発表論文(査読付)
- UCHIDA, H., (with G.F. Udell, and N. Yamori), November 2008, "How do Japanese Banks Discipline Small and Medium-Sized Borrowers? An Investigation of the Deployment of Lending Technologies," International Finance Review, Vol. 9, (Institutional Approach to Global Corporate Governance).
- UCHIDA, H., (with G.F. Udell, and W. Watanabe), June 2008, "Bank Size and Lending Relationships in Japan," Journal of the Japanese and International Economies, vol. 22, pp 242-267, 2008.
- 内田浩史(小倉義明と共著)「金融機関の経営統合とソフトな情報の毀損」『経済研究』, Vol. 59, pp. 153-163, 2008.
- OHTA K., (with H. Kobayashi), October 2008, ``Multimarket contact in continuous-time games," Economics Letters, Vol. 101, No. 1, pp. 4-5.
- MAGHREBI, N., (with Holmes, M. J.), October 2008, "Is there a connection between monetary unification and real economic integration? Evidence from regime-switching stationarity tests", Journal of International Money and Finance, Vol. 27, pp. 958-970.
- UCHIDA, H. and R. Nakagawa, "Herd Behavior in the Japanese Loan Market: Evidence from Bank Panel Data," Journal of Financial Intermediation, vol. 16 (4), pp. 555-583, 2007.
- KITANO, S., 2007, "Capital Controls, Public Debt and Currency Crises" Journal of Economics, Vol. 90, No.2, pp.117-142.
- MAGHREBI, N., 2007, "The Bank of Japan Monetary Policy Meetings and the Behaviour of the Nikkei225 Implied Volatility Index", Osaka Economic Papers, Vol. 5, No. 4, pp. 84-99.
- MAGHREBI, N., (with Nishina, K. and Kim, MS.), June 2007, "The Nikkei225 Implied Volatility Index and the Behavior of Volatility Expectations in the Japanese Stock Market", Proceedings of the 15th Annual Meeting of the Nippon Finance Association, pp. 218-227, Keio University, June 16-17, 2007, Tokyo, JAPAN.
- MAGHREBI, N., (with Kim, MS. and Nishina, K.), April 2007, "The KOSPI200 Implied Volatility Index: Evidence of Regime Shifts in Expected Volatility", Asia Pacific Journal of Financial Studies, Vol. 36, No. 2, pp. 163-187.
- MAGHREBI, N., March 2007, "An Introduction to the Nikkei225 Implied Volatility Index", The Wakayama Economic Review, No. 336, pp. 35-55.
- MAGHREBI, N., (with HOLMES, M. J.), October 2006, "Are international real interest rate linkages characterized by asymmetric adjustments?" Journal of International Financial Markets, Institutions & Money, Vol. 16, No. 4, pp. 384-396.
- MAGHREBI, N., (with HOLMES, M. J. and PENTECOST E.), June 2006, "Are there Asymmetries in the Relationship between Foreign Exchange Fluctuations and Stock Market Volatility in Pacific Basin Countries?" Review of Pacific Basin Financial Markets and Policies, Vol. 9, No. 2, pp. 229-256.
- UCHIDA, H., (with H. Fujiki), 2005, "Optimal Inflation Target under Uncertainty," Japan and the World Economy, Vol. 17, 4, pp. 470-479, 2005.
- KITANO, S., 2005, "The Government's Foreign Debt in the Argentine Crisis", Review of Development Economics, Vol. 9, No. 3, pp. 368-379.
- MAGHREBI, N., (with M. J. Holmes), 2005, "The Dynamics of Volatility Transmission in Real Interest Rates: How Integrated are the G7 Economies?" European Review of Economics and Finance, Vol. 4, No. 2, pp. 43-64.
- UCHIDA, H. and Y. Tsutsui, "Has competition in the Japanese banking sector improved?" Journal of Banking and Finance, Vol.29 (2), pp.419-439, 2005.
- Fujiki, H., H. Osano, and H. UCHIDA, "Optimal contracts for central bankers and public debt policy," Japanese Economic Review, Vol.55 (4), pp.372-400, 2004.
