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分類番号 タイトル 著者 発表時期
CARF-F-404 Aging and Property Prices: A Theory of Very Long Run Portfolio Choice and Its Predictions on Japanese Municipalities in the 2040s (To appear in Asian Economic Papers, 2017) Yoshihiro Tamai, Chihiro Shimizu, Kiyohiko G. Nishimura 2017.01
CARF-F-403 Generalized Exponential Moving Average (EMA) Model with Particle Filtering and Anomaly Detection (Subsequently published in "Expert Systems With Applications") Masafumi Nakano,
Akihiko Takahashi,
Soichiro Takahashi
2016.12
CARF-F-402 Predicting accounting fraud: Evidence from Japan (Forthcoming in The Japanese Accounting Review) Song Mingzi,
Naoto Oshiro,
Akinobu Shuto
2016.09
CARF-F-401 Monetary Policy and Covered Interest Parity in the Post GFC Period: Evidence from Australian Dollar and the NZ Dollar Shin-ichi Fukuda,
Mariko Tanaka
2016.11
CARF-F-400 Product Turnover and Deflation: Evidence from Japan
Kozo Ueda,
Kota Watanabe, Tsutomu Watanabe
2016.12
CARF-F-399 The Effect of Bank Recapitalization Policy on Corporate Investment: Evidence from a Banking Crisis in Japan
Hiroyuki Kasahara, Yasuyuki Sawada, Michio Suzuki
2016.11
CARF-F-398 Solving Backward Stochastic Differential Equations by Connecting the Short-term Expansions(Revised version of CARF-F-387)
Masaaki Fujii,
Akihiko Takahashi
2016.11
CARF-F-397 An approximation method for pricing barrier options under multi-dimensional diffusion models Kenichiro Shiraya 2016.10
CARF-F-396 Monopoly Rights and Economic Growth: An Inverted U-Shaped Relation

Kenichi Ueda,
Stijn Claessens

2016.10
CARF-F-395 Quadratic-exponential growth BSDEs with Jumps and their Malliavin’s Differentiability (revised version of CARF-F-376)

Masaaki Fujii,
Akihiko Takahashi

2016.10
CARF-F-394 An asymptotic expansion for forward-backward SDEs: a Malliavin calculus approach (Forthcoming in Asia-Pacific Financial Markets)

Akihiko Takahashi
Toshihiro Yamada

2016.09
CARF-F-393 Who buys what, where: Reconstruction of the international trade flows by commodity and industry

Yuichi Ikeda,
Tsutomu Watanabe

2016.09
CARF-F-392 Power laws in market capitalization during the Dot-com and Shanghai bubble periods

Takayuki Mizuno, Takaaki Ohnishi, Tsutomu Watanabe

2016.09
CARF-F-391 A Return Prediction-based Investment with Particle Filtering and Anomaly Detection

Masafumi Nakano,
Akihiko Takahashi,
Soichiro Takahashi

2016.09
CARF-F-390 Abenomics after Four Years: Formidable Challenges ahead with Limited Policy Tools

Kazuo Ueda

2016.08
CARF-F-389 The gradual evolution of buyer-seller networks and their role in aggregate fluctuations

Ryohei Hisano,
Tsutomu Watanabe,
Takayuki Mizuno,
Takaaki Ohnishi,
Didier Sornette

2016.08
CARF-F-388 The Formation of Consumer Inflation Expectations: Evidence From Japan's Deflation Experience
Jess Diamond,
Kota Watanabe,
Tsutomu Watanabe
2016.07
CARF-F-387 Solving Backward Stochastic Differential Equations by Connecting the Short-term Expansions
Masaaki Fujii,
Akihiko Takahashi
2016.06
CARF-F-386 Mechanism Design in Hidden Action and Hidden Information: Richness and Pure Groves Hitoshi Matsushima,
Shunya Noda
2016.05
CARF-F-385 Derivatives Pricing with Market Impact and Limit Order Book Taiga Saito,
Akihiko Takahashi
2016.05
CARF-F-384
Rebalancing Static Super-Replications (Forthcoming in International Journal of Financial Engineering) Akihiko Takahashi,
Yukihiro Tsuzuki
2016.04
CARF-F-383
Estimating Style Weights of Mutual Funds by
Monte Carlo Filter with Generalized
Simulated Annealing
Takaya Fukui,
Seisho Sato,
Akihiko Takahashi
2016.03
CARF-F-382

