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List of Research Papers Related to Payment and Markets

List of Research Papers
Date Title
Jul. 14, 2017 Market Operations in Fiscal 2016 
Jul.  6, 2017 FX Global Code -- Formulation of a Single Global Code of Conduct for the Foreign Exchange Market and Initiatives to Promote Widespread Adherence -- 
Jun. 19, 2017 Recent Trends in OTC Derivatives Markets --Highlights Observed through OTC Derivatives Statistics--  
Mar. 29, 2017 Enhancements to the BIS International Banking Statistics and Highlights of the Results of the Statistics in Japan 
Mar. 15, 2017 Scope of Re-hypothecation Regulation (Report of Workshops (3)) 
Mar. 10, 2017 Banking Business and Fund Transfer Transactions: Scope of Bank Regulation (Report of Workshops (2)) 
Nov. 25, 2016 Trends in the Money Market in Japan -- Results of the Tokyo Money Market Survey (August 2016) -- 
Oct. 31, 2016 Shortening the Settlement Cycle of JGBs to T+1 
Sep.  9, 2016 Recent Trends in Cross-currency Basis 
Aug. 22, 2016 Recent Trends in Foreign Exchange (FX) Margin Trading in Japan 
Aug.  1, 2016 Money Market Operations in Fiscal 2015 
Jun. 17, 2016 The Global Code of Conduct in the Foreign Exchange Market -- For sound development and effective functioning of the Foreign Exchange Market -- 
May  27, 2016 The Laws and Economics of Payment Systems 
May  27, 2016 Recent Developments in Leveraged Investment Funds 
Nov. 20, 2015 Trends in the Money Market in Japan -- Results of the Tokyo Money Market Survey (August 2015) -- 
Jul. 30, 2015 Money Market Operations in Fiscal 2014 
Jul. 30, 2015 A new technique for estimating currency premiums 
Jul.  9, 2015 What do negative inflation risk premia tell us? 
Jun.  4, 2015 The natural yield curve: its concept and measurement 
May   8, 2015 Liquidity in JGB Markets: An Evaluation from Transaction Data 
May   1, 2015 The natural yield curve: its concept and developments in Japan 
Apr. 28, 2015 Toward Further Development of the Repo Market 
Apr. 16, 2015 Estimating inflation risk premia from nominal and real yield curves using a shadow-rate model 
Nov. 20, 2014 Trends in the Money Market in Japan -- Results of the Tokyo Money Market Survey (August 2014) -- 
Nov.  5, 2014 Innovation in Retail Payment Services in Major Economies 
Aug. 12, 2014 Money Market Operations in Fiscal 2013 
Jun. 19, 2014 Portfolio Rebalancing Following the Bank of Japan's Government Bond Purchases: A Fact Finding Analysis Using the Flow of Funds Accounts Statistics 
Jun. 19, 2014 Portfolio Rebalancing Following the Bank of Japan's Government Bond Purchases: Empirical Analysis Using Data on Bank Loans and Investment Flows 
Apr. 11, 2014 Confidence Erosion and Herding Behavior in Bond Markets: An Essay on Central Bank Communication Strategy 
Feb. 28, 2014 Trends in the Money Market in Japan -- Results of the Tokyo Money Market Survey (August 2013) -- 
Nov. 29, 2013 Indicators Related to Liquidity in JGB Markets 
Sep. 20, 2013 On the Reliability of Japanese Inflation Expectations Using Purchasing Power Parity 
Jun. 19, 2013 Money Market Operations in Fiscal 2012 
May  15, 2013 Trends in and Challenges for the Money Market in Japan -- Results of the Tokyo Money Market Survey (August 2012) -- 
May   8, 2013 Estimating Term Premia at the Zero Bound: An Analysis of Japanese, US, and UK Yields 
May   2, 2013 Identifying Conventional and Unconventional Monetary Policy Shocks: A Latent Threshold Approach 
Feb. 25, 2013 The Effects of Settlement Methods on Liquidity Needs: Empirical Study based on Funds Transfer Data 
Dec. 28, 2012 Application of a Search Model to Appropriate Designing of Reference Rates: Actual Transactions and Expert Judgment 
Dec. 21, 2012 Recent Developments in Electronic Money in Japan (2012) 
Nov.  2, 2012 Identification of Structural Shocks under the Zero Lower Bound on Nominal Interest Rates 
Sep.  6, 2012 Determinants of Long-term Yields: A Panel Data Analysis of Major Countries and Decomposition of Yields of Japan and the US 
Jun. 11, 2012 Money Market Operations in Fiscal 2011 
Apr.  3, 2012 Recent Developments in U.S. Dollar Funding Costs through FX Swaps 
Mar.  2, 2012 Changes in the Relationship between Currencies and Commodities 
Oct. 27, 2011 Responses to the Great East Japan Earthquake by Payment and Settlement Systems and Financial Institutions in Japan 
Sep.  9, 2011 How much Asymmetry is there in Bond Returns and Exchange Rates? 
Aug. 10, 2011 A Global Game Analysis of Emergent Liquidity Provision and the Role of Creditors' Aggregate Behavior as Signaling 
Aug. 10, 2011 Asian Financial Linkage: Macro-Finance Dissonances 
May  31, 2011 Money Market Operations in Fiscal 2010 
May  27, 2011 A Positive Theory of Fixed-Rate Funds-Supplying Operations in an Accommodative Financial Environment