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Content
2009
2008
- CARF-F-301 Process Manipulation in Unique Implementation
by Hitoshi Matsushima
- CARF-F-143 A Strategic Theory of Markets
by Eiichiro Kazumori
- CARF-F-142 Interbank Networks in Pre-war Japan:Structure and Implications
by Tetsuji Okazaki & Michiru Sawada
- CARF-F-141 Macroeconomic Implications of Term Structures of Interest Rates under Stochastic Differential Utility with Non-Unitary EIS ( Forthcoming in "Asia-Pacific Financial Markets" , vol.16-3231-263, 2009; Revised in July 2009 )
by Hisasi Nakamura & Wataru Nozawa & Akihiko Takahashi
- CARF-F-140 Implementation and Social Influence
by Hitoshi Matsushima
- CARF-F-139 A Remark on a Singular Perturbation Method for Option Pricing under a Stochastic Volatility Model ( Forthcoming in "Asia-Pacific Financial Markets". )
by Kyo Yamamoto & Akihiko Takahashi
- CARF-F-138 Probability Distribution and Option Pricing for Drawdown in a Stochastic Volatility Environment ( Revised in May 2009; Electronic version of an article will be published in "International Journal of Theoretical and Applied Finance". [copyright world Scientific Publishing Company][http://www.worldscinet.com/ijtaf/] )
by Kyo Yamamoto & Seisho Sato & Akihiko Takahashi
- CARF-F-137 Hedge Fund Replication ?Revised in November 2008, forthcoming in The Recent Trend of Hedge Fund Strategies)
by Akihiko Takahashi & Kyo Yamamoto
- CARF-F-136 On productivity performance gains of Indonesian firms
by M. Ariff & Viverita
- CARF-F-135 The Rise of China and Sustained Recovery of Japan
by Shin-ichi Fukuda
- CARF-F-134 Financial Imperfection and Outsourcing Decision
by Noriyuki Yanagawa
- CARF-F-133 Biased Motivation of Experts: Should They be Aggressive or Conservative?
by Noriyuki Yanagawa
- CARF-F-132 Exclusive Dealing Contract and Inefficient Entry Threat
by Noriyuki Yanagawa & Ryoko Oki
- CARF-F-131 Timing of Convertible Debt Financing and Investment
by Kyoko Yagi & Ryuta Takashima & Hiroshi Takamori & Katsushige Sawaki
- CARF-F-130 How Capital Structure Adjusts Dynamically during Financial Crisis
by Shamsher M. & M. Ariff & Taufiq H
- CARF-F-129 Factors Correlated with Equity Market Risk Premiums in Developed and Emerging Markets
by Vijaya B. Marisetty & M. Ariff
- CARF-F-128 Imf Bank-Restructuring Efficiency Outcomes:Evidence From East Asia
by Mohamed Ariff & Luc Can
- CARF-F-127 Do Accounting And Finance Tools Serve Governance?
by Mohamed Ariff & J. Ratnatunga
- CARF-F-126 Do Accounting Disclosures Of Fee Income Affect Commercial Bank Share Prices?
