CARF F-Series

From Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo
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cf510: Repricing Avalanches

Makoto Nirei and José A. Scheinkman

cf509: Equilibrium Price Formation with a Major Player and its Mean Field Limit

Masaaki Fujii and Akihiko Takahashi

cf508: Japan’s Voluntary Lockdown: Further Evidence Based on Age-Specific Mobile Location Data

Tsutomu Watanabe and Tomoyoshi Yabu

cf507: Supplementary file for "Sup-inf/inf-sup problem on choice of a probability measure by FBSDE approach (Forthcoming in IEEE Transactions on Automatic Control)"

Taiga Saito and Akihiko Takahashi

cf506: Bank Regulatory Reforms and Declining Diversity of Bank Credit Allocation

Takeo Hoshi and Ke Wang

cf505: Covid-19 and Output in Japan

Daisuke Fujii and Taisuke Nakata

cf504: A new efficient approximation scheme for solving high-dimensional semilinear PDEs: control variate method for Deep BSDE solver

Akihiko Takahashi, Yoshifumi Tsuchida and Toshihiro Yamada

cf503: A New Interval Type-2 Fuzzy Logic System Under Dynamic Environment: Application to Financial Investment (Subsequently published in "Engineering Applications of Artificial Intelligence")

Akihiko Takahashi and Soichiro Takahashi

cf502: High-frequency Identification of Unconventional Monetary Policy Shocks in Japan

Hiroyuki Kubota and Mototsugu Shintani

cf501: Unconventional Monetary Policy through Open Market Operations: A Principal Component Analysis

Markus Heckel and Kiyohiko G. Nishimura

cf500: Implementation, Honesty, and Common Knowledge

Hitoshi Matsushima

cf499: A general control variate method for time-changed Lévy processes: An application to options pricing

Kenichiro Shiraya, Cong Wang and Akira Yamazaki

cf498: Epistemological Mechanism Design (Revised version of CARF-F-496)

Hitoshi Matsushima and Shunya Noda

cf497: Probabilistic Approach to Mean Field Games and Mean Field Type Control Problems with Multiple Populations

Masaaki Fujii

cf496: Unique Information Elicitation

Hitoshi Matsushima and Shunya Noda

cf495: A Finite Agent Equilibrium in an Incomplete Market and its Strong Convergence to the Mean-Field Limit

Masaaki Fujii and Akihiko Takahashi

cf494: The Effects of QQE on Long-run Inflation Expectations in Japan

Mototsugu Shintani and Naoto Soma

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 (Forthcoming in the Journal of the Japanese and the International Economies)

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