Quantitative Finance
F-series
Date：
Number：CARF-F-249
Working Papers
Detailed Search
Items 351 to 400 of 668
Quantitative Finance
F-series
Date：
Number：CARF-F-248
Analytical Approximation for Non-linear FBSDEs with Perturbation Scheme (Revised as CARF-F-269)
F-series
Date：
Number：CARF-F-247
Democracy and Reforms: Evidence from a New Dataset
Quantitative Finance
F-series
Date：
Number：CARF-F-246
Collateralized CDS and Default Dependence -Implications for the Central Clearing-(Revised as CARF-F-281)
Quantitative Finance
F-series
Date：
Number：CARF-F-245
Rebalancing Static Super-Replications (Revised in July 2011)
J-series
Date：
Number：CARF-J-071
Hegemony, Trade and Credit Markets in the early modern Europe
The Financial System
F-series
Date：
Number：CARF-F-244
Investment and Ultimatum Games: Experiments
The Financial System
F-series
Date：
Number：CARF-F-243
Exclusive Dealing Contracts by Distributors
Quantitative Finance
F-series
Date：
Number：CARF-F-242
A General Computation Scheme for a High-Order Asymptotic Expansion Method (Revised in July 2011; Revised as CARF-F-272)
F-series
Date：
Number：CARF-F-241
A Study of Financing Behavior of Japanese Firms with Firm-Level Data from Corporate Enterprise Quarterly Statistics – 1994~2009: Introduction and Summary
Quantitative Finance
F-series
Date：
Number：CARF-F-240
Derivative Pricing under Asymmetric and Imperfect Collateralization and CVA (Revised in March 2011; Revised as CARF-F-265)
The Financial System
J-series
Date：
Number：CARF-J-070
Branch Network and Internal Flow of Funds of Mitsubishi Bank during the Second World War
Quantitative Finance
F-series
Date：
Number：CARF-F-239
Choice of Collateral Currency (Forthcoming in "Risk Magazine")
Quantitative Finance
F-series
Date：
Number：CARF-F-238
Hedging European Derivatives with the Polynomial Variance Swap under Uncertain Volatility Environments (Forthcoming in "International Journal of Theoretical and Applied Finance")
F-series
Date：
Number：CARF-F-237
How Does Yield Curve Predict GDP Growth? A Macro-Finance Approach Revisited (Revised in January 2011)
Macrofinance
F-series
Date：
Number：CARF-F-236
Japan’s Bubble, America’s Bubble and China’s Bubble (Published in China & World Economy, Jan.-Feb. 2011, Vol.19, No.1, 47-62.)
Quantitative Finance
J-series
Date：
Number：CARF-J-069
GH skew Student’s t-distribution in stochastic volatility model with application to stock returns
Macrofinance
F-series
Date：
Number：CARF-F-235
Japan’s Deflation and the Bank of Japan’s Experience with Non-traditional Monetary Policy (Forthcoming in Journal of Money, Credit and Banking.) Revised in October 2011
Accounting
J-series
Date：
Number：CARF-J-068
The Economic Recession in 2008 and Corporate Accounting Behavior
J-series
Date：
Number：CARF-J-067
“The Reality of Trade Credit and its Link to Bank Borrowing and Inventory: (2) Correlation Coefficients and Multiple Regressions”
J-series
Date：
Number：CARF-J-066
“The Reality of Trade Credit and its Link to Bank Borrowing and Inventory: (1) Overall Discussion and Preliminary Investigation”
J-series
Date：
Number：CARF-J-065
“The Reality of Short-term Shocks like the ‘Credit Crunch’ of 1997-1999 and the ‘Financial Crisis’ of 2007, and the Effectiveness of ‘Emergency’ Economic Measures– A Follow-up to Miwa [2008]”
Macrofinance
F-series
Date：
Number：CARF-F-234
Financial Institution, Asset Bubbles and Economic Performance
J-series
Date：
Number：CARF-J-063
“A Study of Financing Behavior of Japanese Firms with Firm-Level Data from “Corporate Enterprise Quarterly Statistics” — 1994-2009: Introduction and Summary” (Revised in March 2011)
The Financial System
F-series
Date：
Number：CARF-F-233
Firm Heterogeneity under Financial Imperfection: Impacts of Trade and Capital Movement
F-series
Date：
Number：CARF-F-232
Hysteresis in Dynamic General Equilibrium Models with Cash-in-Advance Constraints
J-series
Date：
Number：CARF-J-064
“The Low ‘Bank-Dependence Ratio’ and Recent Further Increase in the ‘Independence of Firms from Banks'”
F-series
Date：
Number：CARF-F-231
Exaggerated Death of Distance: Revisiting Distance Effects on Regional Price Dispersions (Revised in May 2012)
Quantitative Finance
F-series
Date：
Number：CARF-F-230
Modeling of Interest Rate Term Structures under Collateralization and its Implications (Revised in December 2010; Forthcoming in "Proceedings of KIER-TMU International Workshop on Financial Engineering, 2010".)
