Graduate School of Business Administration,Department of Business Administration
KUMAMOTO Masao
  • Curriculum Vitae
  • Research Results
  • Educational and Social Activities

日本語

Paper

1.Hedge and safe haven status of Bitcoin: copula-DCC approach(jointly worked)
Economics Bulletin Vol.41,No.1,pp.125-136 2021 Academic journal
ISSN 1545-2921
2.Stock market reactions to COVID-19 and containment policies: A panel VAR approach(jointly worked)
Economics Bulletin Vol.40,No.4,pp.3296-3305 2020 Academic journal
ISSN 1545-2921
3.Government Bond Market Integration in ASEAN Countries(jointly worked)
Asian Economic and Financial Review Vol.10,No.3,pp.289-312 2020 Academic journal
ISSN 2222-6737
4.Integration and Market Discipline of ASEAN Government Bond Markets(jointly worked)
Working Paper Series Vol.G-1,No.22 2019 Other
5.Threshold Effects of Population Aging on Stock Prices(jointly worked)
Economics Bulletin Vol.38,No.4,pp.2313-2319 2018 Academic journal
6.Bank Lending Channel in Transmission of Monetary Policy in Japan, 2000-2012: The Sign Restrictions VAR Approach(jointly worked)
Applied Economics and Finance Vol.4,No.2,pp.87-100 2017 Academic journal
7.Bank Lending Channel in Transmission of Monetary Policy in Japan, 2000-2012: Bayesian Estimation Analysis(jointly worked)
Applied Economics and Finance Vol.3,No.1,pp.23-37 2015 Academic journal
8.Does Currency Substitution Affect Exchange Rate Volatility?(jointly worked)
International Journal of Economics and Financial Issues Vol.4,No.4,pp.698-704 2014 Academic journal
9.Currency Substitution and Monetary Policy under the Incomplete Financial Market(jointly worked)
Japanese Journal of Monetary and Financial Economics Vol.2,No.2,pp.16-45 2014 Academic journal
10.A Panel Time Series Approach to Currency Substitution(jointly worked)
Economics and Finance Review Vol.3,pp.1-12 2014 Academic journal
11.Inflation Differentials and the Differences of Monetary Policy Effects among Euro Area Countries(jointly worked)
L. Lacina, P. Rozmahel and A. Rusek (eds.) Economics and Monetary Policy: 10 Years of Success?, Aleš Čenék Publishing pp.205-238 2009 Book
ISBN 978-80-7380-226-4
12.Inflation Differentials and the Differences of Monetary Policy Effects among Euro Area Countries(jointly worked)
TCER Working Paper Series Vol.E9 2008 Other

Translation

1.Macro Trading and Investment Science(Translation)
pp.55-104 2001
ISBN 4-916106-52-0

Other

1.Comment Paper to ‘Lessons Learned, Lessons Not Learned and the Lessons to be Learned: From Asian Crisis to the European Crisis
sahoko Kaji and Eiji Ogawa (eds.) Who Will Provide the Next Financial Model? pp.103-106 2013 Book
ISBN 978-4-431-54281-0

Oral Presentation

NOName of subject/Conference NameYearSite
1.Inflation Differentials among Euro Area Countries: The Role of Non-tradable Goods(Workshops on Macroeconomic, Finance and Public Economics)
2008.12Bonn Graduate School of Economics
2.Inflation Differentials and the Differences of Monetary Policy Effects among Euro Area Countries(International Conference, Economic and Monetary Union: 10 Years of Success?)
2008.11Mendel University, Brno, Czech Republic
3.Financial Integration of Money Markets in Euro Area Countries(EU Economy” of EUIJ Tokyo Consortium)
2007.09
4.Term Structure of Money Markets in the Euro Area Countries(The International Symposium of Joint Research Study Group “EU Econmy”)
2007.09Pompeu Fabra Univesrity, Barcelona, Spain
5.Financial Integration of Money Markets in Euro Area Countries (The Second International Workshop of Joint Research Study Group)
2006.09

Scientific Research Funds Results

NOResearch subjectResearch itemYear
1.
Scientific Research (B)2015-2017
2.
Scientific Research (A)2006-2008

Past Joint Research and Commissioned Research

NOResearch subjectStyleYearOutline
1.Myanmar-Japan Cooperation Programme for Structural Adjustment of the Myanmar EconomyInternational joint research2000-2001
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