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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 Downloads
Tsutomu Watanabe
cf492: Japan’s Voluntary Lockdown Downloads
Tsutomu Watanabe and Tomoyoshi Yabu
cf491: Consumer Inventory and the Cost of Living Index: Theory and Some Evidence from Japan Downloads
Kozo Ueda, Kota Watanabe and Tsutomu Watanabe
cf490: Who Suffers from the COVID-19 Shocks? Labor Market Heterogeneity and Welfare Consequences in Japan Downloads
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 Downloads
Kenichi Ueda and Somnath Sharma
cf487: Online Consumption During the COVID-19 Crisis: Evidence from Japan Downloads
Tsutomu Watanabe and Yuki Omori
cf486: Average Inflation Targeting and the Interest Rate Lower Bound Downloads
Flora Budianto, Taisuke Nakata and Sebastian Schmidt
cf485: Optimal Inflation Target with Expectations-Driven Liquidity Traps Downloads
Philip Coyle and Taisuke Nakata
cf484: Credible Forward Guidance Downloads
Taisuke Nakata and Takeki Sunakawa
cf483: Monetary Policy Options at the Effective Lower Bound: Assessing the Federal Reserve’s Current Policy Toolkit Downloads
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 Downloads
Taisuke Nakata and Hiroatsu Tanaka
cf481: A Promised Value Approach to Optimal Monetary Policy Downloads
Timothy Hills, Taisuke Nakata and Takeki Sunakawa
cf480: Speed Limit Policy and Liquidity Traps Downloads
Taisuke Nakata, Sebastian Schmidt and Paul Yoo
cf479: Interest Rate Model with Investor Attitude and Text Mining (Published in IEEE Access) Downloads
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? Downloads
Tsutomu Watanabe and Yuki Omori
cf476: Capital Market Integration with Multiple Convergence Clubs: The Case of Prewar Japan Downloads
Tsutomu Watanabe
cf475: Capital Market Integration with Multiple Convergence Clubs: The Case of Prewar Japan Downloads
Tetsuji Okazaki and Koji Sakai
cf474: Mechanism Design with Blockchain Enforcement Downloads
Hitoshi Matsushima and Shunya Noda
cf473: A Mean Field Game Approach to Equilibrium Pricing with Market Clearing Condition Downloads
Masaaki Fujii and Akihiko Takahashi
cf472: Recurrent Preemption Games Downloads
Hitoshi Matsushima
cf471: A novel approach to asset pricing with choice of probability measures Downloads
Taiga Saito and Akihiko Takahashi
cf470: Online Appendix for Interest Rate Model with Investor Attitude and Text Mining Downloads
Souta Nakatani, Kiyohiko G. Nishimura, Taiga Saito and Akihiko Takahashi
cf468: Sequential ε-Contamination with Learning Downloads
Hiroyuki Kato, Kiyohiko G. Nishimura and Hiroyuki Ozaki
cf467: Probabilistic Approach to Mean Field Games and Mean Field Type Control Problems with Multiple Populations Downloads
Masaaki Fujii
cf466: Accuracy and Retaliation in Repeated Games with Imperfect Private Monitoring: Experiments (Revised version of CARF-F-433) Downloads
Yutaka Kayaba, Hitoshi Matsushima and Tomohisa Toyama
cf465: How Large is the Demand for Money at the ZLB? Evidence from Japan Downloads
Tsutomu Watanabe and Tomoyoshi Yabu
cf464: Mechanism Design with General Ex-Ante Investments (Revised version of F415 ) Downloads
Hitoshi Matsushima and Shunya Noda
cf463: Detecting stock market bubbles based on the cross-sectional dispersion of stock prices Downloads
Takayuki Mizuno, Takaaki Ohnishi and Tsutomu Watanabe
cf462: Information Design in Blockchain: A Role of Trusted Intermediaries Downloads
Hitoshi Matsushima
cf461: House Price Dispersion in Boom-Bust Cycles: Evidence from Tokyo Downloads
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 Downloads
Hitoshi Matsushima
cf458: Forecasting Japanese inflation with a news-based leading indicator of economic activities Downloads
Keiichi Goshima, Hiroshi Ishijima, Mototsugu Shintani and Hiroki Yamamoto
cf457: Recurrent Bubbles and Economic Growth Downloads
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) Downloads
Masaaki Fujii, Akihiko Takahashi and Masayuki Takahashi
cf455: A General Control Variate Method for Lévy Models in Finance Downloads
Kenichiro Shiraya, Hiroki Uenishi and Akira Yamazaki
cf454: Approximation Method Using Black-Scholes Formula for Path-Dependent Option Pricing under Lévy Models Downloads
Kaimon Miyachi, Kenichiro Shiraya and Akira Yamazaki
cf453: Partial Ex-Post Verifiability and Unique Implementation of Social Choice Functions Downloads
Hitoshi Matsushima
cf452: Behavioral Theory of Repeated Prisoner’s Dilemma: Generous Tit-For-Tat Strategy (Forthcoming in the B. E. Journal of Theoretical Economics) Downloads
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 Downloads
Makoto Nirei, John Stachurski and Tsutomu Watanabe
cf449: Predicting Adverse Media Risk using a Heterogeneous Information Network Downloads
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 Downloads
Hitoshi Matsushima
cf446: Term Structure Models During the Global Financial Crisis: A Parsimonious Text Mining Approach(Forthcoming in "Asia-Pacific Financial Markets". ) Downloads
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) Downloads
Masaaki Fujii and Akihiko Takahashi
cf444: The Demand for Money at the Zero Interest Rate Bound Downloads
Tsutomu Watanabe and Tomoyoshi Yabu
cf443: Implementation without Expected Utility: Ex-Post Verifiability Downloads
Hitoshi Matsushima
cf442: The Formation of Consumer Inflation Expectations: New Evidence From Japan's Deflation Experience Downloads
Jess Diamond, Kota Watanabe and Tsutomu Watanabe
Page updated 2020-09-19
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