Macrofinance
F-series
Date：
Number：CARF-F-077
Working Papers
Detailed Search
Items 551 to 600 of 658
Quantitative Finance
J-series
Date：
Number：CARF-J-031
The Critical Weakness of the Japanese Financial System and Its Remedy
Quantitative Finance
F-series
Date：
Number：CARF-F-076
A Factor Allocation Approach to Optimal Bond Portfolio (Revised in March 2008, Published in "Asia-Pacific Financial Markets", Vol.14-4, 299-324, 2007. )
F-series
Date：
Number：CARF-F-075
Convertible Bond Underpricing: Renegotiable Covenants, Seasoning and Convergence (Published in "Management Science", Vol. 53, No. 11, November 2007, pp. 1793.1814. )
F-series
Date：
Number：CARF-F-074
The Welfare Enhancing Effects of a Selfish Government in the Presence of Uninsuarable, Idiosyncratic Risk
Quantitative Finance
J-series
Date：
Number：CARF-J-030
The Market Efficiency – 35 years after Fama
Quantitative Finance
F-series
Date：
Number：CARF-F-073
Selection and Performance Analysis of Asia-Pacific Hedge Funds (Revised in November 2007, Published in "The Journal of Alternative Investments", Vol.10-3, 7-29, Winter 2007. )
Quantitative Finance
J-series
Date：
Number：CARF-J-029
Rethinking ‘100% Money’: Challenges from New Financial Technology (Revised in November 2006)
Quantitative Finance
J-series
Date：
Number：CARF-J-028
アジア太平洋のヘッジファンドの選択とパフォーマンス分析
Accounting
J-series
Date：
Number：CARF-J-027
連結制度改革と連結情報の価値関連性
F-series
Date：
Number：CARF-F-072
A Dynamic Theory of Debt Restructuring
Accounting
J-series
Date：
Number：CARF-J-026
工事収益の計上方針と利益の価値関連性
Macrofinance
F-series
Date：
Number：CARF-F-071
Policy Options for Financing the Future Health and Long-term Care Costs in Japan (Subsequently published in "Fiscal Policy and Management in East Asia", Takatoshi Ito and Andrew Rose eds., University of Chicago Press, 2007, pp. 415-442.)
F-series
Date：
Number：CARF-F-070
Asset Pricing With Multiplicative Habit and Power-Expo Preferences (Subsequently published in "Economics Letters", 2007, 94(3), 319-325. )
F-series
Date：
Number：CARF-F-069
The Spirit of Capitalism and Asset Pricing: an Empirical Investigation (Subsequently published in "The B.E. Journal of Macroeconomics (Topics in Macroeconomics)", 2006, Vol. 6, Issue 3, Article 1, 1-23. )
Macrofinance
J-series
Date：
Number：CARF-J-025
社会保障負担の制度設計
Macrofinance
J-series
Date：
Number：CARF-J-024
社会保障財政の制度設計
Accounting
J-series
Date：
Number：CARF-J-023
多段階利益の持続性、資本化係数とValue Relevance —— 日本式損益計算書における多段階利益の特性 ——
F-series
Date：
Number：CARF-F-068
A Continuous-Time Analysis of Optimal Defaultable Debt Contracts: Theory and Applications
The Financial System
F-series
Date：
Number：CARF-F-067
Relative Performance Evaluation between Multitask Agents
F-series
Date：
Number：CARF-F-066
Banking in General Equilibrium with an Application to Japan
Macrofinance
J-series
Date：
Number：CARF-J-022
不良債権と債務放棄：メインバンクの超過負債
F-series
Date：
Number：CARF-F-065
A New Approach to Modeling Early Warning Systems for Currency Crises : can a machine-learning fuzzy expert system predict the currency crises effectively?
