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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.

Table : IMES Discussion Paper Series
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