CARF F-Series

From Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo
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cf493: The Welfare Implications of Massive Money Injection: The Japanese Experience from 2013 to 2020

Tsutomu Watanabe

cf492: Japan’s Voluntary Lockdown

Tsutomu Watanabe and Tomoyoshi Yabu

cf491: Consumer Inventory and the Cost of Living Index: Theory and Some Evidence from Japan

Kozo Ueda, Kota Watanabe and Tsutomu Watanabe

cf490: Who Suffers from the COVID-19 Shocks? Labor Market Heterogeneity and Welfare Consequences in Japan

Shinnosuke Kikuchi, Sagiri Kitao and Minamo Mikoshiba

cf489: A new investment method with AutoEncoder: Applications to crypto currencies(Forthcoming in "Expert Systems with Applications")

Masafumi Nakano and Akihiko Takahashi

cf488: Listing Advantages Around the World

Kenichi Ueda and Somnath Sharma

cf487: Online Consumption During the COVID-19 Crisis: Evidence from Japan

Tsutomu Watanabe and Yuki Omori

cf486: Average Inflation Targeting and the Interest Rate Lower Bound

Flora Budianto, Taisuke Nakata and Sebastian Schmidt

cf485: Optimal Inflation Target with Expectations-Driven Liquidity Traps

Philip Coyle and Taisuke Nakata

cf484: Credible Forward Guidance

Taisuke Nakata and Takeki Sunakawa

cf483: Monetary Policy Options at the Effective Lower Bound: Assessing the Federal Reserve’s Current Policy Toolkit

Hess Chung, Etienne Gagnon, Taisuke Nakata, Matthias Paustian, Bernd Schlusche, James Trevino, Diego Vilán and Wei Zheng

cf482: Equilibrium Yield Curves and the Interest Rate Lower Bound

Taisuke Nakata and Hiroatsu Tanaka

cf481: A Promised Value Approach to Optimal Monetary Policy

Timothy Hills, Taisuke Nakata and Takeki Sunakawa

cf480: Speed Limit Policy and Liquidity Traps

Taisuke Nakata, Sebastian Schmidt and Paul Yoo

cf479: Interest Rate Model with Investor Attitude and Text Mining (Published in IEEE Access)

Souta Nakatani, Kiyohiko G. Nishimura, Taiga Saito and Akihiko Takahashi

cf477: How Much Did People Refrain from Service Consumption due to the Outbreak of COVID-19?

Tsutomu Watanabe and Yuki Omori

cf476: Capital Market Integration with Multiple Convergence Clubs: The Case of Prewar Japan

Tsutomu Watanabe

cf475: Capital Market Integration with Multiple Convergence Clubs: The Case of Prewar Japan

Tetsuji Okazaki and Koji Sakai

cf474: Mechanism Design with Blockchain Enforcement

Hitoshi Matsushima and Shunya Noda

cf473: A Mean Field Game Approach to Equilibrium Pricing with Market Clearing Condition

Masaaki Fujii and Akihiko Takahashi

cf472: Recurrent Preemption Games

Hitoshi Matsushima

cf471: A novel approach to asset pricing with choice of probability measures

Taiga Saito and Akihiko Takahashi

cf470: Online Appendix for Interest Rate Model with Investor Attitude and Text Mining

Souta Nakatani, Kiyohiko G. Nishimura, Taiga Saito and Akihiko Takahashi

cf468: Sequential ε-Contamination with Learning

Hiroyuki Kato, Kiyohiko G. Nishimura and Hiroyuki Ozaki

cf467: Probabilistic Approach to Mean Field Games and Mean Field Type Control Problems with Multiple Populations

Masaaki Fujii

cf466: Accuracy and Retaliation in Repeated Games with Imperfect Private Monitoring: Experiments (Revised version of CARF-F-433)