Macrofinance
F-series
Date：
Number：CARF-F-229
Market-specific and Currency-specific Risk during the Global Financial Crisis: Evidence from the Interbank Markets in Tokyo and London
Quantitative Finance
F-series
Date：
Number：CARF-F-228
On Properties of Separating Information Maximum Likelihood Estimation of Realized Volatility and Covariance with Micro-Market Noise
The Financial System
F-series
Date：
Number：CARF-F-227
Financing Harmful Bubbles
F-series
Date：
Number：CARF-F-226
Core-Selecting Auctions: An Experimental Study
Quantitative Finance
F-series
Date：
Number：CARF-F-225
APPLICATION OF A HIGH-ORDER ASYMPTOTIC EXPANSION SCHEME TO LONG-TERM CURRENCY OPTIONS (Forthcoming in "The International Journal of Business and Finance Research".)
Macrofinance
F-series
Date：
Number：CARF-F-224
Why Did “Zombie” Firms Recover in Japan?
Macrofinance
F-series
Date：
Number：CARF-F-223
Asset Bubbles, Endogenous Growth, and Financial Frictions (Revisied in September 2010)
The Financial System
F-series
Date：
Number：CARF-F-222
Exclusive Dealing and the Market Power of Buyers
The Financial System
J-series
Date：
Number：CARF-J-062
The Recent Economic and Financial Crisis: An Overview of its Causes, Propagation Mechanisms and Policy Responses
Quantitative Finance
F-series
Date：
Number：CARF-F-221
Efficient Bayesian Estimation of a Multivariate Stochastic Volatility Model with Cross Leverage and Heavy-Tailed Errors (Revised version of CARF-F-191(2009), CARF-F-198(2009) )
F-series
Date：
Number：CARF-F-220
Investor Preferences for Oil Spot and Futures Based on Mean-Variance and Stochastic Dominance
F-series
Date：
Number：CARF-F-219
Ranking Multivariate GARCH Models by Problem Dimension
F-series
Date：
Number：CARF-F-218
Exchange Rate and Industrial Commodity Volatility Transmissions, Asymmetries and Hedging Strategies
F-series
Date：
Number：CARF-F-217
Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH
Quantitative Finance
F-series
Date：
Number：CARF-F-216
Collateral Posting and Choice of Collateral Currency -Implications for Derivative Pricing and Risk Management-
Quantitative Finance
F-series
Date：
Number：CARF-F-215
Stochastic Volatility Model with Leverage and Asymmetrically Heavy-Tailed Error Using GH Skew Student’s t-Distribution (Revised version of CARF-F-199(2009) )
Quantitative Finance
F-series
Date：
Number：CARF-F-214
Pricing Swaptions under the Libor Market Model of Interest Rates with Local-Stochastic Volatility Models
The Financial System
F-series
Date：
Number：CARF-F-213
Role of Relative and Absolute Performance Evaluations in Intergroup Competition (Accepted in "Japanese Economic Review". )
Quantitative Finance
F-series
Date：
Number：CARF-F-212
New Unified Computational Algorithm in a High-Order Asymptotic Expansion Scheme (Forthcoming in "The Proceedings of KIER-TMU International Workshop on Financial Engineering 2009".)
Quantitative Finance
F-series
Date：
Number：CARF-F-211
A New Hedge Fund Replication Method With The Dynamic Optimal Portfolio (Forthcoming in "Global Journal of Business Research". )
Quantitative Finance
F-series
Date：
Number：CARF-F-210