| 番号 | 著者 | 題名 | 日付 |
| CIRJE-F-703 | Ueda, Kazuo | "The Structure of Japan's Financial Regulation and Supervision and the Role Played by the Bank of Japan" | 2009年12月 |
| CIRJE-F-702 | Kubokawa, Tatsuya | "A Review of Linear Mixed Models and Small Area Estimation" | 2009年12月 |
| CIRJE-F-701 | Nakajima, Jouchi and Yasuhiro Omori | "Stochastic Volatility Model with Leverage and Asymmetrically Heavy-Tailed Error Using GH Skew Student's t-Distribution" | 2009年12月 |
| CIRJE-F-700 | Ishihara, Tsunehiro and Yasuhiro Omori | "Efficient Bayesian Estimation of a Multivariate Stochastic Volatility Model with Cross Leverage and Heavy-Tailed Errors" | 2009年12月 |
| CIRJE-F-699 | Asai, Manabu, Massimiliano Caporin and Michael McAleer | "Block Structure Multivariate Stochastic Volatility Models" | 2009年12月 |
| CIRJE-F-698 | Fujii, Masaaki, Yasufumi Shimada and Akihiko Takahashi | "A Market Model of Interest Rates with Dynamic Basis Spreads in the presence of Collateral and Multiple Currencies" | 2009年12月; 2011年4月改訂 |
| CIRJE-F-697 | Fujii, Masaaki and Akihiko Takahashi | "A Survey on Modeling and Analysis of Basis Spreads" | 2009年12月; 2012年12月改訂 |
| CIRJE-F-696 | Takahashi, Akihiko and Toshihiro Yamada | "An Asymptotic Expansion with Malliavin Weights: An Application to Pricing Discrete Barrier Options" | 2009年12月； 2010年1月改訂 |
| CIRJE-F-695 | Takahashi, Akihiko and Toshihiro Yamada | "An Asymptotic Expansion with Push-Down of Malliavin Weights" | 2009年12月；2010年1月改訂 |
| CIRJE-F-694 | Sato, Kiyotaka, Zhaoyong Zhang and Michael McAleer | "Identifying Shocks in Regionally Integrated East Asian Economies with Structural VAR and Block Exogeneity" | 2009年12月 |
| CIRJE-F-693 | Allen, David E., Michael McAleer and Marcel Scharth | "Realized Volatility Risk" | 2009年12月；2010年1月改訂 |
| CIRJE-F-692 | Ueda, Kazuo | "Non-Traditional Monetary Polices: G7 Central Banks during 2007-2009 and the Bank of Japan during 1998-2006" | 2009年11月 |
| CIRJE-F-691 | Chang, Chia-Lin and Michael McAleer | "Daily Tourist Arrivals, Exchange Rates and Volatility for Korea and Taiwan" | 2009年11月 |
| CIRJE-F-690 | Ishihara, Tsunehiro and Yasuhiro Omori | "Multivariate Stochastic Volatility with Cross Leverage" | 2009年11月 |
| CIRJE-F-689 | Nakajima, Jouchi, Tsuyoshi Kunihama, Yasuhiro Omori and Sylvia Frühwirth-Schnatter | "Generalized Extreme Value Distribution with Time-Dependence Using the AR and MA Models in State Space Form" | 2009年11月 |
| CIRJE-F-688 | Kubokawa, Tatsuya | "Conditional and Unconditional Methods for Selecting Variables in Linear Mixed Models" | 2009年11月 |
| CIRJE-F-687 | Chang, Chia-Ling, Thanchanok Khamkaew, Michael McAleer and Roengchai Tansuchat | "Interdependence of International Tourism Demand and Volatility in Leading ASEAN Destinations" | 2009年11月 |
| CIRJE-F-686 | McAleer, Michael and Marcelo C. Medeiros | "Forecasting Realized Volatility with Linear and Nonlinear Models" | 2009年10月 |
| CIRJE-F-685 | Chang, Chia-Lin, Thanchanok Khamkaew and Michael McAleer | "A Panel Threshold Model of Tourism Specialization and Economic Development" | 2009年10月 |
| CIRJE-F-684 | Hammoudeh, Shawkat, Yuan Yuan, Michael McAleer and Mark A. Thompson | "Precious Metals-Exchange Rate Volatility Transmissions and Hedging Strategies" | 2009年10月 |
