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~subject:"Volatilität"
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Watanabe, Toshiaki
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IMES discussion paper series
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ECONIS (ZBW)
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Stock return predictability and variance risk premia around the ZLB
Ogawa, Toshiaki
;
Ubukata, Masato
;
Watanabe, Toshiaki
-
2020
Persistent link: https://www.econbiz.de/10013461530
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2
self-organization of inflation volatility
Nirei, Makoto
;
Scheinkman, José Alexandre
-
2019
Persistent link: https://www.econbiz.de/10013453911
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3
Monetary policy announcement and algorithmic news trading in the foreign exchange market
Goshima, Keiichi
;
Kumano, Yusuke
-
2018
Persistent link: https://www.econbiz.de/10013447834
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4
Pricing Nikkei 225 options using realized volatility
Ubukata, Masato
;
Watanabe, Toshiaki
-
2011
Persistent link: https://www.econbiz.de/10009311822
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5
Time-varying parameter VAR model with stochastic volatility : an overview of methodology and empirical applications
Nakajima, Jouchi
-
2011
Persistent link: https://www.econbiz.de/10008937530
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6
Optimal execution of multiasset block orders under stochastic liquidity
Makimoto, Naoki
;
Sugihara, Yoshihiko
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2010
Persistent link: https://www.econbiz.de/10008748180
Saved in:
7
An empirical analysis of equity market expectations in the recent financial turmoil using implied moments and jump diffusion processes
Sugihara, Yoshihiko
;
Oda, Nobuyuki
-
2010
Persistent link: https://www.econbiz.de/10003982619
Saved in:
8
Real exchange rate dynamics under staggered loan contracts
Fujiwara, Ippei
;
Teranishi, Yuki
-
2008
Persistent link: https://www.econbiz.de/10003727420
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9
Accounting for persistence and volatility of good-level real exchange rates : the role of sticky information
Crucini, Mario J.
;
Shintani, Mototsugu
;
Tsuruga, Takayuki
-
2008
Persistent link: https://www.econbiz.de/10003671650
Saved in:
10
The great moderation and the US external imbalance
Fogli, Alessandra
;
Perri, Fabrizio
-
2006
Persistent link: https://www.econbiz.de/10003379290
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