{"id":4669,"date":"2013-02-05T23:16:25","date_gmt":"2013-02-05T14:16:25","guid":{"rendered":"http:\/\/www.retar.jp\/?p=4669"},"modified":"2013-02-06T22:36:47","modified_gmt":"2013-02-06T13:36:47","slug":"%e6%97%a5%e6%9c%ac10%e5%b9%b4%e5%82%b5%e5%88%a9%e5%9b%9e%e3%82%8a%e6%97%a5%e8%b6%b31-%e3%83%bb%e6%97%a5%e6%9f%84%e7%9a%84%e3%81%abvar-shock%e3%81%a8%e4%bc%bc%e3%81%a6%e3%81%84%e3%81%be%e3%81%99","status":"publish","type":"post","link":"https:\/\/www.retar.jp\/?p=4669","title":{"rendered":"\u65e5\u672c10\u5e74\u50b5\u5229\u56de\u308a\u65e5\u8db3(1) \u30fb\u65e5\u67c4\u7684\u306bVaR SHOCK\u3068\u4f3c\u3066\u3044\u307e\u3059\/Japanese Government Bonds 10-Year Daily (1) . We think there are many similarities with &ldquo;VaR Shock&rdquo; from &ldquo;HIGARA&rdquo; view. \/\u65e5\u672c10\u5e74\u56fd\u503a\u6536\u76ca\u7387(1)\u3002\u6211\u4eec\u8ba4\u4e3a\uff0c&ldquo;VaR Shock&rdquo;\u662f&ldquo;\u65e5\u67c4&rdquo;\u7684\u89c2\u70b9\u6709\u5f88\u591a\u76f8\u4f3c\u4e4b\u5904\u3002"},"content":{"rendered":"<h4><span style=\"color: #800000;\">\u65e5\u672c10\u5e74\u50b5\u5229\u56de\u308a\u65e5\u8db3(1) \u30fb\u65e5\u67c4\u7684\u306bVaR SHOCK\u3068\u4f3c\u3066\u3044\u307e\u3059<\/span><\/h4>\n<h4><span style=\"color: #800000;\">Japanese Government Bonds 10-Year Daily(1) . We think there are many similarities with \u201cVaR Shock\u201d from \u201cHIGARA\u201d view.<br \/>\n<\/span><\/h4>\n<h4><span style=\"color: #800000;\">\u65e5\u672c10\u5e74\u56fd\u503a\u6536\u76ca\u7387(1) \u3002\u6211\u4eec\u8ba4\u4e3a\uff0c\u201cVaR Shock\u201d\u662f\u201c\u65e5\u67c4\u201d\u7684\u89c2\u70b9\u6709\u5f88\u591a\u76f8\u4f3c\u4e4b\u5904\u3002<\/span><\/h4>\n<p>&nbsp;<\/p>\n<p>\u672c\u65e5\u306f\u3001\u65e5\u672c10\u5e74\u50b5\u5229\u56de\u308a\u65e5\u8db3\u3092\u5206\u6790\u3067\u3059\u3002<\/p>\n<p><span style=\"color: #008080;\">Today, we analyze Japanese Government Bonds 10-Year Daily.<\/span><\/p>\n<p>&nbsp;<\/p>\n<p>\u201c\u5e02\u5834\u304c\u8b66\u6212\u3057\u3066\u3044\u308b\u306e\u304c2003\u5e746\u6708\u304b\u30898\u6708\u306b\u304b\u3051\u3066\u91d1\u5229\u6025\u9a30\u3057\u305f\u300cVaR\u30b7\u30e7\u30c3\u30af\u300d\u306e\u518d\u6765\u201d<\/p>\n<p>\u6700\u8fd1\u3053\u3046\u3044\u3046\u8a18\u4e8b\u3092\u898b\u304b\u3051\u307e\u3059\u3002<\/p>\n<p>\u3053\u308c\u306f\u30ba\u30d0\u30ea\u79c1\u305f\u3061\u304c\u697d\u3057\u307f\u306b\u3057\u3066\u3044\u308b\u300c\u60aa\u3044\u91d1\u5229\u4e0a\u6607\u300d\u3067\u3059\u3002<\/p>\n<p>\u4eca\u306e\u3068\u3053\u308d\u3001\u65e5\u67c4\u304c\u826f\u304f\u4f3c\u3066\u3044\u308b\u306e\u3067\u7d39\u4ecb\u3057\u307e\u3059\u3002<\/p>\n<p>\u3082\u3057\u3001\u4eca\u9031\u306f\u91d1\u5229\u304c\u5c0f\u5eb7\u72b6\u614b\u3068\u306a\u308a\u3001\u6765\u9031\u304b\u3089\u306f\u306d\u308b\u3068\u300cVaR\u30b7\u30e7\u30c3\u30af\u300d\u306e\u518d\u6765\u3068\u306a\u308b\u304b\u3082\u3057\u308c\u307e\u305b\u3093\u3002<\/p>\n<p><span style=\"color: #008080;\">\u201cNow, the market fears for the re-occurrence of \u201cVaR shock\u201d (JGB interest jump) from 06\/2003 to 08\/2003.\u201d<\/span><\/p>\n<p><span style=\"color: #008080;\">We can see these articles in recent newspaper.<\/span><\/p>\n<p><span style=\"color: #008080;\">This is that our expected \u201cA bad interest rise\u201d.<\/span><\/p>\n<p><span style=\"color: #008080;\">In recent market price move is very similar.<\/span><\/p>\n<p><span style=\"color: #008080;\">If the market price will stay calm in this week and will jump in next week, this will be the re-occurrence of \u201cVaR shock\u201d.