Citation analysis for CARF F-Series / Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo

Citation Profile [Updated: 2026-05-04 07:00:09]

5 Years H Index

Impact Factor (IF)

0.05

5 Years IF

0.12

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	0.59	0.33	0	18	18	23	3	7	0		0		2	66.7	3	0.17	0.36
2005	0.56	0.6	0.27	0.56	37	55	144	14	22	18	10	18	10	4	28.6	4	0.11	0.35
2006	0.33	0.58	0.26	0.33	32	87	56	23	45	55	18	55	18	3	13	4	0.13	0.34
2007	0.29	0.52	0.22	0.24	28	115	13	24	70	69	20	87	21	4	16.7	1	0.04	0.29
2008	0.17	0.58	0.2	0.22	28	143	32	26	99	60	10	115	25	3	11.5		0	0.29
2009	0.09	0.58	0.53	0.12	47	190	352	97	200	56	5	143	17	26	26.8	79	1.68	0.33
2010	0.81	0.53	0.57	0.42	39	229	301	127	330	75	61	172	73	22	17.3	15	0.38	0.3
2011	0.55	0.61	0.31	0.3	33	262	114	80	410	86	47	174	53	16	20	12	0.36	0.37
2012	0.69	0.67	0.45	0.45	33	295	151	133	543	72	50	175	79	28	21.1	20	0.61	0.36
2013	0.68	0.65	0.62	0.67	34	329	118	203	746	66	45	180	121	37	18.2	14	0.41	0.34
2014	0.52	0.67	0.45	0.51	20	349	83	155	903	67	35	186	95	34	21.9	9	0.45	0.34
2015	0.69	0.65	0.57	0.57	21	370	74	209	1113	54	37	159	90	53	25.4	23	1.1	0.36
2016	0.71	0.63	0.33	0.35	24	394	38	131	1244	41	29	141	50	26	19.8	1	0.04	0.34
2017	0.33	0.61	0.28	0.38	23	417	59	114	1359	45	15	132	50	18	15.8	9	0.39	0.34
2018	0.47	0.6	0.31	0.37	27	444	79	136	1495	47	22	122	45	22	16.2	3	0.11	0.34
2019	0.56	0.61	0.32	0.37	17	461	82	142	1641	50	28	115	42	23	16.2	14	0.82	0.35
2020	0.55	0.68	0.2	0.27	30	491	135	96	1738	44	24	112	30	13	13.5	23	0.77	0.72
2021	1.3	0.87	0.34	0.69	31	522	57	178	1917	47	61	121	83	24	13.5	13	0.42	0.36
2022	0.79	0.66	0.27	0.54	23	545	17	149	2066	61	48	128	69	28	18.8	1	0.04	0.21
2023	0.19	0.48	0.14	0.27	25	570	8	79	2145	54	10	128	35	5	6.3	1	0.04	0.16
2024	0.25	0.47	0.15	0.19	13	583	3	86	2231	48	12	126	24	6	7		0	0.18
2025	0.05	0.65	0.11	0.12	19	602	5	61	2295	38	2	122	15	12	19.7	4	0.21	0.24

