Publications
News
Publications
Article Published “Japan” (Prof. Kenichi Ueda)
Publications
Notice of book publication “Japan’s Financial System” (Prof. Kenichi Ueda)
Announcements
Announcement: Speaking at Gakushuin University Symposium “Firm Dynamism in Japan: An International Perspective” (Professor Kenichi Ueda : CARF Director )
Publications
CARF Working Paper : Published in Academic Journal (Prof.Mototsugu Shintani)
Events
Thu, Oct 2 ~ Thu, Dec 18
Macroeconomics WorkshopWorkshop
Macroeconomics Workshop 2025
Thu, Nov 13
SeminarFinancial System Workshop
GraSPP Research Seminar: Financial System Workshop “Mini-Conference on Recent Research on Financial Markets and Institutions”
Mon, Nov 17
SeminarCARF Seminar
70th CARF Seminar: “Biodiversity Finance/ Reporting Standards”
Working Papers
CARF-F-607
Quantitative Finance
Estimating the Hurst parameter from the zero vanna implied volatility and its dual
CARF-F-606
Quantitative Finance
Mean-Field Price Formation on Trees: with Multi-Population and Non-Rational Agents
CARF-F-605
Quantitative Finance
Generating the Term Structure of Interest Rates with Diffusion Models
CARF-F-604
Quantitative Finance
An Incomplete Multi-Currency Equilibrium Model with Heterogeneous Time Preferences and Subjective Beliefs
CARF-F-603
Quantitative Finance
Forecasting Realized Volatility from Option Prices
CARF-F-602
Macrofinance
Allocative Inefficiency during a Sudden Stop
Sponsorship
CARF has received approval from the Ministry of Education, Culture, Sports, Science and Technology (MEXT) as an institution of academic and industry partnership. The Center is funded by the Japanese government and also receives financial support from a wide range of business and financial partners.
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Nomura Holdings, Inc.
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Mitsubishi UFJ Financial Group, Inc.
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Sumitomo Mitsui Banking Corporation
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Mizuho Financial Group, Inc.
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Sumitomo Mitsui Trust Bank, Limited
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The University of Tokyo Edge Capital Partners Co., Ltd.
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BREVAN HOWARD
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Ernst & Young ShinNihon LLC.
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JAPAN POST INSURANCE Co.,Ltd.
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SUMITOMO LIFE INSURANCE COMPANY
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All Nippon Asset Management Co., Ltd.
