymptotic Expansion Approach in Finance. (2015). Takahashi, Akihiko. In: CARF F-Series. RePEc:cfi:fseres:cf356.

Full description at Econpapers || Download paper

31
152010A 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

30
162011A 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

30
172010Asset Bubbles, Endogenous Growth, and Financial Frictions. (2010). Hirano, Tomohiro ; Yanagawa, Noriyuki. In: CARF F-Series. RePEc:cfi:fseres:cf223.

Full description at Econpapers || Download paper

29
182012Analytical Approximation for Non-linear FBSDEs with Perturbation Scheme. (2012). Masaaki Fujii, Akihiko Takahashi, . In: CARF F-Series. RePEc:cfi:fseres:cf269.

Full description at Econpapers || Download paper

29
192009Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis?. (2009). perez-amaral, teodosio ; McAleer, Michael ; Jimenez-Martin, Juan. In: CARF F-Series. RePEc:cfi:fseres:cf158.

Full description at Econpapers || Download paper

29
202020Online 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

26
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

25
222019Asymptotic 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

25
232009Volatility 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

25
242012Perturbative Expansion of FBSDE in an Incomplete Market with Stochastic Volatility. (2012). Takahashi, Akihiko ; Fujii, Masaaki. In: CARF F-Series. RePEc:cfi:fseres:cf270.

Full description at Econpapers || Download paper

24
252009A Panel Threshold Model of Tourism Specialization and Economic Development. (2009). McAleer, Michael ; Khamkaew, Thanchanok ; Chang, Chia-Lin. In: CARF F-Series. RePEc:cfi:fseres:cf188.

Full description at Econpapers || Download paper

24
262010Why 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

24
272010Choice of Collateral Currency. (2010). Takahashi, Akihiko ; Fujii, Masaaki. In: CARF F-Series. RePEc:cfi:fseres:cf239.

Full description at Econpapers || Download paper

23
282009A Decision Rule to Minimize Daily Capital Charges in Forecasting Value-at-Risk. (2009). perez-amaral, teodosio ; McAleer, Michael ; Jimenez-Martin, Juan. In: CARF F-Series. RePEc:cfi:fseres:cf159.

Full description at Econpapers || Download paper

22
292015An 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

22
302015Perturbative Expansion Technique for Non-linear FBSDEs with Interacting Particle Method. (2015). Takahashi, Akihiko ; Fujii, Masaaki. In: CARF F-Series. RePEc:cfi:fseres:cf278.

Full description at Econpapers || Download paper

21
312017Creating Investment Scheme with State Space Modeling. (2017). Takahashi, Soichiro ; Nakano, Masafumi. In: CARF F-Series. RePEc:cfi:fseres:cf406.

Full description at Econpapers || Download paper

20
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.

Full description at Econpapers || Download paper

18
332011A 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.

Full description at Econpapers || Download paper

18
342013How Much Do Official Price Indexes Tell Us About Inflation?. (2013). Weinstein, David ; Handbury, Jessie ; Watanabe, Tsutomu. In: CARF F-Series. RePEc:cfi:fseres:cf328.

Full description at Econpapers || Download paper

16
352020A 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
362009IMF Bank-Restructuring Efficiency Outcomes: Evidence from East Asia. (2009). Ariff, Mohamed ; Can, Luc . In: CARF F-Series. RePEc:cfi:fseres:cf148.

Full description at Econpapers || Download paper

15
372009Modelling Conditional Correlations for Risk Diversification in Crude Oil Markets. (2009). Tansuchat, Roengchai ; McAleer, Michael ; Chang, Chia-Lin. In: CARF F-Series. RePEc:cfi:fseres:cf162.

Full description at Econpapers || Download paper

15
382009Daily Tourist Arrivals, Exchange Rates and Volatility for Korea and Taiwan. (2009). McAleer, Michael ; Chang, Chia-Lin. In: CARF F-Series. RePEc:cfi:fseres:cf192.

Full description at Econpapers || Download paper

15
392005Trade Credit, Bank Loans, and Monitoring: Evidence from Japan. (2005). Ramseyer, John ; Miwa, Yoshiro. In: CARF F-Series. RePEc:cfi:fseres:cf054.

Full description at Econpapers || Download paper

15
402014The Structure and Evolution of Buyer-Supplier Networks. (2014). Mizuno, Takayuki ; Souma, Wataru ; Watanabe, Tsutomu. In: CARF F-Series. RePEc:cfi:fseres:cf339.

Full description at Econpapers || Download paper

15
412021Covid-19 and Output in Japan. (2021). Nakata, Taisuke ; Fujii, Daisuke. In: CARF F-Series. RePEc:cfi:fseres:cf505.