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

#	Year	Title	Cited
1	2009	Do We Really Need Both BEKK and DCC? A Tale of Two Covariance Models. (2009). Caporin, Massimiliano. In: CARF F-Series. RePEc:cfi:fseres:cf156. Full description at Econpapers \|\| Download paper	76
2	2010	Market Efficiency of Oil Spot and Futures: A Stochastic Dominance Approach. (2010). Wong, Wing-Keung ; Lean, Hooi Hooi. In: CARF F-Series. RePEc:cfi:fseres:cf201. Full description at Econpapers \|\| Download paper	74
3	2018	Bitcoin technical trading with artificial neural network. (2018). Takahashi, Soichiro ; Nakano, Masafumi. In: CARF F-Series. RePEc:cfi:fseres:cf441. Full description at Econpapers \|\| Download paper	52
4	2018	Bitcoin 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	52
5	2009	The Ten Commandments for Optimizing Value-at-Risk and Daily Capital Charges. (2009). . In: CARF F-Series. RePEc:cfi:fseres:cf164. Full description at Econpapers \|\| Download paper	49
6	2009	Computation in an Asymptotic Expansion Method. (2009). Toda, Masashi ; Takehara, Kohta ; Takahashi, Akihiko. In: CARF F-Series. RePEc:cfi:fseres:cf149. Full description at Econpapers \|\| Download paper	49
7	2012	Deleveraging and Monetary Policy: Japan since the 1990s and the United States since 2007. (2012). Ueda, Kazuo. In: CARF F-Series. RePEc:cfi:fseres:cf283. Full description at Econpapers \|\| Download paper	41
8	2012	A General Computation Scheme for a High-Order Asymptotic Expansion Method. (2012). Toda, Masashi ; Takehara, Kohta ; Takahashi, Akihiko. In: CARF F-Series. RePEc:cfi:fseres:cf272. Full description at Econpapers \|\| Download paper	39
9	2019	Asymptotic 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	38
10	2010	Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns. (2010). Tansuchat, Roengchai ; Chang, Chia-Lin. In: CARF F-Series. RePEc:cfi:fseres:cf202. Full description at Econpapers \|\| Download paper	38
11	2005	Monte Carlo Simulation with Asymptotic Method (Published in Journal of Japan Statistical Society, Vol.35-2, 171-203, 2005. ). (2005). Yoshida, Nakahiro ; Takahashi, Akihiko. In: CARF F-Series. RePEc:cfi:fseres:cf030. Full description at Econpapers \|\| Download paper	38
12	2014	Safe Asset Shortages and Asset Price Bubbles. (2014). Nikolov, Kalin ; Nakajima, Tomoyuki ; Aoki, Kosuke. In: CARF F-Series. RePEc:cfi:fseres:cf344. Full description at Econpapers \|\| Download paper	36
13	2015	Asymptotic Expansion Approach in Finance. (2015). Takahashi, Akihiko. In: CARF F-Series. RePEc:cfi:fseres:cf356. Full description at Econpapers \|\| Download paper	36
14	2009	Multivariate Stochastic Volatility with Cross Leverage. (2009). Omori, Yasuhiro ; Ishihara, Tsunehiro. In: CARF F-Series. RePEc:cfi:fseres:cf191. Full description at Econpapers \|\| Download paper	34
15	2010	A Note on Construction of Multiple Swap Curves with and without Collateral. (2010). Shimada, Yasufumi ; Fujii, Masaaki ; Takahashi, Akihiko. In: CARF F-Series. RePEc:cfi:fseres:cf154. Full description at Econpapers \|\| Download paper	34
16	2020	Online 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	34
17	2020	Average 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	33
18	2011	A Market Model of Interest Rates with Dynamic Basis Spreads in the presence of Collateral and Multiple Currencies. (2011). Shimada, Yasufumi ; Fujii, Masaaki ; Takahashi, Akihiko. In: CARF F-Series. RePEc:cfi:fseres:cf196. Full description at Econpapers \|\| Download paper	32
19	2010	Asset Bubbles, Endogenous Growth, and Financial Frictions. (2010). Hirano, Tomohiro ; Yanagawa, Noriyuki. In: CARF F-Series. RePEc:cfi:fseres:cf223. Full description at Econpapers \|\| Download paper	31
20	2012	Analytical 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	30
21	2009	Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis?. (2009). PÃ©rez-Amaral, Teodosio ; Jimenez-Martin, Juan ; Perez-Amaral, Teodosio. In: CARF F-Series. RePEc:cfi:fseres:cf158. Full description at Econpapers \|\| Download paper	29
22	2009	Volatility Spillovers Between Crude Oil Futures Returns and Oil Company Stocks Return. (2009). Tansuchat, Roengchai ; Chang, Chia-Lin. In: CARF F-Series. RePEc:cfi:fseres:cf157. Full description at Econpapers \|\| Download paper	27
23	2015	Perturbative Expansion Technique for Non-linear FBSDEs with Interacting Particle Method. (2015). Fujii, Masaaki ; Takahashi, Akihiko. In: CARF F-Series. RePEc:cfi:fseres:cf278. Full description at Econpapers \|\| Download paper	26
24	2015	Asymptotic Expansion for Forward-Backward SDEs. (2015). Fujii, Masaaki ; Takahashi, Akihiko. In: CARF F-Series. RePEc:cfi:fseres:cf372. Full description at Econpapers \|\| Download paper	26
25	2015	An Asymptotic Expansion of Forward-Backward SDEs with a Perturbed Driver. (2015). Yamada, Toshihiro ; Takahashi, Akihiko. In: CARF F-Series. RePEc:cfi:fseres:cf363. Full description at Econpapers \|\| Download paper	25
