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~isPartOf:"Monetary and economic studies"
~subject:"Interest rate derivative"
~subject:"Kreditrisiko"
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Interest rate derivative
Kreditrisiko
Japan
3
Zinsderivat
3
Estimation
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Schätzung
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1992-1997
1
1997-1998
1
1999-2000
1
Bond market
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Credit risk
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Impact assessment
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Interest rate policy
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Liquidity constraint
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Liquiditätsbeschränkung
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Option pricing theory
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Optionspreistheorie
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Portfolio selection
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Portfolio-Management
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Ieda, Akira
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Ohba, Toshikazu
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Fujiki, Hiroshi
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Shiratsuka, Shigenori
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Monetary and economic studies
The journal of futures markets
139
International journal of theoretical and applied finance
33
The journal of fixed income
29
Advances in futures and options research : a research annual
28
The journal of derivatives : the official publication of the International Association of Financial Engineers
25
Journal of banking & finance
24
The journal of computational finance
23
Review of futures markets
18
Applied mathematical finance
16
The journal of finance : the journal of the American Finance Association
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Finance and stochastics
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Journal of international financial markets, institutions & money
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The review of financial studies
15
Applied financial economics
13
Journal of financial economics
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Review of derivatives research
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Selected writings on futures markets : explorations in financial futures markets
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Europäische Hochschulschriften / 5
11
Interest rate modelling after the financial crisis
11
International review of financial analysis
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Journal of financial and quantitative analysis : JFQA
11
Working paper
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SSE EFI working paper series in economics and finance
10
International journal of financial engineering
9
NBER working paper series
9
Report / Erasmus Center for Financial Research, Erasmus University
9
Working paper / National Bureau of Economic Research, Inc.
9
Discussion paper / B
8
Economics letters
8
Quantitative finance
8
Research paper / Quantitative Finance Research Centre, University of Technology Sydney
8
The European journal of finance
8
Working papers / The Levy Economics Institute
8
Applied economics
7
Finance : revue de l'Association Française de Finance
7
Gabler Edition Wissenschaft
7
Interest rate futures : concepts and issues
7
Journal of economic dynamics & control
7
Journal of mathematical finance
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Policy duration effect under the zero interest rate policy in 1999 - 2000 : evidence from Japan's money market data
Fujiki, Hiroshi
;
Shiratsuka, Shigenori
- In:
Monetary and economic studies
20
(
2002
)
1
,
pp. 1-31
Persistent link: https://www.econbiz.de/10001636732
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2
Risk management for equity portfolios of Japanese banks
Ieda, Akira
;
Ohba, Toshikazu
- In:
Monetary and economic studies
17
(
1999
)
2
,
pp. 91-117
Persistent link: https://www.econbiz.de/10001402196
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3
Recent trends in the spread over Libor on the domestic straight bond trading market in Japan
Ieda, Akira
- In:
Monetary and economic studies
16
(
1998
)
2
,
pp. 113-128
Persistent link: https://www.econbiz.de/10001254355
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