Number | Authors | Title | Date |
CIRJE-F-781 | Fujii, Masaaki and Akihiko Takahashi | "Asymmetric and Imperfect Collateralization, Derivative Pricing, and CVA" | December 2010; Revised in April and December 2011 |
CIRJE-F-780 | Kunitomo, Naoto and Kentaro Akashi | "An Aysmptotically Optimal Modification of the Panel LIML Estimation for Individual Heteroscedasticity" | December 2010 |
CIRJE-F-779 | Tanimoto, Masayuki | "Housework and the Consumption History in pre-war Japan, Another Aspect of Consumption in Modern Japan" | December 2010; Revised in June 2011. |
CIRJE-F-778 | Fujii, Masaaki and Akihiko Takahashi | "Choice of Collateral Currency" | December 2010 |
CIRJE-F-777 | Takahashi, Akihiko, Yukihiro Tsuzuki and Akira Yamazaki | "Hedging European Derivatives with the Polynomial Variance Swap under Uncertain Volatility Environments" | December 2010 |
CIRJE-F-776 | Matsushima, Hitoshi | "Price-Based Combinatorial Auction Design: Representative Valuations" | November 2010 |
CIRJE-F-775 | Ueda, Kazuo | "Japan's Deflation and the Bank of Japan's Experience with Non-traditional Monetary Policy" | November 2010 |
CIRJE-F-774 | Ueda, Kazuo | "Japan's Bubble, America's Bubble and China's Bubble" | November 2010 |
CIRJE-F-773 | Behrens, Kristian, Yoshitsugu Kanemoto and Yasusada Murata | "The Henry George Theorem in A Second-Best World" | November 2010 |
CIRJE-F-772 | Ericsson, Christer and Björn Horgby | "Globalised Sports in a Historical Perspective" | October 2010 |
CIRJE-F-771 | Ericsson, Christer | "Company Strategies and Sport Models" | October 2010 |
CIRJE-F-770 | Miyawaki, Koji, Yasuhiro Omori and Akira Hibiki | "Discrete/Continuous Choice Model of the Residential Gas Demand on the Nonconvex Budget Set" | October 2010 |
CIRJE-F-769 | Ihori, Toshihiro and C.C. Yang | "Laffer paradox, Leviathan, and Political Contest" | October 2010 |
CIRJE-F-768 | Furusawa, Taiji and Noriyuki Yanagawa | "Firm Heterogeneity under Financial Imperfection: Impacts of Trade and Capital Movement" | October 2010 |
CIRJE-F-767 | Hirano, Tomohiro and Noriyuki Yanagawa | "Financial Institution, Asset Bubbles and Economic Performance" | October 2010 |
CIRJE-F-766 | Iwai, Katsuhito | "A Theory of Fiduciary Relationships: Non-Contractual Foundation of the Duty of Loyalty, Disgorgement Damages, and Strict Liability" | October 2010 |
CIRJE-F-765 | Kamiya, Kazuya and Takashi Shimizu | "Hysteresis in Dynamic General Equilibrium Models with Cash-in-Advance Constraints" | October 2010 |
CIRJE-F-764 | Miyawaki, Koji, Yasuhiro Omori and Akira Hibiki | "Panel Data Analysis of Japanese Residential Water Demand Using a Discrete/Continuous Choice Approach" | October 2010 |
CIRJE-F-763 | Sugawara, Shinya and Yasuhiro Omori | "Duopoly in the Japanese Airline Market: Bayesian Estimation for the Entry Game" | October 2010 |
CIRJE-F-762 | Fujii, Masaaki and Akihiko Takahashi | "Modeling of Interest Rate Term Structures under Collateralization and its Implications" | September 2010 |
CIRJE-F-761 | Aoki, Masanao and Hiroshi Yoshikawa | "Non-Self-Averaging in Macroeconomic Models: A Criticism of Modern Micro-founded Macroeconomics" | September 2010 |
CIRJE-F-760 | Kano, Kazuko, Takashi Kano and Kazutaka Takechi | "Exaggerated Death of Distance Revisiting Distance: Effects on Regional Price Dispersions" | September 2010; Revised in May 2012 |
CIRJE-F-759 | Fukuda, Shin-ichi | "Market-specific and Currency-specific Risk during the Global Financial Crisis: Evidence from the Interbank Markets in Tokyo and London" | September 2010 |