| CIRJE-F-683 | da Veiga, Bernardo, Felix Chan and Michael McAleer | "It Pays to Violate: How Effective are the Basel Accord Penalties?" | 2009年10月 |
| CIRJE-F-682 | Shiraya, Kenichiro, Akihiko Takahashi and Masashi Toda | "Pricing Barrier and Average Options under Stochastic Volatility Environment" | 2009年10月；2010年3月改訂 |
| CIRJE-F-681 | Shiraya, Kenichiro and Akihiko Takahashi | "Pricing Average Options on Commodities" | 2009年10月；2010年5月改訂 |
| CIRJE-F-680 | Tansuchat, Roengchai, Chia-Lin Chang and Michael McAleer | "Modelling Long Memory Volatility in Agricultural Commodity Futures Returns" | 2009年10月 |
| CIRJE-F-679 | Braun, Richard Anton and Tomoyuki Nakajima | "Uninsured Countercyclical Risk: An Aggregation Result and Application to Optimal Monetary Policy" | 2009年10月；2011年2月改訂 |
| CIRJE-F-678 | Braun, Richard Anton, Huiyu Li and John Stachurski | "Computing Densities: A Conditional Monte Carlo Estimator" | 2009年10月 |
| CIRJE-F-677 | Hakim, Abdul and Michael McAleer | "Dynamic Conditional Correlations in International Stock, Bond and Foreign Exchange Markets: Emerging Markets Evidence" | 2009年10月 |
| CIRJE-F-676 | Hakim, Abdul and Michael McAleer | "VaR Forecasts and Dynamic Conditional Correlations for Spot and Futures Returns on Stocks and Bonds" | 2009年10月 |
| CIRJE-F-675 | Khamkaew, Tanchanok, Roengchai Tansuchat, Chia-Lin Chang and Michael McAleer | "Modelling Conditional Correlations in the Volatility of Asian Rubber Spot and Futures Returns" | 2009年10月；2009年11月改訂 |
| CIRJE-F-674 | Tabuchi, Takatoshi | "Hotelling's Spatial Competition Reconsidered" | 2009年9月 |
| CIRJE-F-673 | Matsushima, Hitoshi | "Implementation and Mind Control" | 2009年9月 |
| CIRJE-F-672 | Wiphatthanananthakul, Chatayan and Michael McAleer | "Simple Expected Volatility (SEV) Index: Application to SET50 Index Options" | 2009年9月 |
| CIRJE-F-671 | Areosa, Waldyr Dutra, Michael McAleer and Marcelo C. Medeiros | "Moment-Based Estimation of Smooth Transition Regression Models with Endogenous Variables" | 2009年9月 |
| CIRJE-F-670 | Ling, Shiqing and Michael McAleer | "A General Asymptotic Theory for Time Series Models" | 2009年9月 |
| CIRJE-F-669 | Asai, Manabu, Michael McAleer and Marcelo C. Medeiros | "Modelling and Forecasting Noisy Realized Volatility" | 2009年9月 |
| CIRJE-F-668 | Hammoudeh, Shawkat M., Yuan Yuan and Michael McAleer | "Exchange Rate and Industrial Commodity Volatility Transmissions and Hedging Strategies" | 2009年9月 |
| CIRJE-F-667 | McAleer, Michael, Juan-Angel Jimenez-Martin and Teodosio Pérez-Amaral | "Optimal Risk Management Before, During and After the 2008-09 Financial Crisis" | 2009年9月 |
| CIRJE-F-666 | Kubokawa, Tatsuya | "Higher Order Corrections in MSE Estimation and Confidence Intervals in Linear Mixed Models" | 2009年9月 |
| CIRJE-F-665 | Bartolomé, Ana, Michael McAleer Vicente Ramos and Javier Rey-Maquieira | "Risk Management for International Tourist Arrivals: An Application to the Balearic Islands, Spain" | 2009年9月 |
| CIRJE-F-664 | Bartolomé, Ana, Michael McAleer Vicente Ramos and Javier Rey-Maquieira | "Cruising is Risky Business" | 2009年9月 |
