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Asset price declines and real estate market illiquidity : evidence from Japanese land values

Krainer, John (contributor); Spiegel, Mark (contributor); … - 2005

Persistent link: https://www.econbiz.de/10002672082

The empirical relationship between average asset correlation, firm probability of default and asset size

López, José A. (contributor) - 2002 - [Elektronische Ressource]

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Monetary policy in Pacific Basin countries : papers presented at a Conference sponsored by the Federal Reserve Bank of San Francisco

Cheng, Hang-sheng (contributor) - 1988

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Narrowing the US twin deficits: simulations with a world macroeconometric model

Bagnai, Alberto; Galli, Silvia; Pierucci, Eleonora; … - EconWPA - 2004

particular, on the Euro area and Japan). …

Persistent link: https://www.econbiz.de/10005556489

Trading Turnover and Expected Stock Returns: The Trading Frequency Hypothesis and Evidence from the Tokyo Stock Exchange

Hu, Shing-yang - EconWPA - 1997

This paper tries to find a widely accessible measure of liquidity and studies its impact on asset pricing. Using … trading turnover as a measure of liquidity and the 1976-1993 Tokyo Stock Exchange data, I find that, cross-sectionally, stocks …

Persistent link: https://www.econbiz.de/10005413235

Extracting market expectations from option prices: case studies in Japanese option markets

Nakamura, Hisashi; Shiratsuka, Shigenori - Federal Reserve Bank of Chicago - 1999

This paper focuses on the recently developing financial derivatives markets, and examines the usefulness of option prices as an information variable for monetary policy implementation. A set of option prices provides us with information on the whole probability distribution of the future values...

Persistent link: https://www.econbiz.de/10005419977