Monetary and Economic Studies2016
Monetary and Economic Studies is published each year, by the Bank of Japan's Institute for Monetary and Economic Studies (IMES). In line with IMES policy, the publication seeks to provide information on monetary and economic issues to the general public. Articles include research achievements by the staff and visiting scholars, and selected works from the proceedings of conferences sponsored by IMES.
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Vol.34 / November 2016
|Author(s)||Title/Keywords||Full Text (PDF)|
|Tetsuya Adachi, Takashi Asano, Tatsushi Okuda||Simultaneous Estimation of Cost of Equity and Expected Earnings of Individual Firms with the Residual Income Model
/Implied cost of equity; Residual income model; Quasimaximum likelihood approach
|Kenji Suganuma||Upstreamness in the Global Value Chain: Manufacturing and Services
/Upstreamness; Global value chain; Production fragmentation; I-O tables
|Naoshi Tsuchida, Toshiaki Watanabe, Toshinao Yoshiba||The Intraday Market Liquidity of Japanese Government Bond Futures|
/Japanese government bond (JGB); Market liquidity; Liquidity indicator; Transaction data