Discussion Papers CRR Discussion Paper Series B: Financial

From Shiga University, Faculty of Economics,Center for Risk Research
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19: A Term Structure Interest Rate Model with the Exit Time from the Negative Interest Rate Policy

Kentaro Kikuchi

18: A Global Joint Pricing Model of Stocks and Bonds Based on the Quadratic Gaussian Approach

Kentaro Kikuchi

17: A Semi-analytical Solution to Consumption and International Asset Allocation Problem

Bolorsuvd Batbold, Kentaro Kikuchi and Koji Kusuda

16: Financial Structure and Instability in an Open Economy

Kenshiro Ninomiya

15: Financial Structure, Cycle, and Instability

Kenshiro Ninomiya

14: Quadratic Gaussian Joint Pricing Model for Stocks and Bonds: Theory and Empirical Analysis

Kentaro Kikuchi