Tokyo
Japan
University of Tokyo - Graduate School of Public Policy
SSRN RANKINGS
in Total Papers Downloads
in Total Papers Citations
Cryptocurrency, Bitcoin, Futures, Arbitrage, Intraday Data
large-scale asset purchases (LSAP), quantitative easing (QE), central banking, JGB, bond-price support, high-frequency data, swap spread
Liquidity, Commonality of liquidity, Bank of Japan, JGB, Limits to Arbitrage
Yield curve, Quantitative easing, Central banking, Market segmentation, Yield curve control
term structure, financial crisis, central clearing, counterparty risk
cryptocurrency, Bitcoin, futures, intraday data, vector autoregressive model
large-scale asset purchases (LSAP), quantitative easing (QE), central banking, exchange-traded funds (ETF), unconventional monetary policy
Cryptocurrency, Bitcoin, realized volatility, volatility modeling
Quantitative and Qualitative Easing (QQE), Central banking, Yield Curve Control (YCC), Fixed-rate purchase operations, High-frequency data
municipal bonds, public finance, default risk, liquidity premium
Discriminatory Auction; Uniform Auction; Markup; When-Issued Markets; Japanese Government Bond
Budget Deficit, Japanese Government Bond, Interest Rate, Fiscal News, COVID-19
International Reserves, Special Drawing Rights, IMF, Sudden Stop, COVID-19
International reserves, Special Drawing Rights, IMF, Sudden stop, COVID-19.
Liquidity, Japanese Government Bond, Liquidity Enhancement Auction
large-scale asset purchases (LSAP), quantitative easing (QE), central banking, real estate investment trust, unconventional monetary policy
Bond Liquidity, Liquidity Risk, Term Structure of the Liquidity Premium
Cryptocurrency, Bitcoin, Realized volatility, Volatility modeling, High frequency data
Preferred Habitat, Market Segmentation, Quantitative Easing, Term Structure of Interest Rate, Zero Lower Bound
Japanese Government Bond, Interest Rate, Japanese History
Heterogeneous Firms, Incomplete Information, Irreversible Investment, Heterogeneous Beliefs, Misallocation, Investment Volatility
equity public offerings, large-scale asset purchases (LSAP), quantitative easing (QE), central banking, real estate investment trust, unconventional monetary policy
Current account, Income account, International investment position, Exchange Rates, Japan
Futures option, Standardization, Japanese Government Bond, Liquidity
population growth, employment protection and firing cost, firm-level distortions