Economics at your fingertips  

CARF J-Series

From Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo
Contact information at EDIRC.

Bibliographic data for series maintained by ().

Access Statistics for this working paper series.
Track citations for all items by RSS feed
Is something missing from the series or not right? See the RePEc data check for the archive and series.

CARF-J-105: The Contribution of Research and Development Investments by Sectors to GDP growth Downloads
Takashi Obinata
CARF-J-078: Bubble" or "Boom"?: Investigation of the Japanese economy in the second-half of 1980s with the firm-level data from the "Corporate Enterprise Annual Statistics", as preparation for studying the "Lost Two Decades Downloads
Yoshiro Miwa
CARF-J-077: What Did Corporate Executives, Outside Directors and Large Shareholders Really Do ?: Corporate Governance of Tokyo Marine and Tasiho Marine in Mitsubishi and Mitsui Zaibatsu Downloads
Tetsuji Okazaki
CARF-J-075: "Bad Loans", "Delayed Disposals", "Follow-on and Zombie Lending", and the Lost Two Decades": Lessons from the Japanese Experience? Downloads
Yoshiro Miwa
CARF-J-071: Hegemony, Trade and Credit Markets in the early modern Europe Downloads
Toru Iwami
CARF-J-070: Branch Network and Internal Flow of Funds of Mitsubishi Bank during the Second World War Downloads
Tetsuji Okazaki
CARF-J-069: GH skew Student's t-distribution in stochastic volatility model with application to stock returns Downloads
Yasuhiro Omori
CARF-J-068: The Economic Recession in 2008 and Corporate Accounting Downloads
Takashi Obinata
CARF-J-067: The Reality of Trade Credit and its Link to Bank Borrowing and Inventory: (2) Correlation Coefficients and Multiple Regressions Downloads
Yoshiro Miwa
CARF-J-066: The Reality of Trade Credit and its Link to Bank Borrowing and Inventory: (1) Overall Discussion and Preliminary Investigation Downloads
Yoshiro Miwa
CARF-J-065: The Reality of Short-term Shocks like the 'Credit Crunch' of 1997-1999 and the 'Financial Crisis' of 2007, and the Effectiveness of 'Emergency' Economic Measures ? A Follow-up to Miwa [2008] Downloads
Yoshiro Miwa
CARF-J-064: The Low 'Bank-Dependence Ratio' and Recent Further Increase in the 'Independence of Firms from Banks' Downloads
Yoshiro Miwa
CARF-J-063: "A Study of Financing Behavior of Japanese Firms with Firm-Level Data from Corporate Enterprise Quarterly Statistics ? 1994~2009: Introduction and Summary" (Revised in March 2011) Downloads
Yoshiro Miwa
CARF-J-062: "The Recent Economic and Financial Crisis: An Overview of its Causes, Propagation Mechanisms and Policy Responses" (in Japanese) Downloads
Kazuo Ueda
CARF-J-061: "Credit Guarantee" Policy [shin'yo hosho seido] for Small Businesses in Japan, with Reference to "the Special Credit Guarantee Policy" during 1998.10 - 2001.3 Downloads
Yoshiro Miwa
CARF-J-060: The Role of the Central Bank under the Japanese Financial Crisis: Zero Interest Rate, Quantitative Easing, and Credit Easing Downloads
Shin-ichi Fukuda
CARF-J-059: Pricing Average Options under Stochastic Volatility Models
Kenichiro Shiraya, Akihiko Takahashi and Masashi Toda
CARF-J-058: The Benefits and Costs of Financial Globalization:The Anatomy of the Financial Crisis since 2007 Downloads
Kazuo Ueda
CARF-J-057: Zaibatsu and Flow of Fund: A Case of Mitsubishi, 1937-1944" Downloads
Tetsuji Okazaki
CARF-J-056: The Role of Monetary Policy under Financial Turbulence Downloads
