A theoretical analysis of narrow banking proposals S Kobayakawa, H Nakamura Monetary and Economic Studies 18 (1), 105-118, 2000 | 47 | 2000 |
Extracting market expectations from option prices: case studies in Japanese option markets H Nakamura, S Shiratsuka Federal Reserve Bank of Chicago, 1999 | 45 | 1999 |
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 | 7 | 2009 |
A dynamic theory of debt restructuring H Nakamura CIRJE F-Series, 2006 | 7 | 2006 |
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 | 5 | 2008 |
A continuous-time optimal insurance design with costly monitoring H Nakamura, K Takaoka Asia-Pacific Financial Markets 21 (3), 237-261, 2014 | 3 | 2014 |
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 | 3 | 2014 |
Extracting market expectations from option prices S Shiratsuka, H Nakamura Monetary and Economic Studies 17 (4), 1998 | 2 | 1998 |
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 |