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| 2009 | The Ten Commandments for Optimizing Value-at-Risk and Daily Capital Charges
RePEc:cfi:fseres:cf164 [Citation Analysis] | 15 |
| 2009 | Has the Basel II Accord Encouraged Risk Management During the 2008-09 Financial Crisis?
RePEc:cfi:fseres:cf158 [Citation Analysis] | 11 |
| 2009 | Do We Really Need Both BEKK and DCC? A Tale of Two Covariance Models
RePEc:cfi:fseres:cf156 [Citation Analysis] | 9 |
| 2009 | A Decision Rule to Minimize Daily Capital Charges in Forecasting Value-at-Risk
RePEc:cfi:fseres:cf159 [Citation Analysis] | 6 |
| 2005 | Multi-Period Corporate Default Prediction With Stochastic Covariates
RePEc:cfi:fseres:cf047 [Citation Analysis] | 5 |
| 2005 | Trade Credit, Bank Loans, and Monitoring: Evidence from Japan
RePEc:cfi:fseres:cf054 [Citation Analysis] | 4 |
| 2004 | Cost of Enforcement in Developing Countries with Credit Market Imperfection
RePEc:cfi:fseres:cf004 [Citation Analysis] | 3 |
| 2009 | Non-Traditional Monetary Polices: G7 Central Banks during 2007-2009 and the Bank of Japan during 1998-2006
RePEc:cfi:fseres:cf180 [Citation Analysis] | 3 |
| 2004 | Testing for Linearity in Regressions with I (1) processes
RePEc:cfi:fseres:cf014 [Citation Analysis] | 3 |
| 2009 | Daily Tourist Arrivals, Exchange Rates and Volatility for Korea and Taiwan
RePEc:cfi:fseres:cf192 [Citation Analysis] | 2 |
| 2010 | Role of Linking Mechanisms in Multitask Agency with Hidden Information
RePEc:cfi:fseres:cf209 [Citation Analysis] | 2 |
| 2011 | Bubbles, Banks, and Financial Stability
RePEc:cfi:fseres:cf253 [Citation Analysis] | 2 |
| 2005 | Saving and Interest Rates in Japan: Why They Have Fallen and Why They Will Remain Low
RePEc:cfi:fseres:cf028 [Citation Analysis] | 2 |
| 2006 | The Role of Trade Credit for Small Firms: An Implication from Japans Banking Crisis
RePEc:cfi:fseres:cf078 [Citation Analysis] | 2 |
| 2006 | Collective Risk Control And Group Security: The Unexpected Consequences of Differential Risk Aversion
RePEc:cfi:fseres:cf060 [Citation Analysis] | 2 |
| 2005 | Monte Carlo Simulation with Asymptotic Method (Published in Journal of Japan Statistical Society, Vol.35-2, 171-203, 2005. )
RePEc:cfi:fseres:cf030 [Citation Analysis] | 2 |
| 2004 | On Detail-Free Mechanism Design and Rationality
RePEc:cfi:fseres:cf010 [Citation Analysis] | 1 |
| 2011 | The Great Intervention and Massive Money Injection: The Japanese Experience 2003-2004
RePEc:cfi:fseres:cf266 [Citation Analysis] | 1 |
| 2006 | Group Provision Against Adversity: Security By Insurance vs. Protection
RePEc:cfi:fseres:cf086 [Citation Analysis] | 1 |
| 2009 | Modelling Conditional Correlations for Risk Diversification in Crude Oil Markets
RePEc:cfi:fseres:cf162 [Citation Analysis] | 1 |
| 2005 | Bank Health and Investment: An Analysis of Unlisted Companies in Japan
RePEc:cfi:fseres:cf029 [Citation Analysis] | 1 |
| 2006 | Banking in General Equilibrium with an Application to Japan
RePEc:cfi:fseres:cf066 [Citation Analysis] | 1 |
| 2008 | Technology Shocks and Asset Price Dynamics:The Role of Housing in General Equilibrium
RePEc:cfi:fseres:cf119 [Citation Analysis] | 1 |
| 2004 | Decentralized Trade, Random Utility and the Evolution of Social Welfare (Journal of Economic Theory, 2008, Vol.140, .No. 1, 328-338. )
