Model Predictive Control for Optimal Pairs Trading Portfolio with Gross Exposure and Transaction Cost Constraints Yuji YamadaJames A. Primbs OriginalPaper 12 December 2017 Pages: 1 - 21
China, Japan and the US Stock Markets and the Global Financial Crisis Yan Zhang OriginalPaper 23 January 2018 Pages: 23 - 45
On the Effect of Bank of Japan’s Outright Purchase on the JGB Yield Curve Masafumi NakanoAkihiko TakahashiTakami Tokioka OriginalPaper 24 January 2018 Pages: 47 - 70