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- NAKAMURA Hisashi
- Graduate School of Business Administration,Department of Business Administration
- NAKAMURA Hisashi
- Curriculum Vitae
- Research Work
Books and Other Publications
| 1. | 現代数学はいかに使われているか［確率編］
楠岡成雄 (Edit) サイエンス社 2010.4 |
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Papers
| 1. | 金融危機後の金融リスク分析の新しい流れ：モラルハザードの価値評価
中村 恒 世界金融危機後の金融リスクと危機管理 pp.3-26 2017.7 |
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| 2. | モラルハザードの価値評価：強形式による定式化
中村 恒 世界金融危機と金利・為替：通貨・金融への影響と評価手法の再構築 pp.123-168 2016.3 |
| 3. | 金融危機後の金融リスク分析の新しい流れ
中村 恒 日経研月報2015 年11月号 Vol.449,pp.20-28 2015.11 |
| 4. | A Continuous-Time Optimal Insurance Design with Costly Monitoring (jointly worked) (Peer-reviewed) Hisashi Nakamura, Koichiro Takaoka Asia-Pacific Financial Markets Vol.21,No.3,pp.237-261 2014.9 |
| 5. | Optimal Risk Sharing in the Presence of Moral Hazard under Market Risk and Jump Risk (jointly worked) (Peer-reviewed) Takashi Misumi, Hisashi Nakamura, Koichiro Takaoka Japanese Journal of Monetary and Financial Economics Vol.2,No.1,pp.59-73 2014.7 |
| 6. | A Continuous-Time Analysis of Optimal Restructuring of Contracts with Costly Information Disclosure (Peer-reviewed) Hisashi Nakamura Asia-Pacific Financial Markets Vol.19,No.2,pp.119-147 2012.5 |
| 7. | 証券化型金融のもとでの金融システムの安定について：コンティンジェント転換証券と保険の役割
中村 恒 季刊 個人金融 pp.63-71 2012.5 |
| 8. | 条件付き転換保険証券の金融システム安定効果
中村 恒 平成22年度金融調査研究会報告書「安定的な経済成長のためのプルーデンス政策のあり方」 pp.95-102 2011.7 |
| 9. | Macroeconomic Implications of Term Structures of Interest Rates under Stochastic Differential Utility with non-unitary IES (jointly worked) (Peer-reviewed) Wataru Nozawa, Akihiko Takahashi Asia-Pacific Financial Markets Vol.16,No.3,pp.231-263 2009.9 |
| 10. | Macroeconomic implications of term structures of interest rates under stochastic differential utility with non-unitary EIS (Peer-reviewed) Hisashi Nakamura, Wataru Nozawa, Akihiko Takahashi Asia-Pacific Financial Markets Vol.16,No.3,pp.231-263 2009 
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| 11. | Term structure of interest rates under recursive preferences in continuous Time (Peer-reviewed) Hisashi Nakamura, Keita Nakayama, Akihiko Takahashi Asia-Pacific Financial Markets Vol.15,No.3-4,pp.273-305 2008.12
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| 12. | Term structure of interest rates under stochastic differential utility
野澤 亘, 高橋 明彦 MTEC journal No.20,pp.3-27 2008.12 |
| 13. | Term Structure of Interest Rates Under Recursive Preferences in Continuous Time (jointly worked) (Peer-reviewed) Keita Nakayama, Akihiko Takahashi Asia-Pacific Financial Markets Vol.15,No.3-4,pp.273-305 2008.12 |
| 14. | A Theoretical Analysis of Narrow Banking Proposals (jointly worked)
Shuji Kobayakawa Monetary and Economic Studies 2000.1 |
| 15. | Extracting Market Expectations from Option Prices: Case Studies in Japanese Option Market (jointly worked)
Shigenori Shiratsuka Monetary and Economic Studies 1999.4 |
Misc.
| 1. | Macroeconomic Implications of Term Structures of Interest Rates under Stochastic Differential Utility with Non-Unitary EIS (Mathematical Economics)
Nakamura Hisashi, Nozawa Wataru, Takahashi Akihiko RIMS Kokyuroku Vol.1654,pp.100 2009.6 
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Presentations
| No. | Name of subject/Conference Name | Year | Site |
|---|---|---|---|
| 1. | A Continuous-Time Analysis of Optimal Contracts with Restructuring in an Environment with Costly Information Disclosure: Theory and Applications(10th Econometric Society World Congress) |
Holding date :
Presentation date : 2010.8.17 |
上海 |
| 2. | A Continuous-Time Analysis of Optimal Contracts with Restructuring in an Environment with Costly Information Disclosure: Theory and Applications(10th SAET CONFERENCE ON CURRENT TRENDS IN ECONOMICS) |
Holding date :
Presentation date : 2010.8.13 |
シンガポール |
| 3. | A Continuous-Time Analysis of Optimal Contracts with Restructuring in an Environment with Costly Information Disclosure: Theory and Applications(International Workshop on Mathematical Finance, Topics on Leading‐edge Numerical Procedures and Models) |
Holding date :
Presentation date : 2010.2 |
東京 |
| 4. | Macroeconomic Implications of Term Structures of Interest Rates under Stochastic Differential Utility with non-unitary IES(International Research Project on Mathematical Finance, Workshop: Mathematical Finance and Related Topics in Economics and Engineering) |
Holding date :
Presentation date : 2009.8 |
京都 |
| 5. | Macroeconomic Implications of Term Structures of Interest Rates under Stochastic Differential Utility with non-unitary IES(Fifty-Eighth Annual Meeting of the Midwest Finance Association) |
Holding date :
Presentation date : 2009.3 |
シカゴ |