A General Control Variate Method for Multi-dimensional SDEs: An Application to Multi-asset Options under Local Stochastic Volatility with Jumps Models in Finance (Forthcoming in "European Journal of Operational Research")

Kenichiro Shiraya, Akihiko Takahashi
2016.03
CARF-F-381
Accuracy and Retaliation in Repeated Games with Imperfect Private Monitoring: Experiments and Theory
Yutaka Kayaba,
Hitoshi Matsushima,
Tomohisa Toyama
2016.03
CARF-F-380
Optimal Room Charge and Expected Sales under Discrete Choice Models with Limited Capacity (Forthcoming in "International Journal of Hospitality Management")
Taiga Saito,
Akihiko Takahashi,
Hiroshi Tsuda
2016.03
CARF-F-379 Three “Seismic Shifts” in the Global Economy and Policy Challenges
Kiyohiko G. Nishimura
2016.02
CARF-F-378 A General Framework for the Benchmark pricing in a Fully Collateralized Market (formerly titled as "Choice of Collateral Currecy Updated" carf-f-371; Forthcoming in Journal of Financial Engineering)
Masaaki Fujii,
Akihiko Takahashi
2016.02
CARF-F-377 An Asymptotic Expansion for Local-Stochastic Volatility with Jump Models (Forthcoming in Stochastics)
Kenichiro Shiraya, Akihiko Takahashi
2015.12
CARF-F-376 Quadratic-exponential growth BSDEs with
Jumps and their Malliavin’s Differentiability
Masaaki Fujii,
Akihiko Takahashi
2015.12
CARF-F-375 Price Impacts of Imperfect Collateralization (Revised version of CARF-F-355; Forthcoming in "International Journal of Financial Engineering")
Kenichiro Shiraya, Akihiko Takahashi
2015.11
CARF-F-374
Kosuke Aoki,
Kalin Nikolov
2015.11
CARF-F-373
Petra Gerlach-Kristen,
Robert N McCauley,
Kazuo Ueda
2015.10
CARF-F-372
Masaaki Fujii,
Akihiko Takahashi
2015.12
CARF-F-371
Masaaki Fujii,
Akihiko Takahashi
2015.08
CARF-F-370
Takuya Iwasaki,
Shota Otomasa,
Atsushi Shiiba, Akinobu Shuto
2015.07
CARF-F-369
Takuya Iwasaki,
Norio Kitagawa, Akinobu Shuto
2015.07
CARF-F-368
Shota Otomasa, Atsushi Shiiba, Akinobu Shuto
2015.07
CARF-F-367
Norio Kitagawa, Akinobu Shuto
2015.07
CARF-F-366
Takayuki Mizuno, Takaaki Ohnishi, Tsutomu Watanabe
2015.07
CARF-F-365
Kenichiro Shiraya, Akihiko Takahashi
2015.07
CARF-F-364
Satoshi Imai,
Tsutomu Watanabe
2015.06
CARF-F-363
Akihiko Takahashi, Toshihiro Yamada
2015.05
CARF-F-362
Takayuki Mizuno, Takaaki Ohnishi, Tsutomu Watanabe
2015.05
CARF-F-361
Kenichiro Shiraya, Akihiko Takahashi
2015.05
CARF-F-360
Masaaki Fujii
2015.03
CARF-F-359
Hitoshi Matsushima
2015.02
CARF-F-358
Akihiko Takahashi,
Toshihiro Yamada
2015.02
CARF-F-357
Hitoshi Matsushima
2015.02
CARF-F-356
Akihiko Takahashi
2015.01
CARF-F-355
Kenichiro Shiraya, Akihiko Takahashi
2014.11
CARF-F-354
Kiyohiko G. Nishimura,
Hiroyuki Ozaki
2014.08
CARF-F-353
