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External Publications / Presentations

 
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Date Contents
Presentation 2017.6.30 Yoichi Ueno (Computing in Economics and Finance 2017) "Term Structure Models with Negative Interest Rates"
Presentation 2017.6.30 Ryo Kato and Tatsushi Okuda (Computing in Economics and Finance 2017) "Market Concentration and Sectoral Inflation under Imperfect Common Knowledge"
Presentation 2017.6.25 Yoichi Ueno (2017 Japanese Economic Association Spring Meeting at Ritsumeikan University) "Term Structure Models with Negative Interest Rates"
Presentation 2017.6.24 Yasushi Asako and Tatsushi Okuda (2017 Japanese Economic Association Spring Meeting at Ritsumeikan University) "Guiding the Economy Toward the Targeted Infl‡ation Rate: An Evolutionary Game Theory Approach"
Presentation 2017.6.3 Yoichi Ueno (25th Annual Conference of Nippon Finance Association at Chiba Institute of Technology) "Term Structure Models with Negative Interest Rates"
Presentation 2017.5.29 Shigenori Shiratsuka (CIGS Conference on Macroeconomic Theory and Policy 2017) "Evolution of Unconventional Monetary Policy: Japan's Experiences"
Publication 2017 Masashi Une, "Utilization and Challenges of Biometrics in the Financial Sector," New Breeze, 29(1), 2017, pp.16-18.
Presentation 2016.12.27 Kenji Suganuma and Tetsuya Yamada (Keio University Econometric Workshop) "Forward Rate Models under Negative Interest Rate Environment"
Presentation 2016.12.13 Toshiyuki Sakiyama and Tetsuya Yamada (The Quantitative Methods in Finance 2016 Conference) "Market Liquidity and Systemic Risk in Government Bond Markets: A Network Analysis and Agent-Based Model Approach"
Presentation 2016.12.13 Naoshi Tsuchida, Toshiaki Watanabe, and Toshinao Yoshiba (4th Paris Financial Management Conference) "The Intraday Market Liquidity of Japanese Government Bond Futures"
Presentation 2016.12.11 Tetsuya Adachi, Takumi Sueshige, and Toshinao Yoshiba (10th International Conference on Computational and Financial Econometrics) "Distribution Function for Cumulative Intensity of SSRJD and Its Applications to CVA of CDS"
Presentation 2016.11.29 Tetsuya Adachi, Takumi Sueshige, and Toshinao Yoshiba (FMA2016: RIMS Workshop on Financial Modeling and Analysis at Kyoto University) "Distribution Function for Cumulative Intensity of SSRJD and Its Applications to CVA of CDS"
Presentation 2016.11.27 Tatsushi Okuda and Yasushi Asako (The 18th Annual Macro Conference) "Guiding the Economy toward the Targeted Inflation Rate: An Evolutionary Game Theory Approach"
Presentation 2016.11.16 Masashi Une (SBRA2016: The Sixth Symposium on Biometrics, Recognition and Authentication at Shibaura Institute of Technology) "How to Make Use of International Standards for Security of Biometric Authentication Systems"
Presentation 2016.10.7 Toshiyuki Sakiyama and Tetsuya Yamada (2016 RiskLab/BoF/ESRB Conference on Systemic Risk Analytics) "Market Liquidity and Systemic Risk of Government Bond Markets: Network Analysis and Agent Based Model Approach"
Publication 2016 Masashi Une, "Recent Trends and Open Issues on Biometric Authentication in the Financial Sector," Journal of the ITU Association of Japan, 46(8), 2016, pp. 19-21.
