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The intraday market liquidity...
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Watanabe, Toshiaki
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7
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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
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:
3
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:
4
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:
5
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:
6
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:
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
Risk aggregation by a copula with a stressed condition
Yoshiba, Toshinao
-
2013
Persistent link: https://www.econbiz.de/10010189914
Saved in:
9
Risk aggregation with copula for banking industry
Yoshiba, Toshinao
-
2015
Persistent link: https://www.econbiz.de/10011375924
Saved in:
10
Bayesian analysis of dynamic bivariate mixture models : can they explain the behavior of returns and trading volume?
Watanabe, Toshiaki
- In:
Journal of business & economic statistics : JBES ; a …
18
(
2000
)
2
,
pp. 199-210
Persistent link: https://www.econbiz.de/10001469682
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