Content
2010
- CIRJE-F-753 Application of a High-Order Asymptotic Expansion Scheme to Long-Term Currency Options
by Kohta Takehara & Masashi Toda & Akihiko Takahashi - CIRJE-F-752 Asset Bubbles, Endogenous Growth, and Financial Frictions
by Tomohiro Hirano & Noriyuki Yanagawa - CIRJE-F-751 Why Did "Zombie" Firms Recover in Japan?
by Shin-ichi Fukuda & Jun-ichi Nakamura - CIRJE-F-750 Overlapping Tax Revenue, Soft Budget, and Rent Seeking
by Toshihiro Ihori - CIRJE-F-749 Non-minimaxity of Linear Combinations of Restricted Location Estimators and Related Problems
by Tatsuya Kubokawa & William E. Strawderman - CIRJE-F-748 Exclusive Dealing and the Market Power of Buyers
by Ryoko Oki & Noriyuki Yanagawa - CIRJE-F-747 Pricing Average Options on Commodities
by Kenichiro Shiraya & Akihiko Takahashi - CIRJE-F-746 Efficient Bayesian Estimation of a Multivariate Stochastic Volatility Model with Cross Leverage and Heavy-Tailed Errors
by Tsunehiro Ishihara & Yasuhiro Omori - CIRJE-F-745 Pricing Barrier and Average Options under Stochastic Volatility Environment
by Kenichiro Shiraya & Akihiko Takahashi & Masashi Toda - CIRJE-F-744 Investor Preferences for Oil Spot and Futures Based on Mean-Variance and Stochastic Dominance
by Hooi Hooi Lean & Michael McAleer & Wing-Keung Wong - CIRJE-F-743 Collateral Posting and Choice of Collateral Currency - Implications for Derivative Pricing and Risk Management-
by Masaaki Fujii & Yasufumi Shimada & Akihiko Takahashi - CIRJE-F-742 Ranking Multivariate GARCH Models by Problem Dimension
by Massimiliano Caporin & Michael McAleer - CIRJE-F-741 Exchange Rate and Industrial Commodity Volatility Transmissions, Asymmetries and Hedging Strategies
by Shawkat M. Hammoudeh & Yuan Yuan & Michael McAleer - CIRJE-F-740 Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH
by Massimiliano Caporin & Michael McAleer - CIRJE-F-739 Multiproduct Duopoly with Vertical Differentiation
by Yi-Ling Cheng & Shin-Kun Peng & Takatoshi Tabuchi - CIRJE-F-738 Stochastic Volatility Model with Leverage and Asymmetrically Heavy-Tailed Error Using GH Skew Student's t-Distribution Models
by Jouchi Nakajima & Yasuhiro Omori - CIRJE-F-737 Pricing Swaptions under the Libor Market Model of Interest Rates with Local-Stochastic Volatility Models
by Kenichiro Shiraya & Akihiko Takahashi & Akira Yamazaki - CIRJE-F-736 Are Forecast Updates Progressive?