Shin-ichi Fukuda
CARF-J-055: Is Socially Responsible Investment Profitable? Downloads
Jiro Yoshida
CARF-J-054: "Credit Crunch"?: Details from Borrower Quarterly Financial Data about What Actually Happened in Japan during 1997-1999 Downloads
Yoshiro Miwa
CARF-J-053: Net Income vs. Comprehensive Income -A Reexamination of Attributes, Relevance, and Price Informativeness- Downloads
Takashi Obinata
CARF-J-052: Usefulness of Earnings and Market Efficiency Downloads
Takashi Obinata
CARF-J-051: A Separation Theorem of Active Management and Synthetic Enhanced Active Strategies Downloads
Takao Kobayashi and Seiji Minami
CARF-J-050: Analysts' Earnings Forecasts and the Value Relevance of Earnings Downloads
Takashi Obinata
CARF-J-049: Accounting Behavior of Firms Recognizing Impairment Losses Downloads
Takashi Obinata and Takako Okuda
CARF-J-048: Book Review: "The Quiet Revolution", Alan Blinder Downloads
Kazuo Ueda
CARF-J-047: The Role of Real Estate in Finance Downloads
Jiro Yoshida
CARF-J-046: Rational Predictability of Real Estate Prices Downloads
Jiro Yoshida
CARF-J-045: Markov Switching Asymmetric Stochastic Volatility Model with Application to TOPIX Data -A Permutation Sampler Approach- Downloads
Tsunehiro Ishihara and Yasuhiro Omori
CARF-J-044: Financial Business in Tokugawa Japan Downloads
Makoto Kasuya
CARF-J-043: Value Relevance of Earnings Changes and Levels Downloads
Takashi Obinata
CARF-J-042: Pricing and Hedging of Long-Term Futures and Forward Contracts by a Three-Factor Model
Kenichiro Shiraya, Yosuke Fukunishi and Akihiko Takahashi
CARF-J-041: Information Revealing Effects of Anti-takeover Amendments: A case of Japan in 2005 Downloads
Sumio Hirose, Tomotaka Fujita and Noriyuki Yanagawa
CARF-J-040: The Usefulness of Accounting Information and the Valuation of the Firm-- A Reexamination of the Efficient Market Hypothesis -- Downloads
Takashi Obinata
CARF-J-039: Closed-form Solution of Bond Prices with Postponement of Redemption Downloads
Ryoichi Ikeda and Takao Kobayashi
CRRF-J-038: A Structural Approach without Path Dependency Downloads
Ryoichi Ikeda and Takao Kobayashi
CARF-J-037: Value Relevance of Earnings Information in Japan -- A Survey: The Empirical Findings by Foreign Researchers -- Downloads
Takashi Obinata
CARF-J-036: Global Risk Sharing: Toward a stronger Financial System Downloads
Takao Kobayashi, Jeffrey Bohn and Risa Sai
CARF-J-035: Markov chain Monte Carlo method and its application to the stochastic volatility model Downloads
Yasuhiro Omori and Toshiaki Watanabe
CARF-J-034: The Case for View Based Dynamic ALM for Japanese Pension Funds: A New Approach to Liability Driven Investing Downloads
Sanjay Muralidhar, Masakazu Arikawa and Arun Muralidhar
CARF-J-033: Portfolio Management and Profitability of Mitsubishi Zaibatsu during the War: 1935-1944 Downloads
Tetsuji Okazaki
CARF-J-032: ``On an Asymptotic Expansion Approach to Numerical Problems in Finance" (forthcoming in ``Sugaku," Vol. 59-1, (2007))
Akihiko Takahashi
CARF-J-031: The Critical Weakness of the Japanese Financial System and Its Remedy Downloads
Kobayashi Takao
CARF-J-030: The Market Efficiency - 35 years after Fama Downloads
Takao Kobayashi
CARF-J-029: Rethinking '100% Money': Challenges from New Financial Technology (Revised in November 2006) Downloads
Nai-fu Chen, Takao Kobayashi and Risa Sai
CARF-J-028: Selection and Performance Analysis of Asia-Pacific Hedge Funds Downloads
