Koji Takahashi

Bank for International Settlements (BIS)

Centralbahnplatz 2

Basel, Basel-Stadt 4002

Switzerland

SCHOLARLY PAPERS

16

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1,784

SSRN CITATIONS
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Top 37,041

in Total Papers Citations

23

CROSSREF CITATIONS

5

Scholarly Papers (16)

1.

Identifying Quantitative and Qualitative Monetary Policy Shocks

Forthcoming in International Journal of Central Banking
Number of pages: 60 Posted: 28 Apr 2017 Last Revised: 08 May 2023
Independent Economist, Kobe University - Research Institute for Economics & Business Administration and Bank for International Settlements (BIS)
Downloads 384 (153,120)

Abstract:

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quantitative easing; qualitative easing; conventional monetary policy; vector autoregressive model; anticipated shock

2.

Risk-Taking Channel of Unconventional Monetary Policies in Bank Lending

Number of pages: 63 Posted: 01 Oct 2017 Last Revised: 09 Sep 2021
Independent Economist, Kobe University - Research Institute for Economics & Business Administration and Bank for International Settlements (BIS)
Downloads 197 (300,507)
Citation 4

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unconventional monetary policy; quantitative and qualitative monetary easing; matched lender-borrower data; risk-taking channel; news shock

3.

Credit Allocation and Real Effects of Negative Interest Rates: New Micro-Evidence from Japan

Number of pages: 29 Posted: 19 Apr 2021
Kiyotaka Nakashima and Koji Takahashi
Independent Economist and Bank for International Settlements (BIS)
Downloads 157 (366,953)
Citation 1

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negative interest rates, credit supply and allocation effects, loan-level data, bank risk taking, reversal interest rate, profitability channel

4.

The Time Has Come for Banks to Say Goodbye: New Evidence on Bank Roles and Duration Effects in Relationship Terminations

Journal of Banking and Finance, 115, 105813
Number of pages: 52 Posted: 08 Jan 2016 Last Revised: 01 Feb 2021
Kiyotaka Nakashima and Koji Takahashi
Independent Economist and Bank for International Settlements (BIS)
Downloads 157 (366,953)
Citation 5

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matched lender-borrower data, bank-firm relationship, capital crunch, evergreening, flight to quality, duration effect, long-term contract

5.

Bank Loan Supply Shocks and the Real Economy: The Case of Japan

Number of pages: 36 Posted: 29 Jun 2015 Last Revised: 02 Oct 2017
Koji Takahashi
Bank for International Settlements (BIS)
Downloads 155 (370,891)

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Bank Loan Supply Shocks, Zero Lower Bound, Tankan, Sign Restriction

6.

Counteracting Large-Scale Asset Purchase Program: The Bank of Japan's ETF Purchases and Securities Lending

Number of pages: 23 Posted: 23 Nov 2021
Kou Maeda, Junnosuke Shino and Koji Takahashi
Tokio Marine & Nichido Fire Insurance Co., Ltd, Waseda University and Bank for International Settlements (BIS)
Downloads 120 (453,386)

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Large-scale asset purchase (LSAP), ETF purchase program, Stock lending, Bank of Japan

7.

The Real Effects of Bank-Driven Termination of Relationships: Evidence from Loan-Level Matched Data

Journal of Financial Stability, Vol. 39, pp. 46-65.
Number of pages: 58 Posted: 19 Jun 2015 Last Revised: 12 Oct 2018
Kiyotaka Nakashima and Koji Takahashi
Independent Economist and Bank for International Settlements (BIS)
Downloads 111 (480,663)
Citation 14

Abstract:

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matched lender-borrower data, relationship termination, switching of relationships, establishment of new relationships.

