CARF:東京大学金融教育研究センター

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2010 - 2009年 >>

分類番号	タイトル	著者	発表時期
CARF-F-320	Product Downsizing and Hidden Price Increases: Evidence from Japan's Deflationary Period	Satoshi Imai, Tsutomu Watanabe	2013.06
CARF-F-319	A Robust Version of Convex Integral Functionals	Keita Owari	2013.05
CARF-F-318	Dark Sides of Patent Pools with Compulsory Independent Licensing	Akifumi Ishihara, Noriyuki Yanagawa	2013.05
CARF-F-317	On the Lebesgue Property of Monotone Convex Functions	Keita Owari	2013.05
CARF-F-316	International Trade and Capital Movement under Financial Imperfection	Taiji Furusawa, Noriyuki Yanagawa	2013.05
CARF-F-315	Maximum Lebesgue Extension of Monotone Convex Functions	Keita Owari	2013.05
CARF-F-314	Why are product prices in online markets not converging?	Takayuki Mizuno, Tsutomu Watanabe	2013.04
CARF-F-313	Detecting Real Estate Bubbles: A New Approach Based on the Cross-Sectional Dispersion of Property Prices	Takaaki Ohnishi, Takayuki Mizuno, Chihiro Shimizu, Tsutomu Watanabe	2013.04
CARF-F-312	Note on an Extension of an Asymptotic Expansion Scheme (Revised version of F-286; Forthcoming in "International Journal of Theoretical and Applied Finance")	Akihiko Takahashi, Masashi Toda	2013.04
CARF-F-311	Momentum-Space Approach to Asymptotic Expansion for Stochastic Filtering (Revised version for CARF-F-289: Forthcoming in the Annals of Instituteof Statistical Mathematics)	Masaaki Fujii	2013.03
CARF-F-310	Abenomics and Asset Prices: Is It Case of Self-Fulfilling Expectations?	Kazuo Ueda	2013.03
CARF-F-309	Behavioral Approach to Repeated Games with Private Monitoring	Hitoshi Matsushima, Tomomi Tanaka, Tomohisa Toyama	2013.03
CARF-F-308	Generating a Target Payoff Distribution with the Cheapest Dynamic Portfolio: An Application to Hedge Fund Replication (Revised version of CARF-F-150; forthcoming in "Quantitative finance")	Akihiko Takahashi, Kyo Yamamoto	2013.02
CARF-F-307	Estimating Quality Adjusted Commercial Property Price Indexes Using Japanese REIT Data	C. Shimizu, W. E. Diewert, K. G. Nishimura, T.Watanabe	2013.02
CARF-F-306	Impact of Financial Regulation and Innovation on Bubbles and Crashes due to Limited Arbitrage: Awareness Heterogeneity (Revised version of CARF-F-288))	Hitoshi Matsushima	2013.02
CARF-F-305	A New Improvement Scheme for Approximation Methods of Probability Density Functions	Akihiko Takahashi, Yukihiro Tsuzuki	2013.01
CARF-F-304	An Asymptotic Expansion Formula for Up-and-Out Barrier Option Price under Stochastic Volatility Model (Forthcoming in "JSIAM Letters")	Takashi Kato, Akihiko Takahashi, Toshihiro Yamada	2013.01
CARF-F-303	Endogenous Monetary Policy Shifts and the Term Structure: Evidence from Japanese Government Bond Yields (Revised in April 2013)	Junko Koeda	2012.12
CARF-F-302	An FBSDE Approach to American Option Pricing with an Interacting Particle Method	Masaaki Fujii, Seisho Sato, Akihiko Takahashi	2012.11
CARF-F-301	Process Manipulation in Unique Implementation (Further revision will be forthcoming in "Social Choice and Welfare")	Hitoshi Matsushima	2012.11
CARF-F-300	On the Optimal Super- and Sub-Hedging Strategies	Yukihiro Tsuzuki	2012.11
CARF-F-299	High quality topic extraction from business news explains abnormal financial market volatility	Ryohei Hisano, Didier Sornette, Takayuki Mizuno, Takaaki Ohnishi, Tsutomu Watanabe	2012.10
CARF-F-298	How Fast Are Prices in Japan Falling?	Satoshi Imai, Chihiro Shimizu, Tsutomu Watanabe	2012.10
CARF-F-297	The Emergence of Different Tail Exponents in the Distributions of Firm Size Variables	Atsushi Ishikawa, Shouji Fujimoto, Tsutomu Watanabe, Takayuki Mizuno	2012.10
CARF-F-296	An Asymptotic Expansion for Forward-Backward SDEs: A Malliavin Calculus Approach (Revised in February 2012)	Akihiko Takahashi, Toshihiro Yamada	2012.10
CARF-F-295	Infrequent Changes of the Policy Target: Robust Optimal Monetary Policy under Ambiguity	Shin-ichi Fukuda	2012.09
CARF-F-294	Efficient Combinatorial Exchanges with Opt-Out Types (Revised version of CARF-F-258)	Hitoshi Matsushima	2012.09
