Research

2019.02

CARF-F-451|ファイナンス

Stochastic Differential Game in High Frequency Market (Forthcoming in Automatica)

• Taiga Saito, Akihiko Takahashi

2018.11

CARF-F-450|物価・資産価格変動

Trade Clustering and Power Laws in Financial Markets

• Makoto Nirei, John Stachurski, Tsutomu Watanabe

2018.11

CARF-F-449|物価・資産価格変動

Predicting Adverse Media Risk using a Heterogeneous Information Network

• Ryohei Hisano, Didier Sornette, Takayuki Mizuno

2018.11

CARF-F-448|ファイナンス

Application of Online Booking Data to Hotel Revenue Management (Forthcoming in International Journal of Information Management)

• Taiga Saito, Akihiko Takahashi, Noriaki Koide, Yu Ichifuji

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(Forthcoming in “Asia-Pacific Financial Markets”. )

• 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