CIRJE-F-758 | Kunitomo, Naoto and Seisho Sato | "On Properties of Separating Information Maximum Likelihood Estimation of Realized Volatility and Covariance with Micro-Market Noise" | Autust 2010 |
CIRJE-F-757 | Kunihama, Tsuyoshi, Yasuhiro Omori and Zhengjun Zhang | "Bayesian Estimation and Particle Filter for Max-Stable Processes" | Autust 2010 |
CIRJE-F-756 | Matsushima, Hitoshi | "Financing Harmful Bubbles" | Autust 2010 |
CIRJE-F-755 | Okazaki, Tetsuji | "Supplier Networks and Aircraft Production in Wartime Japan" | Autust 2010 |
CIRJE-F-754 | Kubokawa, Tatsuya | "On Measuring Uncertainty of Small Area Estimators with Higher Order Accuracy" | July 2010 |
CIRJE-F-753 | Takehara, Kohta, Masashi Toda and Akihiko Takahashi | "Application of a High-Order Asymptotic Expansion Scheme to Long-Term Currency Options" | July 2010 |
CIRJE-F-752 | Hirano, Tomohiro and Noriyuki Yanagawa | "Asset Bubbles, Endogenous Growth, and Financial Frictions " | July 2010; Revised in October 2010 |
CIRJE-F-751 | Fukuda, Shin-ichi and Jun-ichi Nakamura | "Why Did "Zombie" Firms Recover in Japan?" " | July 2010 |
CIRJE-F-750 | Ihori, Toshihiro | "Overlapping Tax Revenue, Soft Budget, and Rent Seeking" | July 2010 |
CIRJE-F-749 | Kubokawa, Tatsuya and William E. Strawderman | "Non-minimaxity of Linear Combinations of Restricted Location Estimators and Related Problems" | July 2010 |
CIRJE-F-748 | Oki, Ryoko and Noriyuki Yanagawa | "Exclusive Dealing and the Market Power of Buyers" | July 2010 |
CIRJE-F-747 | Shiraya, Kenichiro and Akihiko Takahashi | "Pricing Average Options on Commodities" | July 2010; Revised in February 2012 |
CIRJE-F-746 | Ishihara, Tsunehiro and Yasuhiro Omori | "Efficient Bayesian Estimation of a Multivariate Stochastic Volatility Model with Cross Leverage and Heavy-Tailed Errors" | May 2010 |
CIRJE-F-745 | Shiraya, Kenichiro, Akihiko Takahashi and Masashi Toda | "Pricing Barrier and Average Options under Stochastic Volatility Environment" | May 2010 |
CIRJE-F-744 | Lean, Hooi Hooi, Michael McAleer and Wing-Keung Wong | "Investor Preferences for Oil Spot and Futures Based on Mean-Variance and Stochastic Dominance" | May 2010 |
CIRJE-F-743 | Fujii, Masaaki, Yasufumi Shimada and Akihiko Takahashi | "Collateral Posting and Choice of Collateral Currency" | May 2010 |
CIRJE-F-742 | Caporin, Massimiliano and Michael McAleer | "Ranking Multivariate GARCH Models by Problem Dimension" | May 2010 |
CIRJE-F-741 | Hammoudeh, Shawkat M., Yuan Yuan and Michael McAleer | "Exchange Rate and Industrial Commodity Volatility Transmissions, Asymmetries and Hedging Strategies" | May 2010 |
CIRJE-F-740 | Caporin, Massimiliano and Michael McAleer | "Thresholds, News Impact Surfaces and Dynamic Asymmetric Multivariate GARCH" | May 2010 |
CIRJE-F-739 | Cheng, Yi-Ling, Shin-Kun Peng and Takatoshi Tabuchi | "Multiproduct Duopoly with Vertical Differentiation" | April 2010 |
CIRJE-F-738 | Nakajima, Jouchi and Yasuhiro Omori | "Stochastic Volatility Model with Leverage and Asymmetrically Heavy-Tailed Error Using GH Skew Student's t-Distribution" | April 2010 |
CIRJE-F-737 | Shiraya, Kenichiro, Akihiko Takahashi and Akira Yamazaki | "Pricing Swaptions under the Libor Market Model of Interest Rates with Local-Stochastic Volatility Models" | April 2010; Revised in October 2011, February 2012 |
CIRJE-F-736 | Chang, Chia-Lin, Philip Hans Franses and Michael McAleer | "Are Forecast Updates Progressive?" | April 2010 |