- MAGHREBI, N., (with HOLMES, M. J.), 2004, "Asian Real Interest Rates, Non-Linear Dynamics and International Parity," International Review of Economics and Finance, Vol. 13, No. 3, pp. 387-405.
国際会議(査読付)
- OKABE, M., (with S. Urata), June 2008, "The Impacts of Free Trade Agreements on Commodity Trade: An Application of the Gravity Model Approach", Western Economic Association International 83rd Annual Conference, June 30, 2008, Honolulu, USA.
- MAGHREBI, N., (with Nishina K. and Kim, MS.), June 2008, "Market Expectations of Economic Uncertainty around the Bank of Korea Monetary Policy Meetings", International Conference of Asia-Pacific Association of Derivatives, June 26-27, 2008, Pusan, KOREA.
- UCHIDA, H., (with G.F. Udell, and W. Watanabe), "Are Trade Creditors Relationship Lenders?" Financial Management Association (European Conference), 2007年5月 (IESE Business School, Barcelona).
- UCHIDA, H., (with Y. Ogura) "Bank Consolidation and Soft Information Acquisition in Small Business Lending," a paper presented at the Conference on Mergers and Acquisitions of Financial Institutions, hosted by the Federal Deposit Insurance Corporation (FDIC), the Federal Reserve Bank of Chicago and the Journal of Financial Services Research (JFSR).
- MAGHREBI, N., (with Nishina, K. and Kim, MS.), June 2007, "The Nikkei225 Implied Volatility Index and the Behavior of Volatility Expectations in the Japanese Stock Market", 15th Annual Meeting of the Nippon Finance Association, Keio University, June 16-17, 2007, Tokyo, JAPAN.
- UCHIDA, H., (with UDELL, G.F. and WATANABE, K.), "Bank Size and Lending Relationships in Japan" NBER-CEPR-TCER 20th Annual TRIO Conference 2006年12月 (一橋大学).
- MAGHREBI, N., (with KIM, MS. and NISHINA, K.), "The KOSPI200 Implied Volatility Index: Evidence of Regime Shifts in Expected Volatility" The First International Conference on Asia-Pacific Financial Markets, Dec. 8-9, 2006, Seoul, KOREA.
- MAGHREBI, N., (with Nishina, K.), 2005, "The International Linkage between Implied Volatility Indices and the Dynamics of Return Correlation," Proceedings of the Asian Finance Association Conference July 11-13, 2005, Kuala Lumpur, Malaysia.
- HOLMES, M. J., (with MAGHREBI, N.) "The Dynamics of Volatility Transmission in Real Interest Rates: How Integrated are the G7 Economies?" New Zealand Econometric Study Group, 14th NZESG Meeting, University of Canterbury, NEW ZEALAND, 11-12 March 2005.
- MAGHREBI, N., (with HOLMES, M. J. and Pentecost M.), "Are there Asymmetries in the Relationship between Foreign Exchange Fluctuations and Stock Market Volatility in Pacific Basin Countries?" The 12th Annual Conference on Pacific Basin Finance, Economics, Accounting and Business, "Roads toward Sustainable Asian Economic Prosperity", 10-11 August 2004, BANGKOK, THAILAND.
学会?研究会活動
- OKABE, M., September 2008, "直接投資を通じた技術移転とIPR保護の効果", Workshop on Spill-over and Cycle Effects in Regional Integration, Sep. 26, 2008, Tokyo, JAPAN.
- UCHIDA, H., (with Y. Ogura), 2008年5月, "Bank Consolidation and Soft Information Acquisition in Small Business Lending," 日本経済学会(東北大学)2008年5月31日.
- OHTA, K., "Optimal Sharing Rules in Repeated Partnerships", Keio University Economic Society Seminar, November 4, 2008, Keio University, Tokyo, JAPAN.
- MAGHREBI, N., January 2009, "Estimation of Japanese equity risk with the model-free Nikkei225 implied volatility index", Applied Statistics Workshop, University of Tokyo, January 23, 2009, Tokyo, JAPAN.