26	2009	A Panel Threshold Model of Tourism Specialization and Economic Development. (2009). Khamkaew, Thanchanok ; Chang, Chia-Lin. In: CARF F-Series. RePEc:cfi:fseres:cf188. Full description at Econpapers \|\| Download paper	25
27	2010	Choice of Collateral Currency. (2010). Fujii, Masaaki ; Takahashi, Akihiko. In: CARF F-Series. RePEc:cfi:fseres:cf239. Full description at Econpapers \|\| Download paper	24
28	2010	Why 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
29	2012	Perturbative Expansion of FBSDE in an Incomplete Market with Stochastic Volatility. (2012). Fujii, Masaaki ; Takahashi, Akihiko. In: CARF F-Series. RePEc:cfi:fseres:cf270. Full description at Econpapers \|\| Download paper	24
30	2009	A Decision Rule to Minimize Daily Capital Charges in Forecasting Value-at-Risk. (2009). PÃ©rez-Amaral, Teodosio ; Jimenez-Martin, Juan ; Perez-Amaral, Teodosio. In: CARF F-Series. RePEc:cfi:fseres:cf159. Full description at Econpapers \|\| Download paper	22
31	2017	Creating 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	22
32	2013	How Much Do Official Price Indexes Tell Us About Inflation?. (2013). Weinstein, David ; Handbury, Jessie ; Watanabe, Tsutomu. In: CARF F-Series. RePEc:cfi:fseres:cf328. Full description at Econpapers \|\| Download paper	19
33	2021	Covid-19 and Output in Japan. (2021). Fujii, Daisuke ; Nakata, Taisuke. In: CARF F-Series. RePEc:cfi:fseres:cf505. Full description at Econpapers \|\| Download paper	19
34	2010	APPLICATION OF A HIGH-ORDER ASYMPTOTIC EXPANSION SCHEME TO LONG-TERM CURRENCY OPTIONS. (2010). Toda, Masashi ; Takehara, Kohta ; Takahashi, Akihiko. In: CARF F-Series. RePEc:cfi:fseres:cf225. Full description at Econpapers \|\| Download paper	18
35	2011	A General Computation Scheme for a High-Order Asymptotic Expansion Method. (2011). Toda, Masashi ; Takehara, Kohta ; Takahashi, Akihiko. In: CARF F-Series. RePEc:cfi:fseres:cf242. Full description at Econpapers \|\| Download paper	18
36	2020	A 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	17
37	2020	Interest Rate Model with Investor Attitude and Text Mining (Published in IEEE Access). (2020). Saito, Taiga ; Nakatani, Souta ; Nishimura, Kiyohiko G ; Takahashi, Akihiko. In: CARF F-Series. RePEc:cfi:fseres:cf479. Full description at Econpapers \|\| Download paper	17
38	2014	The Structure and Evolution of Buyer-Supplier Networks. (2014). Souma, Wataru ; Watanabe, Tsutomu ; Mizuno, Takayuki. In: CARF F-Series. RePEc:cfi:fseres:cf339. Full description at Econpapers \|\| Download paper	17
39	2009	Daily Tourist Arrivals, Exchange Rates and Volatility for Korea and Taiwan. (2009). Chang, Chia-Lin. In: CARF F-Series. RePEc:cfi:fseres:cf192. Full description at Econpapers \|\| Download paper	16
40	2009	IMF Bank-Restructuring Efficiency Outcomes: Evidence from East Asia. (2009). Ariff, Mohamed ; Can, Luc. In: CARF F-Series. RePEc:cfi:fseres:cf148. Full description at Econpapers \|\| Download paper	16
41	2012	Pricing Multi-Asset Cross Currency Options. (2012). Shiraya, Kenichiro ; Takahashi, Akihiko. In: CARF F-Series. RePEc:cfi:fseres:cf276. Full description at Econpapers \|\| Download paper	15
42	2005	Trade Credit, Bank Loans, and Monitoring: Evidence from Japan. (2005). Ramseyer, John ; Miwa, Yoshiro. In: CARF F-Series. RePEc:cfi:fseres:cf054. Full description at Econpapers \|\| Download paper	15
43	2012	Pricing Multi-Asset Cross Currency Options. (2012). Shiraya, Kenichiro ; Takahashi, Akihiko. In: CARF F-Series. RePEc:cfi:fseres:cf290. Full description at Econpapers \|\| Download paper	15
44	2009	Modelling Conditional Correlations for Risk Diversification in Crude Oil Markets. (2009). Tansuchat, Roengchai ; Chang, Chia-Lin. In: CARF F-Series. RePEc:cfi:fseres:cf162. Full description at Econpapers \|\| Download paper	15
45	2009	The Determinants of Bank Capital Ratios in a Developing Economy. (2009). Ariff, Mohamed ; Ahmad, Rubi ; Skully, Michael J.. In: CARF F-Series. RePEc:cfi:fseres:cf147. Full description at Econpapers \|\| Download paper	14
46	2013	Behavioral Approach to Repeated Games with Private Monitoring. (2013). Matsushima, Hitoshi ; Tanaka, Tomomi ; Toyama, Tomohisa. In: CARF F-Series. RePEc:cfi:fseres:cf309. Full description at Econpapers \|\| Download paper	14
47	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	14
48	2010	Ranking Multivariate GARCH Models by Problem Dimension. (2010). Caporin, Massimiliano. In: CARF F-Series. RePEc:cfi:fseres:cf219. Full description at Econpapers \|\| Download paper	14
49	2005	Bank 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
50	2005	Saving and Interest Rates in Japan: Why They Have Fallen and Why They Will Remain Low. (2005). Ikeda, Daisuke ; Braun, R. ; Joines, Douglas H.. In: CARF F-Series. RePEc:cfi:fseres:cf028. Full description at Econpapers \|\| Download paper	13

