Research

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

2019.09

CARF-F-466|金融システム・バブル

Accuracy and Retaliation in Repeated Games with Imperfect Private Monitoring: Experiments (Revised version of CARF-F-433)(Forthcoming in Games and Economic Behavior)

• Yutaka Kayaba, Hitoshi Matsushima, Tomohisa Toyama

2019.09

CARF-F-465|物価・資産価格変動

How Large is the Demand for Money at the ZLB? Evidence from Japan

• Tsutomu Watanabe, Tomoyoshi Yabu

2019.09

CARF-F-464|金融システム・バブル

Mechanism Design with General Ex-Ante Investments (Revised version of F415 )

• Hitoshi Matsushima, Shunya Noda

2019.09

CARF-F-463|物価・資産価格変動

Detecting stock market bubbles based on the cross-sectional dispersion of stock prices

• Takayuki Mizuno, Takaaki Ohnishi, Tsutomu Watanabe

2019.08

CARF-J-111|金融システム・バブル

財閥持株会社の株式ポートフォリオと投資収益率：三菱合資会社と三井合名会社の比較分析

• 岡崎哲二