by Chia-Lin Chang & Philip Hans Franses & Michael McAleer - CIRJE-F-735 Estimating Price Effects in an Almost Ideal Demand Model of Outbound Thai Tourism to East Asia
by Chia-Lin Chang & Thanchanok Khamkaew & Michael McAleer - CIRJE-F-734 A Hybrid Asymptotic Expansion Scheme: an Application to Long-term Currency Options
by Akihiko Takahashi & Kohta Takehara - CIRJE-F-733 Robustness of the Separating Information Maximum Likelihood Estimation of Realized Volatility with Micro-Market Noise
by Naoto Kunitomo & Seisho Sato - CIRJE-F-732 IV Estimation of a Panel Threshold Model of Tourism Specialization and Economic Development
by Chia-Lin Chang & Thanchanok Khamkaew & Michael McAleer - CIRJE-F-731 Ownership Changes and Economic Efficiency: Plant-Level Evidence from the Japanese Cotton Spinning Industry, 1900-1911
by Tetsuji Okazaki - CIRJE-F-729 Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments
by Philip Hans Franses & Michael McAleer & Rianne Legerstee - CIRJE-F-728 New Unified Computational Algorithm in a High-Order Asymptotic Expansion Scheme
by Kohta Takehara & Akihiko Takahashi & Masashi Toda - CIRJE-F-727 Role of Relative and Absolute Performance Evaluations in Intergroup Competition
by Hitoshi Matsushima - CIRJE-F-726 A New Hedge Fund Replication Method with the Dynamic Optimal Portfolio
by Akihiko Takahashi & Kyo Yamamoto - CIRJE-F-725 On Pricing Barrier Options with Discrete Monitoring
by Kenichiro Shiraya & Akihiko Takahashi & Toshihiro Yamada - CIRJE-F-724 The Role of Uncertainty in the Term Structure of Interest Rates: A Macro-Finance Perspective
by Junko Koeda & Ryo Kato - CIRJE-F-723 Minimax Estimation of Linear Combinations of Restricted Location Parameters
by Tatsuya Kubokawa - CIRJE-F-722 Time Series Modelling of Tourism Demand from the USA, Japan and Malaysia to Thailand
by Yaovarate Chaovanapoonphol & Christine Lim & Michael McAleer & Aree Wiboonpongse - CIRJE-F-721 Role of Linking Mechanisms in Multitask Agency with Hidden Information
by Hitoshi Matsushima & Koichi Miyazaki & Nobuyuki Yagi - CIRJE-F-720 Finitely Repeated Prisoners' Dilemma with Small Fines: Penance Contract
by Hitoshi Matsushima - CIRJE-F-718 Analyzing and Forecasting Volatility Spillovers and Asymmetries in Major Crude Oil Spot, Forward and Futures Markets
by Chialin Chang & Michael McAleer & Roengchai Tansuchat - CIRJE-F-717 Panel Data Analysis of Japanese Residential Water Demand Using a Discrete/Continuous Choice Approach
by Koji Miyawaki & Yasuhiro Omori & Akira Hibiki - CIRJE-F-716 Aggregation, Heterogeneous Autoregression and Volatility of Daily International Tourist Arrivals and Exchange Rates
by Chia-Lin Chang & Michael McAleer - CIRJE-F-715 Voluntarily Separable Repeated Games with Social Norms
by Takako Fujiwara-Greve & Masahiro Okuno-Fujiwara & Nobue Suzuki - CIRJE-F-714 Incentives in Hedge Funds
by Hitoshi Matsushima - CIRJE-F-713 Do We Really Need Both BEKK and DCC? A Tale of Two Multivariate GARCH Models
by Massimiliano Caporin & Michael McAleer - CIRJE-F-712 Bayesian Estimation of Demand Functions under Block-Rate Pricing
by Koji, Miyawaki & Yasuhiro Omori & Akira Hibiki - CIRJE-F-711 Board's Monitoring and Retention of Sub-standard and Powerless CEOs
by Meg Sato - CIRJE-F-710 Insular Decision Making in the Board Room: Why Boards Retain and Hire Substandard CEOs
by Meg Adachi-Sato - CIRJE-F-709 Selection of Variables in Multivariate Regression Models for Large Dimensions
by Muni S. Srivastava & Tatsuya Kubokawa - CIRJE-F-708 The Limited Information Maximum Likelihood Approach to Dynamic Panel Structural Equations