F-series
Date：
Number：CARF-F-064
Intra-day Seasonality in Activities of the Foreign Exchange Markets: Evidence from the Electronic Broking System (Subsequently published in "Journal of the Japanese and International Economies", Volume 20, Issue 4, December 2006, pp. 637-664. )
F-series
Date：
Number：CARF-F-063
Exchange Rate Changes and Inflation in Post-Crisis Asian Economies: VAR Analysis of the Exchange Rate Pass-Through (Subsequently published in "Journal of Money, Credit and Banking", Volume 40, Issue 7, October 2008, pp. 1407-1438. )
The Financial System
F-series
Date：
Number：CARF-F-062
Role of Honesty in Full Implementation ( Revised version of CARF-F-015(2004) )
F-series
Date：
Number：CARF-F-061
Value Relevance of the Multi-step Income Statement in Japan
The Financial System
J-series
Date：
Number：CARF-J-021
戦間期日本の銀行間ネットワークと金融システム （猪木武徳編『戦間期日本の社会集団とネットワーク』NTT出版、2008年に掲載）
F-series
Date：
Number：CARF-F-060
Collective Risk Control And Group Security: The Unexpected Consequences of Differential Risk Aversion
The Financial System
F-series
Date：
Number：CARF-F-059
Role of Linking Mechanisms in Multitask Agency with Hidden Information ( Revised as CARF-F-209(2010) )
The Financial System
F-series
Date：
Number：CARF-F-058
"Effects of a bank consolidation promotion policy: Evaluating Bank Law in 1927 Japan" ;forthcoming in Financial History Review (Published in "Financial History Review", April 2007, v. 14, iss. 1, pp. 29-61. )
Quantitative Finance
J-series
Date：
Number：CARF-J-020
スタイル運用と行動ファイナンス
Macrofinance
J-series
Date：
Number：CARF-J-019
戦前日本における「最後の貸し手」機能と銀行経営・銀行淘汰 （『金融研究』26(1)：25-41、2006年に掲載）
Macrofinance
F-series
Date：
Number：CARF-F-057
Micro-aspects of Monetary Policy in Pre-war Japan: Lender of Last Resort and Selection of Banks ( Revised as CARF-F-084(2006): Subsequently published in "Explorations in Economic History", October 2007, v. 44, iss. 4, pp. 657-79. )
Accounting
J-series
Date：
Number：CARF-J-018
三菱合資会社の有価証券ポートフォリオ管理と投資収益率 （『三菱史料館論集』第7号, 1〜18頁 ,2006に掲載）
F-series
Date：
Number：CARF-F-056
The Adjusted Solow Residual and Asset Returns (Subsequently published in "Eastern Economic Journal", 2007, 33,(2), pp. 231-255. )
Accounting
J-series
Date：
Number：CARF-J-017
倒産分析とゴーイングコンサーン監査−−比例ハザードモデルを中心に−−
F-series
Date：
Number：CARF-F-055
Sustainability, Debt Management, and Public Debt Policy in Japan
F-series
Date：
Number：CARF-F-054
Trade Credit, Bank Loans, and Monitoring: Evidence from Japan
F-series
Date：
Number：CARF-F-053
Monetary Shocks in a Model with Loss of Skills (Revised in February 2009)
Quantitative Finance
J-series
Date：
Number：CARF-J-016
変額年金保険の理論と実際（秋山豪太・国友直人「変額年金保険の統計的リスク管理法：局面転換モデルの利用リスクと保険」, リスクと保険（日本アクチュアリー会）2006, 21-40頁に掲載。）
The Financial System
F-series
Date：
Number：CARF-F-052
The Fall of "Organ Bank" Relationships During the Wave of Bank Failures and Consolidations: Experience in Pre-war Japan (Published in "Corporate Ownership and Control" 4(4): 20-29, 2007. )
F-series
Date：
Number：CARF-F-051
Precautionary Saving under Liquidity Constraints: Evidence from Rural Pakistan (Published in "Journal of Development Economics". )
The Financial System
F-series
Date：
Number：CARF-F-050
Mechanism Design with Side Payments: Individual Rationality and Iterative Dominance ( Published in "Journal of Economic Theory" (as a regular article). )
Macrofinance
F-series
Date：
Number：CARF-F-049
The Bank of Japan’s Struggle with the Zero Lower Bound on Nominal Interest Rates: Exercises in Expectations Management (subsequently published in "International Finance", Summer 2005, Vol. 8, No. 2, 329-350. )
Macrofinance
F-series
Date：
Number：CARF-F-048
The Bank of Japan’s Monetary Policy and Bank Risk Premiums in the Money Market (subsequently published in "International Journal of Central Banking", March 2006, Vol.2, No. 1, 105-136. )
F-series
Date：
Number：CARF-F-047
Multi-Period Corporate Default Prediction With Stochastic Covariates
F-series
Date：
Number：CARF-F-046
Public Debt and Economic Growth in an Aging Japan
F-series
Date：
Number：CARF-F-045
Scanning Multivariate Conditional Densities with Probability Integral Transforms
Quantitative Finance
F-series
Date：
Number：CARF-F-044