Macrofinance
F-series
Date：
Number：CARF-F-501
Working Papers
Detailed Search
Items 101 to 150 of 677
The Financial System
F-series
Date：
Number：CARF-F-500
Implementation, Honesty, and Common Knowledge
Quantitative Finance
F-series
Date：
Number：CARF-F-499
A general control variate method for time-changed Lévy processes: An application to options pricing “Forthcoming in Journal of Computational Finance.”
The Financial System
F-series
Date：
Number：CARF-F-498
Epistemological Mechanism Design (Revised version of CARF-F-496)
Quantitative Finance
F-series
Date：
Number：CARF-F-497
Probabilistic Approach to Mean Field Games and Mean Field Type Control Problems with Multiple Populations (Forthcoming in Minimax Theory and its Applications)
The Financial System
F-series
Date：
Number：CARF-F-496
Unique Information Elicitation
Quantitative Finance
F-series
Date：
Number：CARF-F-495
A Finite Agent Equilibrium in an Incomplete Market and its Strong Convergence to the Mean-Field Limit
Macrofinance
F-series
Date：
Number：CARF-F-494
The Effects of QQE on Long-run Inflation Expectations in Japan
Macrofinance
F-series
Date：
Number：CARF-F-493
The Welfare Implications of Massive Money Injection: The Japanese Experience from 2013 to 2020
Macrofinance
F-series
Date：
Number：CARF-F-492
Japan’s Voluntary Lockdown
Macrofinance
F-series
Date：
Number：CARF-F-491
Consumer Inventory and the Cost of Living Index: Theory and Some Evidence from Japan
Macrofinance
F-series
Date：
Number：CARF-F-490
Who Suffers from the COVID-19 Shocks? Labor Market Heterogeneity and Welfare Consequences in Japan (Forthcoming in the Journal of the Japanese and the International Economies)
Quantitative Finance
F-series
Date：
Number：CARF-F-489
A new investment method with AutoEncoder: Applications to crypto currencies (published in “Expert Systems with Applications”)
The Financial System
F-series
Date：
Number：CARF-F-488
Listing Advantages Around the World
Macrofinance
F-series
Date：
Number：CARF-F-487
Online Consumption During the COVID-19 Crisis: Evidence from Japan
Macrofinance
F-series
Date：
Number：CARF-F-486
Average Inflation Targeting and the Interest Rate Lower Bound
Macrofinance
F-series
Date：
Number：CARF-F-485
Optimal Inflation Target with Expectations-Driven Liquidity Traps
Macrofinance
F-series
Date：
Number：CARF-F-484
Credible Forward Guidance
Macrofinance
F-series
Date：
Number：CARF-F-483
Monetary Policy Options at the Effective Lower Bound: Assessing the Federal Reserve’s Current Policy Toolkit
Macrofinance
F-series
Date：
Number：CARF-F-482
Equilibrium Yield Curves and the Interest Rate Lower Bound
Macrofinance
F-series
Date：
Number：CARF-F-481
A Promised Value Approach to Optimal Monetary Policy
Macrofinance
F-series
Date：
Number：CARF-F-480
Speed Limit Policy and Liquidity Traps
Quantitative Finance
F-series
Date：
Number：CARF-F-479
Interest Rate Model with Investor Attitude and Text Mining (Published in IEEE Access)
The Financial System
F-series
Date：
Number：CARF-F-478
Basic Employment Protection, Bargaining Power, and Economic Outcomes
Macrofinance
F-series
Date：
Number：CARF-F-477
How Much Did People Refrain from Service Consumption due to the Outbreak of COVID-19?
Macrofinance
F-series
Date：
Number：CARF-F-476
The Responses of Consumption and Prices in Japan to the COVID-19 Crisis and the Tohoku Earthquake
The Financial System
F-series
Date：
Number：CARF-F-475
Capital Market Integration with Multiple Convergence Clubs: The Case of Prewar Japan
The Financial System
F-series
Date：
Number：CARF-F-474
Mechanism Design with Blockchain Enforcement
Quantitative Finance
F-series
Date：
Number：CARF-F-473
A Mean Field Game Approach to Equilibrium Pricing with Market Clearing Condition
The Financial System
F-series
Date：
Number：CARF-F-472
Recurrent Preemption Games
Quantitative Finance
F-series
Date：
Number：CARF-F-471
A novel approach to asset pricing with choice of probability measures
Quantitative Finance
F-series
Date：
Number：CARF-F-470
Online Appendix for Interest Rate Model with Investor Attitude and Text Mining
Quantitative Finance
F-series
Date：
Number：CARF-F-469
On the difference between the volatility swap strike and the zero vanna implied volatility (Forthcoming in SIAM Journal on Financial Mathematics)
Macrofinance
F-series
Date：
Number：CARF-F-468
Sequential ε-Contamination with Learning
Quantitative Finance
F-series
Date：
Number：CARF-F-467
Probabilistic Approach to Mean Field Games and Mean Field Type Control Problems with Multiple Populations
The Financial System
F-series
Date：
Number：CARF-F-466
Accuracy and Retaliation in Repeated Games with Imperfect Private Monitoring: Experiments (Revised version of CARF-F-433)(Forthcoming in Games and Economic Behavior)
Macrofinance
F-series
Date：
Number：CARF-F-465
How Large is the Demand for Money at the ZLB? Evidence from Japan
The Financial System
F-series
Date：
Number：CARF-F-464
Mechanism Design with General Ex-Ante Investments (Revised version of F415 )
Macrofinance
F-series
Date：
Number：CARF-F-463
Detecting stock market bubbles based on the cross-sectional dispersion of stock prices
Accounting
J-series
Date：
Number：CARF-J-111
Fund Managemenet and Profitability of Zaibatsu Holding Companies in Prewar Japan
The Financial System
F-series
Date：
Number：CARF-F-462
Information Design in Blockchain: A Role of Trusted Intermediaries
Macrofinance
F-series
Date：
Number：CARF-F-461
House Price Dispersion in Boom-Bust Cycles: Evidence from Tokyo
Quantitative Finance
F-series
Date：
Number：CARF-F-460
State space approach to adaptive fuzzy modeling for financial investment (Published in Applied Soft Computing)
The Financial System
F-series
Date：
Number：CARF-F-459
Blockchain Disables Real-World Governance
Macrofinance
F-series
Date：
Number：CARF-F-458
Forecasting Japanese inflation with a news-based leading indicator of economic activities
F-series
Date：
Number：CARF-F-457
Recurrent Bubbles and Economic Growth
Quantitative Finance
F-series
Date：
Number：CARF-F-456
Asymptotic Expansion as Prior Knowledge in Deep Learning Method for high dimensional BSDEs (Forthcoming in Asia-Pacific Financial Markets)
Quantitative Finance
F-series
Date：
Number：CARF-F-455
A General Control Variate Method for Lévy Models in Finance (Published in European Journal of Operational Research.)
Quantitative Finance
F-series
Date：
Number：CARF-F-454
Approximation Method Using Black-Scholes Formula for Barrier Option Pricing under Lévy Models
The Financial System
F-series
Date：
Number：CARF-F-453