by Kentaro Akashi & Naoto Kunitomo - CIRJE-F-707 Some Properties of the LIML Estimator in a Dynamic Panel Structural Equation
by Kentaro Akashi & Naoto Kunitomo - CIRJE-F-706 Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns
by Roengchai Tansuchat & Chia-Lin Chang & Michael McAleer - CIRJE-F-705 Market Efficiency of Oil Spot and Futures: A Stochastic Dominance Approach
by Hooi Hooi Lean & Michael McAleer & Wing-Keung Wong - CIRJE-F-704 Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH
by Roengchai Tansuchat & Chia-Lin Chang & Michael McAleer
2009
- CIRJE-F-703 The Structure of Japan's Financial Regulation and Supervision and the Role Played by the Bank of Japan
by Kazuo Ueda - CIRJE-F-702 A Review of Linear Mixed Models and Small Area Estimation
by Tatsuya Kubokawa - CIRJE-F-701 Stochastic Volatility Model with Leverage and Asymmetrically Heavy-Tailed Error Using GH Skew Student's t-Distribution
by Jouchi Nakajima & Yasuhiro Omori - CIRJE-F-700 Efficient Bayesian Estimation of a Multivariate Stochastic Volatility Model with Cross Leverage and Heavy-Tailed Errors
by Tsunehiro Ishihara & Yasuhiro Omori - CIRJE-F-699 Block Structure Multivariate Stochastic Volatility Models
by Manabu Asai & Massimiliano Caporin & Michael McAleer - CIRJE-F-698 A Market Model of Interest Rates with Dynamic Basis Spreads in the presence of Collateral and Multiple Currencies
by Masaaki Fujii & Yasufumi Shimada & Akihiko Takahashi - CIRJE-F-697 A Survey on Modeling and Analysis of Basis Spreads
by Masaaki Fujii & Akihiko Takahashi - CIRJE-F-696 An Asymptotic Expansion with Malliavin Weights: An Application to Pricing Discrete Barrier Options
by Akihiko Takahashi & Toshihiro Yamada - CIRJE-F-695 An Asymptotic Expansion with Push-Down of Malliavin Weights
by Akihiko Takahashi & Toshihiro Yamada - CIRJE-F-694 Identifying Shocks in Regionally Integrated East Asian Economies with Structural VAR and Block Exogeneity
by Kiyotaka Sato & Zhaoyong Zhang & Michael McAleer - CIRJE-F-693 Realized Volatility Risk
by David E. Allen & Michael McAleer & Marcel Scharth - CIRJE-F-692 Non-Traditional Monetary Polices: G7 Central Banks during 2007-2009 and the Bank of Japan during 1998-2006
by Kazuo Ueda - CIRJE-F-691 Daily Tourist Arrivals, Exchange Rates and Volatility for Korea and Taiwan
by Chia-Lin Chang & Michael McAleer - CIRJE-F-690 Multivariate Stochastic Volatility with Cross Leverage
by Tsunehiro Ishihara & Yasuhiro Omori - CIRJE-F-689 Generalized extreme value distribution with time-dependence using the AR and MA models in state space form
by Jouchi Nakajima & Tsuyoshi Kunihama & Yasuhiro Omori & Sylvia Fruhwirth-Schnatter - CIRJE-F-688 Conditional and Unconditional Methods for Selecting Variables in Linear Mixed Models
by Tatsuya Kubokawa - CIRJE-F-687 Interdependence of International Tourism Demand and Volatility in Leading ASEAN Destinations
by Chia-Ling Chang & Thanchanok Khamkaew & Michael McAleer & Roengchai Tansuchat - CIRJE-F-686 Forecasting Realized Volatility with Linear and Nonlinear Models
by Michael McAleer & Marcelo C. Medeiros - CIRJE-F-685 A Panel Threshold Model of Tourism Specialization and Economic Development
by Chia-Lin Chang & Thanchanok Khamkaew & Michael McAleer - CIRJE-F-684 Precious Metals-Exchange Rate Volatility Transmissions and Hedging Strategies
by Shawkat Hammoudeh & Yuan Yuan & Michael McAleer & Mark A. Thompson - CIRJE-F-683 It Pays to Violate: How Effective are the Basel Accord Penalties?
