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A new framework for measuring the credit risk of a portfolio : "ExVaR" model
Oda, Nobuyuki; Muranaga, Jun - 1997
Persistent link: https://www.econbiz.de/10000955719
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A new framework for measuring the credit risk of a portfolio : the "ExVaR" model
Oda, Nobuyuki - In: Monetary and economic studies 15 (1997) 2, pp. 27-62
Persistent link: https://www.econbiz.de/10001232668
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On the function of the zero interest rate commitment : monetary policy rules in the presence of the zero lower bound on interest rates
Oda, Nobuyuki; Nagahata, Takashi - In: Journal of the Japanese and international economies : … 22 (2008) 1, pp. 34-67
Persistent link: https://www.econbiz.de/10003705975
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On the Function of the Zero Interest Rate Commitment : Monetary Policy Rules in the Presence of the Zero Lower Bound on Interest Rates
Oda, Nobuyuki; Nagahata, Takashi - 2005
We analyze the effectiveness of monetary policy rules in the presence of the zero lower bound on nominal interest rates, using stochastic simulations. Specifically, we assume a small structural model composed of the IS and AS curves with both forward-looking and backward-looking agents, and...
Persistent link: https://www.econbiz.de/10014066864