| CIRJE-F-663 | Hakim, Abdul and Michael McAleer | "Modelling the Interactions Across International Stock, Bond and Foreign Exchange Markets" | 2009年9月 |
| CIRJE-F-662 | Bian, Guorui, Michael McAleer and Wing-Keung Wong | "A Trinomial Test for Paired Data When There are Many Ties" | 2009年9月 |
| CIRJE-F-661 | Huang, Jian, Masahito Kobayashi and Michael McAleer | "Testing the Box-Cox Parameter in an Integrated Process" | 2009年9月 |
| CIRJE-F-660 | Macri, Joseph, Michael McAleer and Dipendra Sinha | "On the Robustness of Alternative Rankings Methodologies For Australian and New Zealand Economics Departments" | 2009年9月 |
| CIRJE-F-659 | McAleer, Michael, Bernardo da Veiga and Suhejla Hoti | "Value-at-Risk for Country Risk Ratings" | 2009年9月 |
| CIRJE-F-658 | Gibson, John and Bonggeun Kim | "Non-Classical Measurement Error in Long-Term Retrospective Recall Surveys" | 2009年9月 |
| CIRJE-F-657 | Asai, Manabu and Michael McAleer | "Dynamic Conditional Correlations for Asymmetric Processes" | 2009年8月 |
| CIRJE-F-656 | Asai, Manabu, Michael McAleer and Marcelo C. Medeiros | "Asymmetry and Leverage in Realized Volatility" | 2009年8月 |
| CIRJE-F-655 | Asai, Manabu and Michael McAleer | "Alternative Asymmetric Stochastic Volatility Models" | 2009年8月 |
| CIRJE-F-654 | Takahashi, Akihiko and Kohta Takehara | "Asymptotic Expansion Approaches in Finance: Applications to Currency Options" | 2009年8月 |
| CIRJE-F-653 | Takahashi, Akihiko, Yukihiro Tsuzuki and Akira Yamazaki | "Hedging European Derivatives with the Polynomial Variance Swap under Uncertain Volatility Environments" | 2009年8月 |
| CIRJE-F-652 | McAleer, Michael | "The Ten Commandments for Optimizing Value-at-Risk and Daily Capital Charges" | 2009年8月 |
| CIRJE-F-651 | Divino, Jose Angelo and Michael McAleer | "Modelling and Forecasting Daily International Mass Tourism to Peru" | 2009年8月 |
| CIRJE-F-650 | Divino, Jose Angelo and Michael McAleer | "Modelling Sustainable International Tourism Demand to the Brazilian Amazon" | 2009年8月 |
| CIRJE-F-649 | McAleer, Michael, Bing-Wen Huang, Hsiao-I Kuo, Chi-Chung Chen and Chia-Lin Chang | "An Econometric Analysis of SARS and Avian Flu on International Tourist Arrivals to Asia" | 2009年8月 |
| CIRJE-F-648 | Franses, Philip Hans, Michael McAleer and Rianne Legerstee | "Does the FOMC Have Expertise, and Can It Forecast?" | 2009年8月 |
| CIRJE-F-647 | Chang, Chia-Lin, Michael McAleer and Christine Lim | "Modelling Short and Long Haul Volatility in Japanese Tourist Arrivals to New Zealand and Taiwan" | 2009年8月 |
| CIRJE-F-646 | Iwai, Katsuhito | "The Second End of Laissez-Faire: The Bootstrapping Nature of Money and the Inherent Instability of Capitalism" | 2009年8月；2009年10月改訂 |
| CIRJE-F-645 | Lamichhane, Kamal and Yasuyuki Sawada | "Disability and Returns to Education in a Developing Country" | 2009年8月 |
| CIRJE-F-644 | McAleer, Michael, Juan-Angel Jimenez-Martin and Teodosio Pérez-Amaral | "A Decision Rule to Minimize Daily Capital Charges in Forecasting Value-at-Risk" | 2009年8月 |
| CIRJE-F-643 | McAleer, Michael, Juan-Angel Jimenez-Martin and Teodosio Pérez-Amaral | "Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis?" | 2009年8月 |