by Bernardo da Veiga & Felix Chan & Michael McAleer - CIRJE-F-682 Pricing Barrier and Average Options under Stochastic Volatility Environment
by Kenichiro Shiraya & Akihiko Takahashi & Masashi Toda - CIRJE-F-681 Pricing Average Options on Commodities
by Kenichiro Shiraya & Akihiko Takahashi - CIRJE-F-680 Modelling Long Memory Volatility in Agricultural Commodity Futures Returns
by Roengchai Tansuchat & Chia-Lin Chang & Michael McAleer - CIRJE-F-679 Optimal monetary policy when asset markets are incomplete
by Richard Anton Braun & Tomoyuki Nakajima - CIRJE-F-678 Computing Densities: A Conditional Monte Carlo Estimator
by Richard Anton Braun & Huiyu Li & John Stachurski - CIRJE-F-677 Dynamic Conditional Correlations in International Stock, Bond and Foreign Exchange Markets: Emerging Markets Evidence
by Abdul Hakim & Michael McAleer - CIRJE-F-676 VaR Forecasts and Dynamic Conditional Correlations for Spot and Futures Returns on Stocks and Bonds
by Abdul Hakim & Michael McAleer - CIRJE-F-675 Modelling Conditional Correlations in the Volatility of Asian Rubber Spot and Futures Returns
by Tanchanok Khamkaew & Roengchai Tansuchat & Chia-Lin Chang & Michael McAleer - CIRJE-F-674 Hotelling's Spatial Competition Reconsidered
by Takatoshi Tabuchi - CIRJE-F-673 Implementation and Mind Control
by Hitoshi Matsushima - CIRJE-F-672 A Simple Expected Volatility (SEV) Index: Application to SET50 Index Options
by Chatayan Wiphatthanananthakul & Michael McAleer - CIRJE-F-671 Moment-Based Estimation of Smooth Transition Regression Models with Endogenous Variables
by Waldyr Dutra Areosa & Michael McAleer & Marcelo C. Medeiros - CIRJE-F-670 A General Asymptotic Theory for Time Series Models
by Shiqing Ling & Michael McAleer - CIRJE-F-669 Modelling and Forecasting Noisy Realized Volatility
by Manabu Asai & Michael McAleer & Marcelo C. Medeiros - CIRJE-F-668 Exchange Rate and Industrial Commodity Volatility Transmissions and Hedging Strategies
by Shawkat M. Hammoudeh & Yuan Yuan & Michael McAleer - CIRJE-F-667 Optimal Risk Management Before, During and After the 2008-09 Financial Crisis
by Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Perez-Amaral - CIRJE-F-666 Higher Order Corrections in MSE Estimation and Confidence Intervals in Linear Mixed Models
by Tatsuya Kubokawa - CIRJE-F-665 Risk Management for International Tourist Arrivals: An Application to the Balearic Islands, Spain
by Ana Bartolome & Michael McAleer & Vicente Ramos & Javier Rey-Maquieira - CIRJE-F-664 Cruising is Risky Business
by Ana Bartolome & Michael McAleer & Vicente Ramos & Javier Rey-Maquieira - CIRJE-F-663 Modelling the Interactions Across International Stock, Bond and Foreign Exchange Markets
by Abdul Hakim & Michael McAleer - CIRJE-F-662 A Trinomial Test for Paired Data When There are Many Ties
by Guorui Bian & Michael McAleer & Wing-Keung Wong - CIRJE-F-661 Testing the Box-Cox Parameter in an Integrated Process
by Jian Huang & Masahito Kobayashi & Michael McAleer - CIRJE-F-660 On the Robustness of Alternative Rankings Methodologies For Australian and New Zealand Economics Departments
by Joseph Macri & Michael McAleer & Dipendra Sinha - CIRJE-F-659 Value-at-Risk for Country Risk Ratings
by Michael McAleer & Bernardo da Veiga & Suhejla Hoti - CIRJE-F-658 Non-Classical Measurement Error in Long-Term Retrospective Recall Surveys
by John Gibson & Bonggeun Kim - CIRJE-F-657 Dynamic Conditional Correlations for Asymmetric Processes
by Manabu Asai & Michael McAleer - CIRJE-F-656 Asymmetry and Leverage in Realized Volatility
by Manabu Asai & Michael McAleer & Marcelo C. Medeiros - CIRJE-F-655 Alternative Asymmetric Stochastic Volatility Models
by Manabu Asai & Michael McAleer - CIRJE-F-654 Asymptotic Expansion Approaches in Finance: Applications to Currency Options
by Akihiko Takahashi & Kohta Takehara - CIRJE-F-653 Hedging European Derivatives with the Polynomial Variance Swap under Uncertain Volatility Environments
by Akihiko Takahashi & Yukihiro Tsuzuki & Akira Yamazaki - CIRJE-F-652 The Ten Commandments for Optimizing Value-at-Risk and Daily Capital Charges
by Michael McAleer - CIRJE-F-651 Modelling and Forecasting Daily International Mass Tourism to Peru
by Jose Angelo Divino & Michael McAleer - CIRJE-F-650 Modelling Sustainable International Tourism Demand to the Brazilian Amazon
by Jose Angelo Divino & Michael McAleer - CIRJE-F-649 An Econometric Analysis of SARS and Avian Flu on International Tourist Arrivals to Asia
by Michael McAleer & Bing-Wen Huang & Hsiao-I Kuo & Chi-Chung Chen & Chia-Lin Chang - CIRJE-F-648 Does the FOMC Have Expertise, and Can It Forecast?
