IMES Discussion Paper Series
1997
IMES Discussion Paper Series is circulated in order to stimulate discussion and comments. Views expressed in Discussion Paper Series are those of authors and do not necessarily reflect those of the Bank of Japan or the Institute for Monetary and Economic Studies.
- to IMES Home
- Notice on copyright and other related matters regarding the site of the Institute for Monetary and Economic Studies.
No. | Author(s) | Title/Keywords | Date | Full Text (PDF) |
---|---|---|---|---|
1997-E-11 | Masaaki Shirakawa, Kunio Okina, Shigenori Shiratsuka | Financial Market Grobalization: Present and Future /Globalization, Central Bank, International Capital Mobility, Risk Diversification, Monetary Policy,Stability of Financial System |
1997-12 | 301 KB |
1997-E-10 | Kenjiro Yamaguchi, Mari Ohnuki | The Gold and Silver Wraps of the Edo Period - A Unique Form of Gold and Silver Coins - /The Gold Wraps, The Silver Wraps, Goto Family, Joze Family, Gold Mint, Silver Mint, Money Changer |
1997-11 | 57 KB |
1997-E-9 | Shigeru Yoshifuji | The EaR Model and the Expanded VaR Model: An Application to Bond Portfolios /earning-at-risk(EaR), value-at-risk(VaR), period profit and loss, cost method, market value method |
1997-09 | 162 KB |
1997-E-8 | Atsuyuki Kogure | A New Approach to the Estimation of Stochastic Differential Equations with an Application to the Japanese Interest Rates /Call money rate data, Continuous time model, Discretely sample data, Generalized method of moments, Volatility |
1997-09 | 190 KB |
1997-E-7 | Shigenori Shiratsuka | Inflation Measures for Monetary Policy: Measuring Underlying Inflation Trend and Its Implication for Monetary Policy Implementation /Monetary policy, Price Stability, Underlying inflation, Limited influence estimator, Skewed and fat-tailed distribution of individual price changes |
1997-08 | 367 KB |
1997-E-6 | J. Mark Ramseyer | Vertical Integration in Japan: Speculations from Tax Law and Civil Procedure /Vertical Integration in Japan |
1997-08 | 62 KB |
1997-E-5 | Koji Kusuda, Tsutomu Matsumoto | A Strength Evaluation of the Data Encryption Standard /brute force methods, DES, strength evaluation, short-cut methods, time-memory trade-off cryptanalysis |
1997-08 | 1,642 KB |
1997-E-4 | Yasushi Nakayama, Hidemi Moribatake, Masayuki Abe, Eichiro Fujisaki | An Electronic Money Scheme -- A Proposal for a New Electronic Money Scheme which is both Secure and Convenient /electronic money, electronic cash, issuing institution, privacy, direct transferability between individuals, blind signature, tamper resistance |
1997-06 | 62 KB |
1997-E-3 | Michael P. Dooley, Menzie D. Chinn | Financial Repression and Capital Mobility: Why Capital Flows and Covered Interest Rate Differentials Fail to Measure Capital Market Integration | 1997-03 | 2,389 KB |
1997-E-2 | Naohiko Baba | Markup Pricing and Monetary Policy: A Reexamination of the Effectiveness of Monetary Policy Under Imperfect Competition | 1997-02 | 2,940 KB |
1997-E-1 | Nobuyuki ODA, Jun MURANAGA | A New Framework for Measuring the Credit Risk of a Prtfolio -"ExVaR" Model- | 1997-02 | 3,281 KB |