Announcements
News
Announcements
Journal of Banking & Finance “Zombies, again? The COVID-19 business support programs in Japan”(Prof. Takeo Hoshi, Prof. Kenichi Ueda, Prof.Daiji Kawaguchi)
Announcements
International Banker “UNWINDING THE UNCONVENTIONAL MONETARY POLICY IN JAPAN”(Prof. Takeo Hoshi)
Publications
CARF Working Paper : Published in Academic Journal (Akinobu Shuto)
Publications
CARF Working Paper : Published in Academic Journals (Hitoshi Matsushima)
Events
There are no current or upcoming events.
Working Papers
CARF-F-560
Quantitative Finance
Solving Kolmogorov PDEs without the curse of dimensionality via deep learning and asymptotic expansion with Malliavin calculus (Forthcoming in “Partial Differential Equations and Applications”)(Revised version of CARF-F-547)
CARF-F-559
Quantitative Finance
Mean-field equilibrium price formation with exponential utility
CARF-F-558
Quantitative Finance
Optimal Loan Portfolio under Regulatory and Internal Constraints
CARF-F-557
Quantitative Finance
Online supplement for “Equilibrium multi-agent model with heterogeneous views on fundamental risks”
CARF-F-556
The Financial System
Free-Rider Problem and Commitment
CARF-F-555
Macrofinance
Macroeconomic Effects of Monetary Policy in Japan: An Analysis Using Interest Rate Futures Surprises
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.