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The intraday market liquidity...
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Theorie
37
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37
Japan
26
Volatility
24
Volatilität
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17
Risk measure
17
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14
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Free
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Watanabe, Toshiaki
99
Yoshiba, Toshinao
49
Yamai, Yasuhiro
20
Omori, Yasuhiro
19
Ubukata, Masato
13
Nakajima, Jouchi
11
Takahashi, Makoto
11
Yamashita, Satoshi
11
Nagakura, Daisuke
10
Tsuchida, Naoshi
8
Kasuya, Munehisa
7
Idee, Takako
4
Ieda, Akira
4
Ishida, Isao
4
Oda, Nobuyuki
4
Ohtake, Fuminobu
4
Fabozzi, Frank J.
3
Giacometti, Rosella
3
Harada, Kimie
3
Nishimura, Kiyohiko G.
3
Yamazaki, Fukujyu
3
Kato, Toshiyasu
2
Katō, Toshiyasu
2
Marumo, Kohei
2
Marumo, Kouhei
2
Tanaka, Keiichi
2
Tucker, Ann
2
Uchiyama, Hirokuni
2
WATANABE, TOSHIAKI
2
Yamada, Takeshi
2
Adachi, Tetsuya
1
Asai, Manabu
1
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1
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1
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1
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1
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1
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1
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1
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1
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Institute of Economic Research, Hitotsubashi University
12
Center for International Research on the Japanese Economy (CIRJE), Faculty of Economics
8
Institute for Monetary and Economic Studies, Bank of Japan
7
Center for Advanced Research in Finance, Faculty of Economics
5
Bank of Japan
1
East Asian Bureau of Economic Research (EABER)
1
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1
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1
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IMES discussion paper series
18
Monetary and economic studies
17
Global COE Hi-Stat Discussion Paper Series
12
Global COE Hi-Stat discussion paper series
11
Monetary and Economic Studies
8
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7
IMES Discussion Paper Series
7
IMES discussion paper series / Englische Ausgabe
5
Journal of the Japanese and international economies : an international journal ; JJIE
5
CARF F-Series
4
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Applied financial economics
3
The Japanese economic review : the journal of the Japanese Economic Association
3
Applied Financial Economics
2
Computational Statistics & Data Analysis
2
Economics letters
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2
Journal of Business & Economic Statistics
2
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Journal of the Japanese and International Economies
2
Quantitative Finance
2
The journal of credit risk : published quarterly by Incisive Media
2
Applied Stochastic Models in Business and Industry
1
Asia-Pacific Financial Markets
1
Asia-Pacific financial markets
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Biometrika
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CARF J-Series
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Economics Letters
1
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Finance Working Papers
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Finance research letters
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International journal of forecasting
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Journal of Applied Econometrics
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Journal of Banking & Finance
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ECONIS (ZBW)
69
RePEc
64
OLC EcoSci
22
Other ZBW resources
1
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1
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
Saved in:
2
Time-dependent selection of important economic indicators over stock prices
Tsuchida, Naoshi
;
Tucker, Ann
- In:
Investment management and financial innovations
9
(
2012
)
2
,
pp. 23-36
Persistent link: https://www.econbiz.de/10009579431
Saved in:
3
The ICA-based factor decomposition of the Eurozone sovereign CDS spreads
Fabozzi, Frank J.
;
Giacometti, Rosella
;
Tsuchida, Naoshi
-
2015
Persistent link: https://www.econbiz.de/10011375946
Saved in:
4
The interaction between funding liquidity and market liquidity : evidence from subprime and European crises
Takeyama, Azusa
;
Tsuchida, Naoshi
-
2015
Persistent link: https://www.econbiz.de/10011375981
Saved in:
5
Mean-ETL portfolio selection under maximum weigth and turnover constraints based on fundamental security factors
Tsuchida, Naoshi
;
Zhou, Xiaoping
;
Račev, Svetlozar T.
- In:
The journal of investing
21
(
2012
)
1
,
pp. 14-24
Persistent link: https://www.econbiz.de/10009671684
Saved in:
6
Time series and copula dependency analysis for eurozone sovereign bond returns
Tsuchida, Naoshi
;
Giacometti, Rosella
;
Fabozzi, Frank J.
; …
- In:
The journal of fixed income
24
(
2014
)
1
,
pp. 75-87
Persistent link: https://www.econbiz.de/10011293042
Saved in:
7
Factor decomposition of the Eurozone sovereign CDS spreads
Fabozzi, Frank J.
;
Giacometti, Rosella
;
Tsuchida, Naoshi
- In:
Journal of international money and finance
65
(
2016
),
pp. 1-23
Persistent link: https://www.econbiz.de/10011668394
Saved in:
8
Time-dependent selection of important economic indicators over stock prices
Tsuchida, Naoshi
;
Tucker, Ann
- In:
Investment management and financial innovations
9
(
2012
)
2
,
pp. 23-36
Persistent link: https://www.econbiz.de/10010017119
Saved in:
9
Risk aggregation with copula for banking industry
Yoshiba, Toshinao
-
2015
Persistent link: https://www.econbiz.de/10011375924
Saved in:
10
Risk aggregation by a copula with a stressed condition
Yoshiba, Toshinao
-
2013
Persistent link: https://www.econbiz.de/10010189914
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