Research

2020.03

CARF-F-476|物価・資産価格変動

The Responses of Consumption and Prices in Japan to the COVID-19 Crisis and the Tohoku Earthquake

• Tsutomu Watanabe

2020.03

CARF-F-475|金融システム・バブル

Capital Market Integration with Multiple Convergence Clubs: The Case of Prewar Japan

• Tetsuji Okazaki, Koji Sakai

2020.03

CARF-F-474|金融システム・バブル

Mechanism Design with Blockchain Enforcement

• Hitoshi Matsushima, Shunya Noda

2020.03

CARF-F-473|ファイナンス

A Mean Field Game Approach to Equilibrium Pricing with Market Clearing Condition

• Masaaki Fujii, Akihiko Takahashi

2020.02

CARF-F-472|金融システム・バブル

Recurrent Preemption Games

• Hitoshi Matsushima

2019.12

CARF-F-471|ファイナンス

A novel approach to asset pricing with choice of probability measures

• Taiga Saito, Akihiko Takahashi

2019.12

CARF-F-470|ファイナンス

Online Appendix for Interest Rate Model with Investor Attitude and Text Mining

• Souta Nakatani, Kiyohiko G. Nishimura, Taiga Saito, Akihiko Takahashi

2019.12

CARF-F-469|ファイナンス

On the difference between the volatility swap strike and the zero vanna implied volatility

• Elisa Alòs, Frido Rolloos, Kenichiro Shiraya

2019.12

CARF-F-468|金融システム・バブル

Sequential ε-Contamination with Learning

• Hiroyuki Kato, Kiyohiko G. Nishimura, Hiroyuki Ozaki

2019.11

CARF-F-467|ファイナンス

Probabilistic Approach to Mean Field Games and Mean Field Type Control Problems with Multiple Populations

• Masaaki Fujii