- MAGHREBI, N., September 2008, "Measuring Economic Uncertainty with the Model-Free Nikkei225 Implied Volatility Index", The 20th Anniversary of the Equity Index Futures Symposium of the Nikkei225 Futures in Osaka, Organized by Osaka Securities Exchange, Osaka University and Nikkei Newspaper Digital Media, September 2, 2008, Osaka, JAPAN.
- MAGHREBI, N., February 2009, "Global Financial Crises and Financial Market Volatility", BK21 Seminar Series, College of Business Administration, Pusan National University, Feb. 20, 2009, Pusan, KOREA.
- Nakagawa, R. and H. UCHIDA, "Herd Behavior by Japanese Banks after the Financial Deregulation in the 1980s," Kansai University and Wakayama University, Working Paper Series No.257, Columbia Business School Center on Japanese Economy and Business, 2007.
- UCHIDA, H. (with H. Fujiki), "Fiscal Decentralization, Debt Management and Inflation Target," mimeo. the Bank of Japan and Wakayama University, 2007.
- UCHIDA, H., (with G.F. Udell, and N. Yamori), "SME Financing and the Deployment of Lending Technology," mimeo. Wakayama University, Indiana University, and Nagoya University, 2007.
- 内田浩史「リレーションシップバンキングの経済学」筒井義郎?植村修一編著『リレーションシップバンキングと地域金融』第1章, 日本経済新聞社, 2007.
- MAGHREBI, N., (with Nishina, K. and Kim, MS.), December 1, 2007, "The Stochastic Behaviour of the Nikkei225 Implied Volatility Index", Center for the Study of Finance and Insurance, SCFI Workshop 2007, Osaka University, December 1-2, 2007, Osaka, JAPAN.
- UCHIDA, H., (with G.F. Udell, and W. Watanabe) "Bank Size and Lending Relationships in Japan," paper presented at the 20th Annual NBER-CEPR-TCER TRIO Conference on Organizational Innovation and Firm Performance (December 15, 2006, Hitotsubashi University), 2006.
- UCHIDA, H., (with Fujiki, H.), "Fiscal Decentralization, Debt Management and Inflation Target," mimeo., the Bank of Japan and Wakayama University, 2006.
- UCHIDA, H., (with G.F. Udell, and N. Yamori) "Loan Officers and Relationship Lending" RIETI Discussion Paper 06-E-031, the Research Institute of Economy, Trade, and Industry, 2006.
- UCHIDA, H., "Empirical Determinants of Bargaining Power" RIETI Discussion Paper 06-E-030, the Research Institute of Economy, Trade, and Industry, 2006.
- UCHIDA, H., (with G.F. Udell, and N. Yamori) "SME Financing and the Choice of Lending Technology" RIETI Discussion Paper 06-E-025, the Research Institute of Economy, Trade, and Industry, 2006.
- UCHIDA, H., (with G.F. Udell, and W. Watanabe) "Are Trade Creditors Relationship Lenders?" RIETI Discussion Paper 06-E-026, the Research Institute of Economy, Trade, and Industry, 2006.
- 内田浩史(筒井義郎?佐竹光彦との共著)「都市銀行における効率性仮説」経済産業ジャーナル(独立行政法人経済産業研究所), 2006/02, 2006.
- 内田浩史「市場型間接金融と金融機関の機能」池尾和人?財務省財務総合政策研究所編著『市場型間接金融の経済分析』第3章,日本評論社, 2006.(財務省財務総合政策研究所『資金循環における市場型間接金融の役割に関する研究会』報告論文)
- 北野重人 "Nominal Debt and Inflation Stabilization" 神戸大学金融研究会 2006年12月9日
- MAGHREBI, N., (with KIM, MS. and NISHINA, K.), "The KOSPI200 Implied Volatility Index and the Dynamics of Volatility Expectations in the Korean Stock Market" Brain Korea 21 Seminar Series, College of Business, Pusan National University, February 22, 2007, Pusan, KOREA.
