The paper proposes an extension of the symmetric Baxter-King band pass filter to an asymmetric Baxter-King filter. It turns out the optimal correction scheme of the ideal filter weights is the same as in the symmetric version, i.e, cut the ideal filter at the appropriate length and add a constant to all filter weights to ensure zero weight on zero frequency. Since the symmetric Baxter-King filter is unable to extract the band of frequencies at the very ends of the series, the extension to an asymmetric filter is useful whenever the real time estimation is needed. The paper assesses the filter’s properties in extracting business cycle frequencies, in comparison to the symmetric Baxter-King filter and symmetric and asymmetric Christiano-Fitzgerald filter, by using Monte Carlo simulation. The results show that the asymmetric Baxter-King filter is superior to the asymmetric Christiano-Fitzgerald filter for the whole sample space, including the very ends of a sample, thus indicating that the asymmetric Baxter-King filter should be preferred over the asymmetric Christiano-Fitzgerald filter in real time signal extraction exercises.