| 6. | Macroeconomic Implications of Term Structures of Interest Rates under Stochastic Differential Utility with non-unitary IES(2008 Mathematical Economics Conference) |
Holding date :
Presentation date : 2008.11 |
京都 |
| 7. | Macroeconomic Implications of Term Structures of Interest Rates under Stochastic Differential Utility(Seoul-Tokyo International Conference in Mathematical Finance) |
Holding date :
Presentation date : 2008.11 |
ソウル |
| 8. | Macroeconomic Implications of Term Structures of Interest Rates under Stochastic Differential Utility with non-unitary IES(Seminar on Finance, Stochastics and Asymptotic Analysis) |
Holding date :
Presentation date : 2008.10 |
京都 |
| 9. | A Continuous-Time Analysis of Optimal Debt Contracts: Theory and Applications(Society for Economic Dynamics Annual Meeting) |
Holding date :
Presentation date : 2007.6 |
プラハ、チェコ |
| 10. | A Continuous-Time Analysis of Optimal Debt Contracts: Theory and Applications(Econometric Society, North America Summer meetings) |
Holding date :
Presentation date : 2007.5 |
ノースカロライナ、米国 |
| 11. | A Dynamic Theory of Debt Restructuring(Econometric Society, North America Summer meetings) |
Holding date :
Presentation date : 2006.5 |
ミネアポリス、米国 |
Research Projects
| No. | Research subject | Research item(Awarding organization, System name) | Year |
|---|---|---|---|
| 1. | A dynamic general equilibrium analysis of macroeconomic problems in an ultra-low interest rate environment
|
Grant-in-Aid for Scientific Research (C)
( Awarding organization: Japan Society for the Promotion of Science System name: Grants-in-Aid for Scientific Research ) |
2021.4 - 2024.3 |
| 2. | 意思決定の結果が多属性、多期間におよぶ場合の選好の特徴付けとその検証
|
基盤研究(C)
( Awarding organization: 日本学術振興会 System name: 科学研究費助成事業 ) |
2021.4 - 2024.3 |
| 3. | The development of household finance incorporated health anxiety
|
Grant-in-Aid for Scientific Research (B)
( Awarding organization: Japan Society for the Promotion of Science System name: Grants-in-Aid for Scientific Research ) |
2020.4 - 2025.3 |
| 4. | A dynamic general equilibrium analysis of negative nominal interest rates
|
Grant-in-Aid for Scientific Research (C)
( Awarding organization: Japan Society for the Promotion of Science System name: Grants-in-Aid for Scientific Research ) |
2018.4 - 2021.3 |
| 5. | Catastrophe (CAT) and risk finace
|
Grant-in-Aid for Scientific Research (B)
( Awarding organization: Japan Society for the Promotion of Science System name: Grants-in-Aid for Scientific Research ) |
2018.4 - 2021.3 |
| 6. | Restructuring Global Financial Regulation and Crisis Management in the New Phase after the Global Financial Crisis
|
Grant-in-Aid for Scientific Research (B)
( Awarding organization: Japan Society for the Promotion of Science System name: Grants-in-Aid for Scientific Research ) |
2017.4 - 2020.3 |
| 7. | 保険リンク証券の動学一般均衡分析と金融安定化効果
|
基盤研究(C)
( Awarding organization: 日本学術振興会 System name: 科学研究費助成事業 ) |
2015.4 - |
| 8. | The Global Financial Crisis and Its Effects on Currencies and Finance: Evaluation Methods Revisited
|
Grant-in-Aid for Scientific Research (B)
( Awarding organization: Japan Society for the Promotion of Science System name: Grants-in-Aid for Scientific Research ) |
2013.4 - 2016.3 |
| 9. | 非対称情報下での企業・金融機関のリスク管理の価値評価
|
基盤研究(C)
( Awarding organization: 日本学術振興会 System name: 科学研究費助成事業 ) |
2012.4 - 2015.3 |
| 10. | A Term Structure Analysis of Rare-Event Risk Premia
|
( System name: Grant-in-Aid for Scientific Research ) |
2011.3 - |
| 11. | Optimal Insurance Contracts under Informational Asymmetry
|
( System name: Grant-in-Aid for Scientific Research ) |
2010.10 - |
| 12. | Macroeconomic analysis of agency costs in financial intermediation under informational asymmetry
|
Young Scientists (B)
( Awarding organization: Japan Society for the Promotion of Science System name: Grants-in-Aid for Scientific Research ) |
2010.6 - 2012.3 |
| 13. | Macroeconomic Implications of Term Structures of Interest Rates under Stochastic Differential Utility
|
( System name: SCF System for Establishment and Support of Center's of Excellence ) |
2008.7 - 2011.3 |
| 14. | 連続時間契約理論アプローチに基づく信用リスクにおける伝染効果の理論・数値分析
|
若手研究(B)
( Awarding organization: 日本学術振興会 System name: 科学研究費助成事業 ) |
2008.6 - 2010.3 |
| 15. | 確率微分効用に基づく金利の期間構造分析
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( System name: 共同研究（国内共同研究） ) |
2008.6 - 2009.6 |
| 16. | 連続時間契約モデルを用いた信用リスクの分析
|
( Awarding organization: 米国連邦準備理事会Federal Reserve Board of Governors System name: 共同研究（国際共同研究） ) |
2008.1 - |
| 17. | 連続時間契約モデルを用いた信用リスクにおける流動性プレミアムの分析
|
若手研究(B)
( Awarding organization: 日本学術振興会 System name: 科学研究費助成事業 ) |
2006.6 - 2008.3 |
| 18. | Continuous-Time Optimal Contracts with Costly Information Disclosure
|
( System name: Grant-in-Aid for Scientific Research ) |
2005.7 - |