| CIRJE-F-642 | Chang, Chia-Lin, Biing-Wen Huang, Meng-Gu Chen and Michael McAleer | "Modelling the Asymmetric Volatility in Hog Prices in Taiwan: The Impact of Joining the WTO" | 2009年8月 |
| CIRJE-F-641 | Chang, Chia-Lin, Michael McAleer and Roengchai Tansuchat | "Forecasting Volatility and Spillovers in Crude Oil Spot, Forward and Futures Markets" | 2009年8月 |
| CIRJE-F-640 | Chang, Chia-Lin, Michael McAleer and Roengchai Tansuchat | "Modelling Conditional Correlations for Risk Diversification in Crude Oil Markets" | 2009年8月 |
| CIRJE-F-639 | Chang, Chia-Lin, Michael McAleer and Roengchai Tansuchat | "Volatility Spillovers Between Crude Oil Futures Returns and Oil Company Stocks Return" | 2009年8月 |
| CIRJE-F-638 | Caporin, Massimiliano and Michael McAleer | "Do We Really Need Both BEKK and DCC? A Tale of Two Covariance Models" | 2009年8月 |
| CIRJE-F-637 | Chang, Chia-Lin, Philip Hans Franses and Michael McAleer | "How Accurate are Government Forecasts of Economic Fundamentals? The Case of Taiwan" | 2009年8月 |
| CIRJE-F-636 | McAleer, Michael, Juan-Angel Jimenez-Martin and Teodosio Pérez-Amaral | "What Happened to Risk Management During the 2008-09 Financial Crisis?" | 2009年8月 |
| CIRJE-F-635 | Chu, LanFen, Michael McAleer and Chi-Chung Chen | "How Volatile is ENSO?" | 2009年8月 |
| CIRJE-F-634 | Kuo, Hsiao-I, Chi-Chung Chen and Michael McAleer | "Estimating the Impact of Whaling on Global Whale Watching" | 2009年8月 |
| CIRJE-F-633 | Datta, Gauri Sankar, Tatsuya Kubokawa, J. N. K. Rao and Isabel Molina | "Estimation of Mean Squared Error of Model-based Small Area Estimators" | 2009年8月 |
| CIRJE-F-632 | Kubokawa, Tatsuya | "Corrected Empirical Bayes Confidence Intervals in Nested Error Regression Models" | 2009年8月；2009年6月改訂 |
| CIRJE-F-631 | Miyawaki, Koji, Yasuhiro Omori and Akira Hibiki | "Bayesian Estimation of Demand Functions under Block Rate Pricing" | 2009年8月 |
| CIRJE-F-630 | Fujii, Masaaki, Yasufumi Shimada and Akihiko Takahashi | "A Note on Construction of Multiple Swap Curves with and without Collateral" | 2009年7月；2010年1月改訂 |
| CIRJE-F-629 | Chen, Joe, Yun Jeong Choi, Kohta Mori, Yasuyuki Sawada and Saki Sugano | "Socio-Economic Studies on Suicide: A Survey" | 2009年7月 |
| CIRJE-F-628 | Chen, Joe, Yun Jeong Choi, Kohta Mori, Yasuyuki Sawada and Saki Sugano | "The Jump, Inertia, and Juvenization of Suicides in Japan" | 2009年7月 |
| CIRJE-F-627 | Kobayashi, Takao and Risa Sai | "Investment Frictions versus Financing Frictions" | 2009年7月 |
| CIRJE-F-626 | Oki, Ryoko and Noriyuki Yanagawa | "Exclusive Dealing and Large Distributors" | 2009年7月 |
| CIRJE-F-625 | Yamamoto, Kyo, Seisho Sato and Akihiko Takahashi | "Probability Distribution and Option Pricing for Drawdown in a Stochastic Volatility Environment" | 2009年6月 |
| CIRJE-F-624 | Takahashi, Akihiko and Kyo Yamamoto | "Generating a Target Payoff Distribution with the Cheapest Dynamic Portfolio: an Application to Hedge Fund Replication" | 2009年6月；2010年3月, 2013年2月改訂 |
| CIRJE-F-623 | Kano, Takashi and James M. Nason | "Business Cycle Implications of Internal Consumption Habit for New Keynesian Models" | 2009年6月；2010年8月, 2012年12月改訂 |