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

#	Year	Title	Cited
1	2018	Bitcoin 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	12
2	2018	Bitcoin technical trading with artificial neural network. (2018). Takahashi, Soichiro ; Nakano, Masafumi. In: CARF F-Series. RePEc:cfi:fseres:cf441. Full description at Econpapers \|\| Download paper	12
3	2019	Asymptotic 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	10
4	2025	Mean-field equilibrium price formation with exponential utility. (2025). Sekine, Masashi ; Fujii, Masaaki. In: CARF F-Series. RePEc:cfi:fseres:cf594. Full description at Econpapers \|\| Download paper	6
5	2022	A new efficient approximation scheme for solving high-dimensional semilinear PDEs: control variate method for Deep BSDE solver. (2022). Tsuchida, Yoshifumi ; Yamada, Toshihiro ; Takahashi, Akihiko. In: CARF F-Series. RePEc:cfi:fseres:cf504. Full description at Econpapers \|\| Download paper	6
6	2020	Interest Rate Model with Investor Attitude and Text Mining (Published in IEEE Access). (2020). Saito, Taiga ; Nakatani, Souta ; Nishimura, Kiyohiko G ; Takahashi, Akihiko. In: CARF F-Series. RePEc:cfi:fseres:cf479. Full description at Econpapers \|\| Download paper	6
7	2010	A Note on Construction of Multiple Swap Curves with and without Collateral. (2010). Shimada, Yasufumi ; Fujii, Masaaki ; Takahashi, Akihiko. In: CARF F-Series. RePEc:cfi:fseres:cf154. Full description at Econpapers \|\| Download paper	5
8	2023	Mean-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	5
9	2014	Safe Asset Shortages and Asset Price Bubbles. (2014). Nikolov, Kalin ; Nakajima, Tomoyuki ; Aoki, Kosuke. In: CARF F-Series. RePEc:cfi:fseres:cf344. Full description at Econpapers \|\| Download paper	5
10	2020	Online 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	4
11	2021	Covid-19 and Output in Japan. (2021). Fujii, Daisuke ; Nakata, Taisuke. In: CARF F-Series. RePEc:cfi:fseres:cf505. Full description at Econpapers \|\| Download paper	4
12	2017	Portfolio Choice and Its Predictions on Japanese Municipalities in the 2040s. (2017). Tamai, Yoshihiro ; Nishimura, Kiyohiko G ; Shimizu, Chihiro. In: CARF F-Series. RePEc:cfi:fseres:cf404. Full description at Econpapers \|\| Download paper	4
13	2012	Deleveraging and Monetary Policy: Japan since the 1990s and the United States since 2007. (2012). Ueda, Kazuo. In: CARF F-Series. RePEc:cfi:fseres:cf283. Full description at Econpapers \|\| Download paper	3
14	2011	A Market Model of Interest Rates with Dynamic Basis Spreads in the presence of Collateral and Multiple Currencies. (2011). Shimada, Yasufumi ; Fujii, Masaaki ; Takahashi, Akihiko. In: CARF F-Series. RePEc:cfi:fseres:cf196. Full description at Econpapers \|\| Download paper	3
15	2013	How Much Do Official Price Indexes Tell Us About Inflation?. (2013). Weinstein, David ; Handbury, Jessie ; Watanabe, Tsutomu. In: CARF F-Series. RePEc:cfi:fseres:cf328. Full description at Econpapers \|\| Download paper	3
16	2015	Perturbative Expansion Technique for Non-linear FBSDEs with Interacting Particle Method. (2015). Fujii, Masaaki ; Takahashi, Akihiko. In: CARF F-Series. RePEc:cfi:fseres:cf278. Full description at Econpapers \|\| Download paper	3
17	2024	COVID-19 Risk Perceptions in Japan: A Cross Sectional Study. (2024). Nguyen, Thuy Linh ; Nakata, Taisuke ; Takaku, Reo ; Chiba, Asako. In: CARF F-Series. RePEc:cfi:fseres:cf583. Full description at Econpapers \|\| Download paper	3
18	2010	Asset Bubbles, Endogenous Growth, and Financial Frictions. (2010). Hirano, Tomohiro ; Yanagawa, Noriyuki. In: CARF F-Series. RePEc:cfi:fseres:cf223. Full description at Econpapers \|\| Download paper	2
19	2012	A General Computation Scheme for a High-Order Asymptotic Expansion Method. (2012). Toda, Masashi ; Takehara, Kohta ; Takahashi, Akihiko. In: CARF F-Series. RePEc:cfi:fseres:cf272. Full description at Econpapers \|\| Download paper	2
