Normal view MARC view ISBD view

The EaR model and the expanded VaR model: an application to bond portfolios

By:

Yoshifuji, Shigeru

Contributor(s):

Institute For Monetary And Economic Studies Imes

Material type: Text

Text

TextSeries: IMES Discussion Paper SeriesPublication details: Tokyo Institute for Monetary and Economic Studies 1997Description: 20pISBN:

DDC classification:

DP No. 97-E-9

Tags from this library: No tags from this library for this title. Log in to add tags.

Average rating: 0.0 (0 votes)

Holdings ( 1 )

Holdings
Item type	Current library	Call number	Status	Barcode
Working Papers (Print)	IGIDR	DP No. 97-E-9 (Browse shelf(Opens below))	Available	G13148

Browsing IGIDR shelves Close shelf browser (Hides shelf browser)

Previous	No cover image available	No cover image available	No cover image available	No cover image available	No cover image available	No cover image available	No cover image available	Next
Previous	DP No. 97-E-6 Vertical integration in Japan: speculations from tax law and civil procedure	DP No. 97-E-7 Inflation measures for monetary policy: measuring underlying inflation trend and its implication for monetary policy implementation	DP No. 97-E-8 A new approach to the estimation of stochastic differential equations with an application to the Japanese interest rates	DP No. 97-E-9 The EaR model and the expanded VaR model: an application to bond portfolios	DP No 102 Macroeconomic Effects On Developing Economies Of Shocks In The OECD: Evidence From Multi-country Models	DP No.126 Enviornmental effects of agricultural trade liberalization and domestic agricultural policy reforms	DP no B-296 why imitate, and if so, how?: exploring a model of social evolution	Next

For any Suggestions or Query, please contact the library staff @ lib@igidr.ac.in or Phone: 022-69096504/69096563