by F.F. Cheng & M. Ariff
- CARF-F-125 The Role of Non-Parity Fundamentals in Exchange Rate Determination: Australia and the Asia Pacific Region
by Catherine S. F. Ho & M. Ariff
- CARF-F-124 Habit Formation and the Present-Value Model of the Current Account: Yet Another Suspect ( Revised version of CARF-F-101(2007); Revised version subsequently published in "Journal of International Economics", 2009, 78, p72-85. )
by Takashi Kano
- CARF-F-123 Human Capital as an Asset Mix and Optimal Life-Cycle Portfolio: An Analytical Solution
by Takao Kobayashi & Risa Sai & Kazuya Shibata
- CARF-F-122 Impaired Bank Health and Default Risk ( Forthcoming in "Pacific-Basin Finance Journal". )
by Shin-ichi Fukuda & Munehisa Kasuya & Kentaro Akashi
- CARF-F-121 Effects of Reputation in Bubbles and Crashes ( Revised in April 2008 )
by Hitoshi Matsushima
- CARF-F-120 A New Scheme for Static Hedging of European Derivatives under Stochastic Volatility Models ( Revised in June 2008, Published in "Journal of Futures Markets", Vol.29-5, 397-413, 2009. )
by Akihiko Takahashi & Akira Yamazaki
- CARF-F-119 Technology Shocks and Asset Price Dynamics:The Role of Housing in General Equilibrium
by Jiro Yoshida
- CARF-F-118 Term Structure of Interest Rates under Recursive Preferences in Continuous Time ( Revised in February 2008, subsequently published in "Asia-Pacific Financial Markets", Vol.15-3,4, 273-305. )
by Hisashi Nakamura & Keita Nakayama & Akihiko Takahashi
- CARF-F-116 A Hybrid Asymptotic Expansion Scheme: an Application to Long-term Currency Options ( Revised in April 2008, January 2009 and April 2010; forthcoming in "International Journal of Theoretical and Applied Finance". )
by Akihiko Takahashi & Kohta Takehara
2007
- CARF-F-115 Strategic Default Jump as Impulse Control in Continuous Time ( Revised in February 2008 )
by Hisashi Nakamura
- CARF-F-114 Trying to Make Sense of the Bank of Japan's Monetary Policy sinse the Exit from Quantitative Easing ( Published in "International Finance", Winter 2007, Vol. 10, No.3, 301-16. )
by Kazuo Ueda
- CARF-F-113 Pricing and Hedging of Long-term Futures and Forward Contracts by a Three-Factor Model ( Revised in December 2007; Subsequently published in "Quantitative Finance". )
by Kenichiro Shiraya & Akihiko Takahashi
- CARF-F-112 Behavioral Aspects of Implementation Theory ( The further revision was subsequently published in "Economics Letters". )
by Hitoshi Matsushima
- CARF-F-111 Bank distress and the borrowers' productivity
by Keiichiro Kobayashi & Noriyuki Yanagawa
- CARF-F-110 Detail-Free Mechanism Design in Twice Iterative Dominance: Large Economies ( Revised version of CARF-F-007(2004) and CARF-F-062(2005); The further revision was subsequently published in "Journal of Economic Theory" as a regular article. )
by Hitoshi Matsushima
- CARF-F-109 Role of Honesty in Full Implementation ( Revised version of CARF-F-062(2006); The further revision was subsequently published in "Journal of Economic Theory" as a short article. )
by Hitoshi Matsushima
- CARF-F-108 Estimating Stochastic Volatility Models Using Daily Returns and Realized Volatility Simultaneously ( Revised in March 2008; Published in "Computational Statistics and Data Analysis", 53-6, 2404-2426. April 2009. )
by Makoto Takahashi & Yasuhiro Omori & Toshiaki Watanabe
- CARF-F-107 Leverage, Heavy-Tails and Correlated Jumps in Stochastic Volatility Models (Revised in January 2008; Published in "Computational Statistics and Data Analysis", 53-6, 2335-2353. April 2009. )
by Jouchi Nakajima & Yasuhiro Omori