Full description at Econpapers || Download paper

14
422012Pricing Multi-Asset Cross Currency Options. (2012). Takahashi, Akihiko ; Shiraya, Kenichiro. In: CARF F-Series. RePEc:cfi:fseres:cf290.

Full description at Econpapers || Download paper

14
432012Pricing Multi-Asset Cross Currency Options. (2012). Takahashi, Akihiko ; Shiraya, Kenichiro. In: CARF F-Series. RePEc:cfi:fseres:cf276.

Full description at Econpapers || Download paper

14
442009The Determinants of Bank Capital Ratios in a Developing Economy. (2009). Ariff, Mohamed ; Skully, Michael J. ; Ahmad, Rubi. In: CARF F-Series. RePEc:cfi:fseres:cf147.

Full description at Econpapers || Download paper

14
452005Bank 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.

Full description at Econpapers || Download paper

14
462019Probabilistic 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

14
472013Behavioral Approach to Repeated Games with Private Monitoring. (2013). Matsushima, Hitoshi ; Toyama, Tomohisa ; Tanaka, Tomomi . In: CARF F-Series. RePEc:cfi:fseres:cf309.

Full description at Econpapers || Download paper

14
482005Saving and Interest Rates in Japan: Why They Have Fallen and Why They Will Remain Low. (2005). Ikeda, Daisuke ; Braun, R. ; Joines, Douglas H.. In: CARF F-Series. RePEc:cfi:fseres:cf028.

Full description at Econpapers || Download paper

13
492010Ranking Multivariate GARCH Models by Problem Dimension. (2010). McAleer, Michael ; Caporin, Massimiliano. In: CARF F-Series. RePEc:cfi:fseres:cf219.

Full description at Econpapers || Download paper

13
502005Public Debt and Economic Growth in an Aging Japan. (2005). Kato, Ryuta ; Bessho, Shun-ichiro ; Kawade, Masumi ; Ihori, Toshihiro. In: CARF F-Series. RePEc:cfi:fseres:cf046.

Full description at Econpapers || Download paper

12
50 most relevant documents in this series (papers most cited in the last two years)
#YearTitleCited
12018Bitcoin 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

16
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

16
32018Bitcoin 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

16
42021Covid-19 and Output in Japan. (2021). Nakata, Taisuke ; Fujii, Daisuke. In: CARF F-Series. RePEc:cfi:fseres:cf505.

Full description at Econpapers || Download paper

11
52020Interest 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.

Full description at Econpapers || Download paper

10
62014Safe Asset Shortages and Asset Price Bubbles. (2014). Nikolov, Kalin ; Nakajima, Tomoyuki ; Aoki, Kosuke . In: CARF F-Series. RePEc:cfi:fseres:cf344.

Full description at Econpapers || Download paper

7
72021Japans Voluntary Lockdown: Further Evidence Based on Age-Specific Mobile Location Data. (2021). Yabu, Tomoyoshi ; Watanabe, Tsutomu. In: CARF F-Series. RePEc:cfi:fseres:cf508.

Full description at Econpapers || Download paper

7
82009Multivariate 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
92019Asymptotic 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

6
102020Online 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

6
112012Deleveraging 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

5
122019Stochastic Differential Game in High Frequency Market (Forthcoming in Automatica). (2019). Takahashi, Akihiko ; Saito, Taiga. In: CARF F-Series. RePEc:cfi:fseres:cf451.

Full description at Econpapers || Download paper

5
132010A 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

4
142022A new efficient approximation scheme for solving high-dimensional semilinear PDEs: control variate method for Deep BSDE solver. (2021). Tsuchida, Yoshifumi ; Takahashi, Akihiko ; Yamada, Toshihiro. In: CARF F-Series. RePEc:cfi:fseres:cf504.

Full description at Econpapers || Download paper

3
152020The Effects of QQE on Long-run Inflation Expectations in Japan. (2020). Soma, Naoto ; Shintani, Mototsugu. In: CARF F-Series. RePEc:cfi:fseres:cf494.

Full description at Econpapers || Download paper

3
162011A 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

3
172015An 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

3
182020A 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.

Full description at Econpapers || Download paper

3
192020A 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

3
202015Asymptotic Expansion for Forward-Backward SDEs. (2015). Fujii, Masaaki ; Takahashi, Akihiko. In: CARF F-Series. RePEc:cfi:fseres:cf372.

Full description at Econpapers || Download paper

3
212021Online Consumption During and After the COVID-19 Pandemic: Evidence from Japan. (2021). Watanabe, Tsutomu ; Omori, Yuki. In: CARF F-Series. RePEc:cfi:fseres:cf524.

Full description at Econpapers || Download paper

3
222019Probabilistic 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

3
232017Creating Investment Scheme with State Space Modeling. (2017). Takahashi, Soichiro ; Nakano, Masafumi. In: CARF F-Series. RePEc:cfi:fseres:cf406.

