Masayasu Kanno

Nihon University

Professor

5-2-1, Kinuta

Setagaya

Tokyo, 1578570

Japan

SCHOLARLY PAPERS

6

DOWNLOADS

366

SSRN CITATIONS

1

CROSSREF CITATIONS

2

Scholarly Papers (6)

1.

Risk Contagion of COVID–19 in Japanese Firms: A Network Approach

Number of pages: 29 Posted: 13 May 2020 Last Revised: 21 Jan 2021
Masayasu Kanno
Nihon University
Downloads 155 (227,348)
Citation 5

Abstract:

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COVID–19; risk contagion; susceptible-infected-recovered-dead (SIRD) model; correlation-based network; stock market; net cash

2.

Credit Risk Assessment in Real Estate Investment Trusts: A Perspective on Blockholding and Lending Networks

Number of pages: 39 Posted: 28 Mar 2019 Last Revised: 23 Jun 2019
Masayasu Kanno
Nihon University
Downloads 54 (443,594)

Abstract:

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REIT; investment corporation; credit risk; double default; centrality measure

3.

Sovereign Default Risk Valuation Using CDS Spreads: Evidence from the COVID-19 Crisis

Number of pages: 23 Posted: 26 Jan 2021 Last Revised: 01 Feb 2021
Masayasu Kanno
Nihon University
Downloads 51 (454,871)

Abstract:

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COVID-19; Sovereign credit default swap (CDS); Default probability; Correlation-based network. Fiscal policy

4.

Credit Rating Migration Risk and Interconnectedness in a Corporate Lending Network

Number of pages: 35 Posted: 02 May 2018 Last Revised: 21 May 2018
Masayasu Kanno
Nihon University
Downloads 43 (488,067)

Abstract:

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credit rating migration risk; corporate lending; interconnectedness; centrality measure; credit value at risk and expected shortfall

5.

Assessing the Impact of COVID-19 on Major Industries in Japan: A Dynamic Conditional Correlation Approach

Number of pages: 24 Posted: 22 Jan 2021
Masayasu Kanno
Nihon University
Downloads 32 (540,718)

Abstract:

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COVID-19; Composite stock index; Sector and regional analysis; Dynamic conditional correlation (DCC); Multivariate GARCH

6.
Downloads 31 (546,020)

Abstract:

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COVID-19; composite stock index; sector and regional analysis; complex network theory