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Hisashi Nakamura
Hisashi Nakamura
Verified email at r.hit-u.ac.jp - Homepage
Title
Cited by
Cited by
Year
A theoretical analysis of narrow banking proposals
S Kobayakawa, H Nakamura
Monetary and Economic Studies 18 (1), 105-118, 2000
472000
Extracting market expectations from option prices: case studies in Japanese option markets
H Nakamura, S Shiratsuka
Federal Reserve Bank of Chicago, 1999
451999
Macroeconomic implications of term structures of interest rates under stochastic differential utility with non-unitary EIS
H Nakamura, W Nozawa, A Takahashi
Asia-Pacific Financial Markets 16 (3), 231-263, 2009
72009
A dynamic theory of debt restructuring
H Nakamura
CIRJE F-Series, 2006
72006
Term structure of interest rates under recursive preferences in continuous time
H Nakamura, K Nakayama, A Takahashi
Asia-Pacific Financial Markets 15 (3-4), 273-305, 2008
52008
A continuous-time optimal insurance design with costly monitoring
H Nakamura, K Takaoka
Asia-Pacific Financial Markets 21 (3), 237-261, 2014
32014
Optimal risk sharing in the presence of moral hazard under market risk and jump risk
T Misumi, H Nakamura, K Takaoka
Japanese Journal of Monetary and Financial Economics 2 (1), 59-73, 2014
32014
Extracting market expectations from option prices
S Shiratsuka, H Nakamura
Monetary and Economic Studies 17 (4), 1998
21998
A Continuous-Time Analysis of Optimal Restructuring of Contracts with Costly Information Disclosure
H Nakamura
Asia-Pacific Financial Markets 19 (2), 119-147, 2012
2012
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Articles 1–9