by Philip Hans Franses & Michael McAleer & Rianne Legerstee - CIRJE-F-647 Modelling Short and Long Haul Volatility in Japanese Tourist Arrivals to New Zealand and Taiwan
by Chia-Lin Chang & Michael McAleer & Christine Lim - CIRJE-F-646 The Second End of Laissez-Faire: The Bootstrapping Nature of Money and the Inherent Instability of Capitalism
by Katsuhito Iwai - CIRJE-F-645 Disability and Returns to Education in a Developing Country
by Kamal Lamichhane & Yasuyuki Sawada - CIRJE-F-644 A Decision Rule to Minimize Daily Capital Charges in Forecasting Value-at-Risk
by Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Perez-Amaral - CIRJE-F-643 Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis?
by Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Perez-Amaral - CIRJE-F-642 Modelling the Asymmetric Volatility in Hog Prices in Taiwan: The Impact of Joining the WTO
by Chia-Lin Chang & Biing-Wen Huang & Meng-Gu Chen & Michael McAleer - CIRJE-F-641 Forecasting Volatility and Spillovers in Crude Oil Spot, Forward and Futures Markets
by Chia-Lin Chang & Michael McAleer & Roengchai Tansuchat - CIRJE-F-640 Modelling Conditional Correlations for Risk Diversification in Crude Oil Markets
by Chia-Lin Chang & Michael McAleer & Roengchai Tansuchat - CIRJE-F-639 Volatility Spillovers Between Crude Oil Futures Returns and Oil Company Stocks Return
by Chia-Lin Chang & Michael McAleer & Roengchai Tansuchat - CIRJE-F-638 Do We Really Need Both BEKK and DCC? A Tale of Two Covariance Models
by Massimiliano Caporin & Michael McAleer - CIRJE-F-637 How Accurate are Government Forecasts of Economic Fundamentals? The Case of Taiwan
by Chia-Lin Chang & Philip Hans Franses & Michael McAleer - CIRJE-F-636 What Happened to Risk Management During the 2008-09 Financial Crisis?
by Michael McAleer & Juan-Angel Jimenez-Martin & Teodosio Perez-Amaral - CIRJE-F-635 How Volatile is ENSO?
