Research keywords (1):
Banking & finance, Cooperative game theory
Research theme for competitive and other funds (7):
2024 - 2025 Applying interpretable machine learning models to financial data: Development of a new methodology using cooperative game theory and empirical analyses
Mitsuru Katagiri, Junnosuke Shino, Koji Takahashi. Bank of Japan’s ETF purchase program and equity risk premium: A CAPM interpretation. Journal of Financial Markets. 2025. 100961-100961
Kazuhiro Hiraki, Shinichi Ishihara, Junnosuke Shino. Alternative Methods to SHAP Derived from Properties of Kernels: A Note on Theoretical Analysis. 2024 IEEE International Conference on Big Data (BigData). 2024. 1321-1326
Shinichi Ishihara, Junnosuke Shino. An Axiomatization of the Shapley Mapping Using Strong Monotonicity in Interval Games. Annals of Operations Research. 2024
Mitsuru Katagiri, Junnosuke Shino, Koji Takahashi. To lend or not to lend: the Bank of Japan's ETF purchase program and securities lending. BIS Working Papers. 2023. No 1113
Shinichi Ishihara, Junnosuke Shino. Some Properties of Interval Shapley Values: An Axiomatic Analysis. Games. 2023. 14. 3. 50-50
Mitsuru KatagiriJunnosuke, ShinoKoji Takahashi. Identifying the security lending channel in a central bank’s asset purchase program: a case of Bank of Japan’s ETF purchases. SUERF Policy Brief. 2023. 691
Koji Takahashi, Junnosuke Shino. Boosting the Green Transition: Greenhouse gas emissions and bank lending. SUERF Policy Brief. 2023. 597
SHINO Junnosuke. Recent Discussions on the Rules of JBG Redemptions and Yield Curve Control. 2023. 809
Books (1):
Environmental Technology Innovation and ESG Investment
Springer 2024 ISBN:9789819997688
Lectures and oral presentations (37):
日本ファイナンス学会
(第6回秋季研究大会 2024)
日本銀行金融研究所ファイナンスワークショップ
(気候ファイナンス研究の進展 2024)
Japan Society of Monetary Economics
(2023 Fall Meeting 2023)
Econometric Society
(2023 European Summer Meeting 2023)
2007 - 2011 The State University of New Jersey, Rutgers Department of Economics
2001 - 2003 Tokyo Institute of Technology Graduate school of Decision Science and Technology
1997 - 2001 Waseda University School of Political Science and Economics
Professional career (1):
Ph.D. in Economics
Work history (4):
2020/04 - Waseda University School of International Liberal Studies Associate Professor
2018/04 - 2020/03 Waseda University School of International Liberal Studies Assistant Professor
2016/04 - 2018/03 Waseda University School of Political Science and Economics Part-time Lecturer
2003/04 - 2018/03 Bank of Japan Research and Statistics Department, Monetary Affairs Department, Financial Market Department, Financial System and Bank Examination Department Director, Senior Economist
Committee career (2):
2024/07 - 現在 Japan Securities Dealers Association JSDA Capital Market Forum
2022/06 - 現在 Ministry of Finance, Japan 国の債務管理に関する研究会
Awards (2):
2022/07 - Nippon Finance Association Research Encouragement Paper for Young Scholars
2010 - Sidney I. Simon Prize for Outstanding Second Year Research Paper
Association Membership(s) (5):
Econometric Society
, The Operations Research Society of Japan
, Nippon Finance Association
, Japanese Economic Association
, Japan Society of Monetary Economics