COE discussion paper series
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- 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」
著者
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- 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」
書誌事項
COE discussion paper series
Faculty of Economics/Graduate School of Social Sciences, Tokyo Metropolitan University
この図書・雑誌をさがす
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
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1
- ボラティリティ変動モデルの比較
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柴田舞
Faculty of Economics/Graduate School of Social Sciences, Tokyo Metropolitan University 2004.11 COE discussion paper series no. 52
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2
- 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
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村上直樹, 申寅容
Faculty of Economics/Graduate School of Social Sciences, Tokyo Metropolitan University 2004.11 COE discussion paper series no. 50
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3
- Do structural breaks exist in Okun's law? : evidence from the lost decade in Japan
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Hirokuni Uchiyama, Shigeru Wakita
Faculty of Economics/Graduate School of Social Sciences, Tokyo Metropolitan University 2004 COE discussion paper series no. 49
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4
- "Successes" and "limitations" of crony capitalism : a model of the Asian currency crisis
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Shigeru Wakita
Faculty of Economics/Graduate School of Social Sciences, Tokyo Metropolitan University 2004 COE discussion paper series no. 48
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5
- Countercyclical monetary policy and land prices under collateral contracts
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Shigeru Wakita
Faculty of Economics/Graduate School of Social Sciences, Tokyo Metropolitan University 2004 COE discussion paper series no. 47
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6
- 労働市場の失われた10年 : 労働分配率とオークン法則
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脇田成
Faculty of Economics/Graduate School of Social Sciences, Tokyo Metropolitan University 2004.11 COE discussion paper series no. 46
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7
- Distributional effects of optimal commodity taxes with minimum income programs : micro-simulations for Brazil
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Ana Luiza N.H. Barbosa ... [et al.]
Faculty of Economics/Graduate School of Social Sciences, Tokyo Metropolitan University 2004 COE discussion paper series no. 45
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8
- 日経平均先物市場におけるinformation-based trades
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佐々木浩二
Faculty of Economics/Graduate School of Social Sciences, Tokyo Metropolitan University [2004.10] COE discussion paper series no. 44
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9
- A simple model of financial returns and trading volume in a limit order market
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Koichi Hamada, Koji Sasaki, Toshiaki Watanabe
Faculty of Economics/Graduate School of Social Sciences, Tokyo Metropolitan University 2004 COE discussion paper series no. 43
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10
- 日経平均先物ティックデータを用いた日中"order aggressiveness"の推定
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佐々木浩二
Faculty of Economics/Graduate School of Social Sciences, Tokyo Metropolitan University [2004.10] COE discussion paper series no. 42
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11
- Trading activity and liquidity supply in a pure limit order book market
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Joachim Grammig, Andreas Heinen, Erick Rengifo
Faculty of Economics/Graduate School of Social Sciences, Tokyo Metropolitan University 2004 COE discussion paper series no. 41
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12
- What is firm-specific human capital? : a model of firm-specific combination in general skills generated by history dependent assignment process
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Shigeru Wakita
Faculty of Economics/Graduate School of Social Sciences, Tokyo Metropolitan University 2004 COE discussion paper series no. 40
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13
- Geographic distance and knowledge spillovers from multinational enterprises : evidence from Indonesia
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Yasuyuki Todo
Faculty of Economics/Graduate School of Social Sciences, Tokyo Metropolitan University 2004 COE discussion paper series no. 39
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14
- Law and economics of labor in Japan
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Ryo Kambayasi
Faculty of Economics/Graduate School of Social Sciences, Tokyo Metropolitan University 2004 COE discussion paper series no. 38
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15
- The registration system : from cooperation to a market for human capital? : a lesson from the Japanese silk reeling industry
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Ryo Kambayashi
Faculty of Economics/Graduate School of Social Sciences, Tokyo Metropolitan University 2004 COE discussion paper series no. 37
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16
- 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
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神林龍
Faculty of Economics/Graduate School of Social Sciences, Tokyo Metropolitan University 2004.5 COE discussion paper series no. 36
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17
- Bayesian analysis of a Markov switching stochastic volatility model
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Mai Shibata, Toshiaki Watanabe
Faculty of Economics/Graduate School of Social Sciences, Tokyo Metropolitan University 2004 COE discussion paper series no. 35
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18
- 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
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生方雅人
Faculty of Economics/Graduate School of Social Sciences, Tokyo Metropolitan University [2004.11] COE discussion paper series no. 53
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19
- Realized volatilityを用いたGARCHモデルの予測力の比較
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柴田舞
Faculty of Economics/Graduate School of Social Sciences, Tokyo Metropolitan University 2004.8 COE discussion paper series no. 34
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20
- Multi-factor stochastic volatility models : a comparison to heavy-tailed or higher-order autoregressive volatility models
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Manabu Asai
Faculty of Economics/Graduate School of Social Sciences, Tokyo Metropolitan University 2004 COE discussion paper series no. 33
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