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Search results 647

On the validity of value-at-risk : comparative analyses with expected shortfall / Yasuhiro Yamai and Toshinao Yoshiba. (IMES discussion paper series ; no. 2000-E-4)

On the validity of value-at-risk : comparative analyses with expected shortfall / Yasuhiro Yamai and Toshinao Yoshiba. (IMES discussion paper series ; no. 2000-E-4)
Paper図書
Institute for Monetary and Economic Studies, Bank of Japan2001.<DF111-A48>
National Diet Library
  • Subject Headingリスク. 金融 (地理区分) 経済モデル.

Comparative analyses of expected shortfall and value-at-risk (2) : expected utility maximization and tail risk / Toshinao Yoshiba and Yasuhiro Yamai. (IMES discussion paper series ; no. 2001-E-14)

Comparative analyses of expected shortfall and value-at-risk (2) : expected utility maximization and tail risk / Toshinao Yoshiba and Yasuhiro Yamai. (IMES discussion paper series ; no. 2001-E-14)
Paper図書
Institute for Monetary and Economic Studies, Bank of Japan2001.<DF111-A46>
National Diet Library
  • Subject Headingリスク. 金融 (地理区分) 経済モデル.

Dictionary of financial engineering / John F. Marshall. (Wiley series in financial engineering)

Dictionary of financial engineering / John F. Marshall. (Wiley series in financial engineering)
Paper図書
Wileyc2000.<D2-A286>
National Diet LibraryOther Libraries in Japan
  • Subject Heading金融 (地理区分) 辞書. Financial engineering -- ...

The pricing of interbank payment services in a changing competitive environment / John A. Weinberg. (IMES discussion paper series ; no. 2001-E-6)

The pricing of interbank payment services in a changing competitive environment / John A. Weinberg. (IMES discussion paper series ; no. 2001-E-6)
Paper図書
Institute for Monetary and Economic Studies, Bank of Japan[2001]<DF231-A83>
National Diet Library
  • Subject Heading金融 (地理区分) 銀行 (地理区分) 経済モデル.

The impact of the Asian financial crisis on Southeast Asia / Leszek Buszynski. (Working paper) (Asia Pacific series)

The impact of the Asian financial crisis on Southeast Asia / Leszek Buszynski. (Working paper) (Asia Pacific series)
Paper図書
IUJ Research Institute, International University of Japan2000.<DC221-A42>
National Diet Library
  • Subject Heading経済. 金融 (地理区分) 東南アジア.

Japan's financial system : its perspective and the authorities' roles in redesigning and administering the system / Naohiko Baba and Takamasa Hisada. (IMES discussion paper series ; no. 02-E-1)

Japan's financial system : its perspective and the authorities' roles in redesigning and administering the system / Naohiko Baba and Takamasa Hisada. (IMES discussion paper series ; no. 02-E-1)
Paper図書
Institute for Monetary and Economic Studies, Bank of Japan[2002]<DF123-A92>
National Diet Library
  • Subject Heading金融 (地理区分) 金融政策 (地理区分) 日本.

Research toward the practical application of liquidity risk evaluation methods / Yoshifumi Hisata and Yasuhiro Yamai. (IMES discussion paper series ; no. 2000-E-14)

Research toward the practical application of liquidity risk evaluation methods / Yoshifumi Hisata and Yasuhiro Yamai. (IMES discussion paper series ; no. 2000-E-14)
Paper図書
Institute for Monetary and Economic Studies, Bank of Japan2000.<DF161-A32>
National Diet Library
  • Subject Heading金融 (地理区分) 流動性 (経済学) リスク.

Model risk and its control / Toshiyasu Kato and Toshinao Yoshiba. (IMES discussion paper series ; no. 2000-E-15)

Model risk and its control / Toshiyasu Kato and Toshinao Yoshiba. (IMES discussion paper series ; no. 2000-E-15)
Paper図書
Institute for Monetary and Economic Studies, Bank of Japan2000.<DF161-A33>
National Diet Library
  • Subject Heading金融 (地理区分) リスク.

Japanese yen and East-Asian currencies : before and after the Asian financial crisis / SaangJoon Baak. (International development series working paper ; no. 7)

Japanese yen and East-Asian currencies : before and after the Asian financial crisis / SaangJoon Baak. (International development series working paper ; no. 7)
Paper図書
IUJ Research Institute2001.<DE141-A143>
National Diet Library
  • Subject Heading円 (通貨) 金融 (地理区分) アジア (東部)

Comparative analyses of expected shortfall and VaR : their estimation error, decomposition, and optimization / Yasuhiro Yamai and Toshinao Yoshiba. (IMES discussion paper series ; no. 2001-E-12)

Comparative analyses of expected shortfall and VaR : their estimation error, decomposition, and optimization / Yasuhiro Yamai and Toshinao Yoshiba. (IMES discussion paper series ; no. 2001-E-12)
Paper図書
Institute for Monetary and Economic Studies, Bank of Japan[2001]<DF111-A45>
National Diet Library
  • Subject Headingリスク. 金融 (地理区分) 経済モデル.