by LanFen Chu & Michael McAleer & Chi-Chung Chen - CIRJE-F-634 Estimating the Impact of Whaling on Global Whale Watching
by Hsiao-I Kuo & Chi-Chung Chen & Michael McAleer - CIRJE-F-633 Estimation of mean squared error of model-based small area estimators
by Gauri Sankar Datta & Tatsuya Kubokawa & J. N. K. Rao & Isabel Molina - CIRJE-F-632 Corrected Empirical Bayes Confidence Intervals in Nested Error Regression Models
by Tatsuya Kubokawa - CIRJE-F-631 Bayesian Estimation of Demand Functions under Block Rate Pricing
by Koji Miyawaki & Yasuhiro Omori & Akira Hibiki - CIRJE-F-630 A Note on Construction of Multiple Swap Curves with and without Collateral
by Masaaki Fujii & Yasufumi Shimada & Akihiko Takahashi - CIRJE-F-629 Socio-Economic Studies on Suicide: A Survey
by Joe Chen & Yun Jeong Choi & Kohta Mori & Yasuyuki Sawada & Saki Sugano - CIRJE-F-628 The Jump, Inertia, and Juvenization of Suicides in Japan
by Joe Chen & Yun Jeong Choi & Kohta Mori & Yasuyuki Sawada & Saki Sugano - CIRJE-F-627 Investment Frictions versus Financing Frictions
by Takao Kobayashi & Risa Sai - CIRJE-F-626 Exclusive Dealing and Large Distributors
by Ryoko Oki & Noriyuki Yanagawa - CIRJE-F-625 Probability Distribution and Option Pricing for Drawdown in a Stochastic Volatility Environment
by Kyo Yamamoto & Seisho Sato & Akihiko Takahashi - CIRJE-F-624 Generating a Target Payoff Distribution with the Cheapest Dynamic Portfolio: An Application to Hedge Fund Replication
by Akihiko Takahashi & Kyo Yamamoto - CIRJE-F-623 Business Cycle Implications of Internal Consumption Habit for New Keynesian Models
by Takashi Kano & James M. Nason - CIRJE-F-622 The Role of the Government in Facilitating TFP Growth during Japan's Rapid Growth Era
by Shuhei Aoki & Julen Esteban-Pretel & Tetsuji Okazaki & Yasuyuki Sawada - CIRJE-F-621 Computation in an Asymptotic Expansion Method
by Akihiko Takahashi & Kohta Takehara & Masashi Toda - CIRJE-F-620 Computing Densities and Expectations in Stochastic Recursive Economies: Generalized Look-Ahead Techniques
by Richard Anton Braun & Huiyu Li & John Stachurski - CIRJE-F-619 The Limited Information Maximum Likelihood Estimator as an Angle
by T. W. Anderson & Naoto Kunitomo & Yukitoshi Matsushita - CIRJE-F-618 Pricing and Hedging of Long-term Futures and Forward Contracts by a Three-Factor Model
by Kenichiro Shiraya & Akihiko Takahashi - CIRJE-F-617 Pareto Optimal Pro-cyclical Research and Development
by R. Anton Braun & Tomoyuki Nakajima - CIRJE-F-616 Customer Lifetime Value and RFM Data: Accounting Your Customers: One by One
by Makoto Abe - CIRJE-F-615 Stationary Monetary Equilibria with Strictly Increasing Value Functions and Non-Discrete Money Holdings Distributions: An Indeterminacy Result
by Kazuya Kamiya & Takashi Shimizu - CIRJE-F-614 Consistency of the Empirical Bayes Information Criterion for Selecting Variables in Linear Mixed Models
by Tatsuya Kubokawa & Muni S. Srivastava - CIRJE-F-613 Cyclical Informality and Unemployment
by Mariano Bosch & Julen Esteban-Pretel - CIRJE-F-612 Did US Safeguards Resuscitate Harley-Davidson in the 1980s?
by Taiju Kitano & Hiroshi Ohashi - CIRJE-F-611 Asymptotic Expansions and Higher Order Properties of Semi-Parametric Estimators in a System of Simultaneous Equations
