Quantitative Finance
F-series
Date：
Number：CARF-F-296
Working Papers
Detailed Search
Items 301 to 350 of 668
Macrofinance
F-series
Date：
Number：CARF-F-295
Infrequent Changes of the Policy Target: Robust Optimal Monetary Policy under Ambiguity
The Financial System
F-series
Date：
Number：CARF-F-294
Efficient Combinatorial Exchanges with Opt-Out Types (Revised version of CARF-F-258)(Published in the B. E. Journal of Theoretical Economics 19 (1), 2019.)
The Financial System
F-series
Date：
Number：CARF-F-293
Auctioneer’s Discretion in Combinatorial Auctions (Revised version of CARF-F-261)
The Financial System
F-series
Date：
Number：CARF-F-292
Optimal Multiunit Exchange Design with Single-Dimensionality (Revised version of CARF-F-279)
Quantitative Finance
F-series
Date：
Number：CARF-F-290
Pricing Multi-Asset Cross Currency Options (Revised version of CARF-F-276; Revised in November 2012; Subsequently published in “Journal of Futures Markets”)
F-series
Date：
Number：CARF-F-291
How Strongly Do “Financing Constraints” Affect Firm Behavior?: Japanese Corporate Investment since the Mid-1980s (Revised in November 2012; Forthcoming in “Public Policy Review of the Ministry of Finance, Japan”)
Quantitative Finance
F-series
Date：
Number：CARF-F-289
Momentum-Space Approach to Asymptotic Expansion for Stochastic Filtering and other Problems
The Financial System
F-series
Date：
Number：CARF-F-288
Role of Leverage in Bubbles and Crashes
Quantitative Finance
F-series
Date：
Number：CARF-F-287
MAXIMUM LEBESGUE EXTENSION OF CONVEX RISK MEASURES
Quantitative Finance
F-series
Date：
Number：CARF-F-286
Note on an Extension of an Asymptotic Expansion Scheme (Revised in January 2013)
The Financial System
F-series
Date：
Number：CARF-F-285
Behavioral Aspects of Arbitrageurs in Timing Games of Bubbles and Crashes (Revised version of CARF-F-121; Forthcoming in "Journal of Economic Theory")
F-series
Date：
Number：CARF-F-284
Inequalities in Japanese Economy during the Lost Decades
Macrofinance
F-series
Date：
Number：CARF-F-283
Deleveraging and Monetary Policy: Japan since the 1990s and the United States since 2007
F-series
Date：
Number：CARF-F-282
The Boy Who Cried Bubble: Public Warnings Against Riding Bubbles
Quantitative Finance
F-series
Date：
Number：CARF-F-281
Collateralized CDS and Default Dependence -Implications for the Central Clearing- (Revised version of CARF-F-246; Forthcoming in "The Journal of Credit Risk")
F-series
Date：
Number：CARF-F-280
Channels of Stabilization in a System of Local Public Health Insurance: The Case of the National Health Insurance in Japan
The Financial System
F-series
Date：
Number：CARF-F-279
Optimal Multiunit Exchange Design (Revised as CARF-F-292)
Quantitative Finance
F-series
Date：
Number：CARF-F-278
Perturbative Expansion Technique for Non-linear FBSDEs with Interacting Particle Method (Revised in January 2015; Forthcoming in "Asia-Pacific Financial Markets")
F-series
Date：
Number：CARF-F-277
APPLICATION OF THE KUSUOKA APPROXIMATION TO BARRIER OPTIONS
Quantitative Finance
F-series
Date：
Number：CARF-F-276
Pricing Multi-Asset Cross Currency Options (Revised as CARF-F-290)
F-series
Date：
Number：CARF-F-275
Does an R&D Tax Credit Affect R&D Expenditure? The Japanese Tax Credit Reform in 2003 (Revised in October 2013)
F-series
Date：
Number：CARF-F-274
SDE WEAK APPROXIMATION LIBRARY (SDE WA) (VERSION 1.0)
Quantitative Finance
F-series
Date：
Number：CARF-F-273
A Remark on Approximation of the Solutions to Partial Differential Equations in Finance (Revised in March 2012; Forthcoming in Recent Advances in Financial Engineering 2011)
Quantitative Finance
F-series
Date：
Number：CARF-F-272
A General Computation Scheme for a High-Order Asymptotic Expansion Method (Revised version of CARF-F-242 (2011); Subsequently published in "International Journal of Theoretical and Applied Finance,"Vol. 15, No. 6 (2012).)
