1.IMES DISCUSSION PAPER SERIESAsset Price Bubble in Japan in the 1980s:Lessons for Financial and Macroeconomic StabilityShigenori Shiratsuka Discussion Paper No. 2003-E-15INSTITUTE…
In order to measure the interest rate risk of banking accounts such as deposits and loans, this paper extends the value at risk (hereafter, VaR) analysis framework, which…
IMES DISCUSSION PAPER SERIES Financial Stability in Open Economies Ippei Fujiwara and Yuki Teranishi Discussion Paper No. 2009-E-9 INSTITUTE FOR MONETARY AND ECONOMIC STUDIES…