by Naoto Kunitomo & Yukitoshi Matsushita - CIRJE-F-610 The Activities of a Japanese Bank in the Interwar Financial Centers: A Case of the Yokohama Specie Bank
by Makoto Kasuya - CIRJE-F-609 Assessing the Consequences of a Horizontal Merger and its Remedies in a Dynamic Environment
by Satoshi Myojo & Hiroshi Ohashi - CIRJE-F-608 Modeling and Forecasting the Volatility of the Nikkei 225 Realized Volatility Using the ARFIMA-GARCH Model
by Isao Ishida & Toshiaki Watanabe - CIRJE-F-607 Self-organizing Marketplaces
by Takatoshi Tabuchi - CIRJE-F-606 Behavioral Aspects of Arbitrageurs in Timing Games of Bubbles and Crashes
by Hitoshi Matsushima
2008
- CIRJE-F-605 Interbank Networks in Pre-war Japan: Structure and Implications
by Tetsuji Okazaki & Michiru Sawada - CIRJE-F-604 Those Who Are Left Behind: An Estimate of the Number of Family Members of Suicide Victims in Japan
by Joe Chen & Yun Jeong Choi & Kohta Mori & Yasayuki Sawada & Saki Sugano - CIRJE-F-603 Macroeconomic Implications of Term Structures of Interest Rates under Stochastic Differential Utility with Non-Unitary EIS
by Hisasi Nakamura & Wataru Nozawa & Akihiko Takahashi - CIRJE-F-602 Impact of Natural Disasters on Industrial Agglomeration: A Case of the 1923 Great Kanto Earthquake
by Asuka Imaizumi & Kaori Ito & Tetsuji Okazaki - CIRJE-F-601 Realized Volatility, Covariance and Hedging Coefficient of the Nikkei-225 Futures with Micro-Market Noise
by Naoto Kunitomo & Seisho Sato - CIRJE-F-600 Cotton and the Peasant Economy: A Response to 'Superior' Foreign Fibre in Early Modern Japan
by Masayuki Tanimoto - CIRJE-F-599 Voluntarily Separable Repeated Prisoner's Dilemma
by Takako Fujiwara-Greve & Masahiro Okuno-Fujiwara - CIRJE-F-598 Implementation and Social Influence
by Hitoshi Matsushima - CIRJE-F-597 A Remark on a Singular Perturbation Method for Option Pricing under a Stochastic Volatility
by Kyo Yamamoto & Akihiko Takahashi - CIRJE-F-596 Probability Distribution and Option Pricing for Drawdown in a Stochastic Volatility Environment
by Kyo Yamamoto & Seisho Sato & Akihiko Takahashi - CIRJE-F-595 Tax Competition, Public Good Provision, and Income Redistribution: The Case of Linear Capital Income Tax
by Toshihiro Ihori & C.C. Yang - CIRJE-F-594 Tobit Model with Covariate Dependent Thresholds
by Yasuhiro Omori & Koji Miyawaki - CIRJE-F-593 Auction Price Formation with Costly Occupants: Evidence Using Data from the Osaka District Court
by Takako Idee & Shinichiro Iwata & Teruyuki Taguchi - CIRJE-F-592 Hedge Fund Replication
by Akihiko Takahashi & Kyo Yamamoto - CIRJE-F-591 Trade and Location with Land as a Productive Factor
by Pfluger, Michael & Takatoshi Tabuchi - CIRJE-F-590 Bartlett-type Correction of the Generalized Least Squares Test in the Fay-Herriot Model
by Tatsuya Kubokawa - CIRJE-F-589 The Rise of China and Sustained Recovery of Japan
by Shin-ichi Fukuda - CIRJE-F-588 Improving the Rank-Adjusted Anderson-Rubin Test with Many Instruments and Persistent Heteroscedasticity
by Naoto Kunitomo & Yukitoshi Matsushita - CIRJE-F-587 Asymptotic Properties of the LSE of a Spatial Regression in both Weakly and Strongly Dependent Stationary Random Fields
by Yoshihiro Yajima & Yasumasa Matsuda - CIRJE-F-586 Financial Imperfection and Outsourcing Decision
by Noriyuki Yanagawa - CIRJE-F-585 Biased Motivation of Experts: Should They be Aggressive or Conservative?