20	2021	A New Interval Type-2 Fuzzy Logic System Under Dynamic Environment: Application to Financial Investment (Subsequently published in Engineering Applications of Artificial Intelligence). (2021). Takahashi, Soichiro. In: CARF F-Series. RePEc:cfi:fseres:cf503. Full description at Econpapers \|\| Download paper	2
21	2026	Multi-agent Equilibrium Model with Heterogeneous Views on Fundamental Risks in Incomplete Market. (2024). Saito, Taiga ; Kizaki, Keisuke ; Takahashi, Akihiko. In: CARF F-Series. RePEc:cfi:fseres:cf578. Full description at Econpapers \|\| Download paper	2
22	2021	Japanâ¬â¢s 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	2
23	2022	A state space modeling for proactive management in equity investment Forthcoming in International Journal of Financial Engineering. (2022). Takahashi, Soichiro. In: CARF F-Series. RePEc:cfi:fseres:cf543. Full description at Econpapers \|\| Download paper	2
24	2009	Volatility Spillovers Between Crude Oil Futures Returns and Oil Company Stocks Return. (2009). Tansuchat, Roengchai ; Chang, Chia-Lin. In: CARF F-Series. RePEc:cfi:fseres:cf157. Full description at Econpapers \|\| Download paper	2
25	2014	The Structure and Evolution of Buyer-Supplier Networks. (2014). Souma, Wataru ; Watanabe, Tsutomu ; Mizuno, Takayuki. In: CARF F-Series. RePEc:cfi:fseres:cf339. Full description at Econpapers \|\| Download paper	2
26	2017	Derivatives Pricing with Market Impact and Limit Order Book. (2017). Saito, Taiga ; Takahashi, Akihiko. In: CARF F-Series. RePEc:cfi:fseres:cf385. Full description at Econpapers \|\| Download paper	2
27	2020	A new investment method with AutoEncoder: Applications to crypto currencies(Forthcoming in Expert Systems with Applications). (2020). Nakano, Masafumi ; Takahashi, Akihiko. In: CARF F-Series. RePEc:cfi:fseres:cf489. Full description at Econpapers \|\| Download paper	2
28	2016	Three Seismic Shifts in the Global Economy and Policy Challenges. (2016). Nishimura, Kiyohiko G. In: CARF F-Series. RePEc:cfi:fseres:cf379. Full description at Econpapers \|\| Download paper	2
29	2022	Big data applications with theoretical models and social media in financial management. (2022). Saito, Taiga ; Gupta, Shivam. In: CARF F-Series. RePEc:cfi:fseres:cf550. Full description at Econpapers \|\| Download paper	2
30	2017	Fuzzy Logic-based Portfolio Selection with Particle Filtering and Anomaly Detection (Subsequently published in Knowledge-Based Systems). (2017). Takahashi, Soichiro ; Nakano, Masafumi. In: CARF F-Series. RePEc:cfi:fseres:cf405. Full description at Econpapers \|\| Download paper	2
31	2009	Multivariate Stochastic Volatility with Cross Leverage. (2009). Omori, Yasuhiro ; Ishihara, Tsunehiro. In: CARF F-Series. RePEc:cfi:fseres:cf191. Full description at Econpapers \|\| Download paper	2
32	2013	Bankâ¬â¢s regulation, asset portfolio choice of banks, and macroeconomic dynamics. (2013). Sudo, Nao ; Aoki, Kosuke. In: CARF F-Series. RePEc:cfi:fseres:cf323. Full description at Econpapers \|\| Download paper	2
33	2015	An Asymptotic Expansion of Forward-Backward SDEs with a Perturbed Driver. (2015). Yamada, Toshihiro ; Takahashi, Akihiko. In: CARF F-Series. RePEc:cfi:fseres:cf363. Full description at Econpapers \|\| Download paper	2
34	2023	Macroeconomic Effects of Monetary Policy in Japan: An Analysis Using Interest Rate Futures Surprises. (2023). Shintani, Mototsugu ; Kubota, Hiroyuki. In: CARF F-Series. RePEc:cfi:fseres:cf555. Full description at Econpapers \|\| Download paper	2
35	2020	A Promised Value Approach to Optimal Monetary Policy. (2020). Sunakawa, Takeki ; Hills, Timothy ; Nakata, Taisuke. In: CARF F-Series. RePEc:cfi:fseres:cf481. Full description at Econpapers \|\| Download paper	2
36	2017	Creating 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	2