- MAGHREBI, N., "Islamic Finance", Faculty of Economics Winter Seminars, December 14, 2006, Wakayama University, JAPAN.
- MAGHREBI, N., 2006, "New Perspectives on the Implications of Globalization for Civil Society and Human Civilization," Seminar Series on Globalization and Civil Society, International Institute for Advanced Studies, November 17-18, 2006.
- 筒井義郎?佐竹光彦?内田浩史, 2006,「都市銀行における効率性仮説:再訪」mimeo, 大阪大学?龍谷大学?和歌山大学.
- 筒井義郎?佐竹光彦?内田浩史, 2005,「都市銀行における効率性仮説」mimeo, 大阪大学?龍谷大学?和歌山大学.
- UCHIDA, H., (with M. Kano, G.F. Udell, and W. Watanabe), 2006, "Information Verifiability, Bank Organization, Bank Competition and Bank-Borrower Relationships," The Research Institute of Economy, Trade, and Industry (RIETI), Discussion Paper 06-E-003.
- MAGHREBI, N., (with Nishina, K. and MS. Kim), 2006,"Stock Market Volatility and the Forecasting Accuracy of Implied Volatility Indices", Discussion Papers in Economics and Business 06-09, Graduate School of Economics and Osaka School of International Public Policy, Osaka University.
- 北野 重人, 2005,『FTPL通貨危機モデルにおける資本規制』, 神戸大学, MME in Kobe, 2005年9月.
- KITANO, S., "Capital Controls, Public Debt and Exchange Rate Crises: Do Capital Controls Delay Crises?" 日本経済学会, 京都産業大学2005年6月, 2005.
- KIM, MS. and MAGHREBI, N., " KOSPI Stock Index Options Data Analysis", 2005年1月20?21日
その他の活動
- UCHIDA, H., (with Nakagawa, R.), "Herd Behavior in the Japanese Loan Market: Evidence from Semi-Macro Data," March 2008, Kansai University Review of Economics, vol. 10, pp. 25-49.
- MAGHREBI, N., February 2009, "Perspectives on Financial Crises and Economic Globalization", Seminar Series on Globalization and Civil Society, International Institute for Advanced Studies, Feb. 13-14, 2009, Kyoto, JAPAN.
- UCHIDA, H. (with Y. Ogura), "Bank Consolidation and Soft Information Acquisition in Small Business Lending" 日本金融学会2007年9月(同志社大学)
- UCHIDA, H. (with G.F. Udell and N. Yamori), "Loan Officers and Relationship Lending" 日本経済学会2006年10月(大阪市立大学)
- UCHIDA, H. (with G.F. Udell and N. Yamori), "SME Financing and the Choice of Lending Technology" 日本金融学会2006年9月(小樽商科大学)
- UCHIDA, H. (with M. Kano, G.F. Udell, and W. Watanabe), "Information Verifiability, Bank Organization, Bank Competition and Bank-Borrower Relationships" 日本経済学会2006年6月(福島大学)
- MAGHREBI, N. (with Nishina, K. and Holmes, M.J.), July 2006, "Are Volatility Expectations Characterized by Regime Shifts? Evidence from Implied Volatility Indices", Discussion Papers in Economics and Business No. 06-20, Graduate School of Economics and Osaka School of International Public Policy, OSAKA University, JAPAN.
- 2005年12月から2006年3月の期間、"Stock Market Volatility and the Forecasting Accuracy of Implied Volatility Indexes"について電子メール等でNishina, KimとMaghrebiがディスカッションを行った.
- 2005年10月から2006年2月の期間、"The Dynamics of Volatility Transmission in Real Interest Rates: How Integrated are the G7 Economies?"について電子メール等で HolmesとMaghrebiがディスカッションを行った.
- 2004年4月から2004年8月,および2005年1月から2005年3月の期間、Nonlinearities in the Adjustment Mechanism towards Real Interest Parityについて電子メールで HOLMESと MAGHREBIがディスカッションを行った.