1.Research Toward the Practical Application of Liquidity Risk Evaluation Methods

作　　者：Yoshifumi Hisata ;Yasuhiro Yamai

出　　处：Monetary and Economic Studies. 2000 ;18(2).

出版社：Bank of Japan, Institute for Monetary and Economic Studies

文章 ID：47362055

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2.On the Risk Capital Framework of Financial Institutions

作　　者：Tatsuya Ishikawa ;Yasuhiro Yamai ;Akira Ieda

出　　处：Monetary and Economic Studies. 2003 ;21(3).

出版社：Bank of Japan, Institute for Monetary and Economic Studies

文章 ID：47256717

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3.On the Validity of Value-at-Risk: Comparative Analyses with Expected Shortfall

作　　者：Yasuhiro Yamai ;Toshinao Yoshiba

出　　处：Monetary and Economic Studies. 2002 ;20(1).

出版社：Bank of Japan, Institute for Monetary and Economic Studies

文章 ID：47280069

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4.Comparative Analyses of Expected Shortfall and Value-at-Risk: Their Estimation Error, Decomposition, and Optimization

作　　者：Yasuhiro Yamai ;Toshinao Yoshiba

出　　处：Monetary and Economic Studies. 2002 ;20(1).

出版社：Bank of Japan, Institute for Monetary and Economic Studies

文章 ID：47280070

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5.Comparative Analyses of Expected Shortfall and Value-at-Risk (2): Expected Utility Maximization and Tail Risk

作　　者：Yasuhiro Yamai ;Toshinao Yoshiba

出　　处：Monetary and Economic Studies. 2002 ;20(2).

出版社：Bank of Japan, Institute for Monetary and Economic Studies

文章 ID：47280076

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6.Comparative Analyses of Expected Shortfall and Value-at-Risk (3): Their Validity under Market Stress

作　　者：Yasuhiro Yamai ;Toshinao Yoshiba

出　　处：Monetary and Economic Studies. 2002 ;20(3).

出版社：Bank of Japan, Institute for Monetary and Economic Studies

文章 ID：47280083

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	Yasuhiro Yamai	6篇
	Toshinao Yoshiba	4篇
	Akira Ieda	1篇
	Tatsuya Ishikawa	1篇
	Yoshifumi Hisata	1篇

	2003	1篇
	2002	4篇
	2000	1篇