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Author : 馬場直彦
Publisher :
ISBN 13 :
Total Pages : 64 pages
Book Rating : 4.:/5 (318 download)
Download or read book A Reexamination of Ex Ante Pricing of Currency Risk in the Japanese Stock Market written by 馬場直彦 and published by . This book was released on 2000 with total page 64 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : 馬場直彦
Publisher :
ISBN 13 :
Total Pages : 62 pages
Book Rating : 4.:/5 (318 download)
Download or read book Testing the Ex Ante Relationship Between Asset and Investment Returns in Japan written by 馬場直彦 and published by . This book was released on 2000 with total page 62 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Naohiko Baba
Publisher :
ISBN 13 :
Total Pages : 60 pages
Book Rating : 4.:/5 (318 download)
Download or read book Exploring the Role of Money in Asset Pricing in Japan written by Naohiko Baba and published by . This book was released on 2000 with total page 60 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Naohiko Baba
Publisher :
ISBN 13 :
Total Pages : 406 pages
Book Rating : 4.:/5 (34 download)
Download or read book Essays on the Relationship Between Stock Returns and Economic Fluctuations written by Naohiko Baba and published by . This book was released on 1999 with total page 406 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Yasuhiro Yamai
Publisher :
ISBN 13 :
Total Pages : 86 pages
Book Rating : 4.:/5 (318 download)
Download or read book Comparative Analyses of Expected Shortfall and Value-at-risk (3) written by Yasuhiro Yamai and published by . This book was released on 2002 with total page 86 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Toshiaki Watanabe
Publisher :
ISBN 13 :
Total Pages : 64 pages
Book Rating : 4.:/5 (318 download)
Download or read book Measuring Business Cycle Turning Points in Japan with a Dynamic Markov Switching Factor Model written by Toshiaki Watanabe and published by . This book was released on 2002 with total page 64 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Mark Spiegel
Publisher :
ISBN 13 :
Total Pages : 54 pages
Book Rating : 4.:/5 (318 download)
Download or read book The Disposition of Failed Japanese Bank Assets written by Mark Spiegel and published by . This book was released on 2001 with total page 54 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Hiroshi Fujiki
Publisher :
ISBN 13 :
Total Pages : 72 pages
Book Rating : 4.:/5 (318 download)
Download or read book Do Currency Regimes Matter in the 21st Century? written by Hiroshi Fujiki and published by . This book was released on 2002 with total page 72 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Yasuhiro Yamai
Publisher :
ISBN 13 :
Total Pages : 56 pages
Book Rating : 4.:/5 (318 download)
Download or read book Comparative Analyses of Expected Shortfall and VaR written by Yasuhiro Yamai and published by . This book was released on 2001 with total page 56 pages. Available in PDF, EPUB and Kindle. Book excerpt: Expected shortfall is compared with Value-at-Risk (VaR) in three aspects: estimation errors, decomposition into risk factors, and optimization. Advantages and disadvantages of expected shortfall over VaR are shown, and that expected shortfall is easily decomposed (needing a larger size of sample than VaR for the same level of accuracy) and optimized, while VaR is not.
Author : Yasuhiro Yamai
Publisher :
ISBN 13 :
Total Pages : 46 pages
Book Rating : 4.:/5 (318 download)
Download or read book On the Validity of Value-at-risk written by Yasuhiro Yamai and published by . This book was released on 2001 with total page 46 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Makoto Saito
Publisher :
ISBN 13 :
Total Pages : 56 pages
Book Rating : 4.:/5 (318 download)
Download or read book Financial Crises as the Failure of Arbitrage written by Makoto Saito and published by . This book was released on 2000 with total page 56 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Mariko Hatase
Publisher :
ISBN 13 :
Total Pages : 68 pages
Book Rating : 4.:/5 (318 download)
Download or read book Devaluation and Exports in Interwar Japan written by Mariko Hatase and published by . This book was released on 2002 with total page 68 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Tokiko Shimizu
Publisher :
ISBN 13 :
Total Pages : 30 pages
Book Rating : 4.:/5 (318 download)
Download or read book The Credit Risk of Japanese Banks During the Bubble Period written by Tokiko Shimizu and published by . This book was released on 2000 with total page 30 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Akira Ieda
Publisher :
ISBN 13 :
Total Pages : 54 pages
Book Rating : 4.:/5 (318 download)
Download or read book A Simplified Method for Calculating the Credit Risk of Lending Portfolios written by Akira Ieda and published by . This book was released on 2000 with total page 54 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Makoto Saito
Publisher :
ISBN 13 :
Total Pages : 44 pages
Book Rating : 4.:/5 (318 download)
Download or read book Liquidity Demand and Asset Pricing written by Makoto Saito and published by . This book was released on 2001 with total page 44 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Rishi Goyal
Publisher :
ISBN 13 :
Total Pages : 46 pages
Book Rating : 4.:/5 (318 download)
Download or read book Japan's Negative Risk Premium in Interest Rates written by Rishi Goyal and published by . This book was released on 2002 with total page 46 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Author : Shigenori Shiratsuka
Publisher :
ISBN 13 :
Total Pages : 66 pages
Book Rating : 4.:/5 (318 download)
Download or read book Is There a Desirable Rate of Inflation? written by Shigenori Shiratsuka and published by . This book was released on 2000 with total page 66 pages. Available in PDF, EPUB and Kindle. Book excerpt:
