Quantitative Finance
F-series
Date：
Number：CARF-F-403
Working Papers
Detailed Search
Items 201 to 250 of 678
Accounting
F-series
Date：
Number：CARF-F-402
Predicting accounting fraud: Evidence from Japan (Accepted by The Japanese Accounting Review)
Macrofinance
F-series
Date：
Number：CARF-F-401
Monetary Policy and Covered Interest Parity in the Post GFC Period: Evidence from Australian Dollar and the NZ Dollar
Macrofinance
F-series
Date：
Number：CARF-F-400
Product Turnover and Deflation: Evidence from Japan
F-series
Date：
Number：CARF-F-399
The Effect of Bank Recapitalization Policy on Corporate Investment: Evidence from a Banking Crisis in Japan
Quantitative Finance
F-series
Date：
Number：CARF-F-398
Solving Backward Stochastic Differential Equations by Connecting the Short-term Expansions(Revised version of CARF-F-387)
Quantitative Finance
F-series
Date：
Number：CARF-F-397
An approximation method for pricing continuous barrier options under multi-asset local stochastic volatility models (Forthcoming in International Journal of Theoretical and Applied Finance.)
The Financial System
F-series
Date：
Number：CARF-F-396
Monopoly Rights and Economic Growth: An Inverted U-Shaped Relation
Quantitative Finance
F-series
Date：
Number：CARF-F-395
Quadratic-exponential growth BSDEs with Jumps and their Malliavin’s Differentiability (revised version of CARF-F-376)
Quantitative Finance
F-series
Date：
Number：CARF-F-394
An asymptotic expansion for forward-backward SDEs: a Malliavin calculus approach (Forthcoming in Asia-Pacific Financial Markets)
Macrofinance
F-series
Date：
Number：CARF-F-393
Who buys what, where: Reconstruction of the international trade flows by commodity and industry
Macrofinance
F-series
Date：
Number：CARF-F-392
Power laws in market capitalization during the Dot-com and Shanghai bubble periods
Quantitative Finance
F-series
Date：
Number：CARF-F-391
A Return Prediction-based Investment with Particle Filtering and Anomaly Detection
Macrofinance
F-series
Date：
Number：CARF-F-390
Abenomics after Four Years: Formidable Challenges ahead with Limited Policy Tools
Macrofinance
F-series
Date：
Number：CARF-F-389
The gradual evolution of buyer-seller networks and their role in aggregate fluctuations
Macrofinance
F-series
Date：
Number：CARF-F-388
The Formation of Consumer Inflation Expectations: New Evidence From Japan’s Deflation Experience
Accounting
J-series
Date：
Number：CARF-J-105
The Contribution of Research and Development Investments by Sectors to GDP growth
Quantitative Finance
F-series
Date：
Number：CARF-F-387
Solving Backward Stochastic Differential Equations by Connecting the Short-term Expansions
The Financial System
F-series
Date：
Number：CARF-F-386
Mechanism Design in Hidden Action and Hidden Information: Richness and Pure Groves
Quantitative Finance
F-series
Date：
Number：CARF-F-385
Derivatives Pricing with Market Impact and Limit Order Book
Quantitative Finance
F-series
Date：
Number：CARF-F-384
Rebalancing Static Super-Replications (Forthcoming in International Journal of Financial Engineering)
Quantitative Finance
F-series
Date：
Number：CARF-F-383
Style Analysis with Particle Filtering and Generalized Simulated Annealing (Forthcoming in International Journal of Financial Engeneering)
Quantitative Finance
F-series
Date：
Number：CARF-F-382
A General Control Variate Method for Multi-dimensional SDEs: An Application to Multi-asset Options under Local Stochastic Volatility with Jumps Models in Finance (Subsequently published in “European Journal of Operational Research”)
The Financial System
F-series
Date：
Number：CARF-F-381
Accuracy and Retaliation in Repeated Games with Imperfect Private Monitoring: Experiments and Theory
Quantitative Finance
F-series
Date：
Number：CARF-F-380
Optimal Room Charge and Expected Sales under Discrete Choice Models with Limited Capacity (Forthcoming in "International Journal of Hospitality Management")
Macrofinance
F-series
Date：
Number：CARF-F-379