- CARF-F-106 Consumption Insurance and Risk-Coping Strategies under Non-Separable Utility: Evidence from the Kobe Earthquake
by Yasuyuki Sawada & Satoshi Shimizutani
- CARF-F-105 Efficient Static Replication of European Options for Exponential Levy Models (Revised in January 2008, Published in "Journal of Futures Markets", Vol.29-1, 1-15, 2009. )
by Akihiko Takahashi & Akira Yamazaki
- CARF-F-104 Block Sampler and Posterior Mode Estimation for A Nonlinear and Non-Gaussian State-Space Model with Correlated Errors
by Yasuhiro Omori & Toshiaki Watanabe
- CARF-F-103 Block Sampler and Posterior Mode Estimation for Asymmetric Stochastic Volatility Models (Published in "Computational Statistics and Data Analysis", 52-6, 2892-2910. February 2008. )
by Yasuhiro Omori & Toshiaki Watanabe
- CARF-F-102 An Asymptotic Expansion Approach in Finance (Revised in April 2009; subsequently published as "On an Asymptotic Expansion Approach to Numerical Problems in Finance," in Selected Papers on Probability and Statistics, pp. 199-217, 2009, American Mathematical Society)
by Akihiko Takahashi
- CARF-F-101 Habit Formation and the Present-Value Model of the Current Account: Yet Another Suspect (Revised as CARF-F-124 (2008) )
by Takashi Kano
- CARF-F-100 Why some Distressed Firms Have Low Expected Returns. ( Revised in September. 2007 )
by Takao Kobayashi & Ryoichi Ikeda
- CARF-F-099 Did the Credit Crunch in Japan Affect Household Welfare? An Augmented Euler Equation Approach Using Type 5 Tobit Model
by Yasuyuki Sawada & Kazumitsu Nawata & Masako Ii & Jeong-Joon Lee
- CARF-F-098 Listing Policy and Development of the Tokyo Stock Exchange in the Pre-War Period?(Published in Takatoshi Ito and Andrew Rose eds. "Financial Sector Development in the Pacific Rim". Chicago, IL: University of Chicago Press, pp.51-87, 2009. )
by Yasushi Hamao & Takeo Hoshi & Tetsuji Okazaki
- CARF-F-097 Fourier Transform Method with an Asymptotic Expansion Approach: an Application to Currency Options ( Revised in December 2008; subsequently published in "International Journal of Theoretical and Applied Finance", Vol.11-4,pp.381-401. )
by Akihiko Takahashi & Kohta Takehara
- CARF-F-096 Tit-For-Tat Equilibria in Discounted Repeated Games with Private Monitoring
by Hitoshi Matsushima
- CARF-F-095 Liquidity Risk Aversion, Debt Maturity, and Current Account Surpluses: A Theory and Evidence from East Asia (Forthcoming in T. Ito and A. Rose eds., International Financial Issues in Pacific Rim, University of Chicago Press)
by Shin-ichi Fukuda & Yoshifumi Kon
- CARF-F-094 Multivariate stochastic volatility (Revised in May 2007, Handbook of Financial Time Series (Published in "Handbook of Financial Time Series" (eds T.G. Andersen, R.A. Davis, Jens-Peter Kreiss and T. Mikosch), 365-400. Springer-Verlag: New York. April 2009. )
by Siddhartha Chib & Yasuhiro Omori & Manabu Asai
- CARF-F-093 Pioneering Modern Corporate Governance: a View from London in 1900 (Subsequently published in "Enterprise and Society", vol. 8, no. 3, September 2007, pp. 642-86. )
by Leslie Hannah
- CARF-F-092 An Asymptotic Expansion Approach to Currency Options with a Market Model of Interest Rates under Stochastic Volatility Processes of Spot Exchange Rates (Revised in August 2007 and January 2009; subsequently published in "Asia-Pacific Financial Markets", vol.14, pp.69-121, 2007. )
by Akihiko Takahashi & Kohta Takehara
- CARF-F-091 Rethinking Pension Reform - Simple Application To The Japanese Situation
by Arun Muralidhar
