Macrofinance
F-series
Date：
Number：CARF-F-342
Working Papers
Detailed Search
Items 251 to 300 of 666
Quantitative Finance
F-series
Date：
Number：CARF-F-341
A New Improvement Scheme for Approximation Methods of Probability Density Functions
F-series
Date：
Number：CARF-F-340
Speculative Attacks with Multiple Targets
Macrofinance
F-series
Date：
Number：CARF-F-339
The Structure and Evolution of Buyer-Supplier Networks
Quantitative Finance
F-series
Date：
Number：CARF-F-338
Optimal Hedging for Fund & Insurance Managers with Partially Observable Investment Flows (Revised as CARF-F-348)
Macrofinance
F-series
Date：
Number：CARF-F-337
LIQUIDITY PREFERENCE AND KNIGHTIAN UNCERTAINTY
Quantitative Finance
F-series
Date：
Number：CARF-F-336
Pricing Basket Options under Local Stochastic Volatility with Jumps (Revised in May 2014)
Quantitative Finance
F-series
Date：
Number：CARF-F-335
A Weak Approximation with Asymptotic Expansion and Multidimensional Malliavin Weights (Revised as CARF-F-358)
Macrofinance
F-series
Date：
Number：CARF-F-334
Aging and Real Estate Prices: Evidence from Japanese and US Regional Data
Quantitative Finance
F-series
Date：
Number：CARF-F-333
Strong Convergence for Euler-Maruyama and Milstein Schemes with Asymptotic Method (Forthcoming in “International Journal of Theoretical and Applied Finance”)
Quantitative Finance
F-series
Date：
Number：CARF-F-332
Making Mean-Variance Hedging Implementable in a Partially Observable Market -with supplementary contents for stochastic interest rates- (Forthcoming in “Quantitative Finance”)
The Financial System
F-series
Date：
Number：CARF-F-331
Role of Credit Default Swap in Bubbles and Crashes
F-series
Date：
Number：CARF-F-330
Auction Platform Design and the Linkage Principle
F-series
Date：
Number：CARF-F-329
Optimal Monetary Policy and Transparency under Informational Friction
Macrofinance
F-series
Date：
Number：CARF-F-328
How Much Do Official Price Indexes Tell Us About Inflation?
F-series
Date：
Number：CARF-F-327
Do Wild Fluctuations in Quarterly Inventory Investment Data Matter?: A Study of Japanese GDP Statistics, 1994-2010
Quantitative Finance
F-series
Date：
Number：CARF-F-326
On an Asymptotic Expansion of Forward-Backward SDEs with a Perturbed Driver (Revised in October 2013)
The Financial System
J-series
Date：
Number：CARF-J-097
Experiments of Multi-Object Auction: Sequential First Price Auction, Clock Auction, and VCG Mechanisms
Quantitative Finance
F-series
Date：
Number：CARF-F-325
Pricing Bounds on Barrier Options (forthcoming in “Journal of Futures Markets”)
Quantitative Finance
F-series
Date：
Number：CARF-F-324
On Error Estimates for Asymptotic Expansions with Malliavin Weights -Application to Stochastic Volatility Model- (Revised as CARF-F-347)
Macrofinance
F-series
Date：
Number：CARF-F-323
Bank’s regulation, asset portfolio choice of banks, and macroeconomic dynamics
F-series
Date：
Number：CARF-F-322
A Regime-Switching SVAR Analysis of Quantitative Easing
Quantitative Finance
F-series
Date：
Number：CARF-F-321
Making Mean-Variance Hedging Implementable in a Partially Observable Market
Macrofinance
F-series
Date：
Number：CARF-F-320
Product Downsizing and Hidden Price Increases: Evidence from Japan’s Deflationary Period
Quantitative Finance
F-series
Date：
Number：CARF-F-319
A Robust Version of Convex Integral Functionals
The Financial System
F-series
Date：
Number：CARF-F-318
Dark Sides of Patent Pools with Compulsory Independent Licensing
Quantitative Finance
F-series
Date：
Number：CARF-F-317
On the Lebesgue Property of Monotone Convex Functions (Forthcoming in “Math. Financ. Econ.”)
