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検索結果 18 件

Search-for-Yield and Home Bias under Quantitative Easing

Search-for-Yield and Home Bias under Quantitative Easing
デジタル文書・図像類
Tanaka, Hiroya, Hori, Keiichi, Shibata, AkihisaInstitute of Economic Research, Kyoto University2024-08KIER Discussion Paper1106p.1-40
インターネットで読める全国の図書館
  • 件名search for yield monetary policy home bias foreign bond investment portfolio selection E52 G11 G15

The Feldstein-Horioka Puzzle or Paradox after 44 Years: A Fallacy of Composition

The Feldstein-Horioka Puzzle or Paradox after 44 Years: A Fallacy of Composition
デジタル文書・図像類
ホリオカ, チャールズ・ユウジ2024-012024-01p.1-30
全国の図書館
  • 件名...F32, F36, F41, G15 Capital controls fallacy of c...

VaR Forecasts and Dynamic Conditional Correlations for Spot and Futures Returns on Stocks and Bonds

VaR Forecasts and Dynamic Conditional Correlations for Spot and Futures Returns on Stocks and Bonds
紙文書・図像類
Abdul, Hakim, McAleer, Michael日本経済国際共同センター2009-10Discussion paper series. CIRJE-FCIRJE-F-676
全国の図書館
  • 件名...ications: G11, G15.

Market-specific and Currency-specific Risk during the Global Financial Crisis : Evidence from the Interbank Markets in Tokyo and London

Market-specific and Currency-specific Risk during the Global Financial Crisis : Evidence from the Interbank Markets in Tokyo and London
紙文書・図像類
Fukuda, Shin-ichi日本経済国際共同センター2010-09Discussion paper series. CIRJE-FCIRJE-F-759
全国の図書館
  • 件名JEL codes: G15, G12, F36 credit risk liquidi...

Investor Preferences for Oil Spot and Futures Based on Mean-Variance and Stochastic Dominance

Investor Preferences for Oil Spot and Futures Based on Mean-Variance and Stochastic Dominance
紙文書・図像類
Lean, Hooi Hooi, McAleer, Michael, Wong, Wing-Keung日本経済国際共同センター2010-05Discussion paper series. CIRJE-FCIRJE-F-744
全国の図書館
  • 件名...ons: C14, G12, G15.

Intra-day Seasonality in Activities of the Foreign Exchange Markets : Evidence from the Electronic Broking System

Intra-day Seasonality in Activities of the Foreign Exchange Markets : Evidence from the Electronic Broking System
紙文書・図像類
Ito, Takatoshi, Hashimoto, Yuko日本経済国際共同センター2006-03Discussion paper series. CIRJE-FCIRJE-F-407
全国の図書館
  • 件名JEL Classification Numbers: F31, F33, G15

Market Efficiency of Oil Spot and Futures : A Stochastic Dominance Approach

Market Efficiency of Oil Spot and Futures : A Stochastic Dominance Approach
紙文書・図像類
Lean, Hooi Hooi, McAleer, Michael, Wong, Wing-Keung日本経済国際共同センター2010-01Discussion paper series. CIRJE-FCIRJE-F-705
全国の図書館
  • 件名...ons: C14, G12, G15.

The Effects of Financial and Real Shocks, Structural Vulnerability and Monetary Policy on Exchange Rates from the Perspective of Currency Crises Models

The Effects of Financial and Real Shocks, Structural Vulnerability and Monetary Policy on Exchange Rates from the Perspective of Currency Crises Models
デジタル文書・図像類
Nakatani, RyotaUTokyo Price Project2014-12JSPS Grants-in-Aid for Scientific Research (S) Understanding Persistent Deflation in Japan Working Paper Series061
全国の図書館
  • 件名...5; F1; F3; F4; G15; G2; O43

Dynamic Conditional Correlations in International Stock, Bond and Foreign Exchange Markets : Emerging Markets Evidence

