F-series
Date：
Number：CARF-F-167
Working Papers
Detailed Search
Items 451 to 500 of 677
F-series
Date：
Number：CARF-F-166
Alternative Asymmetric Stochastic Volatility Models
Quantitative Finance
F-series
Date：
Number：CARF-F-165
Asymptotic Expansion Approaches in Finance: Applications to Currency Options ( Forthcoming in "Financial Derivatives: Risk Management, Modeling Tools and Hedging Strategies". )
F-series
Date：
Number：CARF-F-164
The Ten Commandments for Optimizing Value-at-Risk and Daily Capital Charges
F-series
Date：
Number：CARF-F-163
Forecasting Volatility and Spillovers in Crude Oil Spot, Forward and Futures Markets
F-series
Date：
Number：CARF-F-162
Modelling Conditional Correlations for Risk Diversification in Crude Oil Markets
Quantitative Finance
F-series
Date：
Number：CARF-F-161
Hedging European Derivatives with the Polynomial Variance Swap under Uncertain Volatility Environments
F-series
Date：
Number：CARF-F-160
The Second End of Laissez-Faire — Bootstrapping Nature of Money and Inherent Instability of Capitalism (Revised in October 2009)
F-series
Date：
Number：CARF-F-159
A Decision Rule to Minimize Daily Capital Charges in Forecasting Value-at-Risk
F-series
Date：
Number：CARF-F-158
Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis?
F-series
Date：
Number：CARF-F-157
Volatility Spillovers Between Crude Oil Futures Returns and Oil Company Stocks Return
F-series
Date：
Number：CARF-F-156
Do We Really Need Both BEKK and DCC? A Tale of Two Covariance Models
F-series
Date：
Number：CARF-F-155
What Happened to Risk Management During the 2008-09 Financial Crisis?
Quantitative Finance
F-series
Date：
Number：CARF-F-154
A Note on Construction of Multiple Swap Curves with and without Collateral ( Revised in January 2010 )
Quantitative Finance
F-series
Date：
Number：CARF-F-153
Investment Frictions versus Financing Frictions
The Financial System
F-series
Date：
Number：CARF-F-152
Exclusive Dealing and Large Distributors
F-series
Date：
Number：CARF-F-151
Business Cycle Implications of Internal Consumption Habit for New Keynesian Model (Revised in November 2012)
Quantitative Finance
F-series
Date：
Number：CARF-F-150
Generating a Target Payoff Distribution with the Cheapest Dynamic Portfolio: an Application to Hedge Fund Replication ( Revised in March 2010 )
Quantitative Finance
F-series
Date：
Number：CARF-F-149
Computation in an Asymptotic Expansion Method
F-series
Date：
Number：CARF-F-148
IMF Bank-Restructuring Efficiency Outcomes: Evidence from East Asia
F-series
Date：
Number：CARF-F-147
The Determinants of Bank Capital Ratios in a Developing Economy
Quantitative Finance
J-series
Date：
Number：CARF-J-059
Pricing Average Options under Stochastic Volatility Models
The Financial System
F-series
Date：
Number：CARF-F-146
The Activities of a Japanese Bank in the Interwar Financial Centers: A Case of the Yokohama Specie Bank
F-series
Date：
Number：CARF-F-145
Modeling and Forecasting the Volatility of the Nikkei 225 Realized Volatility Using the ARFIMA-GARCH Model
The Financial System
J-series
Date：
Number：CARF-J-058
The Benefits and Costs of Financial Globalization:The Anatomy of the Financial Crisis since 2007
The Financial System
F-series
Date：
Number：CARF-F-144
Behavioral Aspects of Arbitrageurs in Timing Games of Bubbles and Crashes
F-series
Date：
Number：CARF-F-143
A Strategic Theory of Markets
Accounting
J-series
Date：
Number：CARF-J-057
Zaibatsu and Flow of Fund: A Case of Mitsubishi, 1937-1944″
The Financial System
F-series
Date：
Number：CARF-F-142
Interbank Networks in Pre-war Japan:Structure and Implications
Quantitative Finance
F-series
Date：
Number：CARF-F-141
Macroeconomic Implications of Term Structures of Interest Rates under Stochastic Differential Utility with Non-Unitary EIS ( Forthcoming in "Asia-Pacific Financial Markets" , vol.16-3231-263, 2009; Revised in July 2009 )
The Financial System
F-series
Date：
Number：CARF-F-140
Implementation and Social Influence
Quantitative Finance
F-series
Date：
Number：CARF-F-139
A Remark on a Singular Perturbation Method for Option Pricing under a Stochastic Volatility Model ( Forthcoming in "Asia-Pacific Financial Markets". )
Quantitative Finance
F-series
Date：
Number：CARF-F-138
Probability Distribution and Option Pricing for Drawdown in a Stochastic Volatility Environment ( Revised in May 2009; Electronic version of an article will be published in "International Journal of Theoretical and Applied Finance". [copyright world Scientific Publishing Company][http://www.worldscinet.com/ijtaf/] )
Macrofinance
J-series
Date：
Number：CARF-J-056
The Role of Monetary Policy under Financial Turbulence
Quantitative Finance
F-series
Date：
Number：CARF-F-137
Hedge Fund Replication （Revised in November 2008, forthcoming in The Recent Trend of Hedge Fund Strategies)
F-series
Date：
Number：CARF-F-136
On productivity performance gains of Indonesian firms
Macrofinance
F-series
Date：
Number：CARF-F-135
The Rise of China and Sustained Recovery of Japan
The Financial System
F-series
Date：
Number：CARF-F-134
Financial Imperfection and Outsourcing Decision
The Financial System
F-series
Date：
Number：CARF-F-133
Biased Motivation of Experts: Should They be Aggressive or Conservative?
The Financial System
F-series
Date：
Number：CARF-F-132
Exclusive Dealing Contract and Inefficient Entry Threat
F-series
Date：
Number：CARF-F-131
Timing of Convertible Debt Financing and Investment
F-series
Date：
Number：CARF-F-130
How Capital Structure Adjusts Dynamically during Financial Crisis
F-series
Date：
Number：CARF-F-129
Factors Correlated with Equity Market Risk Premiums in Developed and Emerging Markets
F-series
Date：
Number：CARF-F-128
IMF BANK-RESTRUCTURING EFFICIENCY OUTCOMES:EVIDENCE FROM EAST ASIA
F-series
Date：
Number：CARF-F-127
DO ACCOUNTING AND FINANCE TOOLS SERVE GOVERNANCE?
F-series
Date：
Number：CARF-F-126
DO ACCOUNTING DISCLOSURES OF FEE INCOME AFFECT COMMERCIAL BANK SHARE PRICES?
J-series
Date：
Number：CARF-J-054
“Credit Crunch”?: Details from Borrower Quarterly Financial Data about What Actually Happened in Japan during 1997-1999
Accounting
J-series
Date：
Number：CARF-J-053
Net Income vs. Comprehensive Income -A Reexamination of Attributes, Relevance, and Price Informativeness-
F-series
Date：
Number：CARF-F-125
The Role of Non-Parity Fundamentals in Exchange Rate Determination: Australia and the Asia Pacific Region
Accounting
J-series
Date：
Number：CARF-J-052