Research

2021.03

CARF-F-510|物価・資産価格変動

Repricing Avalanches

• Makoto Nirei, José A. Scheinkman

2021.02

CARF-F-509|ファイナンス

Equilibrium Price Formation with a Major Player and its Mean Field Limit

• Masaaki Fujii, Akihiko Takahashi

2021.02

CARF-F-508|物価・資産価格変動

Japan’s Voluntary Lockdown: Further Evidence Based on Age-Specific Mobile Location Data

• Tsutomu Watanabe, Tomoyoshi Yabu

2021.02

CARF-F-507|ファイナンス

Supplementary file for ”Sup-inf/inf-sup problem on choice of a probability measure by FBSDE approach (Forthcoming in IEEE Transactions on Automatic Control)”

• Taiga Saito, Akihiko Takahashi

2021.02

CARF-F-506|金融システム・バブル

Bank Regulatory Reforms and Declining Diversity of Bank Credit Allocation

• Takeo Hoshi, Ke Wang

2021.01

CARF-F-505|物価・資産価格変動

Covid-19 and Output in Japan

• Daisuke Fujii, Taisuke Nakata

2021.01

CARF-F-504|ファイナンス

A new efficient approximation scheme for solving high-dimensional semilinear PDEs: control variate method for Deep BSDE solver

• Akihiko Takahashi, Yoshifumi Tsuchida, Toshihiro Yamada

2021.01

CARF-F-503|ファイナンス

A New Interval Type-2 Fuzzy Logic System Under Dynamic Environment: Application to Financial Investment (Subsequently published in “Engineering Applications of Artificial Intelligence”)

• Akihiko Takahashi, Soichiro Takahashi

2020.12

CARF-F-502|物価・資産価格変動

High-frequency Identification of Unconventional Monetary Policy Shocks in Japan

• Hiroyuki Kubota, Mototsugu Shintani

2020.12

CARF-F-501|物価・資産価格変動

Unconventional Monetary Policy through Open Market Operations: A Principal Component Analysis

• Markus Heckel, Kiyohiko G. Nishimura