- CARF-F-090 Hedging Currency Risk In International Investment And Trade
by Arun Muralidhar & Masakazu Arikawa
- CARF-F-089 The Case for View Based Dynamic ALM for Japanese Pension Funds: A New Approach to Liability Driven Investing
by Sanjay Muralidhar & Masakazu Arikawa & Arun Muralidhar
2006
- CARF-F-088 Democracy, Finance and Development
by Juan Pineiro Chousa & Haider A. Khan & Davit N. Melikyan & Artur Tamazian
- CARF-F-087 Quote Competition in Limit Order Markets
by OHTA Wataru
- CARF-F-086 Group Provision Against Adversity: Security By Insurance vs. Protection
by Toshihiro Ihori & Martin McGuire
- CARF-F-085 Patterns of Non-exponential Growth of Macroeconomic Models: Two-parameter Poisson-Dirichlet Models (Forthcoming in "Rivista Internazionale di Scienze Sociali", cxv No.1, pp. 109-125, 2007. )
by Masanao Aoki
- CARF-F-084 Micro-aspects of Monetary Policy: Lender of Last Resort and Selection of Banks in Pre-war Japan (Published in "Explorations in Economic History", October 2007, v. 44, iss. 4, pp. 657-79. )
by Tetsuji Okazaki
- CARF-F-083 Thermodynamic Limits of Macroeconomic or Financial Models: One-and Two-Parameter Poisson-Dirichlet Models (Forthcoming in "Journal of Economic Dynamics and Control", 2007. )
by Masanao Aoki
- CARF-F-082 Pricing Currency Options with a Market Model of Interest Rates under Jump-Diffusion Stochastic Volatility Processes of Spot Exchange Rates
by Akihiko Takahashi & Kota Takehara & Akira Yamazaki
- CARF-F-081 On the Consumption Insurance Effects of Long-term Care Insurance In Japan: Evidence from Micro Household Data
by Yasushi Iwamoto & Miki Kohara & Makoto Saito
- CARF-F-080 On the Determinants of Exporters' Currency Pricing: History vs. Expectations (Subsequently published in "Journal of the Japanese and International Economies", Vol.18, No.4, December 2006, pp.548-568. )
by Shin-ichi Fukuda & Masanori Ono
- CARF-F-079 Post-crisis Exchange Rate Regimes in ASEAN:A New Empirical Test Based on Intra-daily Data (Forthcoming in "Singapore Economic Review". )
by Shin-ichi Fukuda & Sanae Ohno
- CARF-F-078 The Role of Trade Credit for Small Firms: An Implication from Japan's Banking Crisis
by Shin-ichi Fukuda & Munehisa Kasuya & Kentaro Akashi
- CARF-F-077 The Impacts of "Shock Therapy" on Large and Small Clients:Experiences from Two Large Bank Failures in Japan (Forthcoming in "Pacific-Basin Finance Journal". )
by Shin-ichi Fukuda & Satoshi Koibuchi
- CARF-F-076 A Factor Allocation Approach to Optimal Bond Portfolio (Revised in March 2008, Published in "Asia-Pacific Financial Markets", Vol.14-4, 299-324, 2007. )
by Keita Nakayama & Akihiko Takahashi
- CARF-F-075 Convertible Bond Underpricing: Renegotiable Covenants, Seasoning and Convergence (Published in "Management Science", Vol. 53, No. 11, November 2007, pp. 1793.1814. )
by Alex W.H. Chan & Nai-fu Chen
- CARF-F-074 The Welfare Enhancing Effects of a Selfish Government in the Presence of Uninsuarable, Idiosyncratic Risk
by R. Anton Braun & Harald Uhlig
- CARF-F-073 Selection and Performance Analysis of Asia-Pacific Hedge Funds (Revised in November 2007, Published in "The Journal of Alternative Investments", Vol.10-3, 7-29, Winter 2007. )
by Takeshi Hakamada & Akihiko Takahashi & Kyo Yamamoto
- CARF-F-072 A Dynamic Theory of Debt Restructuring
by Hisashi Nakamura
- CARF-F-071 Policy Options for Financing the Future Health and Long-term Care Costs in Japan (Subsequently published in "Fiscal Policy and Management in East Asia", Takatoshi Ito and Andrew Rose eds., University of Chicago Press, 2007, pp. 415-442.)