High-level dialogue on development paradigms : proceedings on the 2nd anniversary of the ADB Institute, 10 december 1999.

High-level dialogue on development paradigms : proceedings on the 2nd anniversary of the ADB Institute, 10 december 1999.
Paper図書
Asian Development Bank Institute2000.<DC141-A87>
National Diet LibraryOther Libraries in Japan
  • Subject Headingアジア. 経済. 金融 (地理区分)

Financial crises in emerging markets : an essay on financial globalisation and fragility / Alexandre Lamfalussy. (Henry L. Stimson lectures)

Financial crises in emerging markets : an essay on financial globalisation and fragility / Alexandre Lamfalussy. (Henry L. Stimson lectures)
Paper図書
Yale University Pressc2000.<DA72-A99>
National Diet Library
  • Subject Heading景気変動. 金融 (地理区分) Business cycles. Financial cr...

Comparing financial systems / Franklin Allen and Douglas Gale.

Comparing financial systems / Franklin Allen and Douglas Gale.
Paper図書
MIT Pressc2000.<DF111-A43>
National Diet LibraryOther Libraries in Japan
  • Subject Heading金融 (地理区分) 比較経済学. Finance. Comparative e...

The history of consumer credit : doctrines and practices / Rosa-Maria Gelpi and François Julien-Labruyère ; translated by Mn Liam Gavin.

The history of consumer credit : doctrines and practices / Rosa-Maria Gelpi and François Julien-Labruyère ; translated by Mn Liam Gavin.
Paper図書
Macmillan2000.<DF317-A28>
National Diet Library
  • Subject Heading消費金融 (地理区分) 歴史. Consumer credit -- Histor...

Steps in applying extreme value theory to finance : a review / by Younes Bensalah. (Bank of Canada working paper ; 2000-20)

Steps in applying extreme value theory to finance : a review / by Younes Bensalah. (Bank of Canada working paper ; 2000-20)
Paper図書
Bank of Canada2000.<DF111-A44>
National Diet Library
  • Subject Heading金融 (地理区分) リスク. 経済モデル.

The Asian financial crisis and the need for regional financial cooperation / Yunjong Wang. (KIEP working paper ; 99-14)

The Asian financial crisis and the need for regional financial cooperation / Yunjong Wang. (KIEP working paper ; 99-14)
Paper図書
Korea Institute for International Economic Policy1999.<DF121-A50>
National Diet Library
  • Subject Heading金融 (地理区分) 国際金融. 国際協力. アジア.

What is systemic risk? : moral hazard, initial shocks and propagation / James Dow. (IMES discussion paper series ; no. 2000-E-17)

What is systemic risk? : moral hazard, initial shocks and propagation / James Dow. (IMES discussion paper series ; no. 2000-E-17)
Paper図書
Institute for Monetary and Economic Studies, Bank of Japan2000.<DF273-A45>
National Diet Library
  • Subject Heading金融 (地理区分) 銀行 (地理区分) リスク.

Is there a stable money demand function under the low interest rate policy? : a panel data analysis / Hiroshi Fujiki, Cheng Hsiao, and Yan Shen. (IMES discussion paper ; 2001-E-19)

Is there a stable money demand function under the low interest rate policy? : a panel data analysis / Hiroshi Fujiki, Cheng Hsiao, and Yan Shen. (IMES discussion paper ; 2001-E-19)
Paper図書
Institute for Monetary and Economic Studies, Bank of Japan2001.<DF1-A73>
National Diet Library
  • Subject Heading貨幣 (地理区分) 金融 (地理区分) 経済モデル. 日本.

Forecasting extreme financial risk : a critical analysis of practical methods for the Japanese market / Jón Daníelsson and Yuji Morimoto. (IMES discussion paper series ; no. 2000-E-8)

Forecasting extreme financial risk : a critical analysis of practical methods for the Japanese market / Jón Daníelsson and Yuji Morimoto. (IMES discussion paper series ; no. 2000-E-8)
Paper図書
Institute for Monetary and Economic Studies, Bank of Japan[2000]<DF111-A42>
National Diet Library
  • Subject Heading金融 (地理区分) リスク. 経済モデル. 日本.

An aggregative model of money, consumption and the rate of interest : a comment / E.V. Pikoulakis. (Economics discussion papers ; no. 9710)

An aggregative model of money, consumption and the rate of interest : a comment / E.V. Pikoulakis. (Economics discussion papers ; no. 9710)
Paper図書
University of Otago1997.<DF111-A39>
National Diet Library
  • Subject Heading金融 (地理区分) 経済モデル.