Presentation 2016.7.23 Naoshi Tsuchida, Toshiaki Watanabe, and Toshinao Yoshiba (2016 International Workshop on Spatial and Temporal Modeling from Statistical, Machine Learning and Engineering Perspectives at the Institute of Statistical Mathematics) "The Intraday Market Liquidity of Japanese Government Bond Futures"
Presentation 2016.7.18 Naoshi Tsuchida, Toshiaki Watanabe, and Toshinao Yoshiba (9th World Congress of the Bachelier Finance Society) "The Intraday Liquidity Movement of the Bond Futures Market in Japan"
Presentation 2016.7.14 Keisuke Nakamura (The Joint Workshop of Special Interest Groups on Computer Security and Security Psychology and Trust) "Research Topics on Information Security from Viewpoints of Financial Institutions: Focusing on Authentication Techniques"
Presentation 2016.6.19 Toshiyuki Sakiyama and Tetsuya Yamada (2016 Japanese Economic Association Spring Meeting at Nagoya University) "Market Liquidity and Systemic Risk of Government Bond Markets: Network Analysis and Agency Based Model Approach"
Presentation 2016.6.19 Kenji Suganuma (2016 Japanese Economic Association Spring Meeting at Nagoya University) "Upstreamness in the Global Value Chain: Manufacturing and Services"
Presentation 2016.6.3 Ryoji Koike (European Macrohistory Workshop) "Bank of Japan's Monetary Policy in the 1980s: A View Perceived from Archived and Other Materials"
Presentation 2016.5.24 Ryoji Koike (Fed System Conference on Economic and Financial History) "Bank of Japan's Monetary Policy in the 1980s: A View Perceived from Archived and Other Materials"
Presentation 2016.5.24 Naoshi Tsuchida (Keio University Econometrics Workshop) "The Intraday Liquidity of the Japanese Government Bond Futures"
Presentation 2016.5.22 Kenji Suganuma and Tetsuya Yamada (24th Annual Conference of Nippon Finance Association at Yokohama National University) "Econometric Analysis of the Monthly Credit Cycle: Applications to Macroeconomy and Yield Curve in Japan"
Presentation 2016.5.22 Tetsuya Adachi, Takashi Asano, and Tatsushi Okuda (24th Annual Conference of Nippon Finance Association at Yokohama National University) "Estimating the Implied Cost of Equity Using Quasi-Maximum Likelihood Approach"
Presentation 2016.5.21 Naoshi Tsuchida, Toshiaki Watanabe, and Toshinao Yoshiba (24th Annual Conference of Nippon Finance Association at Yokohama National University) "The Intraday Liquidity of the Japanese Government Bond Futures"
Presentation 2016.5.21 Toshiyuki Sakiyama and Tetsuya Yamada (24th Annual Conference of Nippon Finance Association at Yokohama National University) "Market Liquidity and Systemic Risk of Government Bond Markets: Network Analysis and Agency Based Model Approach"
Publication 2016 Takaaki Kurebayashi, "The New BOJ-NET: Adoption of ISO 20022 and beyond," "Registration Management Group Meeting," ISO 20022 Newsletter, Spring 2016 Edition.
Publication 2016 Toshinao Yoshiba, "Market Risk Aggregation Using Copula and Its Application to Financial Practice," Journal of the Japan Statistical Society Japanese Issue, 45(2), 2015, pp. 329-352.
Publication 2016 Frank J. Fabozzi, Rosella Giacometti, and Naoshi Tsuchida, "Factor Decomposition of the Eurozone Sovereign CDS Spreads," Journal of International Money and Finance, 65, 2016, pp. 1-23.
Presentation 2015.12.12 Toshinao Yoshiba (9th International Conference on Computational and Financial Econometrics) "Empirical Comparison of Several Skew-t Copulas"
Presentation 2015.11.28 Kenji Suganuma (The 29th Annual Conference of Applied Regional Science Conference) "Recent Global Upstreamness and Analysis for Japan"
Presentation 2015.11.18 Kenji Suganuma and Tetsuya Yamada (FMA2015: RIMS Workshop on Financial Modeling and Analysis) "Econometric Analysis of the Monthly Credit Cycle: Applications to Macroeconomy and Yield Curve in Japan"
Presentation 2015.11.17 Toshinao Yoshiba (Keio University Econometrics Workshop) "Maximum Likelihood Estimation of Skew-t Copulas and its Applications to Financial Econometrics"
Publication 2015 Toshinao Yoshiba, "Maximum Likelihood Estimation of Skew-t Copulas with its Applications to Stock Returns," Research Memorandum No.1195, The Institute of Statistical Mathematics.