Takayuki Mizuno, Wataru Souma, Tsutomu Watanabe
2014.11
CARF-F-352
Masaaki Fujii,
Seisho Sato,
Akihiko Takahashi
2014.10
CARF-F-351
Nao Sudo,
Kozo Ueda,
Kota Watanabe,
Tsutomu Watanabe
2014.09
CARF-F-350
Akihiko Takahashi , Yukihiro Tsuzuki
2014.08
CARF-F-349
Takashi Kato,
Akihiko Takahashi, Toshihiro Yamada
2014.08
CARF-F-348
Masaaki Fujii,
Akihiko Takahashi
2014.07
CARF-F-347
Akihiko Takahashi, Toshihiro Yamada
2014.07
CARF-F-346
Makoto Nirei,
Tsutomu Watanabe
2014.06
CARF-F-345
Hitoshi Hayakawa
2014.06
CARF-F-344
Kosuke Aoki, Tomoyuki Nakajima, Kalin Nikolov
2014.05
CARF-F-343
Masaaki Fujii
2014.05
CARF-F-342
Kota Watanabe,
Tsutomu Watanabe
2014.02
CARF-F-341
Akihiko Takahashi,
Yukihiro Tsuzuki
2014.02
CARF-F-340
Junichi Fujimoto
2014.01
CARF-F-339
Takayuki Mizuno, Wataru Souma, Tsutomu Watanabe
2014.01
CARF-F-338
Masaaki Fujii,
Akihiko Takahashi
2014.01
CARF-F-337
Kiyohiko G. Nishimura,
Hiroyuki Ozaki
2014.01
CARF-F-336
Kenichiro Shiraya,
Akihiko Takahashi
2013.12
CARF-F-335
Akihiko Takahashi, Toshihiro Yamada
2013.12
CARF-F-334
Aging and Real Estate Prices: Evidence from Japanese and US Regional Data
Yumi Saita,
Chihiro Shimizu,
Tsutomu Watanabe
2013.12
CARF-F-333
Hideyuki Tanaka, Toshihiro Yamada
2013.11
CARF-F-332
Masaaki Fujii,
Akihiko Takahashi
2013.11
CARF-F-331
Hitoshi Matsushima
2013.10
CARF-F-330
Wataru Tamura
2013.10
CARF-F-329
Wataru Tamura
2013.10
CARF-F-328
Jessie Handbury, Tsutomu Watanabe, David E. Weinstein
2013.10
CARF-F-327
Yoshiro Miwa
2013.09
CARF-F-326
Akihiko Takahashi, Toshihiro Yamada
2013.09
CARF-F-325
Yukihiro Tsuzuki
2013.08
CARF-F-324
Akihiko Takahashi, Toshihiro Yamada
2013.07
CARF-F-323
Kosuke Aoki,
Nao Sudo
2013.07
CARF-F-322
Fumio Hayashi,
Junko Koeda
2013.07
CARF-F-321
Masaaki Fujii,
Akihiko Takahashi
2013.06
CARF-F-320
Satoshi Imai,
Tsutomu Watanabe
2013.06
CARF-F-319
Keita Owari
2013.05
CARF-F-318
Akifumi Ishihara, Noriyuki Yanagawa
2013.05
CARF-F-317
Keita Owari
2013.05
CARF-F-316
Taiji Furusawa,
Noriyuki Yanagawa
2013.05
CARF-F-315
Keita Owari
2013.05
CARF-F-314
Takayuki Mizuno, Tsutomu Watanabe
2013.04
CARF-F-313
Takaaki Ohnishi, Takayuki Mizuno, Chihiro Shimizu, Tsutomu Watanabe
2013.04
CARF-F-312
Akihiko Takahashi, Masashi Toda
2013.04
CARF-F-311
Masaaki Fujii
2013.03
CARF-F-310
Kazuo Ueda
2013.03
CARF-F-309
Hitoshi Matsushima, Tomomi Tanaka, Tomohisa Toyama
2013.03
CARF-F-308
Akihiko Takahashi,
Kyo Yamamoto
2013.02
CARF-F-307
C. Shimizu,
W. E. Diewert,
K. G. Nishimura, T.Watanabe
2013.02
CARF-F-306
Hitoshi Matsushima
2013.02
CARF-F-305
Akihiko Takahashi, Yukihiro Tsuzuki
2013.01
CARF-F-304
Takashi Kato,
Akihiko Takahashi, Toshihiro Yamada
2013.01
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