by Tadashi Fukui & Yasushi Iwamoto
- CARF-F-070 Asset Pricing With Multiplicative Habit and Power-Expo Preferences (Subsequently published in "Economics Letters", 2007, 94(3), 319-325. )
by William T. Smith & Qiang Zhang
- CARF-F-069 The Spirit of Capitalism and Asset Pricing: an Empirical Investigation (Subsequently published in "The B.E. Journal of Macroeconomics (Topics in Macroeconomics)", 2006, Vol. 6, Issue 3, Article 1, 1-23. )
by Qiang Zhang
- CARF-F-068 A Continuous-Time Analysis of Optimal Defaultable Debt Contracts: Theory and Applications
by Hisashi Nakamura
- CARF-F-067 Relative Performance Evaluation between Multitask Agents
by Hitoshi Matsushiima
- CARF-F-066 Banking in General Equilibrium with an Application to Japan
by R. Anton Braun & Max Gillman
- CARF-F-065 A New Approach to Modeling Early Warning Systems for Currency Crises : can a machine-learning fuzzy expert system predict the currency crises effectively?
by Chin-Shien Lin & Haider A. Khan & Ying-Chieh Wang & Ruei-Yuan Chang
- CARF-F-064 Intra-day Seasonality in Activities of the Foreign Exchange Markets: Evidence from the Electronic Broking System (Subsequently published in "Journal of the Japanese and International Economies", Volume 20, Issue 4, December 2006, pp. 637-664. )
by Takatoshi Ito & Yuko Hashimoto
- CARF-F-063 Exchange Rate Changes and Inflation in Post-Crisis Asian Economies: VAR Analysis of the Exchange Rate Pass-Through (Subsequently published in "Journal of Money, Credit and Banking", Volume 40, Issue 7, October 2008, pp. 1407-1438. )
by Takatoshi Ito & Kiyotaka Sato
- CARF-F-062 Role of Honesty in Full Implementation ( Revised version of CARF-F-015(2004) )
by Hitoshi Matsushima
- CARF-F-061 Value Relevance of the Multi-step Income Statement in Japan
by Takashi Obinata & Kazuyuki Suda
- CARF-F-060 Collective Risk Control And Group Security: The Unexpected Consequences of Differential Risk Aversion
by Toshihiro Ihori & Martin C. McGuire
- CARF-F-059 Role of Linking Mechanisms in Multitask Agency with Hidden Information ( Revised as CARF-F-209(2010) )
by Hitoshi Matsushima & Koichi Miyazaki & Nobuyuki Yagi
- CARF-F-058 "Effects of a bank consolidation promotion policy: Evaluating Bank Law in 1927 Japan" ;forthcoming in Financial History Review (Published in "Financial History Review", April 2007, v. 14, iss. 1, pp. 29-61. )
by Tetsuji Okazaki & Michiru Sawada
- CARF-F-057 Micro-aspects of Monetary Policy in Pre-war Japan: Lender of Last Resort and Selection of Banks ( Revised as CARF-F-084(2006): Subsequently published in "Explorations in Economic History", October 2007, v. 44, iss. 4, pp. 657-79. )
by Tetsuji Okazaki
- CARF-F-056 The Adjusted Solow Residual and Asset Returns (Subsequently published in "Eastern Economic Journal", 2007, 33,(2), pp. 231-255. )
by Jeong-Joon Lee
2005
- CARF-F-055 Sustainability, Debt Management, and Public Debt Policy in Japan
by Takero Doi & Toshihiro Ihori & Kiyoshi Mitsui
- CARF-F-054 Trade Credit, Bank Loans, and Monitoring: Evidence from Japan
by Yoshiro Miwa & J. Mark Ramseyer
- CARF-F-053 Monetary Shocks in a Model with Loss of Skills (Revised in February 2009)
by Julen Esteban-Pretel & Elisa Faraglia
- CARF-F-052 The Fall of "Organ Bank" Relationships During the Wave of Bank Failures and Consolidations: Experience in Pre-war Japan (Published in "Corporate Ownership and Control" 4(4): 20-29, 2007. )
by Tetsuji Okazaki & Michiru Sawada & Ke Wang