Dynamic Conditional Correlations in International Stock, Bond and Foreign Exchange Markets : Emerging Markets Evidence
紙文書・図像類
Abdul, Hakim, McAleer, Michael日本経済国際共同センター2009-10Discussion paper series. CIRJE-FCIRJE-F-677
全国の図書館
  • 件名...ons: G10, G11, G15, G19

アジア通貨・株価の伝播と連動性に関する分析

アジア通貨・株価の伝播と連動性に関する分析
紙文書・図像類
伊藤, 隆敏, 橋本, 優子日本経済国際共同センター2005-02Discussion paper series. CIRJE-JCIRJE-J-124
全国の図書館
  • 件名JEL Classification Numbers: F31, G12, G15

Value-at-Risk for Country Risk Ratings

Value-at-Risk for Country Risk Ratings
紙文書・図像類
McAleer, Michael, Bernardo, da Veiga, Hoti, Suhejla日本経済国際共同センター2009-09Discussion paper series. CIRJE-FCIRJE-F-659
全国の図書館
  • 件名...ications: C22, G15, D81

The Solution to the Feldstein-Horioka Puzzle

The Solution to the Feldstein-Horioka Puzzle
デジタル文書・図像類
ホリオカ, チャールズ・ユウジ, Ford, Nicholas2017-10-31AGI Working Paper Series2017-17p.1-31
全国の図書館
  • 件名...F21, F32, F36, G15 Capital flows capital mobilit...

The 'Real' Explanation of the Feldstein-Horioka Puzzle

The 'Real' Explanation of the Feldstein-Horioka Puzzle
デジタル文書・図像類
Ford, Nicholas, ホリオカ, チャールズ・ユウジ2016-03AGI Working Paper Series2016-07p.1-6
全国の図書館
  • 件名...F21, F32, F36, G15 Barriers to capital mobility ...

A Possible Explanation of the 'Exchange Rate Disconnect Puzzle': A Common Solution to Three Major Macroeconomic Puzzles?

A Possible Explanation of the 'Exchange Rate Disconnect Puzzle': A Common Solution to Three Major Macroeconomic Puzzles?
デジタル文書・図像類
ホリオカ, チャールズ・ユウジ, Ford, Nicholas2016-07AGI Working Paper Series2016-15p.1-5
全国の図書館
  • 件名...F31, F32, F36, G15 Exchange Rate Disconnect Puzz...

The 'Real' Explanation of the PPP Puzzle

The 'Real' Explanation of the PPP Puzzle
デジタル文書・図像類
Ford, Nicholas, ホリオカ, チャールズ・ユウジ2016-04AGI Working Paper Series2016-08p.1-5
全国の図書館
  • 件名...F31, F32, F36, G15 Exchange rate volatility Feld...

Modeling and Forecasting the Volatility of the Nikkei 225 Realized Volatility Using the ARFIMA-GARCH Model

Modeling and Forecasting the Volatility of the Nikkei 225 Realized Volatility Using the ARFIMA-GARCH Model
紙文書・図像類
Ishida, Isao, Toshiaki, Watanabe日本経済国際共同センター2009-01Discussion paper series. CIRJE-FCIRJE-F-608
全国の図書館
  • 件名classification: C22, C53, G15. ARFIMA-GARCH Volatility of r...

Explaining Foreign Holdings of Asia's Debt Securities: The Feldstein-Horioka Paradox Revisited

Explaining Foreign Holdings of Asia's Debt Securities: The Feldstein-Horioka Paradox Revisited
デジタル文書・図像類
ホリオカ, チャールズ・ユウジ, テラダーハギワラ, アキコ, ノモト, タカアキ2015-11AGI Working Paper Series2015-16p.1-34
全国の図書館
  • 件名...F34, F65, G01, G15, O53 Capital asset pricing mo...

44年後の「フェルドスタイン・ホリオカ・パズル（パラドックス）」：合成の誤謬

44年後の「フェルドスタイン・ホリオカ・パズル（パラドックス）」：合成の誤謬
デジタル文書・図像類
ホリオカ, チャールズ・ユウジ2024-12p.1-27
全国の図書館
  • 件名...F32, F36, F41, G15 金利平価 金融市場における摩擦 金融市場のグローバル化・自...

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