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Pricing Nikkei 225 options using realized volatility

Ubukata, Masato; Watanabe, Toshiaki - 2013

Persistent link: https://www.econbiz.de/10009689980

Market variance risk premiums in Japan for asset predictability

Ubukata, Masato; Watanabe, Toshiaki - In: Empirical economics : a journal of the Institute for … 47 (2014) 1, pp. 169-198

Persistent link: https://www.econbiz.de/10010379960

Market variance risk premiums in Japan as predictor variables and indicators of risk aversion

Ubukata, Masato; Watanabe, Toshiaki - 2011

Persistent link: https://www.econbiz.de/10009423458

Pricing Nikkei 225 options using realized volatility

Ubukata, Masato; Watanabe, Toshiaki - In: The Japanese economic review : the journal of the … 65 (2014) 4, pp. 431-467

Persistent link: https://www.econbiz.de/10010499672

Pricing Nikkei 225 options using realized volatility

Ubukata, Masato; Watanabe, Toshiaki - 2011

Persistent link: https://www.econbiz.de/10009311822

Jump tail risk premium and predicting US and Japanese credit spreads

Ubukata, Masato - In: Empirical economics : a journal of the Institute for … 57 (2019) 1, pp. 79-104

Persistent link: https://www.econbiz.de/10012052257

Dynamic hedging performance and downside risk : evidence from Nikkei index futures

Ubukata, Masato - In: International review of economics & finance : IREF 58 (2018), pp. 270-281

Persistent link: https://www.econbiz.de/10012034262

Market liquidity and bank-dominated corporate governance : evidence from Japan

Sakawa, Hideaki; Ubukata, Masato; Watanabel, Naoki - In: International review of economics & finance : IREF 31 (2014), pp. 1-11

Persistent link: https://www.econbiz.de/10010490453

Market Liquidity and Bank-Dominated Corporate Governance : Evidence from Japan

Sakawa, Hideaki - 2013

This paper investigates the relationship between market liquidity and bank-dominated corporate governance structure of Japanese listed firms, represented as main bank relationships and cross shareholdings. Using the data of bank-dominated corporate governance mechanisms like Japan, we...

Persistent link: https://www.econbiz.de/10013090301

Tail risk and return predictability for the Japanese equity market

Andersen, Torben; Todorov, Viktor; Ubukata, Masato - In: Journal of econometrics 222 (2021) 1,2, pp. 344-363

Persistent link: https://www.econbiz.de/10012619430