- CARF-F-051 Precautionary Saving under Liquidity Constraints: Evidence from Rural Pakistan (Published in "Journal of Development Economics". )
by Jeong-Joon Lee & Yasuyuki Sawada
- CARF-F-050 Mechanism Design with Side Payments: Individual Rationality and Iterative Dominance ( Published in "Journal of Economic Theory" (as a regular article). )
by Hitoshi Matsushima
- CARF-F-049 The Bank of Japan's Struggle with the Zero Lower Bound on Nominal Interest Rates: Exercises in Expectations Management (subsequently published in "International Finance", Summer 2005, Vol. 8, No. 2, 329-350. )
by Kazuo Ueda
- CARF-F-048 The Bank of Japan's Monetary Policy and Bank Risk Premiums in the Money Market (subsequently published in "International Journal of Central Banking", March 2006, Vol.2, No. 1, 105-136. )
by Naohiko Baba & Motoharu Nakashima & Yousuke Shigemi & Kazuo Ueda
- CARF-F-047 Multi-Period Corporate Default Prediction With Stochastic Covariates
by Darrel Duffie & Leandro Saita & Ke Wang
- CARF-F-046 Public Debt and Economic Growth in an Aging Japan
by Toshihiro Ihori & Ryuta Ray Kato & Masumi Kawade & Shun-ichiro Bessho
- CARF-F-045 Scanning Multivariate Conditional Densities with Probability Integral Transforms
by Isao Ishida
- CARF-F-044 A New Computational Scheme for Computing Greeks by the Asymptotic Expansion Approach (Special Issue on Mathematical Finance, Published in "Asia-Pacific Financial Markets", Vol.11, 393-430, 2006. )
by Matsuoka Ryosuke & Akihiko Takahashi & Yoshihiko Uchida
- CARF-F-043 Interaction between Monetary and Fiscal Policy and the Policy Mix, Theoretical Consideration and Japanese Experience
by Yasushi Iwamoto
- CARF-F-042 Deteriorating Bank Health and Lending in Japan: Evidence from Unlisted Companies Undergoing Financial Distress (Subsequently published in "Journal of the Asia Pacific Economy" Vo.11, No.4, December 2006, pp.482-501. )
by Shin-ichi Fukuda & Munehisa Kasuya & Jouchi Nakajima
- CARF-F-041 A Theory of International Currency and Seigniorage Competition
by Yiting Li & Akihiko Matsui
- CARF-F-040 The Market Structure of Nasdaq Dealer Markets and Quoting Conventions
by Joe Chen
- CARF-F-039 Measuring the Extent and Implications of Director Interlocking in the Pre-war Japanese Banking Industry ?Published in "Journal of Economic History", Dec2005, Vol. 65 Issue 4, p1082-1115, 34p. ?
by Tetsuji Okazaki & Michiru Sawada & Kazuki Yokoyama
- CARF-F-038 The Impacts of "Shock Therapy" under a Banking Crisis: Experiences from Three Large Bank Failures in Japan (Subsequently published in "Japanese Economic Review" Vol. 57, No. 2 (Jan. 2006), pp.232-246. )
by Shin-ichi Fukuda & Satoshi Koibuchi
- CARF-F-037 A New Technique for Proving the Existence of Monetary Equilibria in Matching Models with Divisible Money
by Kazuya Kamiya & Takashi Shimizu
- CARF-F-036 Large Market Design in Dominance
by Hitoshi Matsushima
- CARF-F-035 Monetary Policy during Japan's Lost Decade
by R. Anton Braun & Yuichiro Waki
- CARF-F-034 The Bank of Japan's Monetary Policy and Bank Risk Premiums in the Money Market (Subsequently published in "International Journal of Central Banking", March 2006, Vol.2, No. 1, 105-136. )
by Naohiko Baba & Motoharu Nakashima & Yosuke Shigemi & Kazuo Ueda
- CARF-F-033 A New Computational Scheme for Computing Greeks by the Asymptotic Expansion Approach ( Revised as CARF-F-044(2005); Published in "FSA Research Review", 72-108, 2005. ?
