Your search returned 5 results.

Sort
Results
1.
A new framework for measuring the credit risk of a portfolio -'ExVaR' model- by Series: IMES Discussion Paper E-Series
Material type: Text Text
Publication details: Tokyo Institute for Monetary and Economic Studies 1997
Availability: Items available for loan: IGIDR (1)Collection, call number: DP 97-E-1.

2.
Effect of Trading Halt System on market functioning: simulation analysis of market behavior with artificial shutdown by Series: IMES Discussion paper series
Material type: Text Text
Publication details: Tokyo Institute for Monetary and Economic Studies 1999
Availability: Items available for loan: IGIDR (1)Collection, call number: DP 98-E-2.

3.
Market microstructure and market liquidity by Series: IMES Discussion paper series
Material type: Text Text
Publication details: Tokyo Institute for Monetary and Economic Studies 1999
Availability: Items available for loan: IGIDR (1).

4.
Expectations and Market microstructure when liquidity is lost by Series: IMES Discussion paper series
Material type: Text Text
Publication details: Tokyo Institute for Monetary and Economic Studies 1999
Availability: Items available for loan: IGIDR (1).

5.
Dynamics of market liquidity of Japanese stocks: an analysis of tick-by-tick data of the Tokyo stock exchange by Series: IMES Discussion paper series
Material type: Text Text
Publication details: Tokyo Institute for Monetary and Economic Studies 1999
Availability: Items available for loan: IGIDR (1).


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