Similar Search Results

Extracting market expectations from option prices : case studies in Japanese option markets

Nakamura, Hisashi; Shiratsuka, Shigenori - 1999

Persistent link: https://www.econbiz.de/10001442562

Extracting market expectations from options prices : case studies in Japanese option markets

Nakamura, Hisashi; Shiratsuka, Shigenori - 1998

Persistent link: https://www.econbiz.de/10000992542

Extracting market expectations from option prices : case studies in Japanese option markets

Nakamura, Hisashi; Shiratsuka, Shigenori - In: Monetary and economic studies 17 (1999) 1, pp. 1-43

Persistent link: https://www.econbiz.de/10001375675

Measurement errors in Japanese Consumer Price Index

Shiratsuka, Shigenori - Federal Reserve Bank of Chicago - 1999

In Japan, the Consumer Price Index (CPI) is widely used as a measure of inflation or the cost of living. The CPI is constructed by using a fixed-weight Laspeyres formula. This formula is used mainly because of its ease of calculation and comprehension, thus limiting the total cost of...

Persistent link: https://www.econbiz.de/10005419916