COE discussion paper series

• 資料種別: 図書
• タイトル: COE discussion paper series
• 著者標目: 東京都立大学21世紀COEプログラム「金融市場のミクロ構造と制度設計」 トウキョウ トリツ ダイガク 21セイキ COE プログラム「キンユウ シジョウ ノ ミクロ コウゾウ ト セイド セッケイ」
• 出版事項: Faculty of Economics/Graduate School of Social Sciences, Tokyo Metropolitan University
• 大きさ: 30 cm
• 出版地（国名コード）: ja
• 対象利用者: 一般
• 一般注記: "21世紀COEプログラム「金融市場のミクロ構造と制度設計」東京都立大学"--At end
• 関連情報: Duration dependence of the business cycle in Japan : a Bayesian analysis of extended Markov switching model; https://cir.nii.ac.jp/crid/1130018341666069267; The index of agency cost and financial accelerator : the case of Japan; https://cir.nii.ac.jp/crid/1130018341666069386; Stochastic volatility models with heavy-tailed distributions : a Bayesian analysis; https://cir.nii.ac.jp/crid/1130018341666069408; A note on implementation of neutral social choice correspondences by self-relevant mechanisms; https://cir.nii.ac.jp/crid/1130018341666069411; Does agency cost model explain business fluctuations in Japan? : an empirical attempt to estimate agency cost for firm classified by size; https://cir.nii.ac.jp/crid/1130018341666069524; Has the business cycle changed in Japan? : a Bayesian analysis based on a Markov-switching model with multiple change-points; https://cir.nii.ac.jp/crid/1130018341666069772; A simple model of financial returns and trading volume in a limit order market; https://cir.nii.ac.jp/crid/1130018341666070051; A two-stage investment game in real option analysis; https://cir.nii.ac.jp/crid/1130018341666070328; Realized volatilityを用いたGARCHモデルの予測力の比較; https://cir.nii.ac.jp/crid/1130018341666070453; Bayesian analysis of a Markov switching stochastic volatility model; https://cir.nii.ac.jp/crid/1130018341666070546; 小口金融における実店舗の役割; https://cir.nii.ac.jp/crid/1130018341666070664; Realized volatilityの有用性とボラティリティ変動モデルの予測精度に関する実証分析; https://cir.nii.ac.jp/crid/1130018341666070686; 労働市場の失われた10年 : 労働分配率とオークン法則; https://cir.nii.ac.jp/crid/1130018418990133023; マクロ経済学の新展開と金融政策 : 時間要素と質の調整; https://cir.nii.ac.jp/crid/1130299816642769820; Trading day effects in stochastic volatility and exponential GARCH models; https://cir.nii.ac.jp/crid/1130299816642769826; A permanent and transitory component stochastic volatility model; https://cir.nii.ac.jp/crid/1130299816642769952; Knowledge spillovers from multinational enterprises and the role of R&D activities : evidence from Indonesia; https://cir.nii.ac.jp/crid/1130299816642770060; The registration system : from cooperation to a market for human capital? : a lesson from the Japanese silk reeling industry; https://cir.nii.ac.jp/crid/1130299816642770062; A multi-move sampler for estimating non-Gaussian time series models : comments on Shephard & Pitt (1997); https://cir.nii.ac.jp/crid/1130299816642770321; Inventory effects of risk averse market makers on price formation in a batch trading model; https://cir.nii.ac.jp/crid/1130299816642770363; Controlling employed traders : do we need bank supervision?; https://cir.nii.ac.jp/crid/1130299816642770725; Implementation by self-relevant mechanisms : applications in the two-agent case; https://cir.nii.ac.jp/crid/1130299816642770849; Multi-factor stochastic volatility models : a comparison to heavy-tailed or higher-order autoregressive volatility models; https://cir.nii.ac.jp/crid/1130299816642770860; Trading operations in limit order markets; https://cir.nii.ac.jp/crid/1130299816642770998; Secrecy improves welfare : in a case of predatory trading; https://cir.nii.ac.jp/crid/1130299816642771126; Technology adoption in follower countries : with or without local R&D activities?; https://cir.nii.ac.jp/crid/1130299816642771133; Comparison of MCMC methods for estimating GARCH