<\/span><\/p>\n<p><a href=\"https:\/\/www.retar.jp\/rtmain\/wp-content\/uploads\/2013\/02\/est1.png\" target=\"_blank\"><img loading=\"lazy\" decoding=\"async\" style=\"display: inline; border-width: 0px;\" title=\"est1\" alt=\"est1\" src=\"https:\/\/www.retar.jp\/rtmain\/wp-content\/uploads\/2013\/02\/est1_thumb.png\" width=\"644\" height=\"402\" border=\"0\" \/><\/a><\/p>\n<p><a href=\"https:\/\/www.retar.jp\/rtmain\/wp-content\/uploads\/2013\/02\/var.png\" target=\"_blank\"><img loading=\"lazy\" decoding=\"async\" style=\"display: inline; border-width: 0px;\" title=\"var\" alt=\"var\" src=\"https:\/\/www.retar.jp\/rtmain\/wp-content\/uploads\/2013\/02\/var_thumb.png\" width=\"644\" height=\"394\" border=\"0\" \/><\/a><\/p>\n<p>&nbsp;<\/p>\n<p>\u76f8\u5834\u5206\u6790\u306e\u30ea\u30af\u30a8\u30b9\u30c8\u304c\u3042\u308a\u307e\u3057\u305f\u3089\u201c<a href=\"https:\/\/www.retar.jp\/?page_id=41\">Contact Us<\/a>\u201d\u304b\u3089\u304a\u77e5\u3089\u305b\u304f\u3060\u3055\u3044\u3002\u3054\u8981\u671b\u306b\u304a\u5fdc\u3048\u3067\u304d\u308b\u3088\u3046\u306b\u52aa\u529b\u3044\u305f\u3057\u307e\u3059\u3002<\/p>\n<p>\u3053\u306e\u30d6\u30ed\u30b0\u306f\u3042\u304f\u307e\u3067\u3082\u500b\u4eba\u7684\u306a\u898b\u89e3\u3067\u3042\u308a\u3001\u6295\u8cc7\u5224\u65ad\u306f\u5404\u81ea\u3067\u304a\u9858\u3044\u81f4\u3057\u307e\u3059\u3002\u5f53\u30d6\u30ed\u30b0\u306f\u4e00\u5207\u306e\u6295\u8cc7\u640d\u76ca\u306b\u5bfe\u3059\u308b\u8cac\u4efb\u3092\u8ca0\u3044\u307e\u305b\u3093\u3002<\/p>\n<p>\u30db\u30fc\u30e0\u30da\u30fc\u30b8\u306b\u6765\u3066\u4e0b\u3055\u3063\u3066\u3042\u308a\u304c\u3068\u3046\u3054\u3056\u3044\u307e\u3059\u3002\u660e\u65e5\u3082\u3088\u308d\u3057\u304f\u304a\u9858\u3044\u3044\u305f\u3057\u307e\u3059\u3002<\/p>\n<p><span style=\"color: #008080;\">If you have some request to analyze, please write to \u201c<\/span><a href=\"https:\/\/www.retar.jp\/?page_id=41\"><span style=\"color: #008080;\">Contact Us<\/span><\/a><span style=\"color: #008080;\">\u201d.<\/span><\/p>\n<p><span style=\"color: #008080;\">We do best effort for your request.<\/span><\/p>\n<p><span style=\"color: #008080;\">These are only personal opinions on this blog, and you need the investment judgment in each one. This blog doesn\u2019t assume the responsibility to all the investment profit and loss.<\/span><\/p>\n<p><span style=\"color: #008080;\">Thank for watching our contents. My best regards next day.<\/span><\/p>\n","protected":false},"excerpt":{"rendered":"<p>\u65e5\u672c10\u5e74\u50b5\u5229\u56de\u308a\u65e5\u8db3(1) \u30fb\u65e5\u67c4\u7684\u306bVaR SHOCK\u3068\u4f3c\u3066\u3044\u307e\u3059 Japanese Government Bonds 10-Year Daily(1) . We think there are many simil [&hellip;]<\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"closed","ping_status":"closed","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[3,12],"tags":[],"class_list":["post-4669","post","type-post","status-publish","format-standard","hentry","category-report","category-japanese-government-bonds-10-year"],"_links":{"self":[{"href":"https:\/\/www.retar.jp\/index.php?rest_route=\/wp\/v2\/posts\/4669","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/www.retar.jp\/index.php?rest_route=\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/www.retar.jp\/index.php?rest_route=\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/www.retar.jp\/index.php?rest_route=\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/www.retar.jp\/index.php?rest_route=%2Fwp%2Fv2%2Fcomments&post=4669"}],"version-history":[{"count":4,"href":"https:\/\/www.retar.jp\/index.php?rest_route=\/wp\/v2\/posts\/4669\/revisions"}],"predecessor-version":[{"id":4673,"href":"https:\/\/www.retar.jp\/index.php?rest_route=\/wp\/v2\/posts\/4669\/revisions\/4673"}],"wp:attachment":[{"href":"https:\/\/www.retar.jp\/index.php?rest_route=%2Fwp%2Fv2%2Fmedia&parent=4669"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/www.retar.jp\/index.php?rest_route=%2Fwp%2Fv2%2Fcategories&post=4669"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/www.retar.jp\/index.php?rest_route=%2Fwp%2Fv2%2Ftags&post=4669"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}