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

Citation Profile [Updated: 2025-04-15 08:32:09]

5 Years H Index

Impact Factor (IF)

0.38

5 Years IF

0.22

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	0.61	0.27	0.56	37	55	142	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	0.29	0.52	0.22	0.24	28	115	13	24	67	69	20	87	21	4	16.7	1	0.04	0.29
2008	0.17	0.59	0.2	0.22	28	143	32	26	96	60	10	115	25	3	11.5		0	0.29
2009	0.09	0.59	0.53	0.11	47	190	348	96	196	56	5	143	16	26	27.1	79	1.68	0.33
2010	0.81	0.53	0.56	0.41	39	229	295	125	324	75	61	172	71	22	17.6	15	0.38	0.3
2011	0.53	0.62	0.31	0.3	33	262	113	80	404	86	46	174	52	16	20	12	0.36	0.37
2012	0.69	0.68	0.45	0.45	33	295	143	132	536	72	50	175	79	28	21.2	20	0.61	0.36
2013	0.67	0.66	0.61	0.67	34	329	113	200	736	66	44	180	120	37	18.5	14	0.41	0.35
2014	0.52	0.67	0.45	0.51	20	349	77	155	893	67	35	186	95	34	21.9	9	0.45	0.34
2015	0.67	0.66	0.56	0.56	21	370	71	208	1102	54	36	159	89	53	25.5	23	1.1	0.36
2016	0.71	0.64	0.32	0.35	24	394	34	128	1230	41	29	141	50	24	18.8	1	0.04	0.35
2017	0.31	0.62	0.27	0.37	23	417	53	113	1344	45	14	132	49	18	15.9	9	0.39	0.35
2018	0.47	0.61	0.3	0.37	27	444	72	131	1475	47	22	122	45	20	15.3	2	0.07	0.35
2019	0.54	0.62	0.31	0.36	17	461	71	140	1619	50	27	115	41	23	16.4	14	0.82	0.36
2020	0.55	0.7	0.19	0.27	30	491	115	92	1712	44	24	112	30	13	14.1	19	0.63	0.73
2021	1.28	0.95	0.34	0.68	31	522	50	177	1890	47	60	121	82	22	12.4	12	0.39	0.39
2022	0.8	0.69	0.27	0.55	21	543	13	148	2038	61	49	128	70	28	18.9	1	0.05	0.22
2023	0.19	0.55	0.12	0.21	16	559	7	65	2103	52	10	126	27	3	4.6	1	0.06	0.17
2024	0.38	0.54	0.14	0.22	11	570	0	81	2184	37	14	115	25	7	8.6		0	0.23

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). McAleer, Michael ; 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 ; McAleer, Michael ; Lean, Hooi Hooi. In: CARF F-Series. RePEc:cfi:fseres:cf201. Full description at Econpapers \|\| Download paper	74
3	2009	The 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
4	2009	Computation 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
5	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	46
6	2018	Bitcoin 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	46
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	39
8	2005	Monte 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
9	2010	Conditional 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
10	2012	A 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
11	2015	Asymptotic Expansion Approach in Finance. (2015). Takahashi, Akihiko. In: CARF F-Series. RePEc:cfi:fseres:cf356. Full description at Econpapers \|\| Download paper	36
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	34
13	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
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	33
15	2011	A 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	32
16	2010	A 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	31
17	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	30
18	2009	Has 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
19	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	29
20	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	29
21	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	28
22	2009	Volatility 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	26
23	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	25
24	2010	Choice of Collateral Currency. (2010). Takahashi, Akihiko ; Fujii, Masaaki. In: CARF F-Series. RePEc:cfi:fseres:cf239. Full description at Econpapers \|\| Download paper	24
25	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
26	2012	Perturbative 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
27	2009	A 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
28	2015	Perturbative 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	23
29	2015	An 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	23
30	2009	A 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
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	2010	APPLICATION 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
33	2011	A 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
34	2021	Covid-19 and Output in Japan. (2021). Nakata, Taisuke ; Fujii, Daisuke. In: CARF F-Series. RePEc:cfi:fseres:cf505. Full description at Econpapers \|\| Download paper	17
35	2009	Daily 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	16
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	16
37	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	16
38	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
39	2014	The 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
40	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
41	2009	Modelling 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
42	2012	Pricing 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
43	2009	The 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
44	2013	Behavioral 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
45	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
46	2012	Pricing 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
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). McAleer, Michael ; Caporin, Massimiliano. In: CARF F-Series. RePEc:cfi:fseres:cf219. Full description at Econpapers \|\| Download paper	13
49	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	2005	Multi-Period Corporate Default Prediction With Stochastic Covariates. (2005). Duffie, Darrell ; Wang, KE ; Saita, Leandro . In: CARF F-Series. RePEc:cfi:fseres:cf047. 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). Nakano, Masafumi ; Takahashi, Soichiro. In: CARF F-Series. RePEc:cfi:fseres:cf441. Full description at Econpapers \|\| Download paper	11
2	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	11
3	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	8
4	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	7
5	2022	A 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	7
6	2021	Covid-19 and Output in Japan. (2021). Nakata, Taisuke ; Fujii, Daisuke. In: CARF F-Series. RePEc:cfi:fseres:cf505. Full description at Econpapers \|\| Download paper	5
7	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	5
8	2015	Asymptotic Expansion Approach in Finance. (2015). Takahashi, Akihiko. In: CARF F-Series. RePEc:cfi:fseres:cf356. Full description at Econpapers \|\| Download paper	5
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	5
10	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
11	2017	Portfolio 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. Full description at Econpapers \|\| Download paper	4
12	2021	Japans 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	4
13	2020	Interest 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	3
14	2012	On Approximation of the Solutions to Partial Differential Equations in Finance. (2012). Takahashi, Akihiko ; Yamada, Toshihiro. In: CARF F-Series. RePEc:cfi:fseres:cf249. Full description at Econpapers \|\| Download paper	3
15	2017	Asymptotic 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	3
16	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	3
17	2011	A 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
18	2010	Market 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	3
19	2013	BankÃÂ¢Ã¢âÂ¬Ã¢âÂ¢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
20	2021	The Bright and Dark Side of Financial Support from Local and Central Banks after a Natural Disaster: Evidence from the Great Kanto Earthquake, 1923 Japan. (2021). Okubo, Toshihiro ; Strobl, Eric ; Okazaki, Tetsuji. In: CARF F-Series. RePEc:cfi:fseres:cf511. Full description at Econpapers \|\| Download paper	2
21	2021	Bank Regulatory Reforms and Declining Diversity of Bank Credit Allocation. (2021). Wang, KE ; Hoshi, Takeo. In: CARF F-Series. RePEc:cfi:fseres:cf506. Full description at Econpapers \|\| Download paper	2
22	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
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	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
25	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	2
26	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
27	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
28	2010	A 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
29	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