Quantitative Finance
F-series
Date：
Number：CARF-F-271
An Asymptotic Expansion for Solutions of Cauchy-Dirichlet Problem for Second Order ParabolicPDEs and its Application to Pricing Barrier Options(Revised as CARF-F-349, in August 2014)
Quantitative Finance
F-series
Date：
Number：CARF-F-270
Perturbative Expansion of FBSDE in an Incomplete Market with Stochastic Volatility (Revised in June 2012; Forthcoming in "Quarterly Journal of Finance")
Quantitative Finance
F-series
Date：
Number：CARF-F-269
Analytical Approximation for Non-linear FBSDEs with Perturbation Scheme (Revised version of CARF-F-248 (2011), Forthcoming in "International Journal of Theoretical and Applied Finance")
Macrofinance
F-series
Date：
Number：CARF-F-268
Asset Bubbles and Bailouts (Revised in April 2013)
F-series
Date：
Number：CARF-F-267
Speculative Attacks with Multiple Targets
Macrofinance
F-series
Date：
Number：CARF-F-266
The Great Intervention and Massive Money Injection: The Japanese Experience 2003-2004
Quantitative Finance
F-series
Date：
Number：CARF-F-265
Derivative Pricing under Asymmetric and Imperfect Collateralization and CVA (Revised version of CARF-F-240 (2010); Forthcoming in "Quantitative Finance")
Macrofinance
F-series
Date：
Number：CARF-F-264
Currency intervention and the global portfolio balance effect: Japanese and Swiss lessons, 2003-2004 and 2009-2010
Macrofinance
F-series
Date：
Number：CARF-F-263
POWER LAWS IN REAL ESTATE PRICES DURING BUBBLE PERIODS
Macrofinance
F-series
Date：
Number：CARF-F-262
Temporal and Cross Correlations in Business News
The Financial System
F-series
Date：
Number：CARF-F-261
Price-Based Combinatorial Auction: Connectedness and Representative Valuations (Revised as CARF-F-293)
Quantitative Finance
F-series
Date：
Number：CARF-F-260
Clean Valuation Framework for the USD Silo -An implication for the forthcoming Standard Credit Support Annex (SCSA)- (Forthcoming in a chapter of Risk Book “Interest Rate Modelling After The Financial Crisis”)
Macrofinance
F-series
Date：
Number：CARF-F-259
Japan’s Deleveraging since the 1990s and the Bank of Japan’s Monetary Policy: Some Comparisons with the U.S. Experience since 2007
The Financial System
F-series
Date：
Number：CARF-F-258
Efficient Combinatorial Exchanges (Revised as CARF-F-294)
J-series
Date：
Number：CARF-J-078
“Bubble” or “Boom”?: Investigation of the Japanese economy in the second-half of 1980s with the firm-level data from the “Corporate Enterprise Annual Statistics”, as preparation for studying the “Lost Two Decades”
Quantitative Finance
F-series
Date：
Number：CARF-F-257
ON ADMISSIBLE STRATEGIES IN ROBUST UTILITY MAXIMIZATION (Revised in March 2012, Forthcoming in "Mathematics and Financial Economics")
Quantitative Finance
F-series
Date：
Number：CARF-F-256
An Asymptotic Expansion with Push-Down of Malliavin Weights (Revised version of CARF-F-194; Forthcoming in "SIAM Journal on Financial Mathematics")
Accounting
J-series
Date：
Number：CARF-J-077
What Did Corporate Executives, Outside Directors and Large Shareholders Really Do ?: Corporate Governance of Tokyo Marine and Tasiho Marine in Mitsubishi and Mitsui Zaibatsu
Quantitative Finance
F-series
Date：
Number：CARF-F-255
Pricing Swaptions under the LIBOR Market Model of Interest Rates with Local-Stochastic Volatility Models (Revised version of CARF-F-214 (2010); Subsequently published in “Wilmott Journal”)
F-series
Date：
Number：CARF-F-254
Japanese Yield Curves In and Out of a Zero Rate Environmnet: A Macro-Finance Perspective (Revised in November 2011)
Macrofinance
F-series
Date：
Number：CARF-F-253
Bubbles, Banks, and Financial Stability
J-series
Date：
Number：CARF-J-075
“Bad Loans”, “Delayed Disposals”, “Follow-on and Zombie Lending”, and the Lost TwoDecades”: Lessons from the Japanese Experience?
Macrofinance
F-series
Date：
Number：CARF-F-252
The Effectiveness of Non-traditional Monetary Policy Measures: The Case of the Bank of Japan
F-series
Date：
Number：CARF-F-251
Are Japanese Firms Becoming More Independent from Their Banks?: Evidence from the Firm-Level Data of the "Corporate Enterprise Quarterly Statistics," 1994-2009
The Financial System
F-series
Date：
Number：CARF-F-250