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- HATTORI Masazumi
- Graduate School of Business Administration,Department of International Corporate Strategy
- HATTORI Masazumi
- Curriculum Vitae
- Research Work
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) 
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| 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)
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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 
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| 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
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| 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
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| 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
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| 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 |
Presentations
| No. | Name of subject/Conference Name | Year | Site |
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| 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 |
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| 2. | Taylor Rule Yield Curve(Macroeconomics Research Workshop, Waseda University, Tokyo, Japan) |
Holding date :
Presentation date : 2020.10 |
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| 3. | Taylor Rule Yield Curve(2020 Japanese Economic Association Autumn Meeting) |
Holding date :
Presentation date : 2020.10 |
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| 4. | Taylor Rule Yield Curve(Monetary Economics Workshop (MEW)) |
Holding date :
2020.8 Presentation date : 2020.8 |
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| 5. | Taylor Rule Yield Curve(European Economic Association Annual Congress 2020) |
Holding date :
2020.8 Presentation date : 2020.8 |
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| 6. | Taylor Rule Yield Curve(Nippon Finance Association the 28th Congress) |
Holding date :
Presentation date : 2020.6 |
Research Projects
| No. | Research subject | Research item(Awarding organization, System name) | Year |
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| 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
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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. | 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
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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 |
| 3. | Empirical analysis of real effects of corporate's cash holdings in Japan using an economic crisis as "natural experiment"
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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 |
| 4. | Research on a new method to evaluate monetary policy stance using information on the shape of the yield curve
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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
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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
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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 |
