International financial system, financial stability and monetary policy

国际金融体系、金融稳定和货币政策

• 批准号: 24330104
• 负责人: NABIL Maghrebi
• 金额: $ 9.48万
• 依托单位: Wakayama University
• 依托单位国家: 日本
• 项目类别: Grant-in-Aid for Scientific Research (B)
• 财政年份: 2012
• 资助国家: 日本
• 起止时间: 2012-04-01 至 2015-03-31
• 项目状态: 已结题
• 来源: https://kaken.nii.ac.jp/grant/KAKENHI-PROJECT-24330104/
• 关键词: 国際金融システム; 金融安定性; 金融市場ボラティリティ指数; 金融政策; 経済変動; financial stability; risk sharing; VXJ volatilty index; ボラティリティ指数; vxj index; volatility expectations; forward guidance; 金融危機; 国際金融市場; Volatility Expectations; Implied Volatility Index; VXJ index

项目成果

Financial instability and the short-term dynamics of volatility expectations

• DOI: 10.1080/09603107.2014.881966
• 发表时间: 2014-02
• 期刊: Applied Financial Economics
• 作者: Nabil Maghrebi;Mark J. Holmes;K. Oya

Understanding the values and attitudes in Islamic finance and banking

了解伊斯兰金融和银行业的价值观和态度

• 发表时间: 2012
• 作者: Koji Muto;Nabil Maghrebi and Abdullah Q. Turkistani
• 通讯作者: Nabil Maghrebi and Abdullah Q. Turkistani

Nonlinear Adjustments of Volatility Expectations to Forecast Errors: Evidence from Markov-Regime Switches in Implied Volatility

波动率预期对预测误差的非线性调整：来自隐含波动率马尔可夫体制切换的证据

• DOI: 10.1142/s0219091512500075
• 发表时间: 2012
• 期刊: Review of Pacific Basin Financial Markets and Policies
• 影响因子: 0.9
• 作者: 橘木俊詔;齊藤隆志;Kazuhiko Nishina
• 通讯作者: Kazuhiko Nishina

Volatility expectations and forward guidance about monetary policy at the zero-lower bound

货币政策零下限的波动预期和前瞻性指引

• 发表时间: 2014
• 作者: Nabil Maghrebi;Moo Sung Kim and Kazuhiko Nishina
• 通讯作者: Moo Sung Kim and Kazuhiko Nishina

Reconsidering the role of Tobin’s Q: nonlinearities and the adjustment of investment expenditure

重新考虑托宾 Q 的作用：非线性和投资支出的调整

• 发表时间: 2015
• 期刊: Studies in Economics and Finance
• 影响因子: 1.9
• 作者: 宇沢弘文;橘木俊詔;内山勝久編;家森信善;Mark J. Holmes and Nabil Maghrebi
• 通讯作者: Mark J. Holmes and Nabil Maghrebi