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List of Research Papers Related to Payment and Markets

Date Title
Nov. 25, 2016Trends in the Money Market in Japan -- Results of the Tokyo Money Market Survey (August 2016) -- 
Oct. 31, 2016Shortening the Settlement Cycle of JGBs to T+1 
Sep.  9, 2016Recent Trends in Cross-currency Basis 
Aug. 22, 2016Recent Trends in Foreign Exchange (FX) Margin Trading in Japan 
Aug.  1, 2016Money Market Operations in Fiscal 2015 
Jun. 17, 2016The Global Code of Conduct in the Foreign Exchange Market -- For sound development and effective functioning of the Foreign Exchange Market -- 
May  27, 2016The Laws and Economics of Payment Systems 
May  27, 2016Recent Developments in Leveraged Investment Funds 
Nov. 20, 2015Trends in the Money Market in Japan -- Results of the Tokyo Money Market Survey (August 2015) -- 
Jul. 30, 2015Money Market Operations in Fiscal 2014 
Jul. 30, 2015A new technique for estimating currency premiums 
Jul.  9, 2015What do negative inflation risk premia tell us? 
Jun.  4, 2015The natural yield curve: its concept and measurement 
May   8, 2015Liquidity in JGB Markets: An Evaluation from Transaction Data 
May   1, 2015The natural yield curve: its concept and developments in Japan 
Apr. 28, 2015Toward Further Development of the Repo Market 
Apr. 16, 2015Estimating inflation risk premia from nominal and real yield curves using a shadow-rate model 
Nov. 20, 2014Trends in the Money Market in Japan -- Results of the Tokyo Money Market Survey (August 2014) -- 
Nov.  5, 2014Innovation in Retail Payment Services in Major Economies 
Aug. 12, 2014Money Market Operations in Fiscal 2013 
Jun. 19, 2014Portfolio Rebalancing Following the Bank of Japan's Government Bond Purchases: A Fact Finding Analysis Using the Flow of Funds Accounts Statistics 
Jun. 19, 2014Portfolio Rebalancing Following the Bank of Japan's Government Bond Purchases: Empirical Analysis Using Data on Bank Loans and Investment Flows 
Apr. 11, 2014Confidence Erosion and Herding Behavior in Bond Markets: An Essay on Central Bank Communication Strategy 
Feb. 28, 2014Trends in the Money Market in Japan -- Results of the Tokyo Money Market Survey (August 2013) -- 
Nov. 29, 2013Indicators Related to Liquidity in JGB Markets 
Sep. 20, 2013On the Reliability of Japanese Inflation Expectations Using Purchasing Power Parity 
Jun. 19, 2013Money Market Operations in Fiscal 2012 
May  15, 2013Trends in and Challenges for the Money Market in Japan -- Results of the Tokyo Money Market Survey (August 2012) -- 
May   8, 2013Estimating Term Premia at the Zero Bound: An Analysis of Japanese, US, and UK Yields 
May   2, 2013Identifying Conventional and Unconventional Monetary Policy Shocks: A Latent Threshold Approach 
Feb. 25, 2013The Effects of Settlement Methods on Liquidity Needs: Empirical Study based on Funds Transfer Data 
Dec. 28, 2012Application of a Search Model to Appropriate Designing of Reference Rates: Actual Transactions and Expert Judgment 
Dec. 21, 2012Recent Developments in Electronic Money in Japan (2012) 
Nov.  2, 2012Identification of Structural Shocks under the Zero Lower Bound on Nominal Interest Rates 
Sep.  6, 2012Determinants of Long-term Yields: A Panel Data Analysis of Major Countries and Decomposition of Yields of Japan and the US 
Jun. 11, 2012Money Market Operations in Fiscal 2011 
Apr.  3, 2012Recent Developments in U.S. Dollar Funding Costs through FX Swaps 
Mar.  2, 2012Changes in the Relationship between Currencies and Commodities 
Oct. 27, 2011Responses to the Great East Japan Earthquake by Payment and Settlement Systems and Financial Institutions in Japan 
Sep.  9, 2011How much Asymmetry is there in Bond Returns and Exchange Rates? 
Aug. 10, 2011A Global Game Analysis of Emergent Liquidity Provision and the Role of Creditors' Aggregate Behavior as Signaling 
Aug. 10, 2011Asian Financial Linkage: Macro-Finance Dissonances 
May  31, 2011Money Market Operations in Fiscal 2010 
May  27, 2011A Positive Theory of Fixed-Rate Funds-Supplying Operations in an Accommodative Financial Environment 
Apr. 21, 2011Review for Further Establishing Japan's Fails Practice -- Revisions in Market Practice Based on the Final Report of JSDA's Working Group on Fails -- 
Jan. 17, 2011Capital Inflows to Emerging Countries and Their Reflux to the United States 
Jul. 30, 2010Money Market Operations in Fiscal 2009 
Aug. 31, 2009Money Market Operations in Fiscal 2008 
Aug. 24, 2009Developments in Electronic Money in Japan during Fiscal 2008 
Jul. 31, 2009BOJ-NET Funds Transfers after the Implementation of Phase 1 of the Next-Generation RTGS Project 
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