Graduate School of Business Administration,Department of International Corporate Strategy
HATTORI Masazumi

Books and Other Publications

1. Macroeconomic Shocks and Unconventional Monetary Policy: Impacts on Emerging Markets
吉野, 直行, Chantapacdepong, Pornpinun, Helble, Matthias
Oxford University Press 2019 (ISBN : 9780198838104)
Link
2. Risk and Liquidity
Masazumi Hattori, Kazuhiko Ohashi (Joint translator)
東洋経済新報社 2015.1 (ISBN : 9784492444122)
3. Globalization and Systemic Risk
Evanoff, Douglas Darrell, Hoelscher, David S., Kaufman, George G.
World Scientific 2009 (ISBN : 9789812833372)
Link

Papers

1. Cross-stock market spillovers through variance risk premiums and equity flows (Peer-reviewed)
Masazumi Hattori, Ilhyock Shim, Yoshihiko Sugihara
Journal of International Money and Finance Vol.119,pp.102480 2021.12
doi
2. The Impact of Regime Change on the Influence of the Central Bank's Inflation Forecasts: Evidence from Japan’s Shift to Inflation Targeting (Peer-reviewed)
Masazumi Hattori, Steven Kong, Frank Packer, Toshitaka Sekine
International Journal of Central Banking Vol.October Issue,pp.257-290 2021.10
3. Effects of Economic Policy Uncertainty on Corporate Investment and Strategic Cash Holdings: Evidence from Japan
Ryosuke Fujitani, Masazumi Hattori, Yukihiro Yasuda
RIETI Discussion Paper Series 21-E-069 2021.8
4. Taylor rule yield curve
Masazumi Hattori, Tomohide Mineyama, Jouchi Nakajima
TCER Working Paper E-156, TCER (Tokyo Center for Economic Research) 2021.1
5. The evolution of inflation expectations in Japan (Peer-reviewed)
Masazumi Hattori, James Yetman
Journal of the Japanese and International Economies Vol.46,pp.53-68 2017.12
doi
6. The Response of Tail Risk Perceptions to Unconventional Monetary Policy (Peer-reviewed)
Masazumi Hattori, Andreas Schrimpf, Vladyslav Sushko
American Economic Journal: Macroeconomics Vol.8,No.2,pp.111-136 2016.4
doi Link
7. The Repository of Soft Information within Bank Organizations (Peer-reviewed)
MASAZUMI HATTORI, KOHEI SHINTANI, HIROFUMI UCHIDA
Journal of Money, Credit and Banking Vol.47,No.4,pp.737-770 2015.6
doi Link
8. Yen Carry Trade and the Subprime Crisis (Peer-reviewed)
Masazumi Hattori, Hyun Song Shin
IMF Staff Papers Vol.56,No.2,pp.384-409 2009

▼display all

Presentations

No. Name of subject/Conference Name Year Site
1. Effects of Economic Policy Uncertainty on Corporate Investment and Strategic Cash Holdings: Evidence from Japan(Regular Research Meeting, Institute of Economic Research, Hitotsubashi Univiersity (2021))
Holding date : 2021
Presentation date : 2021
2. Taylor Rule Yield Curve(Macroeconomics Research Workshop, Waseda University, Tokyo, Japan)
Holding date :
Presentation date : 2020.10
3. Taylor Rule Yield Curve(2020 Japanese Economic Association Autumn Meeting)
Holding date :
Presentation date : 2020.10
4. Taylor Rule Yield Curve(Monetary Economics Workshop (MEW))
Holding date : 2020.8
Presentation date : 2020.8
5. Taylor Rule Yield Curve(European Economic Association Annual Congress 2020)
Holding date : 2020.8
Presentation date : 2020.8
6. Taylor Rule Yield Curve(Nippon Finance Association the 28th Congress)
Holding date :
Presentation date : 2020.6

▼display all

Research Projects

No. Research subject Research item(Awarding organization, System name) Year
1. 新日銀法下における金融政策の四半世紀総括と次世代への展望
基盤研究(A)
( Awarding organization: 日本学術振興会 System name: 科学研究費助成事業 )
2023.4 - 2026.3
2. Empirical analysis of real effects of corporate's cash holdings in Japan using an economic crisis as "natural experiment"
Grant-in-Aid for Scientific Research (B)
( Awarding organization: Japan Society for the Promotion of Science System name: Grants-in-Aid for Scientific Research Grant-in-Aid for Scientific Research (B) )
2021.4 - 2024.3
3. 日本企業の財務特性に関する実証研究:「ガバナンス改革」と既得権益の相克の観点から
基盤研究(A)
( Awarding organization: 日本学術振興会 System name: 科学研究費助成事業 )
2021.4 - 2024.3
4. Research on a new method to evaluate monetary policy stance using information on the shape of the yield curve
Grant-in-Aid for Scientific Research (C)
( Awarding organization: Japan Society for the Promotion of Science System name: Grants-in-Aid for Scientific Research Grant-in-Aid for Scientific Research (C) )
2018.4 - 2022.3
5. Estimation of shadow policy rate in Japan and its effectiveness to explain failure of the covered interest rate parity
Economics
( Awarding organization: 公益財団法人 野村財団 System name: 公益財団法人 野村財団 研究助成金 )
2017.4 - 2019.3
6. Estimation of shadow policy rate in Japan and its effectiveness to explain failure of the covered interest rate parity
Economics
( Awarding organization: 公益社団法人 日本経済研究センター研究 System name: 公益社団法人 日本経済研究センター研究 奨励金 )
2017.4 - 2019.3

▼display all