by Ryosuke Matsuoka & Akihiko Takahashi & Yoshihiko Uchida
- CARF-F-032 Style Analysis Based on a General State Space Model and Monte Carlo Filter (Revised in May 2007)
by Takao Kobayashi & Seisho Sato & Akihiko Takahashi
- CARF-F-031 The Effects of the Bank of Japan's Zero Interest Rate Commitment and Quantitative Monetary Easing on the Yield Curve: A Macro-Finance Approach (subsequently published in "The Japanese Economic Review", September 2007, Vol. 58, No. 3, 303-328)
by Nobuyuki Oda & Kazuo Ueda
- CARF-F-030 Monte Carlo Simulation with Asymptotic Method (Published in "Journal of Japan Statistical Society", Vol.35-2, 171-203, 2005. )
by Akihiko Takahashi & Nakahiro Yoshida
- CARF-F-029 Bank Health and Investment: An Analysis of Unlisted Companies in Japan
by Shin-ichi Fukuda & Munehisa Kasuya & Jouchi Nakajima
- CARF-F-028 Saving and Interest Rates in Japan: Why They Have Fallen and Why They Will Remain Low
by R. Anton Braun & Daisuke Ikeda & Douglas H. Joines
- CARF-F-027 Institutional and Financial Determinants of Development: New Evidence from Advanced and Emerging Markets
by Juan Pineiro Chousa & Haider Ali Khan & Davit N. Melikyan & Artur Tamazian
- CARF-F-026 How does Ownership Structure Affect the Timing of New Product Introductions? Evidence from the U.S. Video Game Market
by Hiroshi Ohashi
- CARF-F-025 On the Role of Tax-Subsidy Scheme in Money Search Models (Subsequently published in "International Economic Review" 48, 2007, 575-606. )
by Kazuya Kamiya & Takashi Shimizu
- CARF-F-024 Risk, Transaction Costs, and Geographic Distribution of Share Tenancy: A Case of Pre-War Japan
by Yutaka Arimoto & Tetsuji Okazaki & Masaki Nakabayashi
- CARF-F-023 The Genesis and the Development of the Pre-war Japanese Stock Market ?Published in "Economic Review (Keizai Kenkyu)", January 2005, v. 56, iss. 1, pp. 15-29. ?
