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List of Research Papers Related to Payment and Markets

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List of Research Papers
Date Title
Oct. 25, 2006 Japan's Next-Generation RTGS 
Aug. 31, 2006 Money Market Operations in Fiscal 2005 
June 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 
July 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- 
Sept. 24, 2003 Money Market Operations in FY2002 
July 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 
July  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 
Sept. 28, 2001 Money Market Operations in FY2000 
July 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 
July  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 
July 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?-- 
July 28, 1998 A Case for Reforming the JGB Market 
July 14, 1998 The Yield Spread as a Predictor of Japanese Recessions