models; https://cir.nii.ac.jp/crid/1130299816642771212; Geographic distance and knowledge spillovers from multinational enterprises : evidence from Indonesia; https://cir.nii.ac.jp/crid/1130299816642771493; Do structural breaks exist in Okun's law? : evidence from the lost decade in Japan; https://cir.nii.ac.jp/crid/1130299893966922645; "Successes" and "limitations" of crony capitalism : a model of the Asian currency crisis; https://cir.nii.ac.jp/crid/1130299893966922894; 市場支配力の計測 : 生コンクリート共販事業の事例; https://cir.nii.ac.jp/crid/1130581291619485831; 土地本位制下のバブル生成と金融政策 : 通貨価値と担保価値; https://cir.nii.ac.jp/crid/1130581291619485841; Trading activity and liquidity supply in a pure limit order book market; https://cir.nii.ac.jp/crid/1130581291619485975; Effects of the Bank of Japan's intervention on yen/dollar exchange rate volatility; https://cir.nii.ac.jp/crid/1130581291619485984; 日経平均先物ティックデータを用いた"order aggressiveness"の推定; https://cir.nii.ac.jp/crid/1130581291619486103; Dynamic leverage and threshold effects in stochastic volatility models; https://cir.nii.ac.jp/crid/1130581291619486637; Capital structure and market microstructure : how do borrowing and speculation interact?; https://cir.nii.ac.jp/crid/1130581291619486741; SVモデルを用いたオプション価格付けの実証研究; https://cir.nii.ac.jp/crid/1130581291619486749; 資本の法と経済学; https://cir.nii.ac.jp/crid/1130581291619487143; 日経平均先物ティックデータを用いた日中"order aggressiveness"の推定; https://cir.nii.ac.jp/crid/1130581291619487236; The long-run stability of group formation in collective action games; https://cir.nii.ac.jp/crid/1130581291619487252; Law and economics of labor in Japan; https://cir.nii.ac.jp/crid/1130581291619487382; 近世大阪堂島米市場の非定常時系列分析; https://cir.nii.ac.jp/crid/1130581291619487494; ボラティリティ変動モデルの比較; https://cir.nii.ac.jp/crid/1130581368943563014; 中国企業の効率性と生産性およびその決定因 : 包絡線分析による検討; https://cir.nii.ac.jp/crid/1130581368943563033; A Bayesian analysis of duration dependent regime switching models; https://cir.nii.ac.jp/crid/1130862766596202020; 中国のソフトウェア産業 : 北京におけるアンケート調査を中心に; https://cir.nii.ac.jp/crid/1130862766596202378; マッチングの技術的効率性 : 両大戦間期における公営紹介と営利紹介; https://cir.nii.ac.jp/crid/1130862766596202536; Distributional effects of optimal commodity taxes with minimum income programs : micro-simulations for Brazil; https://cir.nii.ac.jp/crid/1130862766596202650; What is firm-specific human capital? : a model of firm-specific combination in general skills generated by history dependent assignment process; https://cir.nii.ac.jp/crid/1130862766596202757; Dynamic asymmetric leverage in stochastic volatility models; https://cir.nii.ac.jp/crid/1130862766596202772; 最適ヘッジ比率の比較; https://cir.nii.ac.jp/crid/1130862766596203277; Stock return volatility and trading volume : a Bayesian impulse response analysis; https://cir.nii.ac.jp/crid/1130862766596203561; 日経平均先物市場におけるinformation-based trades; https://cir.nii.ac.jp/crid/1130862766596203578; Countercyclical monetary policy and land prices under collateral contracts; https://cir.nii.ac.jp/crid/1130862843920268947
• 関連情報（URI）: https://ci.nii.ac.jp/ncid/BD06363465#entity
• 連携機関・データベース: 国立情報学研究所 : CiNii Research
• 提供元機関・データベース: CiNii Books; https://ci.nii.ac.jp/books
• NACSIS書誌ID（NCID）: https://ci.nii.ac.jp/ncid/BD06363465 : BD06363465

目次

Duration dependence of the business cycle in Japan : a Bayesian analysis of extended Markov switching model

The index of agency cost and financial accelerator : the case of Japan

Stochastic volatility models with heavy-tailed distributions : a Bayesian analysis

A note on implementation of neutral social choice correspondences by self-relevant mechanisms

Does agency cost model explain business fluctuations in Japan? : an empirical attempt to estimate agency cost for firm classified by size