Masazumi Hattori, Ilhyock Shim, Yoshihiko Sugihara. Cross-stock market spillovers through variance risk premiums and equity flows. Journal of International Money and Finance. 2021. 119. 102480-102480
Masazumi Hattori, Steven Kong, Frank Packer, Toshitaka Sekine. The Impact of Regime Change on the Influence of the Central Bank's Inflation Forecasts: Evidence from Japan’s Shift to Inflation Targeting. International Journal of Central Banking. 2021. October Issue. 257-290
Ryosuke Fujitani, Masazumi Hattori, Yukihiro Yasuda. Effects of Economic Policy Uncertainty on Corporate Investment and Strategic Cash Holdings: Evidence from Japan. RIETI Discussion Paper Series 21-E-069. 2021
Masazumi Hattori, Tomohide Mineyama, Jouchi Nakajima. Taylor rule yield curve. TCER Working Paper E-156, TCER (Tokyo Center for Economic Research). 2021
Masazumi Hattori, James Yetman. The evolution of inflation expectations in Japan. Journal of the Japanese and International Economies. 2017. 46. 53-68