Graduate School of Business Administration
HATTORI Masazumi
  • Curriculum Vitae
  • Research Results
  • Educational and Social Activities

日本語

Paper

1.The Evolution of Inflation Expectations in Japan(jointly worked)
Journal of the Japanese and International Economies Vol.46,pp.53-68 2017 Academic journal
ISSN 0889-1583doi
2.The Response of Tail Risk Perceptions to Unconventional Monetary Policy(jointly worked)
The American Economic Journal: Macroeconomics Vol.8,No.2,pp.111-136 2016 Academic journal
ISSN 1945-7707doiLink
3.The Role of Debt Securities Markets(jointly worked)
BIS Papers Vol.83,pp.41-64 2015 Academic journal
Link
4.The Repository of Soft Information within Bank Organizations(jointly worked)
Journal of Money, Credit and Banking Vol.47,No.4,pp.737-770 2015 Academic journal
ISSN 1538-4616doiLink
5.Yen Carry Trade and the Subprime Crisis(jointly worked)
IMF Staff Papers Vol.56,No.2,pp.384-409 2009 Academic journal
6.The Broad Yen Carry Trade(jointly worked)
in Globalization and Systemic Risk, Douglas D Evanoff, David S Hoelscher, and George G Kaufman (eds.), World Scientific Studies in International Economics Vol. 6, World Scientific Publishing Co. pp.169-189 2009 Book
ISBN 978-981-283-337-2
7.Developments in a Cross-Border Bank Exposure "Network"(jointly worked)
in Research on Global Financial Stability: the Use of BIS International Financial Statistics, CGFS Publications No. 29 pp.16-31 2007 Book
Link
8.Analysis of Credit Spread in Japan's Corporate Bond Market(jointly worked)
The Changing Shape of Fixed Income Markets: A Collection of Studies by Central Bank Economists, BIS Papers No 5 pp.113-146 2001 Academic journal
Link
9.An Investigation into Bank Behaviour, Credit and Business Cycles
Thesis for Doctor of Philosophy in Economics submitted to Oxford University 1999 Other
10.Collateral Evaluation Value in a Specialized Economy
Thesis for Master of Philosophy in Economics submitted to Oxford University 1997 Other

Other

1.Cross-stock market spillovers through variance risk premiums and equity flows(jointly worked)
BIS Working Papers, No 702 2018 Academic journal
Link
2.Cross-stock market spillovers through variance risk premiums and equity flows(jointly worked)
Center for Intergenerational Study, Institute of Economic Research, Hitotsubashi University Discussion Paper No 667 2018 Other
HERMES-IR
3.The evolution of inflation expectations in Japan(jointly worked)
BIS Working Papers No 647 2017 Other
Link
4.The evolution of inflation expectations in Japan(jointly worked)
Center for Intergenerational Study, Institute of Economic Research, Hitotsubashi University Discussion Paper No.662 2017 Other
Link
5.The effects of a central bank's inflation forecasts on private sector forecasts: Recent evidence from Japan(jointly worked)
BIS Working Papers, No 585 2016 Other
Link
6.The effects of a central bank's inflation forecasts on private sector forecasts: Recent evidence from Japan(jointly worked)
Bank of Japan Working Paper, No.16-E-11, 2016 2016 Other
Link
7.Volatility Contagion across the Equity Markets of Developed and Emerging Market Economies(jointly worked)
ADBI Working Paper Series No. 590 2016 Other
Link
8.Recent changes in global credit intermediation and potential risks(jointly worked)
BIS Quarterly Review Vol.September issue,pp.17-18 2014 Other
9.Market-making and proprietary trading: industry trends, drivers and policy implications
CGFS Papers No 52, Committee on the Global Financial System, Bank for International Settlements 2014 Other
10.Markets under the spell of monetary easing(jointly worked)
BIS Quarterly Review Vol.June issue,pp.1-11 2013 Other
Link
11.Tail-risk perceptions around unconventional monetary policy announcements(jointly worked)
BIS Quarterly Review Vol.March issue,pp.4-5 2013 Other
Link
12.Markets grow confident on continued support(jointly worked)
BIS Quarterly Review Vol.March issue,pp.1-13 2013 Other
Link
13.Policy measures and reduced short-term risks buoyed markets(jointly worked)
BIS Quarterly Review Vol.December issue,pp.1-10 2012 Other
Link
14.International debt securities issuance in the second quarter of 2012
BIS Quarterly Review Vol.September issue,pp.18 2012 Other
Link
15.Authority and Soft Information Production within a Bank Organization(jointly worked)
IMES Discussion Paper Series, No. 2012-E-7 2012 Other
Link
16.Detrimental Effects of Retention Regulation: Incentives for Loan Screening in Securitization under Asymmetric Information(jointly worked)
IMES Discussion Paper Series, No. 2011-E-17 2011 Other
Link
17.The Challenges Confronting the Banking System Reform in China: An Analysis in Light of Japan's Experience of Financial Liberalization(jointly worked)
IMES Discussion Paper Series, No. 2011-E-6 2011 Other
Link
18.Incentives to Issue Low-Quality Securitized Products in the OTD Business Model(jointly worked)
IMES Discussion Paper Series, No. 2009-E-26 2009 Other
Link
19.A Financial System Perspective on Japan's Experience in the Late 1980s(jointly worked)
IMES Discussion Paper Series, No. 2009-E-19 2009 Other
Link
20.A Contemporary Aspect of Japanese Commercial Banking: Expansion of Fee-Based Business and Its Impact on Management Stability(jointly worked)
Bank of Japan Working Paper Series No.07-E-9 2007 Other
Link
21.A Theory of Sovereign Debt Roll-over Crisis
Financial Markets Group Discussion Paper No.488 2004 Other
Link

Oral Presentation

NOName of subject/Conference NameYearSite
1.The Evolution of Inflation Expectations in Japan(Monetary Economics Seminar of Kobe University, Kobe University)
2017.11Kobe University, Kobe, Japan
2.The Evolution of Inflation Expectations in Japan(Japan Economic Association Spring Meeting)
2017.06Ritsumeikan University, Shiga Prefecture, Japan
3.The Evolution of Inflation Expectations in Japan(Toukeikenkyukai)
2017.04Research Institute of Capital Formation, Development Bank of Japan, Tokyo, Japan
4.The evolution of inflation expectations in Japan
2016.07Gakushuin University
5.Cross-stock market spillovers through variance risk premiums and equity flows(Workshop on Global Uncertainty, Macroeconomic Shocks and Growth in Asia)
2015.12Asian Development Bank Institute
6.Comments on “Real Exchange Rate Dynamics and Demographic Structure in Korea (Cheolbeom Park)”(Japan-Korea joint workshop on population aging)
2015.09Hitotsubashi University
7.The effects of a central bank’s inflation forecasts on private sector forecasts: What difference does a regime make?(International conference on ‘Macroeconomic Policy and Price Measurement Issues in a Low Inflation Environment’)
2015.08Bank of Korea
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