Citing documents used to compute impact factor: 2

Year	Title
2025	Mean field equilibrium asset pricing model under partial observation: An exponential quadratic Gaussian approach. (2025). Sekine, Masashi. In: Papers. RePEc:arx:papers:2410.01352. Full description at Econpapers \|\| Download paper
2025	Past, present and future of central bank digital currency: a systematic literature review and relevant issues. (2025). Rani, Manju ; Kumar, Jitender. In: Journal of Banking Regulation. RePEc:pal:jbkreg:v:26:y:2025:i:4:d:10.1057_s41261-025-00283-0. Full description at Econpapers \|\| Download paper

Recent citations

Recent citations received in 2025

Year	Citing document
2025	Mean-Field Price Formation on Trees: with Multi-Population and Non-Rational Agents. (2025). Fujii, Masaaki. In: Papers. RePEc:arx:papers:2510.11261. Full description at Econpapers \|\| Download paper
2025	Mean-Field Price Formation on Trees with a Network of Relative Performance Concerns. (2025). Fujii, Masaaki. In: Papers. RePEc:arx:papers:2512.21621. Full description at Econpapers \|\| Download paper
2025	Mean-Field Price Formation on Trees: with Multi-Population and Non-Rational Agents. (2025). Fujii, Masaaki. In: CARF F-Series. RePEc:cfi:fseres:cf606. Full description at Econpapers \|\| Download paper
2025	Mean-Field Price Formation on Trees: with Multi-Population and Non-Rational Agents. (2025). Fujii, Masaaki. In: CIRJE F-Series. RePEc:tky:fseres:2025cf1261. Full description at Econpapers \|\| Download paper

Recent citations received in 2024

Year	Citing document

Recent citations received in 2023

Year	Citing document
2023	Approximately 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 received in 2022

Year	Citing document
2022	Multi-Agent Model Based Proactive Risk Management For Equity Investment. (2022). Mita, Daiya ; Takahashi, Akihiko. In: CIRJE F-Series. RePEc:tky:fseres:2022cf1207. Full description at Econpapers \|\| Download paper

10 most frequent citing series

#	Series	H	Cites
1	CARF F-Series / Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo	25	78
2	Papers / arXiv.org	98	74
3	CIRJE F-Series / CIRJE, Faculty of Economics, University of Tokyo	28	67
4	Journal of the Japanese and International Economies / Elsevier	57	14
5	Financial Innovation / Springer	36	12
6	International Review of Financial Analysis / Elsevier	92	10
7	Annals of Operations Research / Springer	54	10
8	Japan and the World Economy / Elsevier	39	9
9	Asian Economic Policy Review / Japan Center for Economic Research	21	9
10	MPRA Paper / University Library of Munich, Germany	138	8
11	Partial Differential Equations and Applications / Springer	4	7