Kyo Yamamoto, Takeshi Hakamada and Akihiko Takahashi
CARF-J-027: Value Relevance of Consolidated Earnings -- Evaluation of Japanese Revolution and a New Proposal by FASB -- Downloads
Takashi Obinata
CARF-J-026: Accounting Policy and the Value Relevance of Earnings --- The Case of Revenue Recognition in the Construction Industry --- Downloads
Takashi Obinata
CARF-J-025: On the Design of Social Security Contributions Downloads
Yasushi Iwamoto
CARF-J-024: On the Design of Social Security Financing Downloads
Yasushi Iwamoto
CARF-J-023: Persistence, Capitalization Coefficients, and Value Relevance of the Multi-step Income --- The Information Contents of the Multi-step Income Statement in Japan --- Downloads
Takashi Obinata
CARF-J-022: Bad Loans and Loan Write-Offs Downloads
Shin-ichi Fukuda and Satoshi Koibuchi
CARF-J-021: Role of Inter-bank Networks in the Pre-war Japanese Financial System Downloads
Tetsuji Okazaki and Michiru Sawada
CARF-J-020: Style Management and Behavioral Finance Downloads
Takao Kobayashi
CARF-J-019: Lenders of Last Resort and Selection of Banks in Pre-war Japan Downloads
Tetsuji Okazaki
CARF-J-018: Portfolio Management and Profitability of Mitsubishi Zaibatsu Downloads
Tetsuji Okazaki
CARF-J-017: Bankruptcy Analysis and Going-concern Opinion Is Cox Proportional Hazard Model applicable to the auditing practice? Downloads
Takashi Obinata
CARF-J-016: On Risk Management Methods of Equity-Linked Insurance and Practical Problems Downloads
Gouta Akiyama and Naoto Kunitomo
CARF-J-015: Value Relevance of Earnings Components in the Income Statement Downloads
Takashi Obinata
CARF-J-014: Value Relevance of Legally Mandated Provisions Downloads
Takashi Obinata
CARF-J-013: Seasonality and Seasonal Switching Time Series Models Downloads
Naoto Kunitomo and Makoto Takaoka
CARF-J-012: Bankruptcy Law, Corporate Finance, and Corporate Revival Process in Japan Downloads
Noriyuki Yanagawa, Sumio Hirose and Fumio Akiyoshi
CARF-J-011: Modeling Credit Risk: A Structural Approach with Long-term and Short-term Debts Downloads
Ryoichi Ikeda, Takao Kobayashi and Akihiko Takahashi
CARF-J-010: An Analysis of Shareholders' Lists for 60 Cotton Spinning Companies in 1898 Downloads
Yoichi Kobayakawa, Suzuki Tsuneo and Kazuo Wada
CARF-J-009: High-frequency Contagion between the Exchange Rates and Stock Prices during the Asian Currency Crisis Downloads
Hashimoto Yuko and Takatoshi Ito
CARF-J-008: Value Relevance of Segment Disclosure in Railroad Industry Downloads
Takashi Obinata
CARF-J-007: The Genesis and the Development of the Pre-war Japanese Stock Market Downloads
Tetsuji Okazaki, Yasushi Hamao and Takeo Hoshi
CARF-J-006: Multiperiod Statistical Risk Management Methods and Equity-Linked Life Insurance Downloads
Naoto Kunitomo and Tomoyuki Ichiba
CARF-J-005: Monte Carlo Simulation with an Asymptotic Expansion in HJM Framework Downloads
Akihiko Takahashi and Shuichiro Matsushima
CARF-J-004: The Value Relevance of Earnings in Transportation Industry Downloads
Takashi Obinata
CARF-J-003: A Case Study about Corporate Revival Process: Nitto Kougyou Downloads
Noriyuki Yanagawa and Ryoko Oki
CARF-J-002: A Case Study about Corporate Revival Process: Snow Brand Milk Products Downloads
Noriyuki Yanagawa and Ryoko Oki
CARF-J-001: Discretionary Determination and Value Relevance of Accrual Expenses incurred by Nuclear Power Plant Downloads
Takashi Obinata
Page updated 2021-09-26
Sorted by number, numeric part