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person:"Ōkusa, Yasushi"
subject:"Japan"
~person:"Bollerslev, Tim"
~person:"Miyagawa, Tsutomu"
~person:"Okubo, Toshihiro"
~subject:"Altersgrenze"
~subject:"Capital income"
~type_genre:"Article in journal"
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Ōkusa, Yasushi
Bollerslev, Tim
Miyagawa, Tsutomu
Okubo, Toshihiro
Zaremba, Adam
60
Gupta, Rangan
58
McMillan, David G.
32
Wohar, Mark E.
30
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22
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21
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19
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18
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18
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18
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17
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17
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17
Bali, Turan G.
16
Caporale, Guglielmo Maria
16
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Sehgal, Sanjay
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14
Bouri, Elie
14
Long, Huaigang
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13
Tsuji, Chikashi
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12
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11
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10
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ECONIS (ZBW)
28
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1
Natural disasters and regional industrial production efficiency : evidence from pre-war Japan
Mohan, Preeya
;
Okubo, Toshihiro
;
Strobl, Eric
- In:
Regional studies : official journal of the Regional …
57
(
2023
)
10
,
pp. 2054-2072
Persistent link: https://www.econbiz.de/10014420145
Saved in:
2
The jump leverage risk premium
Bollerslev, Tim
;
Todorov, Viktor
- In:
Journal of financial economics
150
(
2023
)
3
,
pp. 1-20
Persistent link: https://www.econbiz.de/10014462640
Saved in:
3
Realized semi(co)variation : signs that all volatilities are not created equal
Bollerslev, Tim
- In:
Journal of financial econometrics
20
(
2022
)
2
,
pp. 219-252
Persistent link: https://www.econbiz.de/10013187965
Saved in:
4
"By a silken thread" : regional banking integration and credit reallocation during Japan's lost decade
Hoffmann, Mathias
;
Okubo, Toshihiro
- In:
Journal of international economics
137
(
2022
),
pp. 1-24
Persistent link: https://www.econbiz.de/10013439980
Saved in:
5
Realized semibetas : disentangling "good" and "bad" downside risks
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of financial economics
144
(
2022
)
1
,
pp. 227-246
Persistent link: https://www.econbiz.de/10013407090
Saved in:
6
Generalized jump regressions for local moments
Bollerslev, Tim
;
Li, Jia
;
Chaves, Leonardo Salim Saker
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
4
,
pp. 1015-1025
Persistent link: https://www.econbiz.de/10012653221
Saved in:
7
Does the productivity J-curve exist in Japan? : empirical studies based on the multiple q theory
Miyagawa, Tsutomu
;
Tonogi, Konomi
;
Ishikawa, Takayuki
- In:
Journal of the Japanese and international economies : …
61
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013276962
Saved in:
8
Multivariate leverage effects and realized semicovariance GARCH models
Bollerslev, Tim
;
Patton, Andrew J.
;
Quaedvlieg, Rogier
- In:
Journal of econometrics
217
(
2020
)
2
,
pp. 411-430
Persistent link: https://www.econbiz.de/10012482780
Saved in:
9
High-dimensional multivariate realized volatility estimation
Bollerslev, Tim
;
Meddahi, Nour
;
Nyawa, Serge
- In:
Journal of econometrics
212
(
2019
)
1
,
pp. 116-136
Persistent link: https://www.econbiz.de/10012303903
Saved in:
10
Roughing up beta : continuous versus discontinuous betas and the cross section of expected stock returns
Bollerslev, Tim
;
Li, Sophia Zhengzi
;
Todorov, Viktor
- In:
Journal of financial economics
120
(
2016
)
3
,
pp. 464-490
Persistent link: https://www.econbiz.de/10011590229
Saved in:
1
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