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F-series
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High-Frequency Identification of Monetary Policy Shocks in Japan (Revised version of CARF-F-502)(Forthcoming in the Japanese Economic Review)
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Strong Convergence to the Mean-Field Limit of A Finite Agent Equilibrium (Forthcoming in SIAM Journal on Financial Mathematics)
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The Medium-Term Impacts of the Global Financial Crisis
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Inference of Jumps Using Wavelet Variance
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Price Stability of Cryptocurrencies as a Medium of Exchange
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Going Cashless: Evidence from Japan’s Point Reward Program
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Online Consumption During and After the COVID-19 Pandemic: Evidence from Japan
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Deep Asymptotic Expansion: Application to Financial Mathematics (forthcoming in proceedings of IEEE CSDE 2021)
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How do bank lenders use borrowers’ financial statements? Evidence from a survey of Japanese banks
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A Mean Field Game Approach to Equilibrium Pricing with Market Clearing Condition (Forthcoming in SIAM Journal on Control and Optimization)
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Household Inventory, Temporary Sales, and Price Indices
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Frequency Regression and Smoothing for Noisy Nonstationary Time Series
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Epistemological Implementation of Social Choice Functions
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Backward Smoothing for Noisy Non-stationary Time Series
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Identifying the Source of Information Rigidities in the Expectations Formation Process
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Auctions with Ethical Concerns
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Assignments with Ethical Concerns
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The Return of the Dead? The COVID-19 Business Support Programs in Japan (Forthcoming in Journal of Banking and Finance)
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Budget Ratcheting and Debtholders’ Monitoring: Evidence from Private Colleges and Universities (Forthcoming in Journal of Management Accounting Research)
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The Bright and Dark Side of Financial Support from Local and Central Banks after a Natural Disaster: Evidence from the Great Kanto Earthquake, 1923 Japan
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Repricing Avalanches
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Equilibrium Price Formation with a Major Player and its Mean Field Limit
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Japan’s Voluntary Lockdown: Further Evidence Based on Age-Specific Mobile Location Data
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