CARF-F-293	Auctioneer’s Discretion in Combinatorial Auctions (Revised version of CARF-F-261)	Hitoshi Matsushima	2012.09
CARF-F-292	Optimal Multiunit Exchange Design with Single-Dimensionality (Revised version of CARF-F-279)	Hitoshi Matsushima	2012.09
CARF-F-291	How Strongly Do “Financing Constraints” Affect Firm Behavior?: Japanese Corporate Investment since the Mid-1980s (Revised in November 2012; Forthcoming in "Public Policy Review of the Ministry of Finance, Japan")	Yoshiro Miwa	2012.09
CARF-F-290	Pricing Multi-Asset Cross Currency Options (Revised version of CARF-F-276; Revised in November 2012; Forthcoming in "Journal of Futures Markets")	Kenichiro Shiraya, Akihiko Takahashi	2012.09
CARF-F-289	Momentum-Space Approach to Asymptotic Expansion for Stochastic Filtering and other Problems	Masaaki Fujii	2012.09
CARF-F-288	Role of Leverage in Bubbles and Crashes (Revised as CARF-F-306)	Hitoshi Matsushima	2012.08
CARF-F-287	MAXIMUM LEBESGUE EXTENSION OF CONVEX RISK MEASURES	Keita Owari	2012.08
CARF-F-286	Note on an Extension of an Asymptotic Expansion Scheme (Revised as CARF-F-312)	Akihiko Takahashi, Masashi Toda	2012.08
CARF-F-285	Behavioral Aspects of Arbitrageurs in Timing Games of Bubbles and Crashes (Revised version of CARF-F-121; Forthcoming in "Journal of Economic Theory")	Hitoshi Matsushima	2012.08
CARF-F-284	Inequalities in Japanese Economy during the Lost Decades	Nao Sudo, Michio Suzuki, Tomoaki Yamada	2012.07
CARF-F-283	Deleveraging and Monetary Policy: Japan since the 1990s and the United States since 2007	Kazuo Ueda	2012.07
CARF-F-282	The Boy Who Cried Bubble: Public Warnings Against Riding Bubbles	Yasushi Asako, Kozo Ueda	2012.06
CARF-F-281	Collateralized CDS and Default Dependence -Implications for the Central Clearing- (Revised version of CARF-F-246; Forthcoming in "The Journal of Credit Risk")	Masaaki Fujii, Akihiko Takahashi	2012.06
CARF-F-280	Channels of Stabilization in a System of Local Public Health Insurance: The Case of the National Health Insurance in Japan	Masayoshi Hayashi	2012.05
CARF-F-279	Optimal Multiunit Exchange Design (Revised as CARF-F-292)	Hitoshi Matsushima	2012.05
CARF-F-278	Perturbative Expansion Technique for Non-linear FBSDEs with Interacting Particle Method	Masaaki Fujii, Akihiko Takahashi	2012.04
CARF-F-277	APPLICATION OF THE KUSUOKA APPROXIMATION TO BARRIER OPTIONS	Shigeo Kusuoka, Mariko Ninomiya, Syoiti Ninomiya	2012.03
CARF-F-276	Pricing Multi-Asset Cross Currency Options (Revised as CARF-F-290)	Kenichiro Shiraya, Akihiko Takahashi	2012.03
CARF-F-275	Does an R&D Tax Credit Affect R&D Expenditure? The Japanese Tax Credit Reform in 2003	Hiroyuki Kasahara, Katsumi Shimotsu, Michio Suzuki	2012.02
CARF-F-274	SDE WEAK APPROXIMATION LIBRARY (SDE WA) (VERSION 1.0)	Mariko Ninomiya	2012.02
CARF-F-273	A Remark on Approximation of the Solutions to Partial Differential Equations in Finance (Revised in March 2012; Forthcoming in Recent Advances in Financial Engineering 2011)	Akihiko Takahashi, Toshihiro Yamada	2012.02
CARF-F-272	A General Computation Scheme for a High-Order Asymptotic Expansion Method (Revised version of CARF-F-242 (2011); Subsequently published in "International Journal of Theoretical and Applied Finance,"Vol. 15, No. 6 (2012).)	Akihiko Takahashi, Kohta Takehara, Masashi Toda	2012.02
CARF-F-271	Semi-group Expansion for Pricing Barrier Options (Revised in June 2013)	Takashi Kato, Akihiko Takahashi, Toshihiro Yamada	2012.02
CARF-F-270	Perturbative Expansion of FBSDE in an Incomplete Market with Stochastic Volatility (Revised in June 2012; Forthcoming in "Quarterly Journal of Finance")	Masaaki Fujii, Akihiko Takahashi	2012.02
CARF-F-269	Analytical Approximation for Non-linear FBSDEs with Perturbation Scheme (Revised version of CARF-F-248 (2011), Forthcoming in "International Journal of Theoretical and Applied Finance")	Masaaki Fujii, Akihiko Takahashi	2012.01
CARF-F-268	Asset Bubbles and Bailouts (Revised in April 2013)	Tomohiro Hirano, Masaru Inaba, Noriyuki Yanagawa	2012.01
CARF-F-267	Speculative Attacks with Multiple Targets	Junichi Fujimoto	2011.12