Three “Seismic Shifts” in the Global Economy and Policy Challenges
Quantitative Finance
F-series
Date：
Number：CARF-F-378
A General Framework for the Benchmark pricing in a Fully Collateralized Market (formerly titled as Choice of Collateral Currecy Updated” carf-f-371; Forthcoming in Journal of Financial Engineering)”
Quantitative Finance
F-series
Date：
Number：CARF-F-377
An Asymptotic Expansion for Local-Stochastic Volatility with Jump Models (Subsequently published in Stochastics)
Quantitative Finance
F-series
Date：
Number：CARF-F-376
Quadratic-exponential growth BSDEs with Jumps and their Malliavin’s Differentiability
Quantitative Finance
F-series
Date：
Number：CARF-F-375
Price Impacts of Imperfect Collateralization (Revised version of CARF-F-355; Subsequently published in “International Journal of Financial Engineering”)
The Financial System
F-series
Date：
Number：CARF-F-374
Financial Disintermediation and Financial Fragility
Macrofinance
F-series
Date：
Number：CARF-F-373
Currency intervention and the global portfolio balance effect: Japanese lessons
Quantitative Finance
F-series
Date：
Number：CARF-F-372
Asymptotic Expansion for Forward-Backward SDEs with Jumps
Quantitative Finance
F-series
Date：
Number：CARF-F-371
Choice of Collateral Currency Updated -A market model for the benchmark pricing-
Accounting
F-series
Date：
Number：CARF-F-370
The role of accounting conservatism in executive compensation contracts (Forthcoming in Journal of Business Finance and Accounting)
Accounting
F-series
Date：
Number：CARF-F-369
Managerial discretion over initial earnings forecasts “Forthcoming in Pacific-Basin Finance Journal”
Accounting
F-series
Date：
Number：CARF-F-368
Management Earnings Forecasts as a Performance Target in Executive Compensation Contracts (Forthcoming in Journal of Accounting, Auditing and Finance)
Accounting
F-series
Date：
Number：CARF-F-367
Credibility of management earnings forecasts and future returns
Macrofinance
F-series
Date：
Number：CARF-F-366
Novel and topical business news and their impact on stock market activities
Quantitative Finance
F-series
Date：
Number：CARF-F-365
Pricing Average and Spread Options under Local-Stochastic Volatility Jump-Diffusion Models
Macrofinance
F-series
Date：
Number：CARF-F-364
Replicating Japan’s CPI Using Scanner Data
Quantitative Finance
F-series
Date：
Number：CARF-F-363
An Asymptotic Expansion of Forward-Backward SDEs with a Perturbed Driver (Forthcoming in International Journal of Financial Engineering”)”
Macrofinance
F-series
Date：
Number：CARF-F-362
Structure of global buyer-supplier networks and its implications for conflict minerals regulations
Quantitative Finance
F-series
Date：
Number：CARF-F-361
An approximation formula for basket option prices under local stochastic volatility with jumps: an application to commodity markets (Revised version of CARF-F-336; Subsequently published in “Journal of Computational and Applied Mathematics”)
Quantitative Finance
F-series
Date：
Number：CARF-F-360
Optimal Position Management for a Market Maker with Stochastic Price Impacts
The Financial System
F-series
Date：
Number：CARF-F-359
Connected Price Dynamics with Revealed Preferences and Auctioneer’s Discretionin VCG Combinatorial Auction (Published in the B. E. Journal of Theoretical Economics 18 (1), 2018.)
Quantitative Finance
F-series
Date：
Number：CARF-F-358
A weak approximation with asymptotic expansion and multidimensional Malliavin weights (Revised version of CARF-F-335; Forthcoming in Annals of Applied Probability)
The Financial System
F-series
Date：
Number：CARF-F-357
Optimal Mechanism Design: Type-Independent Preference Orderings (Published in the Japanese Economic Review 69 (4), 2018.)
Quantitative Finance
F-series
Date：
Number：CARF-F-356
Asymptotic Expansion Approach in Finance (Forthcoming in “Large Deviations and Asymptotic Methods in Finance,” Springer Proceedings in Mathematics and Statistics, Vol. 110, 2015, Springer.)
Quantitative Finance
F-series
Date：
Number：CARF-F-355