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The intraday market liquidity of Japanese government bond futures
Tsuchida, Naoshi; Watanabe, Toshiaki; Yoshiba, Toshinao - 2016 - Revised September 2016
Persistent link: https://www.econbiz.de/10011554928
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Pricing Nikkei 225 options using realized volatility
Ubukata, Masato; Watanabe, Toshiaki - In: The Japanese economic review : the journal of the … 65 (2014) 4, pp. 431-467
Persistent link: https://www.econbiz.de/10010499672
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Quantile forecasts of financial returns using realized GARCH models
Watanabe, Toshiaki - In: The Japanese economic review : the journal of the … 63 (2012) 1, pp. 68-80
Persistent link: https://www.econbiz.de/10009564870
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Bayesian analysis of time-varying parameter vector autoregressive model for the Japanese economy and monetary policy
Nakajima, Jouchi; Kasuya, Munehisa; Watanabe, Toshiaki - 2009
Persistent link: https://www.econbiz.de/10003843389
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Evaluating the performance of futures hedging using multivariate realized volatility
Ubukata, Masato; Watanabe, Toshiaki - In: Journal of the Japanese and international economies : … 38 (2015), pp. 148-171
Persistent link: https://www.econbiz.de/10011481095
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Effects of the bank of Japan's intervention on yen/dollar exchange rate volatility
Watanabe, Toshiaki; Harada, Kimie - In: Journal of the Japanese and international economies : … 20 (2006) 1, pp. 99-111
Persistent link: https://www.econbiz.de/10003296956
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Approximation of interest rate derivatives' price by Gram-Charlier expansion and bond moments
Tanaka, Keiichi; Yamada, Takeshi; Watanabe, Toshiaki - 2005
Persistent link: https://www.econbiz.de/10003213175
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Stochastic volatility models with heavy-tailed distributions : a Bayesian analysis
Watanabe, Toshiaki; Asai, Manabu - 2001
Persistent link: https://www.econbiz.de/10001626509
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Estimation of dynamic bivariate mixture models : comments on Watanabe (2000)
Liesenfeld, Roman; Richard, Jean-François - In: Journal of business & economic statistics : JBES ; a … 21 (2003) 4, pp. 570-576
Persistent link: https://www.econbiz.de/10001807032
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Effects of the developments of knowledge-based economy on asset price movements : theory and evidence in the Japanese stock market
Nishimura, Kiyohiko; Watanabe, Toshiaki; Iwatsubo, Kentaro - 1998
Persistent link: https://www.econbiz.de/10000997516