Narrow search
Showing 1 - 5 of 5
Cover Image
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
Cover Image
A time-varying jump tail risk measure using high-frequency options data
Ubukata, Masato - In: Empirical economics : a quarterly journal of the … 63 (2022) 5, pp. 2633-2653
Persistent link: https://www.econbiz.de/10013440507
Cover Image
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
Cover Image
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
Cover Image
Stock return predictability and variance risk premia around the ZLB
Ogawa, Toshiaki; Ubukata, Masato; Watanabe, Toshiaki - 2020
Persistent link: https://www.econbiz.de/10013461530