CIRJE-F-735 | Chang, Chia-Lin, Thanchanok Khamkaew and Michael McAleer | "Estimating Price Effects in an Almost Ideal Demand Model of Outbound Thai Tourism to East Asia" | April 2010 |
CIRJE-F-734 | Takahashi, Akihiko and Kohta Takehara | "A Hybrid Asymptotic Expansion Scheme: an Application to Long-term Currency Options" | April 2010 |
CIRJE-F-733 | Kunitomo, Naoto and Seisho Sato | "Robustness of the Separating Information Maximum Likelihood Estimation of Realized Volatility with Micro-Market Noise" | April 2010 |
CIRJE-F-732 | Chang, Chia-Lin, Thanchanok Khamkaew and Michael McAleer | "IV Estimation of a Panel Threshold Model of Tourism Specialization and Economic Development" | April 2010 |
CIRJE-F-731 | Okazaki, Tetsuji | "Ownership Changes and Economic Efficiency: Plant-Level Evidence from the Japanese Cotton Spinning Industry, 1900-1911" | March 2010 |
CIRJE-F-729 | Franses, Philip Hans, Michael McAleer and Rianne Legerstee | "Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments" | March 2010 |
CIRJE-F-728 | Takehara, Kohta, Akihiko Takahashi and Masashi Toda | "New Unified Computational Algorithm in a High-Order Asymptotic Expansion Scheme" | March 2010 |
CIRJE-F-727 | Matsushima, Hitoshi | "Role of Relative and Absolute Performance Evaluations in Intergroup Competition" | March 2010 |
CIRJE-F-726 | Takahashi, Akihiko and Kyo Yamamoto | "A New Hedge Fund Replication Method with the Dynamic Optimal Portfolio" | March 2010 |
CIRJE-F-725 | Shiraya, Kenichiro, Akihiko Takahashi and Toshihiro Yamada | "Pricing Discrete Barrier Options under Stochastic Volatility" | March 2010; Revised in April 2010, February 2011, August 2011 |
CIRJE-F-724 | Koeda, Junko and Ryo Kato | "The Role of Uncertainty in the Term Structure of Interest Rates: A Macro-Finance Perspective" | March 2010 |
CIRJE-F-723 | Kubokawa, Tatsuya | "Minimax Estimation of Linear Combinations of Restricted Location Parameters" | March 2010 |
CIRJE-F-722 | Chaovanapoonphol, Yaovarate, Christine Lim, Michael McAleer and Aree Wiboonpongse | "Time Series Modelling of Tourism Demand from the USA, Japan and Malaysia to Thailand" | March 2010 |
CIRJE-F-721 | Matsushima, Hitoshi, Koichi Miyazaki and Nobuyuki Yagi | "Role of Linking Mechanisms in Multitask Agency with Hidden Information" | March 2010 |
CIRJE-F-720 | Matsushima, Hitoshi | "Finitely Repeated Prisoners' Dilemma with Small Fines: Penance Contract" | March 2010 |
CIRJE-F-718 | Chang, Chialin, Michael McAleer and Roengchai Tansuchat | "Analyzing and Forecasting Volatility Spillovers and Asymmetries in Major Crude Oil Spot, Forward and Futures Markets" | February 2010 |
CIRJE-F-717 | Miyawaki, Koji Yasuhiro Omori and Akira Hibiki | "Panel Data Analysis of Japanese Residential Water Demand Using a Discrete/Continuous Choice Approach" | February 2010 |
CIRJE-F-716 | Chang, Chia-Lin and Michael McAleer | "Aggregation, Heterogeneous Autoregression and Volatility of Daily International Tourist Arrivals and Exchange Rates" | February 2010 |
CIRJE-F-715 | Fujiwara-Greve, Takako, Masahiro Okuno-Fujiwara and Nobue Suzuki | "Voluntarily Separable Repeated Games with Social Norms" | February 2010 |
CIRJE-F-714 | Matsushima, Hitoshi | "Incentives in Hedge Funds" | February 2010 |
CIRJE-F-713 | Caporin, Massimiliano and Michael McAleer | "Do We Really Need Both BEKK and DCC? A Tale of Two Multivariate GARCH Models" | February 2010 |
CIRJE-F-712 | Miyawaki, Koji, Yasuhiro Omori and Akira Hibiki | "Bayesian Estimation of Demand Functions under Block-Rate Pricing" | January 2010 |