The Financial System
F-series
Date：
Number：CARF-F-316
International Trade and Capital Movement under Financial Imperfection
Quantitative Finance
F-series
Date：
Number：CARF-F-315
Maximum Lebesgue Extension of Monotone Convex Functions (Published as: J. Funct. Anal. 266, issue 6, pp.3572-3611)
Macrofinance
F-series
Date：
Number：CARF-F-314
Why are product prices in online markets not converging?
Macrofinance
F-series
Date：
Number：CARF-F-313
Detecting Real Estate Bubbles: A New Approach Based on the Cross-Sectional Dispersion of Property Prices
Quantitative Finance
F-series
Date：
Number：CARF-F-312
Note on an Extension of an Asymptotic Expansion Scheme (Revised version of F-286; Forthcoming in “International Journal of Theoretical and Applied Finance”)
Quantitative Finance
F-series
Date：
Number：CARF-F-311
Momentum-Space Approach to Asymptotic Expansion for Stochastic Filtering (Revised version for CARF-F-289: Forthcoming in the Annals of Instituteof Statistical Mathematics)
Macrofinance
F-series
Date：
Number：CARF-F-310
Abenomics and Asset Prices: Is It Case of Self-Fulfilling Expectations?
The Financial System
F-series
Date：
Number：CARF-F-309
Behavioral Approach to Repeated Games with Private Monitoring
Quantitative Finance
F-series
Date：
Number：CARF-F-308
Generating a Target Payoff Distribution with the Cheapest Dynamic Portfolio: An Application to Hedge Fund Replication (Revised version of CARF-F-150; forthcoming in Quantitative finance”)”
Macrofinance
F-series
Date：
Number：CARF-F-307
Estimating Quality Adjusted Commercial Property Price Indexes Using Japanese REIT Data
The Financial System
F-series
Date：
Number：CARF-F-306
Impact of Financial Regulation and Innovation on Bubbles and Crashes due to Limited Arbitrage: Awareness Heterogeneity (Revised version of CARF-F-288)
Quantitative Finance
F-series
Date：
Number：CARF-F-305
A New Improvement Scheme for Approximation Methods of Probability Density Functions (Revised as CARF-F-350)
Quantitative Finance
F-series
Date：
Number：CARF-F-304
An Asymptotic Expansion Formula for Up-and-Out Barrier Option Price under Stochastic Volatility Model (Forthcoming in JSIAM Letters”)”
F-series
Date：
Number：CARF-F-303
Endogenous Monetary Policy Shifts and the Term Structure: Evidence from Japanese Government Bond Yields （Revised in April 2013)
Quantitative Finance
F-series
Date：
Number：CARF-F-302
An FBSDE Approach to American Option Pricing with an Interacting Particle Method (Revised as CARF-F-352, in October 2014)
The Financial System
F-series
Date：
Number：CARF-F-301
Process Manipulation in Unique Implementation (Further revision will be forthcoming in "Social Choice and Welfare")
Macrofinance
J-series
Date：
Number：CARF-J-092
What happened to “Zombie” Firms in Japan?: Reexamination for the lost two decades
Quantitative Finance
F-series
Date：
Number：CARF-F-300
On the Optimal Super- and Sub-Hedging Strategies (Revised in August 2013; forthcoming in "International Journal of Theoretical and Applied Finance")
Macrofinance
F-series
Date：
Number：CARF-F-299
High quality topic extraction from business news explains abnormal financial market volatility
Macrofinance
F-series
Date：
Number：CARF-F-298
How Fast Are Prices in Japan Falling?
Macrofinance
F-series
Date：
Number：CARF-F-297
The Emergence of Different Tail Exponents in the Distributions of Firm Size Variables
Quantitative Finance
F-series
Date：
Number：CARF-F-296
An Asymptotic Expansion for Forward-Backward SDEs: A Malliavin Calculus Approach (Revised in September 2013)
Macrofinance
F-series
Date：
Number：CARF-F-295