Presentation 2015.10.30 Kenji Suganuma (The Urban Economics Workshop 2015) "Recent Upstreamness Trend and Competitiveness in Japan"
Presentation 2015.10.29 Takenobu Seito (Forum "Math-for-Industry" 2015) "Cryptography and Financial Industry"
Presentation 2015.10.11 Yasuko Morita (2015 Japanese Economic Association Autumn Meeting at Sophia University) "The Effects of Barriers to Technology Adoption on the Japanese Prewar and Postwar Economic Growth"
Presentation 2015.10.10 Toshiyuki Sakiyama (2015 Japanese Economic Association Autumn Meeting at Sophia University) "What Determines Institutional Arrangements for Macroprudential Policy?"
Presentation 2015.10.10 Yasufumi Gemma (2015 Japanese Economic Association Autumn Meeting at Sophia University) "Money Illusion Matters for Consumption-Saving Decision-Making: An Experimental Investigation"
Publication 2015 Toshinao Yoshiba, "Risk Aggregation with Copula for Banking Industry," Applications + Practical Conceptualization + Mathematics = fruitful Innovation: Proceedings of the Forum of Mathematics for Industry 2014, 2015, pp. 247-259.
Presentation 2015.8.4 Naoshi Tsuchida (Hitotsubashi Summer Institute Workshop "Frontiers in Financial Econometrics") "The ICA-based Factor Decomposition of the Eurozone Sovereign CDS Spreads"
Presentation 2015.8.4 Miho Tanaka (XVIITH World Economic History Congress) "Long-term Interest Rate Changes in Credit/Loan Markets and Economic Development during the Tokugawa Period, the Early Seventeenth Century to the Middle of the Nineteenth Century: The Case of Choshu-domain"
Presentation 2015.6.23 Toshinao Yoshiba (International Symposium on Dependence and Copulas 2015) "Maximum Likelihood Estimation of Several Skew-t Copulas for Asset Returns"
Publication 2015 Hiroshi Fujiki and Cheng Hsiao, "Disentangling the Effects of Multiple Treatments - Measuring the Net Economic Impact of the 1995 Great Hanshin-Awaji Earthquake," Journal of Econometrics, 186, 2015, pp. 66-73.
Publication 2015 Masazumi Hattori, Kohei Shintani, and Hirofumi Uchida, "The Repository of Soft Information within Bank Organizations," Journal of Money, Credit and Banking, 47(4), 2015, pp. 737-770.
Presentation 2015.5.26 Daisuke Ikeda (CIGS Conference on Macroeconomic Theory and Policy 2015) "The Effects of Barriers to Technology Adoption on the Japanese Prewar and Postwar Economic Growth"
Presentation 2015.5.21 Daisuke Ikeda (Macroeconomics Workshop 2015: The University of Tokyo) "The Effects of Barriers to Technology Adoption on the Japanese Prewar and Postwar Economic Growth"
Presentation 2015.4.28 Daisuke Ikeda and Yasuko Morita (Macroeconomics Workshop: Keio University) "The Effects of Barriers to Technology Adoption on the Japanese Prewar"
Presentation 2015.3.27 Toshinao Yoshiba (International Workshop in Waseda University) "Skew-t Copula and Its Estimation"
Presentation 2014.12.16 Tetsuya Adachi (27th Australasian Finance & Banking Conference) "Variation of Wrong-Way Risk Management and its Impact on Security Price Changes"
Presentation 2014.12.07 Toshinao Yoshiba (8th International Conference on Computational and Financial Econometrics) "Modeling and Estimation of Stock Returns with Skew-t Copula"
Publication 2014 Arwin G. Zeissler, Daisuke Ikeda, and Andrew Metrick, "JPMorgan Chase London Whale A: Risky Business," Yale Program on Financial Stability, Case Study 2014.