Full description at Econpapers || Download paper

3
242011Analytical 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

2
252021Identifying the Source of Information Rigidities in the Expectations Formation Process. (2021). Ueda, Kozo ; Shintani, Mototsugu. In: CARF F-Series. RePEc:cfi:fseres:cf516.

Full description at Econpapers || Download paper

2
262023Mean-field equilibrium price formation with exponential utility. (2023). Sekine, Masashi ; Fujii, Masaaki. In: CARF F-Series. RePEc:cfi:fseres:cf559.

Full description at Econpapers || Download paper

2
272020A 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.

Full description at Econpapers || Download paper

2
282015Asymptotic Expansion Approach in Finance. (2015). Takahashi, Akihiko. In: CARF F-Series. RePEc:cfi:fseres:cf356.

Full description at Econpapers || Download paper

2
292019Investor 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

2
302005Monte Carlo Simulation with Asymptotic Method (Published in Journal of Japan Statistical Society, Vol.35-2, 171-203, 2005. ). (2005). Takahashi, Akihiko ; Yoshida, Nakahiro. In: CARF F-Series. RePEc:cfi:fseres:cf030.

Full description at Econpapers || Download paper

2
312016Optimal Room Charge and Expected Sales under Discrete Choice Models with Limited Capacity (Forthcoming in International Journal of Hospitality Management). (2016). Saito, Taiga ; Tsuda, Hiroshi ; Takahashi, Akihiko. In: CARF F-Series. RePEc:cfi:fseres:cf380.

Full description at Econpapers || Download paper

2
322020Mechanism Design with Blockchain Enforcement. (2020). Matsushima, Hitoshi ; Noda, Shunya. In: CARF F-Series. RePEc:cfi:fseres:cf474.

Full description at Econpapers || Download paper

2
332018An 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.

Full description at Econpapers || Download paper

2
342017Asymptotic Expansion as Prior Knowledge in Deep Learning Method for high dimensional BSDEs. (2017). Takahashi, Masayuki ; Fujii, Masaaki. In: CARF F-Series. RePEc:cfi:fseres:cf423.

Full description at Econpapers || Download paper

2
352020Japan’s Voluntary Lockdown. (2020). Yabu, Tomoyoshi ; Watanabe, Tsutomu. In: CARF F-Series. RePEc:cfi:fseres:cf492.

Full description at Econpapers || Download paper

2
Citing documents used to compute impact factor: 7
YearTitle
2023.

Full description at Econpapers || Download paper

2023Control Variate Method for Deep BSDE Solver Using Weak Approximation. (2023). Tsuchida, Yoshifumi. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:30:y:2023:i:2:d:10.1007_s10690-022-09374-8.

Full description at Econpapers || Download paper

2023Consumer price measurement under the first wave of the COVID-19 spread in Japan: Scanner data evidence for retailers in Tokyo. (2023). Shiratsuka, Shigenori ; Higo, Masahiro. In: Japan and the World Economy. RePEc:eee:japwor:v:65:y:2023:i:c:s0922142523000026.

Full description at Econpapers || Download paper

2023Cross-regional heterogeneity in health and economic outcomes during the COVID-19 pandemic: An analysis of Japan. (2023). Fujii, Daisuke ; Beppu, Shotaro ; Shibuya, Haruki ; Nakata, Taisuke ; Maeda, Yuta ; Machi, Kohei ; Kubota, Hiroyuki. In: Journal of the Japanese and International Economies. RePEc:eee:jjieco:v:70:y:2023:i:c:s0889158323000308.

Full description at Econpapers || Download paper

2023Back to the roots of internal credit risk models: Does risk explain why banks risk-weighted asset levels converge over time?. (2023). Ongena, Steven ; Bohnke, Victoria ; Reite, Endre J ; Paraschiv, Florentina. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:156:y:2023:i:c:s0378426623001905.

Full description at Econpapers || Download paper

2023True Impact of Japans Covid State of Emergency on Consumption. (2023). Tani, Naoki. In: KIER Working Papers. RePEc:kyo:wpaper:1092.

Full description at Econpapers || Download paper

2023Approximately optimal trade execution strategies under fast mean-reversion. (2023). Thamsten, Yuri ; Evangelista, David. In: Papers. RePEc:arx:papers:2307.07024.

Full description at Econpapers || Download paper

Recent citations
Recent citations received in 2023

YearCiting document

Recent citations received in 2022

YearCiting document
2022Multi-Agent Model Based Proactive Risk Management For Equity Investment. (2022). Takahashi, Akihiko ; Mita, Daiya. In: CIRJE F-Series. RePEc:tky:fseres:2022cf1207.

Full description at Econpapers || Download paper

Recent citations received in 2021

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper