Research

2018.10

CARF-F-447|金融システム・バブル

Bank-Runs and Minimum Reciprocity

• Hitoshi Matsushima

2018.10

CARF-F-446|ファイナンス

Term Structure Models During the Global Financial Crisis: A Parsimonious Text Mining Approach

• Kiyohiko G. Nishimura, Seisho Sato, Akihiko Takahashi

2018.09

CARF-F-445|ファイナンス

Asymptotic Expansion for Forward-Backward SDEs with Jumps (Forthcoming in Stochastics) (Revised version of F-372)

• Masaaki Fujii, Akihiko Takahashi

2018.09

CARF-F-444|物価・資産価格変動

The Demand for Money at the Zero Interest Rate Bound

• Tsutomu Watanabe, Tomoyoshi Yabu

2018.09

CARF-F-443|金融システム・バブル

Implementation without Expected Utility: Ex-Post Verifiability

• Hitoshi Matsushima

2018.08

CARF-F-442|物価・資産価格変動

The Formation of Consumer Inflation Expectations: New Evidence From Japan’s Deflation Experience

• Jess Diamond, Kota Watanabe, Tsutomu Watanabe

2018.07

CARF-F-441|ファイナンス

Bitcoin technical trading with artificial neural network (Subsequently, published in “Physica A: Statistical Mechanics and its Applications”)(Revised version of F-430)

• Masafumi Nakano, Akihiko Takahashi, Soichiro Takahashi

2018.07

CARF-F-440|ファイナンス

Anticipated Backward SDEs with Jumps and quadratic-exponential growth drivers (Forthcoming in Stochastics and Dynamics) (Revised version of F-431)

• Masaaki Fujii, Akihiko Takahashi

2018.06

CARF-F-439|金融システム・バブル

Timing Games with Irrational Types: Leverage-Driven Bubbles and Crash-Contingent Claims (Revised version of CARF-F-306)

• Hitoshi Matsushima

2018.06

CARF-F-438|ファイナンス

Trading and Ordering Patterns of Market Participants in High Frequency Trading Environment -Empirical Study in the Japanese Stock Market-(Forthcoming in Asia-Pacific Financial Markets)(Revised version of CARF-F-411)

• Taiga Saito, Takanori Adachi, Teruo Nakatsuma, Akihiko Takahashi, Hiroshi Tsuda, Naoyuki Yoshino