Presentation 2014.11.29 Daisuke Ikeda (16th Annual Macro Conference) "Post-Crisis Slow Recovery and Monetary Policy"
Presentation 2014.11.09 Daisuke Ikeda (Midwest Macro Meeting 2014) "Post-Crisis Slow Recovery and Monetary Policy"
Publication 2014 Daisuke Ikeda and Masashi Saito, "The Effects of Demographic Changes on the Real Interest Rate in Japan," Japan and the World Economy, 32, 2014, pp. 37-48.
Presentation 2014.10.31 Toshinao Yoshiba (Forum "Math-for-Industry" 2014) "Risk Aggregation with Copula for Banking Industry"
Presentation 2014.10.18 Yasuko Morita (The Japan Society of Monetary Economics 2014 Autumn Annual Meeting) "The Bank of Japan's Loans Secured by Government Bonds in Historical Perspectives"
Presentation 2014.10.18 Yoichi Otsubo (The Japan Society of Monetary Economics 2014 Autumn Annual Meeting) "The Role of Options Market in Discovering Risk during the Subprime Crisis"
Presentation 2014.9.18 Takushi Kurozumi (Dynare Conference 2014) "Post-Crisis Slow Recovery and Monetary Policy"
Publication 2014 Lawrence Christiano and Daisuke Ikeda, "Leverage Restrictions in a Business Cycle Model," Macroeconomic and Financial Stability: Challenges for Monetary Policy, Central Bank of Chile, 2014.
Presentation 2014.8.26 Yoichi Otsubo (European Economic Association & Econometric Society 2014 Parallel Meetings) "Location Basis Differentials in Crude Oil Prices"
Publication 2014 Hiroshi Fujiki, "Institutional Designs to Alleviate Liquidity Shortages in a Two-Country Model," Japan and the World Economy, 31, 2014, pp. 32-46.
Presentation 2014.6.05 Yoshihiko Uchida (8th World Congress of the Bachelier Finance Society) "A Pricing Theory on Finite Number of Issued Securities"
Presentation 2014.3.27 Yoshihiko Uchida (International Conference on Finance and Financial Econometrics & Engineering) "A Survey of Systemic Risk Measures: Methodology and Application to the Japanese Market"
Presentation 2014.3.22 Tomoyoshi Kanbara (Japan Society of Monetary Economics Central Banking Study Group) "The Bank of Japan Archives"
Presentation 2013.12.21 Hiroshi Fujiki (RIEB Seminar Jointly supported by Monetary Economics Seminar of Kobe University) "Institutional Designs to Alleviate Liquidity Shortages in a Two-Country Model"
Publication 2013 Hiroshi Fujiki, "Policy Measures to Alleviate Foreign Currency Liquidity Shortages under Aggregate Risk with Moral Hazard," The Japanese Economic Review, 64(4), 2013, pp. 504-536.
Presentation 2013.10.29 Takushi Kurozumi (Dynare Conference 2013)
"The International Finance Multiplier in Business Cycle Fluctuations"
Presentation 2013.9.14 Hiroshi Fujiki (2013 Japanese Economic Association Autumn Meeting at Kanagawa University) "Disentangling the Effects of Multiple Treatments --Measuring the Net Economic Impact of the 1995 Hanshin-Awaji Great Earthquake"
Presentation 2013.6.23 Hiroshi Fujiki (2013 Japanese Economic Association Spring Meeting in Toyama University) "Institutional Designs to Alleviate Liquidity Shortages in a Two-Country"
Publication 2013 Naohisa Hirakata, Nao Sudo, and Kozo Ueda, "Capital Injection, Monetary Policy, and Financial Accelerators," International Journal of Central Banking, 9(2), 2013, pp. 101-145.
Publication 2013 Noriko Fujii, "The History of Japanese Copper Coins: Illustrated from the collection of the Currency Museum of the Bank of Japan," The Journal of the Oriental Society of Australia, 45, 2013, pp. 77-92.

Past External Publications / Presentations.
※Views expressed in External Publications / Presentations are those of authors / presenters and do not necessarily reflect those of the Bank of Japan or the Institute for Monetary and Economic Studies.

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