by Noriyuki Yanagawa - CIRJE-F-584 Modified Bayesian Information Criterion in Linear Mixed Models
by Tatsuya Kubokawa & Muni S. Srivastava - CIRJE-F-583 Exclusive Dealing Contract and Inefficient Entry Threat
by Noriyuki Yanagawa & Ryoko Oki - CIRJE-F-582 The Backward-bending Commute times of Married Women with Household Responsibility
by Shinichiro Iwata & Keiko Tamada - CIRJE-F-581 Separating Information Maximum Likelihood Estimation of Realized Volatility and Covariance with Micro-Market Noise
by Naoto Kunitomo & Seisho Sato - CIRJE-F-580 Company Strategies and Sport Models
by Christer Ericsson - CIRJE-F-579 Industrial Paternalistic Corporate Company Strategies in Theory and Practice in Nordic Countries and Japan from 1900s to 1960s
by Christer Ericsson - CIRJE-F-578 Minimaxity of the Stein Risk-Minimization Estimator for a Normal Mean Matrix
by Tatsuya Kubokawa & Hisayuki Tsukuma - CIRJE-F-577 On Finite Sample Properties of Alternative Estimators of Coefficients in a Structural Equation with Many Instruments
by T. W. Anderson & Naoto Kunitomo & Yukitoshi Matsushita - CIRJE-F-576 An Optimal Modification of the LIML Estimation for Many Instruments and Persistent Heteroscedasticity
by Naoto Kunitomo - CIRJE-F-575 Conditional Information Criteria for Selecting Variables in Linear Mixed Models
by Muni S. Srivastava & Tatsuya Kubokawa - CIRJE-F-574 Estimating Derivatives in Nonseparable Models with Limited Dependent Variables
by Joseph G. Altonji & Hidehiko Ichimura & Taisuke Otsu - CIRJE-F-573 Time Series Nonparametric Regression Using Asymmetric Kernels with an Application to Estimation of Scalar Diffusion Processes
by Nikolay Gospodinov & Masayuki Hirukawa - CIRJE-F-572 Habit Formation and the Present-Value Model of the Current Account: Yet Another Suspect
by Takashi Kano - CIRJE-F-571 The Middle Class Patriarch in the Bourgeois Public
by Christer Ericsson & Bjorn Horgby - CIRJE-F-570 Integral Inequality for Minimaxity in the Stein Problem
by Tatsuya Kubokawa - CIRJE-F-569 A reappraisal of the incidence of employer contributions to social security in Japan
by Jyunya Hamaaki & Yasushi Iwamoto - CIRJE-F-568 Bayesian Estimation of Demand Functions under Block Rate Pricing
by Koji Miyawaki & Yasuihro Omori & Akira Hibiki - CIRJE-F-567 A New Scheme for Static Hedging of European Derivatives under Stochastic Volatility Models
by Akihiko Takahashi & Akira Yamazaki - CIRJE-F-566 Supplier Networks and Aircraft Production in Wartime Japan
by Tetsuji Okazaki - CIRJE-F-565 Human Capital as an Asset Mix and Optimal Life-Cycle Portfolio: An Analytical Solution
by Takao Kobayashi & Risa Sai & Kazuya Shibata - CIRJE-F-564 Impaired Bank Health and Default Risk
by Shin-ichi Fukuda & Munehisa Kasuya & Kentaro Akashi - CIRJE-F-563 Industrial Policy Cuts Two Ways: Evidence from Cotton Spinning Firms in Japan, 1956-1964
by Kozo Kiyota & Tetsuji Okazaki - CIRJE-F-562 Industrial Development, Firm Dynamics and Patterns of Productivity Growth: The Case of the Cotton Spinning Industry in Prewar Japan, 1894-1924
by Tetsuji Okazaki - CIRJE-F-561 Consumption Side Agglomeration Economies in Japanese Cities
by Chisato Asahi & Satoshi Hikino & Yoshitsugu Kanemoto - CIRJE-F-560 Effects of Reputation in Bubbles and Crashes
by Hitoshi Matsushima - CIRJE-F-559 On Testing Linear Hypothesis in a Nested Error Regression Model
by Tatsuya Kubokawa & Nyambaa Erdembat - CIRJE-F-558 Suicide and Life Insurance
by Joe Chen & Yun Jeong Choi & Yasuyuki Sawada - CIRJE-F-557 How Is Suicide Different in Japan?
by Joe Chen & Yun Jeong Choi & Yasuyuki Sawada - CIRJE-F-556 Bayesian Estimation of Entry Games with Application to Japanese Airline Data
by Sugawara, Shinya & Yasuhiro Omori - CIRJE-F-555 How to Measure the Outcome of Innovations: Application to Product Innovations
by Hiroshi Ohashi - CIRJE-F-554 National Adversity: Managing Insurance and Protection
by Toshihiro Ihori & Martin McGuireb - CIRJE-F-553 Interregional Tax Competition and Intraregional Political Competition: The Optimal Provision of Public Goods
by Toshihiro Ihori & C. C. Yang - CIRJE-F-552 Overlapping Tax Revenue, Local Debt Control and Soft-Budget Constraint
by Toshihiro Ihori