CIRJE-F-711 | Sato, Meg | "Board's Monitoring and Retention of Sub-standard and Powerless CEOs" | January 2010 |
CIRJE-F-710 | Adachi-Sato, Meg | "Insular Decision Making in the Board Room: Why Boards Retain and Hire Substandard CEOs" | January 2010; Revised in December 2013 |
CIRJE-F-709 | Srivastava, Muni S. and Tatsuya Kubokawa | "Selection of Variables in Multivariate Regression Models for Large Dimensions" | January 2010 |
CIRJE-F-708 | Akashi, Kentaro and Naoto Kunitomo | "The Limited Information Maximum Likelihood Approach to Dynamic Panel Structural Equations" | January 2010 |
CIRJE-F-707 | Akashi, Kentaro and Naoto Kunitomo | "Some Properties of the LIML Estimator in a Dynamic Panel Structural Equation" | January 2010 |
CIRJE-F-706 | Tansuchat, Roengchai, Chia-Lin Chang and Michael McAleer | "Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns" | January 2010 |
CIRJE-F-705 | Lean, Hooi Hooi, Michael McAleer and Wing-Keung Wong | "Market Efficiency of Oil Spot and Futures: A Stochastic Dominance Approach" | January 2010 |
CIRJE-F-704 | Tansuchat, Roengchai, Chia-Lin Chang and Michael McAleer | "Crude Oil Hedging Strategies Using Dynamic Multivariate GARCH" | January 2010 |
Number | Authors | Title | Date |
CIRJE-J-231 | Okazaki, Tetsuji | "Branch Network and Internal Flow of Funds of Mitsubishi Bank during the Second World War" | December 2010 |
CIRJE-J-230 | Kunitomo, Naoto and Seisho Sato | "On some issues of macro-economic statistics in Japan : seasonality, structural change and statistical smoothing" | December 2010 |
CIRJE-J-229 | Matsushima, Hitoshi | "Note on Combinatorial Auction Design: Efficient Slot Allocation for Domestic Airline Regular Services in Haneda Airport" | November 2010 |
CIRJE-J-228 | Nakajima, Jouchi and Yasuhiro Omori | "GH skew Student's t-distribution in stochastic volatility model with application to stock returns" | November 2010 |
CIRJE-J-227 | Obinata, Takashi | "The Economic Recession in 2008 and Corporate Accounting Behavior" | October 2010 |
CIRJE-J-226 | Miwa, Yoshiro | "The Reality of Trade Credit and its Link to Bank Borrowing and Inventory: (2) Correlation Coefficients and Multiple Regressions" | October 2010 |
CIRJE-J-225 | Miwa, Yoshiro | "The Reality of Trade Credit and its Link to Bank Borrowing and Inventory: (1) Overall Discussion and Preliminary Investigation" | October 2010 |
CIRJE-J-224 | Miwa, Yoshiro | "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]" | October 2010 |
CIRJE-J-223 | Miwa, Yoshiro | "The Low 'Bank-Dependence Ratio' and Recent Further Increase in the 'Independence of Firms from Banks'" | October 2010 |
CIRJE-J-222 | Miwa, Yoshiro | "A Study of Financing Behavior of Japanese Firms with Firm-Level Data from Corporate Enterprise Quarterly Statistics - 1994~2009: Introduction and Summary" | October 2010; Revised in March 2011 |
CIRJE-J-221 | Okazaki, Tetsuji | "Ownership Changes and Economic Efficiency: Plant-Level Evidence from the Japanese Cotton Spinning Industry, 1900-1911" | August 2010 |
CIRJE-J-220 | Mochida, Nobuki | "Perspective on the Subnational VAT" | May 2010 |
CIRJE-J-219 | Takaoka, Makoto and Naoto Kunitomo | "On Recent Macro-fluctuations and Seasonal Adjustment Problem : A Case of Japanese Import and Export Data" | April 2010 |
CIRJE-J-218 | Sato, Seisho and Naoto Kunitomo | "Measuring Business Conditions and A Smoothing Problem : A Case of Japanese GDP" | April 2010 |
CIRJE-J-217 | Miwa, Yoshiro | ""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" | March 2010 |