RePEc:cfi:fseres:cf009 [Citation Analysis] | 1 |
| 2009 | Multivariate Stochastic Volatility with Cross Leverage
RePEc:cfi:fseres:cf191 [Citation Analysis] | 1 |
| 2005 | Scanning Multivariate Conditional Densities with Probability Integral Transforms
RePEc:cfi:fseres:cf045 [Citation Analysis] | 1 |
| 2006 | Pricing Currency Options with a Market Model of Interest Rates under Jump-Diffusion Stochastic Volatility Processes of Spot Exchange Rates
RePEc:cfi:fseres:cf082 [Citation Analysis] | 1 |
| 2010 | Conditional Correlations and Volatility Spillovers Between Crude Oil and Stock Index Returns
RePEc:cfi:fseres:cf202 [Citation Analysis] | 1 |
| 2006 | Intra-day Seasonality in Activities of the Foreign Exchange Markets: Evidence from the Electronic Broking System (Subsequently published in Journal of the Japanese and International Economies, Volume
RePEc:cfi:fseres:cf064 [Citation Analysis] | 1 |
| 2008 | A Hybrid Asymptotic Expansion Scheme: an Application to Long-term Currency Options ( Revised in April 2008, January 2009 and April 2010; forthcoming in International Journal of Theoretical and Applie
RePEc:cfi:fseres:cf116 [Citation Analysis] | 1 |
| 2011 | A General Computation Scheme for a High-Order Asymptotic Expansion Method
RePEc:cfi:fseres:cf242 [Citation Analysis] | 1 |
| 2005 | A Theory of International Currency and Seigniorage Competition
RePEc:cfi:fseres:cf041 [Citation Analysis] | 1 |
| 2005 | Are People Insured Against Natural Disasters? Evidence from the Great Hanshin-Awaji (Kobe) Earthquake in 1995
RePEc:cfi:fseres:cf019 [Citation Analysis] | 1 |
| 2009 | Efficient Bayesian estimation of a multivariate stochastic volatility model with cross leverage and heavy-tailed errors
RePEc:cfi:fseres:cf198 [Citation Analysis] | 1 |
| 2007 | Consumption Insurance and Risk-Coping Strategies under Non-Separable Utility: Evidence from the Kobe Earthquake
RePEc:cfi:fseres:cf106 [Citation Analysis] | 1 |
| 2010 | Pricing Barrier and Average Options under Stochastic Volatility Environment
RePEc:cfi:fseres:cf176 [Citation Analysis] | 1 |
| 2005 | Monetary Policy during Japans Lost Decade
RePEc:cfi:fseres:cf035 [Citation Analysis] | 1 |
| 2010 | Collateral Posting and Choice of Collateral Currency -Implications for Derivative Pricing and Risk Management-
RePEc:cfi:fseres:cf216 [Citation Analysis] | 1 |
| 2006 | A Dynamic Theory of Debt Restructuring
RePEc:cfi:fseres:cf072 [Citation Analysis] | 1 |
| 2011 | An Asymptotic Expansion with Push-Down of Malliavin Weights
RePEc:cfi:fseres:cf194 [Citation Analysis] | 1 |
| 2007 | Pioneering Modern Corporate Governance: a View from London in 1900 (Subsequently published in Enterprise and Society, vol. 8, no. 3, September 2007, pp. 642-86. )
RePEc:cfi:fseres:cf093 [Citation Analysis] | 1 |
| 2010 | New Unified Computational Algorithm in a High-Order Asymptotic Expansion Scheme ( Forthcoming in The Proceedings of KIER-TMU International Workshop on Financial Engineering 2009.)
RePEc:cfi:fseres:cf212 [Citation Analysis] | 1 |
| 2006 | Relative Performance Evaluation between Multitask Agents
RePEc:cfi:fseres:cf067 [Citation Analysis] | 1 |
| 2009 | The Determinants of Bank Capital Ratios in a Developing Economy
RePEc:cfi:fseres:cf147 [Citation Analysis] | 1 |