Yutaka Kayaba, Hitoshi Matsushima and Tomohisa Toyama

cf465: How Large is the Demand for Money at the ZLB? Evidence from Japan

Tsutomu Watanabe and Tomoyoshi Yabu

cf464: Mechanism Design with General Ex-Ante Investments (Revised version of F415 )

Hitoshi Matsushima and Shunya Noda

cf463: Detecting stock market bubbles based on the cross-sectional dispersion of stock prices

Takayuki Mizuno, Takaaki Ohnishi and Tsutomu Watanabe

cf462: Information Design in Blockchain: A Role of Trusted Intermediaries

Hitoshi Matsushima

cf461: House Price Dispersion in Boom-Bust Cycles: Evidence from Tokyo

Takaaki Ohnishi, Takayuki Mizuno and Tsutomu Watanabe

cf460: State space approach to adaptive fuzzy modeling for financial investment (Published in Applied Soft Computing)

Masafumi Nakano, Akihiko Takahashi and Soichiro Takahashi

cf459: Blockchain Disables Real-World Governance

Hitoshi Matsushima

cf458: Forecasting Japanese inflation with a news-based leading indicator of economic activities

Keiichi Goshima, Hiroshi Ishijima, Mototsugu Shintani and Hiroki Yamamoto

cf457: Recurrent Bubbles and Economic Growth

Pablo Guerron, Tomohiro Hirano and Ryo Jinnai

cf456: Asymptotic Expansion as Prior Knowledge in Deep Learning Method for high dimensional BSDEs (Forthcoming in Asia-Pacific Financial Markets)

Masaaki Fujii, Akihiko Takahashi and Masayuki Takahashi

cf455: A General Control Variate Method for Lévy Models in Finance

Kenichiro Shiraya, Hiroki Uenishi and Akira Yamazaki

cf454: Approximation Method Using Black-Scholes Formula for Path-Dependent Option Pricing under Lévy Models

Kaimon Miyachi, Kenichiro Shiraya and Akira Yamazaki

cf453: Partial Ex-Post Verifiability and Unique Implementation of Social Choice Functions

Hitoshi Matsushima

cf452: Behavioral Theory of Repeated Prisoner’s Dilemma: Generous Tit-For-Tat Strategy (Forthcoming in the B. E. Journal of Theoretical Economics)

Hitoshi Matsushima

cf451: Stochastic Differential Game in High Frequency Market (Forthcoming in Automatica)

Taiga Saito and Akihiko Takahashi

cf450: Trade Clustering and Power Laws in Financial Markets

Makoto Nirei, John Stachurski and Tsutomu Watanabe

cf449: Predicting Adverse Media Risk using a Heterogeneous Information Network

Ryohei Hisano, Didier Sornette and Takayuki Mizuno

cf448: Application of Online Booking Data to Hotel Revenue Management (Forthcoming in International Journal of Information Management)

Taiga Saito, Akihiko Takahashi, Noriaki Koide and Yu Ichifuji

cf447: Bank Runs and Minimum Reciprocity

Hitoshi Matsushima

cf446: Term Structure Models During the Global Financial Crisis: A Parsimonious Text Mining Approach(Forthcoming in "Asia-Pacific Financial Markets". )

Kiyohiko G. Nishimura, Seisho Sato and Akihiko Takahashi

cf445: Asymptotic Expansion for Forward-Backward SDEs with JumpsAsymptotic Expansion for Forward-Backward SDEs with Jumps (Forthcoming in Stochastics) (Revised version of F-372)

Masaaki Fujii and Akihiko Takahashi

cf444: The Demand for Money at the Zero Interest Rate Bound

Tsutomu Watanabe and Tomoyoshi Yabu

cf443: Implementation without Expected Utility: Ex-Post Verifiability

Hitoshi Matsushima

cf442: The Formation of Consumer Inflation Expectations: New Evidence From Japan's Deflation Experience

Jess Diamond, Kota Watanabe and Tsutomu Watanabe