Citing documents used to compute impact factor: 14

Year	Title
2024	A 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. Full description at Econpapers \|\| Download paper
2024
2024
2024
2024	Deep 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. Full description at Econpapers \|\| Download paper
2024
2024
2024
2024	Japans Unconventional Monetary Policy and the Exchange Rate Dynamics. (2024). Sakura, Kenichi ; Kawamoto, Takuji ; Ikkatai, Kota. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp24e23. Full description at Econpapers \|\| Download paper
2024
2024
2024
2024
2024	Product Differentiation in Food-Product Markets: Evidence from the Asian Instant Noodles Industry. (2024). Simanjuntak, Damiana ; Lingga, Doriani. In: AGRIS on-line Papers in Economics and Informatics. RePEc:ags:aolpei:348979. Full description at Econpapers \|\| Download paper

Recent citations

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). Takahashi, Akihiko ; Mita, Daiya. In: CIRJE F-Series. RePEc:tky:fseres:2022cf1207. Full description at Econpapers \|\| Download paper

Recent citations received in 2021

Year	Citing document
2021	Assignments with Ethical Concerns. (2021). Matsushima, Hitoshi. In: CARF F-Series. RePEc:cfi:fseres:cf514. Full description at Econpapers \|\| Download paper
2021	Auctions with Ethical Concerns. (2021). Matsushima, Hitoshi. In: CARF F-Series. RePEc:cfi:fseres:cf515. Full description at Econpapers \|\| Download paper
2021	Epistemological Implementation of Social Choice Functions. (2021). Matsushima, Hitoshi. In: CARF F-Series. RePEc:cfi:fseres:cf518. Full description at Econpapers \|\| Download paper
2021	A 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
2021	Who spent their COVID-19 stimulus payment? Evidence from personal finance software in Japan. (2021). Kubota, So ; Tanaka, Satoshi ; Kaneda, Michiru. In: The Japanese Economic Review. RePEc:spr:jecrev:v:72:y:2021:i:3:d:10.1007_s42973-021-00080-0. Full description at Econpapers \|\| Download paper
2021	The 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
2021	Epidemics and Macroeconomic Dynamics. (2021). Hamano, Masashige ; Katayama, Munechika. In: Working Papers. RePEc:tcr:wpaper:e162. Full description at Econpapers \|\| Download paper
2021	A 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
2021	Strong 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
2021	Household 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

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	24	73
2	Papers / arXiv.org	92	62
3	CIRJE F-Series / CIRJE, Faculty of Economics, University of Tokyo	27	56
4	Journal of the Japanese and International Economies / Elsevier	55	12
5	International Review of Financial Analysis / Elsevier	74	10
6	Japan and the World Economy / Elsevier	37	9
7	Asian Economic Policy Review / Japan Center for Economic Research	20	9
8	Discussion papers / Research Institute of Economy, Trade and Industry (RIETI)	27	9
9			8
10	International Review of Economics & Finance / Elsevier	61	8
11	MPRA Paper / University Library of Munich, Germany	132	8