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Does a higher frequency of micro-level price changes matter for macro price stickiness? : assessing the impact of temporary price changes
Kurachi, Yoshiyuki; Hiraki, Kazuhiro; Nishioka, Shinichi - 2016
Persistent link: https://www.econbiz.de/10012178730
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Contagious expectations and malfunctions of markets : some lessons from Japanese financial institutions failures of 1997
Shimizu, Tokiko; Ui, Takashi - 1999
Persistent link: https://www.econbiz.de/10000683880
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Effect of trading halt system on market functioning : simulation analysis of market behavior with artificial shutdown
Muranaga, Jun; Shimizu, Tokiko - 1999
Persistent link: https://www.econbiz.de/10000683883
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A framework for more effective stress testing
Mori, Atutoshi; Ohsawa, Makoto; Shimizu, Tokiko - 1996
Persistent link: https://www.econbiz.de/10000926459
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Calculation of value at risk and risk return simulation
Mori, Atutoshi; Ohsawa, Makoto; Shimizu, Tokiko - 1996
Persistent link: https://www.econbiz.de/10000927858
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Expectations and market microstructure when liquidity is lost
Muranaga, Jun; Shimizu, Tokiko - 1999
Persistent link: https://www.econbiz.de/10001373711
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Market microstructure and market liquidity
Muranaga, Jun; Shimizu, Tokiko - 1999
Persistent link: https://www.econbiz.de/10001373714