Quantitative Finance
J-series
Date：
Number：CARF-J-020
Working Papers
Detailed Search
Items 601 to 650 of 677
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
A New Computational Scheme for Computing Greeks by the Asymptotic Expansion Approach (Special Issue on Mathematical Finance, Published in "Asia-Pacific Financial Markets", Vol.11, 393-430, 2006. )
Macrofinance
F-series
Date：
Number：CARF-F-043
Interaction between Monetary and Fiscal Policy and the Policy Mix, Theoretical Consideration and Japanese Experience
Macrofinance
F-series
Date：
Number：CARF-F-042
Deteriorating Bank Health and Lending in Japan: Evidence from Unlisted Companies Undergoing Financial Distress (Subsequently published in "Journal of the Asia Pacific Economy" Vo.11, No.4, December 2006, pp.482-501. )
Accounting
J-series
Date：
Number：CARF-J-015
区分損益情報のValue Relevance
Accounting
J-series
Date：
Number：CARF-J-014
特別法上の準備金のValue Relevance
F-series
Date：
Number：CARF-F-041
A Theory of International Currency and Seigniorage Competition
F-series
Date：
Number：CARF-F-040
The Market Structure of Nasdaq Dealer Markets and Quoting Conventions
The Financial System
F-series
Date：
Number：CARF-F-039
Measuring the Extent and Implications of Director Interlocking in the Pre-war Japanese Banking Industry （Published in "Journal of Economic History", Dec2005, Vol. 65 Issue 4, p1082-1115, 34p. ）
Quantitative Finance
J-series
Date：
Number：CARF-J-013
経済季節性と季節転換時系列モデル（国友直人・高岡慎「経済季節性と季節転換時系列モデル」, Vol.35-1, 1-26, 2005年, 日本統計学会誌(日本統計学会)に掲載。）
Macrofinance
F-series
Date：
Number：CARF-F-038
The Impacts of "Shock Therapy" under a Banking Crisis: Experiences from Three Large Bank Failures in Japan (Subsequently published in "Japanese Economic Review" Vol. 57, No. 2 (Jan. 2006), pp.232-246. )
F-series
Date：
Number：CARF-F-037
A New Technique for Proving the Existence of Monetary Equilibria in Matching Models with Divisible Money
The Financial System
J-series
Date：
Number：CARF-J-012
倒産処理法制の機能と企業金融上の諸問題に関する再検討−企業再生促進の観点からの考察−
The Financial System
F-series
Date：
Number：CARF-F-036
Large Market Design in Dominance
Quantitative Finance
J-series
Date：
Number：CARF-J-011
負債の期間構造と信用リスク評価
F-series
Date：
Number：CARF-F-035
Monetary Policy during Japan’s Lost Decade
Macrofinance
F-series
Date：
Number：CARF-F-034
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. )
Quantitative Finance
F-series
Date：
Number：CARF-F-033
A New Computational Scheme for Computing Greeks by the Asymptotic Expansion Approach ( Revised as CARF-F-044(2005); Published in "FSA Research Review", 72-108, 2005. ）
Quantitative Finance
F-series
Date：
Number：CARF-F-032
Style Analysis Based on a General State Space Model and Monte Carlo Filter (Revised in May 2007)
Macrofinance
F-series
Date：
Number：CARF-F-031
The Effects of the Bank of Japan’s Zero Interest Rate Commitment and Quantitative Monetary Easing on the Yield Curve: A Macro-Finance Approach (subsequently published in "The Japanese Economic Review", September 2007, Vol. 58, No. 3, 303-328)
J-series
Date：
Number：CARF-J-010
明治31年時における綿糸紡績会社株主名簿の分析 (改訂の上、鈴木恒夫・小早川洋一・和田一夫 著『企業家ネットワークの形成と展開 −データベースからみた近代日本の地域経済− 』（名古屋大学出版会、2009年）に掲載)
Quantitative Finance
F-series
Date：
Number：CARF-F-030
Monte Carlo Simulation with Asymptotic Method (Published in "Journal of Japan Statistical Society", Vol.35-2, 171-203, 2005. )
Macrofinance
F-series
Date：
Number：CARF-F-029
Bank Health and Investment: An Analysis of Unlisted Companies in Japan
F-series
Date：
Number：CARF-F-028
Saving and Interest Rates in Japan: Why They Have Fallen and Why They Will Remain Low
F-series
Date：
Number：CARF-F-027
Institutional and Financial Determinants of Development: New Evidence from Advanced and Emerging Markets
F-series
Date：
Number：CARF-F-026
How does Ownership Structure Affect the Timing of New Product Introductions? Evidence from the U.S. Video Game Market
F-series
Date：
Number：CARF-F-025
On the Role of Tax-Subsidy Scheme in Money Search Models (Subsequently published in "International Economic Review" 48, 2007, 575-606. )
The Financial System
F-series
Date：
Number：CARF-F-024
Risk, Transaction Costs, and Geographic Distribution of Share Tenancy: A Case of Pre-War Japan
The Financial System
F-series
Date：
Number：CARF-F-023
The Genesis and the Development of the Pre-war Japanese Stock Market （Published in "Economic Review (Keizai Kenkyu)", January 2005, v. 56, iss. 1, pp. 15-29. ）
F-series
Date：
Number：CARF-F-022
Testing for the Null Hypothesis of Cointegration with Structural Breaks (Subsequently published in "Econometric Reviews", Volume 26, Issue 6 November 2007, pages 705 – 739. )
J-series
Date：
Number：CARF-J-009
アジア通貨・株価の伝播と連動性に関する分析 (福田 慎一・小川 英治編、『国際金融システムの制度設計』、東京大学出版会、2006年2月、pp.175-200に掲載)
F-series
Date：
Number：CARF-F-021
Exchange Rate Misalignment: A New Test of Long-Run PPP Based on Cross-Country Data (Subsequently published in "Applied Financial Economics", 16, 127-134, 2006. )
F-series
Date：
Number：CARF-F-020