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List of Research Papers Related to Payment and Markets

List of Research Papers
Date Title
May  27, 2011 A Positive Theory of Fixed-Rate Funds-Supplying Operations in an Accommodative Financial Environment 
Apr. 21, 2011 Review 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, 2011 Capital Inflows to Emerging Countries and Their Reflux to the United States 
Jul. 30, 2010 Money Market Operations in Fiscal 2009 
Aug. 31, 2009 Money Market Operations in Fiscal 2008 
Aug. 24, 2009 Developments in Electronic Money in Japan during Fiscal 2008 
Jul. 31, 2009 BOJ-NET Funds Transfers after the Implementation of Phase 1 of the Next-Generation RTGS Project 
Mar. 27, 2009 Central Bank Responses to the Money Market Turmoil Stemming from Subprime Woes: Review of the Initial Phase from August 2007 until July 2008 
Oct.  1, 2008 Recent Developments in Electronic Money in Japan 
Sep. 18, 2008 Recent Trends in Japanese Foreign-Exchange Margin Trading 
Aug. 29, 2008 Money Market Operations in Fiscal 2007 
Nov.  7, 2007 Monitoring Commodity Markets - From the Perspective of Understanding Global Financial Market Trends 
Aug.  1, 2007 Payment Flows for Settlement of Foreign Exchange Trades: Japan's Experience since 2002 
Jul. 27, 2007 Survey on Yen-OIS Market in May 2007 
Mar. 23, 2007 Arbitrage Activities between Offshore and Domestic Yen Money Markets since the End of the Quantitative Easing Policy 
Dec. 29, 2006 Funding Levels for the New Accounts in the BOJ-NET 
Dec.  4, 2006 Changes in Hedge Fund Investment Behavior and the Impact on Financial Markets - Position Concentration, Expanded Scope, and Market Liquidity Risk - 
Nov. 10, 2006 BOJ-NET Funds Transfers after the End of the Quantitative Monetary Easing Policy 
Oct. 25, 2006 Japan's Next-Generation RTGS 
Aug. 31, 2006 Money Market Operations in Fiscal 2005 
Jun. 13, 2006 Recent Developments in Hedge Funds 
Mar.  2, 2006 The reforms in the Japanese government securities market 
Mar.  2, 2006 The reforms in the Japanese government securities market 
Aug. 19, 2005 Money Market Operations in Fiscal 2004 
Aug. 31, 2004 Money Market Operations in Fiscal 2003 
Jul. 27, 2004 Negative Interest Rates under the Quantitative Monetary Easing Policy in Japan: The Mechanism of Negative Yen Funding Costs in the FX Swap Market  
Apr.  6, 2004 Fractal Network derived from banking transaction --An analysis of network structures formed by financial institutions-- 
Jan. 29, 2004 Liquidity in JGB markets -Analysis on the Intraday Bid-Ask Spreads- 
Sep. 24, 2003 Money Market Operations in FY2002 
Jul. 30, 2003 Extracting Market Expectations on the Duration of the Zero Interest Rate Policy from Japan's Bond Prices 
Feb. 20, 2003 The Bank of Japan's Eligible Collateral Framework and Recently Accepted Collateral 
Jul.  4, 2002 Money Market Operations in FY2001 
Apr. 19, 2002 The Japanese Repo Market: Theory and Evidence 
Jan. 16, 2002 Changes in Japan's Financial Structure since the Later Half of the 1990s: the Supply of Risk Capital and Major Market Reforms 
Nov.  1, 2001 Real-Time Gross Settlement (RTGS) in Japan: An Evaluation of the First Six Months 
Sep. 28, 2001 Money Market Operations in FY2000 
Jul. 23, 2001 The Structure of and Recent Developments in the Short-term Yen Money Markets: Arbitrage relationship between the uncollateralized call market, the Euroyen market and the dollar/yen swap market  
Jul.  3, 2001 Increasing Use of Electronic Trading Systems and Its Implications onJapanese Financial Markets 
Apr. 19, 2001 Market Participants' Behavior and Pricing Mechanisms in the JGB Markets --Analysis of Market Developments from the End of 1998 to 1999-- 
Apr.  4, 2001 Pricing of Japanese Government Bonds: Influence of Futures Prices, Repo Rates, and Supply-Demand Conditions of Specific Issues 
Mar.  2, 2001 Bank of Japan EMEAP High-Level Workshop on Development of Information Technology and Central Banking (October 2-3, 2000): Opening Remarks 
Jul. 18, 2000 Predicting the US Real GDP Growth Using Yield Spreads of Corporate Bonds 
Apr. 21, 2000 The reforms in the Japanese government securities market 
Aug. 27, 1999 Three Japan Premiums in Autumn 1997 and Autumn 1998 --Why did premiums differ between markets?-- 
Jul. 28, 1998 A Case for Reforming the JGB Market 
Jul. 14, 1998 The Yield Spread as a Predictor of Japanese Recessions