The Financial System
F-series
Date：
Number：CARF-F-209
Working Papers
Detailed Search
Items 401 to 450 of 668
The Financial System
F-series
Date：
Number：CARF-F-208
Finitely Repeated Prisoners’ Dilemma with Small Fines: Penance Contract
J-series
Date：
Number：CARF-J-061
“”Credit Guarantee” Policy [shin’yo hosho seido] for Small Businesses in Japan, with Reference to “the Special Credit Guarantee Policy” during 1998.10 – 2001.3″
F-series
Date：
Number：CARF-F-207
The Role of Uncertainty in the Term Structure of Interest Rates: A Macro-Finance Perspective
The Financial System
F-series
Date：
Number：CARF-F-205
Incentives in Hedge Funds
F-series
Date：
Number：CARF-F-204
Convertible Subordinated Debt Financing and Optimal Investment Timing
F-series
Date：
Number：CARF-F-203
THE TOKYO FINANCIAL MARKETS RESEARCH DATA SERVICES: I. FACTORS DATA FOR EQUITY MARKETS
F-series
Date：
Number：CARF-F-202
Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns
F-series
Date：
Number：CARF-F-201
Market Efficiency of Oil Spot and Futures: A Stochastic Dominance Approach
The Financial System
F-series
Date：
Number：CARF-F-200
The Structure of Japan’s Financial Regulation and Supervision and the Role Played by the Bank of Japan (Published in Journal of Regulation & Risk: North Asia, Spring 2010, Vol.2, No.1. 87-97.)
Quantitative Finance
F-series
Date：
Number：CARF-F-199
Stochastic volatility model with leverage and asymmetrically heavy-tailed error using GH skew Student’s t-distribution
Quantitative Finance
F-series
Date：
Number：CARF-F-198
Efficient Bayesian estimation of a multivariate stochastic volatility model with cross leverage and heavy-tailed errors (Revised version of CARF-F-191(2009) )
F-series
Date：
Number：CARF-F-197
Realized Volatility Risk (Revised in January 2010)
Quantitative Finance
F-series
Date：
Number：CARF-F-196
A Market Model of Interest Rates with Dynamic Basis Spreads in the presence of Collateral and Multiple Currencies (Revised in April 2011; forthcoming in "Wilmott Magazine" )
Quantitative Finance
F-series
Date：
Number：CARF-F-195
A Survey on Modeling and Analysis of Basis Spreads (Forthcoming in "Recent Advances in Financial Engineering 2011")
Quantitative Finance
F-series
Date：
Number：CARF-F-194
An Asymptotic Expansion with Push-Down of Malliavin Weights (Revised in April 2011; Revised as CARF-F-256)
Macrofinance
J-series
Date：
Number：CARF-J-060
The Role of the Central Bank under the Japanese Financial Crisis: Zero Interest Rate, Quantitative Easing, and Credit Easing
Quantitative Finance
F-series
Date：
Number：CARF-F-193
An Asymptotic Expansion with Malliavin Weights: An Application to Pricing Discrete Barrier Options
F-series
Date：
Number：CARF-F-192
Daily Tourist Arrivals, Exchange Rates and Volatility for Korea and Taiwan
Quantitative Finance
F-series
Date：
Number：CARF-F-191
Multivariate Stochastic Volatility with Cross Leverage (Revised as CARF-F-198(2009) )
F-series
Date：
Number：CARF-F-190
Interdependence of International Tourism Demand and Volatility in Leading ASEAN Destinations
F-series
Date：
Number：CARF-F-189
Forecasting Realized Volatility with Linear and Nonlinear Models
F-series
Date：
Number：CARF-F-188
A Panel Threshold Model of Tourism Specialization and Economic Development
F-series
Date：
Number：CARF-F-187
Precious Metals-Exchange Rate Volatility Transmissions and Hedging Strategies
F-series
Date：
Number：CARF-F-186
It Pays to Violate: How Effective are the Basel Accord Penalties?
F-series
Date：
Number：CARF-F-183
Modelling Long Memory Volatility in Agricultural Commodity Futures Returns
F-series
Date：
Number：CARF-F-182
Uninsured countercyclical risk: an aggregation result and application to optimal monetary policy (Revised in November 2010, forthcoming in the Journal of the European Economic Association. )
F-series
Date：
Number：CARF-F-181
Computing Densities: A Conditional Monte Carlo Estimator
Macrofinance
F-series
Date：
Number：CARF-F-180
Non-Traditional Monetary Polices: G7 Central Banks during 2007-2009 and the Bank of Japan during 1998-2006
F-series
Date：
Number：CARF-F-179
Dynamic Conditional Correlations in International Stock, Bond and Foreign Exchange Markets: Emerging Markets Evidence
F-series
Date：
Number：CARF-F-178
VaR Forecasts and Dynamic Conditional Correlations for Spot and Futures Returns on Stocks and Bonds
Quantitative Finance
F-series
Date：
Number：CARF-F-177
Pricing Average Options on Commodities (Revised in February 2012; Subsequently published in “the Journal of Futures Markets”.)
Quantitative Finance
F-series
Date：
Number：CARF-F-176
Pricing Barrier and Average Options under Stochastic Volatility Environment (Revised in May 2010; Subsequently published in “the Journal of Computational Finance”.)
F-series
Date：
Number：CARF-F-175
Modelling Conditional Correlations in the Volatility of Asian Rubber Spot and Futures Returns (Revised in November 2009)
The Financial System
F-series
Date：
Number：CARF-F-174
Implementation and Mind Control
F-series
Date：
Number：CARF-F-173
Simple Expected Volatility (SEV) Index: Application to SET50 Index Options
F-series
Date：
Number：CARF-F-172
Exchange Rate and Industrial Commodity Volatility Transmissions and Hedging Strategies
F-series
Date：
Number：CARF-F-171
Optimal Risk Management Before, During and After the 2008-09 Financial Crisis
F-series
Date：
Number：CARF-F-170
Modelling the Interactions Across International Stock, Bond and Foreign Exchange Markets
F-series
Date：
Number：CARF-F-169
Value-at-Risk for Country Risk Ratings
F-series
Date：
Number：CARF-F-168
Dynamic Conditional Correlations for Asymmetric Processes
F-series
Date：
Number：CARF-F-167
Asymmetry and Leverage in Realized Volatility
F-series
Date：
Number：CARF-F-166
Alternative Asymmetric Stochastic Volatility Models
Quantitative Finance
F-series
Date：
Number：CARF-F-165
Asymptotic Expansion Approaches in Finance: Applications to Currency Options ( Forthcoming in "Financial Derivatives: Risk Management, Modeling Tools and Hedging Strategies". )
F-series
Date：
Number：CARF-F-164
The Ten Commandments for Optimizing Value-at-Risk and Daily Capital Charges
F-series
Date：
Number：CARF-F-163
Forecasting Volatility and Spillovers in Crude Oil Spot, Forward and Futures Markets
F-series
Date：
Number：CARF-F-162
Modelling Conditional Correlations for Risk Diversification in Crude Oil Markets
Quantitative Finance
F-series
Date：
Number：CARF-F-161
Hedging European Derivatives with the Polynomial Variance Swap under Uncertain Volatility Environments
F-series
Date：
Number：CARF-F-160
The Second End of Laissez-Faire — Bootstrapping Nature of Money and Inherent Instability of Capitalism (Revised in October 2009)
F-series
Date：
Number：CARF-F-159