CARF-F-266	The Great Intervention and Massive Money Injection: The Japanese Experience 2003-2004	Tsutomu Watanabe, Tomoyoshi Yabu	2011.12
CARF-F-265	Derivative Pricing under Asymmetric and Imperfect Collateralization and CVA (Revised version of CARF-F-240 (2010); Forthcoming in "Quantitative Finance")	Masaaki Fujii, Akihiko Takahashi	2011.12
CARF-F-264	Currency intervention and the global portfolio balance effect: Japanese and Swiss lessons, 2003-2004 and 2009-2010	Petra Gerlach, Robert N McMauley, Kazuo Ueda	2011.12
CARF-F-263	POWER LAWS IN REAL ESTATE PRICES DURING BUBBLE PERIODS	Takaaki Ohnishi, Takayuki Mizuno, Chihiro Shimizu, Tsutomu Watanabe	2011.12
CARF-F-262	Temporal and Cross Correlations in Business News	Takayuki Mizuno, Kazumasa Takei, Takaaki Ohnishi, Tsutomu Watanabe	2011.12
CARF-F-261	Price-Based Combinatorial Auction: Connectedness and Representative Valuations (Revised as CARF-F-293)	Hitoshi Matsushima	2011.12
CARF-F-260	Clean Valuation Framework for the USD Silo -An implication for the forthcoming Standard Credit Support Annex (SCSA)- (Forthcoming in a chapter of Risk Book "Interest Rate Modelling After The Financial Crisis")	Masaaki Fujii, Akihiko Takahashi	2011.12
CARF-F-259	Japan’s Deleveraging since the 1990s and the Bank of Japan’s Monetary Policy: Some Comparisons with the U.S. Experience since 2007	Kazuo Ueda	2011.12
CARF-F-258	Efficient Combinatorial Exchanges (Revised as CARF-F-294)	Hitoshi Matsushima	2011.11
CARF-F-257	ON ADMISSIBLE STRATEGIES IN ROBUST UTILITY MAXIMIZATION (Revised in March 2012, Forthcoming in "Mathematics and Financial Economics")	Keita Owari	2011.10
CARF-F-256	An Asymptotic Expansion with Push-Down of Malliavin Weights (Revised version of CARF-F-194; Forthcoming in "SIAM Journal on Financial Mathematics")	Akihiko Takahashi, Toshihiro Yamada	2011.10
CARF-F-255	Pricing Swaptions under the LIBOR Market Model of Interest Rates with Local-Stochastic Volatility Models (Revised version of CARF-F-214 (2010); Forthcoming in "Wilmott Journal". )	Kenichiro Shiraya, Akihiko Takahashi, Akira Yamazaki	2011.10
CARF-F-254	Japanese Yield Curves In and Out of a Zero Rate Environmnet: A Macro-Finance Perspective (Revised in November 2011)	Junko Koeda	2011.10
CARF-F-253	Bubbles, Banks, and Financial Stability	Kosuke Aoki, Kalin Nikolov	2011.08
CARF-F-252	The Effectiveness of Non-traditional Monetary Policy Measures: The Case of the Bank of Japan	Kazuo Ueda	2011.08
CARF-F-251	Are Japanese Firms Becoming More Independent from Their Banks?: Evidence from the Firm-Level Data of the "Corporate Enterprise Quarterly Statistics," 1994-2009	Yoshiro Miwa	2011.07
CARF-F-250	Interbank Networks in Prewar Japan: Structure and Implications	Tetsuji Okazaki, Michiru Sawada	2011.07
CARF-F-249	On Approximation of the Solutions to Partial Differential Equations in Finance (Revised in March 2012)	Akihiko Takahashi, Toshihiro Yamada	2011.06
CARF-F-248	Analytical Approximation for Non-linear FBSDEs with Perturbation Scheme (Revised as CARF-F-269)	Masaaki Fujii, Akihiko Takahashi	2011.06
CARF-F-247	Democracy and Reforms: Evidence from a New Dataset	Paola Giuliano, Prachi Mishra, Antonio Spilimbergo	2011.05
CARF-F-246	Collateralized CDS and Default Dependence -Implications for the Central Clearing-(Revised as CARF-F-281)	Masaaki Fujii, Akihiko Takahashi	2011.04
CARF-F-245	Rebalancing Static Super-Replications (Revised in July 2011)	Akihiko Takahashi, Yukihiro Tsuzuki	2011.04
CARF-F-244	Investment and Ultimatum Games: Experiments	Hitoshi Matsushima, Toshihiko Shima	2011.03
CARF-F-243	Exclusive Dealing Contracts by Distributors	Ryoko Oki, Noriyuki Yanagawa	2011.02
CARF-F-242	A General Computation Scheme for a High-Order Asymptotic Expansion Method (Revised in July 2011; Revised as CARF-F-272)	Akihiko Takahashi, Kohta Takehara, Masashi Toda	2011.02
CARF-F-241	A Study of Financing Behavior of Japanese Firms with Firm-Level Data from Corporate Enterprise Quarterly Statistics - 1994~2009: Introduction and Summary	Yoshiro Miwa	2011.01

2010 - 2009年 >>