The Emergence of a Parallel World: The Misperception Problem for Bank Balance Sheet Risk and Lending Behavior

Number of pages: 47 Posted: 09 Dec 2018 Last Revised: 08 May 2021
Kiyotaka Nakashima and Koji Takahashi
Independent Economist and Bank for International Settlements (BIS)
Downloads 73 (635,500)
Citation 1

Abstract:

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bank capital structure; capital crunch; forbearance lending; loan-level data; bank asset risk; bank risk taking

The Emergence of a Parallel World: The Misperception Problem for Bank Balance Sheet Risk and Lending Behavior

Number of pages: 47 Posted: 23 May 2022
Koji Takahashi and Kiyotaka Nakashima
Bank for International Settlements (BIS) and Independent Economist
Downloads 33 (899,498)

Abstract:

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bank capital structure, capital crunch, forbearance lending, loan-leveldata, bank asset risk, bank risk taking

9.

The Announcement Effects of a Change in the Bank of Japan's ETF Purchase Program: An Event Study

Number of pages: 10 Posted: 18 Apr 2022
Mitsuru Katagiri, Junnosuke Shino and Koji Takahashi
Hosei University - Faculty of Business Administration, Waseda University and Bank for International Settlements (BIS)
Downloads 94 (539,340)
Citation 1

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ETF purchase program, Bank of Japan, Event study, Announcement effects, Intraday stock returns

10.

Corporate Debt and Unconventional Monetary Policy: The Risk-taking Channel with Bond and Loan Contracts

Number of pages: 31 Posted: 06 Apr 2021
Sumiko Takaoka and Koji Takahashi
Seikei University - Faculty of Economics and Bank for International Settlements (BIS)
Downloads 80 (594,764)
Citation 1

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Corporate bonds, Syndicated loans, Unconventional monetary policy

11.

Do Term Premiums Matter? Transmission Via Exchange Rate Dynamics

Number of pages: 44 Posted: 10 Jun 2019
Mitsuru Katagiri and Koji Takahashi
Bank of Japan and Bank for International Settlements (BIS)
Downloads 54 (724,569)
Citation 1

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Exchange Rate; Term Premium; Uncovered Interest Rate Parity

12.

Franchise Value Matters: The Drivers of Bank Risk Taking in the Post-Basel III Era

Number of pages: 36 Posted: 09 Jun 2023
Bank of Japan, Bank of Japan, Bank for International Settlements (BIS) and Bank of Japan
Downloads 52 (736,648)

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risk-taking channel, bank competition, credit allocation, low interest rate

13.

R&D and Innovation: Evidence from Patent Data

Number of pages: 37 Posted: 17 Mar 2021
Koji Takahashi and Yusuke Oh
Bank for International Settlements (BIS) and Bank of Japan
Downloads 48 (762,092)

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productivity, patent data, innovation, R&D

14.

The Interaction Effect in a Nonlinear Specification of Bank Lending: A Replication and Reexamination of the Peek and Rosengren (2005) Results on 'Unnatural Selection'

Number of pages: 19 Posted: 19 Mar 2020
Hitoshi Inoue, Kiyotaka Nakashima and Koji Takahashi
affiliation not provided to SSRN, Independent Economist and Bank for International Settlements (BIS)
Downloads 36 (849,396)

Abstract:

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interaction effect, nonlinear specification, probit model, forbearance lending

15.

Nowcasting Economic Activity with Mobility Data

Number of pages: 23 Posted: 31 Mar 2023
Kohei Matsumura, Yusuke Oh, Tomohiro Sugo and Koji Takahashi
Bank of Japan, Bank of Japan, Bank of Japan and Bank for International Settlements (BIS)
Downloads 33 (874,544)

Abstract:

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mobility data, nowcasting, clustering

16.

To Lend or Not to Lend: The Bank of Japan's ETF Purchase Program and Securities Lending

Posted: 29 Jul 2023 Last Revised: 30 Jul 2023
Mitsuru Katagiri, Junnosuke Shino and Koji Takahashi
Hosei University - Faculty of Business Administration, Waseda University - School of International Liberal Studies (SILS) and Bank for International Settlements (BIS)
Downloads 0 (1,231,041)

Abstract:

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Large-scale asset purchase (LSAP), ETF purchase program, stock lending market, Bank of Japan