by Yasushi Hamao & Takeo Hoshi & Tetsuji Okazaki
- CARF-F-022 Testing for the Null Hypothesis of Cointegration with Structural Breaks (Subsequently published in "Econometric Reviews", Volume 26, Issue 6 November 2007, pages 705 - 739. )
by Yoichi Arai & Eiji Kurozumi
- CARF-F-021 Exchange Rate Misalignment: A New Test of Long-Run PPP Based on Cross-Country Data (Subsequently published in "Applied Financial Economics", 16, 127-134, 2006. )
by Pan A. Yotopoulos & Yasuyuki Sawada
- CARF-F-020 Estimation of Covariance Matrices in Fixed and Mixed Effects Linear Models (Subsequently published in "Journal of Multivariate Analysis", 97, 2242-2261, 2006. )
by Tatsuya Kubokawa & Ming-Tien Tsai
- CARF-F-019 Are People Insured Against Natural Disasters? Evidence from the Great Hanshin-Awaji (Kobe) Earthquake in 1995
by Yasuyuki Sawada & Satoshi Shimizutani
2004
- CARF-F-018 Industrial Finance Before the Financial Revolution: Japan at the Turn of the Last Century (Subsequently published in "Explanations in Economic History", 2005, vol. 43, 94-118. )
by Yoshiro Miwa & J. Mark Ramseyer
- CARF-F-017 Holding Company and Bank: An Historical Comparative Perspective on Corporate Governance in Japan, subsequently published in "Seoul Journal of Economics", 2004, vol.17-3. )
by Tetsuji Okazaki
- CARF-F-016 Effects of Bank Consolidation Promotion Policy: Evaluating the Bank Law in 1927 Japan ( Revised as CARF-F-058 (2006); Published in "Financial History Review", April 2007, v. 14, iss. 1, pp. 29-61. )
by Michiru Sawada & Tetsuji Okazaki
- CARF-F-015 Non-Consequential Moral Preferences, Detail-Free Implementation, and Representative Systems ( Revised as CARF-F-062(2006) )
by Hitoshi Matsushima
- CARF-F-014 Testing for Linearity in Regressions with I (1) processes
by Yoichi Arai
- CARF-F-013 Dynamic Optimality of Yield Curve Strategies (Published in "International Review of Finance", Vol.4, 49-78, 2003. )
by Takao Kobayashi & Akihiko Takahashi & Norio Tokioka
- CARF-F-012 New Acceleration Schemes with the Asymptotic Expansion in Monte Carlo Simulation (Revised in June 2005, subsequently published in "Advances in Mathematical Economics", Vol.8, 411-431, 2006. )
by Akihiko Takahashi & Yoshihiko Uchida
- CARF-F-011 Stochastic Volatility with Leverage: Fast Likelihood Inference (Revised in April 2006, subsequently published in "Journal of Econometrics", 140, 425-449, 2007. )
by Yasuhiro Omori & Siddhartha Chib & Neil Shephard & Jouchi Nakajima
- CARF-F-010 On Detail-Free Mechanism Design and Rationality
by Hitoshi Matsushima
- CARF-F-009 Decentralized Trade, Random Utility and the Evolution of Social Welfare ("Journal of Economic Theory", 2008, Vol.140, .No. 1, 328-338. )
by Michihiro Kandori & Roberto Serrano & Oscar Volij
- CARF-F-008 On the Existence of Single-Price Equilibria in a Matching Model with Divisible Money and Production Cost ("International Journal of Economic Theory" Volume 1, Issue 3, September 2005, Pages: 219-231. )
by Kazuya Kamiya & Noritsugu Morishita & Takashi Shimizu
- CARF-F-007 Large Auction Design in Dominance
by Hitoshi Matsushima
- CARF-F-006 The Fable of the Keiretsu, and Other Tales of Japan We Wish Were True
by Yoshiro Miwa & J. Mark Ramseyer
- CARF-F-005 "Capital Accumulation and the Local Economy: Brewers and Local Notables"; forthcoming in Tanimoto, Masayuki ed, The Role of Tradition in Japan's Industrialization, Oxford University Press
by Masayuki Tanimoto
- CARF-F-004 Cost of Enforcement in Developing Countries with Credit Market Imperfection
by Munetomo Ando & Noriyuki Yanagawa
- CARF-F-003 Foreign Technology Acquisition Policy and Firm Performance in Japan, 1957-1970: The Japanese Industrial Policy Revisited (Published in "International Journal of Industrial Organization", Sep2005, Vol. 23 Issue 7/8, p563-586. )
by Kozo Kiyota & Tetsuji Okazaki
- CARF-F-002 Empirical Likelihood Estimation of Levy Processes (Revised in March 2005)
by Naoto Kunitomo & Takashi Owada
- CARF-F-001 The Choice of Invoice Currency under Uncertainty: Theory and Evidence from Korea (Subsequently published in "Journal of the Korean Economy" Vol.6 No.2 Fall 2005. )
by Shin-ichi Fukuda & Masanori Ono