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Citation Profile [Updated: 2025-01-21 17:37:07]
5 Years H Index
24
Impact Factor (IF)
0.23
5 Years IF
0.14
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 6 0 0 2 66.7 3 0.17 0.36
2005 0.56 0.61 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 51 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 0.58 0.51 0.11 47 190 344 93 189 56 5 143 16 26 28 76 1.62 0.33
2010 0.8 0.52 0.55 0.41 39 229 290 124 316 75 60 172 70 22 17.7 15 0.38 0.3
2011 0.52 0.62 0.3 0.29 33 262 111 78 394 86 45 174 50 16 20.5 12 0.36 0.37
2012 0.69 0.68 0.45 0.45 33 295 141 132 526 72 50 175 79 28 21.2 20 0.61 0.36
2013 0.67 0.66 0.59 0.65 34 329 105 193 719 66 44 180 117 35 18.1 10 0.29 0.35
2014 0.54 0.67 0.45 0.51 21 350 76 156 877 67 36 186 95 36 23.1 9 0.43 0.34
2015 0.65 0.65 0.56 0.56 21 371 65 207 1085 55 36 160 89 53 25.6 23 1.1 0.36
2016 0.69 0.64 0.32 0.35 24 395 34 128 1213 42 29 142 50 24 18.8 1 0.04 0.35
2017 0.31 0.62 0.27 0.37 22 417 48 113 1327 45 14 133 49 18 15.9 9 0.41 0.35
2018 0.46 0.61 0.28 0.34 22 439 66 125 1452 46 21 122 42 17 13.6 1 0.05 0.34
2019 0.61 0.62 0.31 0.37 17 456 69 137 1593 44 27 110 41 22 16.1 14 0.82 0.36
2020 0.59 0.69 0.19 0.27 29 485 108 89 1683 39 23 106 29 13 14.6 19 0.66 0.73
2021 1.24 0.94 0.33 0.68 30 515 40 169 1853 46 57 114 77 21 12.4 11 0.37 0.39
2022 0.73 0.69 0.26 0.53 20 535 11 139 1992 59 43 120 64 28 20.1 1 0.05 0.22
2023 0.16 0.55 0.09 0.19 15 550 2 52 2044 50 8 118 22 1 1.9 0 0.17
2024 0.23 0.08 0.14 11 561 0 46 2090 35 8 111 15 2 4.3 0
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.

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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.

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69
32009The 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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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
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

42
62018Bitcoin technical trading with artificial neural network. (2018). Nakano, Masafumi ; Takahashi, Soichiro. In: CARF F-Series. RePEc:cfi:fseres:cf441.

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42
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

39
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.

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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.

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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.

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36
112014Safe 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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33
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

33
132020Average 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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31
142015Asymptotic Expansion Approach in Finance. (2015). Takahashi, Akihiko. In: CARF F-Series. RePEc:cfi:fseres:cf356.

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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.

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31
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.

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

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30
182012Analytical 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
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.

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29
202019Asymptotic 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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28
212020Online Consumption During the COVID-19 Crisis: Evidence from Japan. (2020). Omori, Yuki ; Watanabe, Tsutomu. In: CARF F-Series. RePEc:cfi:fseres:cf487.

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26
222009Volatility 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.

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25
232015Asymptotic Expansion for Forward-Backward SDEs. (2015). Fujii, Masaaki ; Takahashi, Akihiko. In: CARF F-Series. RePEc:cfi:fseres:cf372.

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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.

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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.

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24
262010Choice of Collateral Currency. (2010). Takahashi, Akihiko ; Fujii, Masaaki. In: CARF F-Series. RePEc:cfi:fseres:cf239.

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24
272010Why 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
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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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.

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22
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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22
312017Creating Investment Scheme with State Space Modeling. (2017). Takahashi, Soichiro ; Nakano, Masafumi. In: CARF F-Series. RePEc:cfi:fseres:cf406.

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20
322011A 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
332010APPLICATION 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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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.

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16
352021Covid-19 and Output in Japan. (2021). Nakata, Taisuke ; Fujii, Daisuke. In: CARF F-Series. RePEc:cfi:fseres:cf505.

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15
362009IMF 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
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.

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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.

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15
392014The 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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15
402005Trade 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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15
412020A 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
422012Pricing Multi-Asset Cross Currency Options. (2012). Takahashi, Akihiko ; Shiraya, Kenichiro. In: CARF F-Series. RePEc:cfi:fseres:cf290.

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

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14
442019Probabilistic 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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14
452009The 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
462005Bank 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
472013Behavioral 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
482010Ranking Multivariate GARCH Models by Problem Dimension. (2010). McAleer, Michael ; Caporin, Massimiliano. In: CARF F-Series. RePEc:cfi:fseres:cf219.

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13
492005Saving 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
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.

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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). Takahashi, Soichiro ; Nakano, Masafumi. In: CARF F-Series. RePEc:cfi:fseres:cf430.

Full description at Econpapers || Download paper

8
22018Bitcoin 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

8
32022A 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.

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7
42014Safe 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
52020Average 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

5
62019Asymptotic 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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5
72017Asymptotic 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.

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3
82021Covid-19 and Output in Japan. (2021). Nakata, Taisuke ; Fujii, Daisuke. In: CARF F-Series. RePEc:cfi:fseres:cf505.

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3
92020Interest 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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3
102009Multivariate Stochastic Volatility with Cross Leverage. (2009). Omori, Yasuhiro ; Ishihara, Tsunehiro . In: CARF F-Series. RePEc:cfi:fseres:cf191.

Full description at Econpapers || Download paper

3
112021Japans 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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3
122010A 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

2
132010Asset 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
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

2
152020Online 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

2
162023Mean-field equilibrium price formation with exponential utility. (2023). Sekine, Masashi ; Fujii, Masaaki. In: CARF F-Series. RePEc:cfi:fseres:cf559.

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2
Citing documents used to compute impact factor: 8
YearTitle
2024A backward differential deep learning-based algorithm for solving high-dimensional nonlinear backward stochastic differential equations. (2024). Teng, Long ; Kapllani, Lorenc. In: Papers. RePEc:arx:papers:2404.08456.

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2024
2024
2024
2024Deep high-order splitting method for semilinear degenerate PDEs and application to high-dimensional nonlinear pricing models. (2024). Yamada, Toshihiro ; Naito, Riu. In: Digital Finance. RePEc:spr:digfin:v:6:y:2024:i:4:d:10.1007_s42521-023-00091-z.

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2024
2024
2024
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.

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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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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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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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