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Effect of trading halt system on market functioning : simulation analysis of market behavior with artificial shutdown

Effect of trading halt system on market functioning : simulation analysis of market behavior with artificial shutdown
Paper図書
Jun Muranaga, Tokiko ShimizuBank of Japan. Institute for Monetary and Economic Studies1999
Other Libraries in Japan
  • Author HeadingMuranaga, Jun Shimizu, Tokiko 日本銀行金融研究所

A new framework for measuring the credit risk of a portfolio :“ ExVaR" Model

A new framework for measuring the credit risk of a portfolio :“ ExVaR" Model
Paper図書
Nobuyuki Oda Jun Muranaga日本銀行金融研究所[1997]
Other Libraries in Japan
  • Author HeadingOda, Nobuyuki Muranaga, Jun 日本銀行金融研究所

本邦株式市場の流動性に関する動学的考察 : 東京証券取引所のティック・データ分析 (IMES discussion paper series ; no.2000-J-18)

本邦株式市場の流動性に関する動学的考察 : 東京証券取引所のティック・データ分析 (IMES discussion paper series ; no.2000-J-18)
PaperDigital図書
村永淳 [著]日本銀行金融研究所[2000]<DF178-G160>
National Diet LibraryOther Libraries in Japan

Dynamics of market liquidity of Japanese stocks : an analysis of tick-by-tick data of the Tokyo Stock Exchange (IMES discussion paper series ; no. 99-E-16)

Dynamics of market liquidity of Japanese stocks : an analysis of tick-by-tick data of the Tokyo Stock Exchange (IMES discussion paper series ; no. 99-E-16)
Paper図書
[by] Jun MuranagaInstitute for Monetary and Economic Studies, Bank of Japan1999<DF178-A112>
National Diet Library

Effect of trading halt system on market functioning : simulation analysis of market behavior with artificial shutdown (IMES discussion paper series ; no. 99-E-2)

Effect of trading halt system on market functioning : simulation analysis of market behavior with artificial shutdown (IMES discussion paper series ; no. 99-E-2)
Paper図書
[by] Jun Muranaga, Tokiko ShimizuInstitute for Monetary and Economic Studies, Bank of Japan1999<DF178-A111>
National Diet Library

Expectations and market microstructure when liquidity is lost (IMES discussion paper series ; no. 99-E-15)

Expectations and market microstructure when liquidity is lost (IMES discussion paper series ; no. 99-E-15)
Paper図書
[by] Jun Muranaga, Tokiko ShimizuInstitute for Monetary and Economic Studies, Bank of Japan1999<DF178-A113>
National Diet Library

Market microstructure and market liquidity (IMES discussion paper series ; no. 99-E-14)

Market microstructure and market liquidity (IMES discussion paper series ; no. 99-E-14)
Paper図書
[by] Jun Muranaga, Tokiko ShimizuInstitute for Monetary and Economic Studies, Bank of Japan1999<DF178-A114>
National Diet Library

取引停止措置が市場機能に及ぼす影響 : 人為的シャットダウンを備えた市場の挙動に関するシミュレーション分析 (IMES discussion paper series ; no.99-J-1)

取引停止措置が市場機能に及ぼす影響 : 人為的シャットダウンを備えた市場の挙動に関するシミュレーション分析 (IMES discussion paper series ; no.99-J-1)
PaperDigital図書
清水季子, 村永淳 [著]日本銀行金融研究所1999.1<DF178-G117>
National Diet LibraryOther Libraries in Japan

市場リスク算出の枠組みにおける流動性リスクの計測 (IMES discussion paper series ; no.98-J-2)

市場リスク算出の枠組みにおける流動性リスクの計測 (IMES discussion paper series ; no.98-J-2)
PaperDigital図書
大澤真, 村永淳 [著]日本銀行金融研究所[1998]<DF161-G82>
National Diet LibraryOther Libraries in Japan

A new framework for measuring the credit risk of a portfolio : "ExVaR" model (IMES discussion paper ; no. 97-E-1)

A new framework for measuring the credit risk of a portfolio : "ExVaR" model (IMES discussion paper ; no. 97-E-1)
Paper図書
[by] Nobuyuki Oda, Jun MuranagaInstitute for Monetary and Economic Studies, Bank of Japan1997<DF111-A37>
National Diet Library

信用リスクの定量化手法について : ポートフォリオのリスクを統合的に計量する枠組みの構築に向けて (Discussion paper ; 96-J-7)

信用リスクの定量化手法について : ポートフォリオのリスクを統合的に計量する枠組みの構築に向けて (Discussion paper ; 96-J-7)
PaperDigital図書
小田信之, 村永淳 [著]日本銀行金融研究所[1996]<DF161-G29>
National Diet LibraryOther Libraries in Japan

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