Hattori Masazumi

ハットリマサズミ | Hattori Masazumi

Affiliation and department：
Job title： Professor

Research field (1)： Money and finance

Research theme for competitive and other funds (6)：

2023 - 2026 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
2021 - 2024 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
2021 - 2024 Empirical analysis of real effects of corporate's cash holdings in Japan using an economic crisis as "natural experiment"
2018 - 2022 Research on a new method to evaluate monetary policy stance using information on the shape of the yield curve
2017 - 2019 Estimation of shadow policy rate in Japan and its effectiveness to explain failure of the covered interest rate parity

Show all

Papers (8)：

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

ｍore...

Books (3)：

Macroeconomic Shocks and Unconventional Monetary Policy: Impacts on Emerging Markets
Oxford University Press 2019 ISBN:9780198838104
Risk and Liquidity
2015 ISBN:9784492444122
Globalization and Systemic Risk
World Scientific 2009 ISBN:9789812833372

Lectures and oral presentations (6)：

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) 2021)
Taylor Rule Yield Curve
(Macroeconomics Research Workshop, Waseda University, Tokyo, Japan 2020)
Taylor Rule Yield Curve
(2020 Japanese Economic Association Autumn Meeting 2020)
Taylor Rule Yield Curve
(Monetary Economics Workshop (MEW) 2020)
Taylor Rule Yield Curve
(European Economic Association Annual Congress 2020 2020)

ｍore...

Education (3)：

Professional career (3)：

Work history (8)：

2020/07 - 現在 Hitotsubashi University School of International Corporate Strategy, Hitotsubashi University Business School Professor
2020/07 - 2020/09 Nihon University College of Economics Visiting Lecturer
2019/04 - 2020/06 Nihon University College of Economics Professor
2018/08 - 2019/03 Hitotsubashi University Graduate School of Business Administration Department of Business Administration Adjunct Professor
2015/08 - 2018/07 Hitotsubashi University Institute of Economic Research Center for Intergenerational Studies Professor

Show all

※ Researcher’s information displayed in J-GLOBAL is based on the information registered in researchmap. For details, see here.

Return to Previous Page