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Calculation of value at risk and risk return simulation
Mori, Atutoshi; Ohsawa, Makoto; Shimizu, Tokiko - 1996
Persistent link: https://www.econbiz.de/10000927858
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Contagious expectations and malfunctions of markets : some lessons from Japanese financial institutions failures of 1997
Shimizu, Tokiko; Ui, Takashi - 1999
Persistent link: https://www.econbiz.de/10000683880
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Effect of trading halt system on market functioning : simulation analysis of market behavior with artificial shutdown
Muranaga, Jun; Shimizu, Tokiko - 1999
Persistent link: https://www.econbiz.de/10000683883
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The credit risk of Japanese banks during the bubble period : a pilot study of macro stress simulation
Shimizu, Tokiko; Shiratsuka, Shigenori - 2000
Persistent link: https://www.econbiz.de/10001520982
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Dynamic micro and macro stress simulation
Shimizu, Tokiko; Yamashita, Tsukasa - 1996
Persistent link: https://www.econbiz.de/10000926454
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Expectations and market microstructure when liquidity is lost
Muranaga, Jun; Shimizu, Tokiko - 1999
Persistent link: https://www.econbiz.de/10001373711
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Market microstructure and market liquidity
Muranaga, Jun; Shimizu, Tokiko - 1999
Persistent link: https://www.econbiz.de/10001373714
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Prospects for prudential policy : toward achieving an efficient and stable banking system
Oda, Nobuyuki; Shimizu, Tokiko - 2000
Persistent link: https://www.econbiz.de/10001452587