Similar Search Results - EconBiz

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

Distortionary Taxation, Excessive Price Sensitivity, and Japanese Land Prices

Nishimura, Kazuo G. - 2000

Japan has experienced turbulent behavior of land prices after World War II, especially after 1985. This paper first examines the explanatory power of a simple present-value model and shows its limitation. We then investigate two additional (not mutually exclusive) factors affecting the Japanese...

Persistent link: https://www.econbiz.de/10012788870

Distortionary Taxation, Excessive Price Sensitivity, and Japanese Land Prices

Nishimura, Kiyohiko G. - 1999

Japan has experienced turbulent behavior of land prices after World War II, especially after 1985. This paper first examines the explanatory power of a simple present-value model and shows its limitation. We then investigate two additional (not mutually exclusive) factors affecting the Japanese...

Persistent link: https://www.econbiz.de/10012471536

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

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

The intraday market liquidity of Japanese government bond futures

Tsuchida, Naoshi; Watanabe, Toshiaki; Yoshiba, Toshinao - In: Monetary and economic studies 34 (2016), pp. 67-96

Persistent link: https://www.econbiz.de/10011582853

Volatility and quantile forecasts by realized stochastic volatility models with generalized hyperbolic distribution

Takahashi, Makoto; Watanabe, Toshiaki; Omori, Yasuhiro - In: International journal of forecasting 32 (2016) 2, pp. 437-457

Persistent link: https://www.econbiz.de/10011597142

Market variance risk premiums in Japan for asset predictability

Ubukata, Masato; Watanabe, Toshiaki - In: Empirical economics : a journal of the Institute for … 47 (2014) 1, pp. 169-198

Persistent link: https://www.econbiz.de/10010379960

Pricing Nikkei 225 options using realized volatility

Ubukata, Masato; Watanabe, Toshiaki - 2013

Persistent link: https://www.econbiz.de/10009689980

Market variance risk premiums in Japan as predictor variables and indicators of risk aversion

Ubukata, Masato; Watanabe, Toshiaki - 2011

Persistent link: https://www.econbiz.de/10009423458

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