| CIRJE-F-622 | Aoki, Shuhei, Julen Esteban-Pretel, Tetsuji Okazaki and Yasuyuki Sawada | "The Role of the Government in Facilitating TFP Growth during Japan's Rapid Growth Era" | 2009年6月 |
| CIRJE-F-621 | Takahashi, Akihiko, Kohta Takehara and Masashi Toda | "Computation in an Asymptotic Expansion Method" | 2009年5月 |
| CIRJE-F-620 | Braun, Richard Anton, Huiyu Li and John Stachurski | "Computing Densities and Expectations in Stochastic Recursive Economies: Generalized Look-Ahead Techniques" | 2009年5月 |
| CIRJE-F-619 | Anderson, T. W., Naoto Kunitomo and Yukitoshi Matsushita | "The Limited Information Maximum Likelihood Estimator as an Angle" | 2009年5月 |
| CIRJE-F-618 | Shiraya, Kenichiro and Akihiko Takahashi | "Pricing and Hedging of Long-term Futures and Forward Contracts by a Three-Factor Model" | 2009年4月 |
| CIRJE-F-617 | Braun, R. Anton and Tomoyuki Nakajima | "Pareto Optimal Pro-cyclical Research and Development" | 2009年3月 |
| CIRJE-F-616 | Abe, Makoto | "Customer Lifetime Value and RFM Data: Accounting Your Customers: One by One" | 2009年3月 |
| CIRJE-F-615 | Kamiya, Kazuya and Takashi Shimizu | "Stationary Monetary Equilibria with Strictly Increasing Value Functions and Non-Discrete Money Holdings Distributions: An Indeterminacy Result" | 2009年3月 |
| CIRJE-F-614 | Kubokawa, Tatsuya and Muni S. Srivastava | "Consistency of the Empirical Bayes Information Criterion for Selecting Variables in Linear Mixed Models" | 2009年2月 |
| CIRJE-F-613 | Bosch, Mariano and Julen Esteban-Pretel | "Cyclical Informality and Unemployment" | 2009年2月 |
| CIRJE-F-612 | Kitano, Taiju and Hiroshi Ohashi | "Did US Safeguards Resuscitate Harley-Davidson in the 1980s?" | 2009年2月 |
| CIRJE-F-611 | Kunitomo, Naoto and Yukitoshi Matsushita | "Asymptotic Expansions and Higher Order Properties of Semi-Parametric Estimators in a System of Simultaneous Equations" | 2009年2月 |
| CIRJE-F-610 | Kasuya, Makoto | "The Activities of a Japanese Bank in the Interwar Financial Centers: A Case of the Yokohama Specie Bank" | 2009年1月 |
| CIRJE-F-609 | Myojo, Satoshi and Hiroshi Ohashi | "Assessing the Consequences of a Horizontal Merger and its Remedies in a Dynamic Environment" | 2009年1月 |
| CIRJE-F-608 | Ishida, Isao and Toshiaki Watanabe | "Modeling and Forecasting the Volatility of the Nikkei 225 Realized Volatility Using the ARFIMA-GARCH Model" | 2009年1月 |
| CIRJE-F-607 | Tabuchi, Takatoshi | "Self-organizing Marketplaces" | 2009年1月 |
| CIRJE-F-606 | Matsushima, Hitoshi | "Behavioral Aspects of Arbitrageurs in Timing Games of Bubbles and Crashes" | 2009年1月 |
| 番号 | 著者 | 題名 | 日付 |
| CIRJE-J-216 | 岡崎哲二 | 『戦前期の三菱財閥における人的資本形成：職員の昇進・昇給データの分析』 | 2009年12月 |
| CIRJE-J-215 | 福田慎一 | 『金融危機と中央銀行の役割： ゼロ金利政策、量的緩和政策、および信用緩和政策』 | 2009年12月 |
| CIRJE-J-214 | 大橋弘・中村豪・明城聡 | 『八幡・富士製鐵の合併（ 1970 ）に対する定量的評価』 | 2009年9月 |
| CIRJE-J-213 | 奥野正寛・瀧澤弘和 ・柳川範之・渡邊泰典 | 『組織におけるコミュニケーションとコーディネーション』 | 2009年8月 |
| CIRJE-J-212 | 岡崎哲二 | 『戦間期日本における産業構造変化と産業組織』 | 2009年7月 |
| CIRJE-J-211 | 岩本康志 | 『行動経済学は政策をどう変えるのか』 | 2009年5月 |
| CIRJE-J-210 | 岡崎哲二 | 『日本の工業化と産業組織』 | 2009年3月 |
| CIRJE-J-209 | 大橋弘・齋藤経史 | 『農地の転用機会が稲作の経営規模および 生産性に与える影響： 日本ではなぜ零細農家が滞留し続けるのか』 | 2009年1月 |
| CIRJE-J-208 | 白谷健一郎・高橋明彦・戸田真史 | 『確率ボラティリティ・モデルの下での 平均オプションのプライシングについて』 | 2009年1月 |
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