Contact information of Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo
Corrections
All material on this site has been provided by the respective publishers and authors. You can help
correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:cfi:fseres. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: the person in charge (email available below). General contact details of provider: https://edirc.repec.org/data/catokjp.html .
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
Printed from https://ideas.repec.org/s/cfi/fseres3.html
