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Oda, Nobuyuki

Overview
Works: 16 works in 53 publications in 2 languages and 205 library holdings
Roles: Author
Classifications: HG201, 332.4952
Publication Timeline
Key
Publications about Nobuyuki Oda
Publications by Nobuyuki Oda
Most widely held works by Nobuyuki Oda
Estimating fair premium rates for deposit insurance using option pricing theory : an empirical study on Japanese banks by Nobuyuki Oda( Book )
6 editions published in 1998 in English and held by 33 libraries worldwide
Usefulness of market information and accounting information from the perspective of bank supervisory policy : an empirical study of Japanese banks by Tatsuya Yonetani( Book )
7 editions published in 1999 in English and held by 31 libraries worldwide
Market price analysis and risk management for convertible bonds by Fuminobu Ohtake( Book )
5 editions published in 1998 in English and held by 31 libraries worldwide
Further monetary easing policies under the non-negativity constraints of nominal interest rates : summary of the discussion based on Japan's experience by Nobuyuki Oda( Book )
6 editions published in 2000 in English and held by 30 libraries worldwide
Prospects for prudential policy : toward achieving an efficient and stable banking system by Nobuyuki Oda( Book )
5 editions published in 2000 in English and held by 27 libraries worldwide
An empirical analysis of equity market expectations in the recent financial turmoil using implied moments and jump diffusion processes by Yoshihiko Sugihara( Book )
4 editions published in 2010 in English and Undetermined and held by 16 libraries worldwide
"This paper investigates market expectations of future equity prices using the probability distribution and the moments implied in equity option prices. We first conduct, without assuming a particular model, a nonparametric analysis of the development of market expectations in four major markets during the financial turmoil following the summer of 2007. We then conduct a parametric analysis to reconsider these expectations from the perspective of a stochastic process, assuming jump diffusion processes that configure the implied distribution. These analyses reveal that the possibility of discontinuous price jumps in each country increased downwards during the recent financial turmoil, while volatilities determining the dispersion of continuous price changes surged. Viewing the results from the perspective of a probability distribution, we find that kurtosis and the absolute value of skewness declined, while variance dramatically increased."--Author's abstract
A new framework for measuring the credit risk of a portfolio : "ExVaR" model by Nobuyuki Oda( Book )
6 editions published in 1997 in English and held by 10 libraries worldwide
A note on the estimation of Japanese government bond yield curves by Nobuyuki Oda( Book )
5 editions published in 1996 in English and held by 7 libraries worldwide
Kiso kara manabu gyōretsu to gyōretsushiki ( Book )
2 editions published in 2005 in Japanese and held by 3 libraries worldwide
Wagako no zaiaku ( Book )
1 edition published in 1922 in Japanese and held by 2 libraries worldwide
Higashinakano kyōkai hyakunen no ayumi : 1910 2010 ( Book )
1 edition published in 2011 in Japanese and held by 1 library worldwide
Kiny'ū kiki-ji niokeru kabushiki shijō no kitai hendō inpuraido mōmento to janpu kakusan katei o mochiita bunseki by Yoshihiko Sugihara( Book )
1 edition published in 2010 in Japanese and held by 1 library worldwide
Development of disk brake rotor utilizing aluminum metal matrix composite ( Book )
1 edition published in 1997 in English and held by 1 library worldwide
Hajimete manabu hito no tame no gyoretsu to gyoretsushiki ( Book )
1 edition published in 2014 in Japanese and held by 1 library worldwide
Puruudensu seisaku no shōraizō ni kansuru ichikōsatsu ginkō shisutemu no kōritsusei anteisei no ryōritsu e mukete by Nobuyuki Oda( Book )
1 edition published in 1999 in Japanese and held by 1 library worldwide
Japan's deflation, problems in the financial system and monetary policy by Naohiko Baba( file )
1 edition published in 2005 in English and held by 0 libraries worldwide
"On 18-19 June 2004, the BIS held a conference on 'Understanding Low Inflation and Deflation'. This event brought together central bankers, academics and market practitioners to exchange views on this issue (see the conference programme in this document). This paper was presented at the workshop. The views expressed are those of the author(s) and not those of the BIS."
 
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Alternative Names
小田信之
小田信行
Languages
English (45)
Japanese (7)
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