Masazumi Hattori

Economics, Econometrics and Finance · Social Sciences

9h-index366citations40works0.02yr avg
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Research Topics

Banking stability, regulation, efficiency(20), Monetary Policy and Economic Impact(14), Market Dynamics and Volatility(11), Global Financial Crisis and Policies(7), Corporate Finance and Governance(4)

Publications40 total

Taylor Rule Deviations Across Horizons: A Practical Tool for Monetary Policy
Journal of money credit and banking·2025Open Access
Domestic and international effects of economic policy uncertainty on corporate investment and strategic cash holdings: Evidence from Japan
Journal of the Japanese and International Economies·2023· 22 cited
Domestic and International Effects of Economic Policy Uncertainty on Corporate Investment and Strategic Cash Holdings: Evidence from Japan
SSRN Electronic Journal·2022· 3 citedOpen Access
Cross-stock market spillovers through variance risk premiums and equity flows
Journal of International Money and Finance·2021· 1 citedOpen Access
Taylor Rule Yield Curve
RePEc: Research Papers in Economics·2021
Effects of Economic Policy Uncertainty on Corporate Investment and Strategic Cash Holdings: Evidence from Japan
RePEc: Research Papers in Economics·2021
The Impact of Regime Change on the Influence of the Central Bank’s Inflation Forecasts: Evidence From Japan’s Shift to Inflation Targeting
SSRN Electronic Journal·2020· 3 citedOpen Access
Comments on 'The Pass-Through from Shorthorizon to Long-Horizon Inflation Expectations'
SSRN Electronic Journal·2020Open Access
Volatility Contagion across the Equity Markets of Developed and Emerging Market Economies
Oxford University Press eBooks·2019· 2 cited
The evolution of inflation expectations in Japan
Journal of the Japanese and International Economies·2017· 19 cited
The Evolution of Inflation Expectations in Japan
RePEc: Research Papers in Economics·2017Open Access
The Effects of a Central Bank's Inflation Forecasts on Private Sector Forecasts: Recent Evidence from Japan
RePEc: Research Papers in Economics·2016· 1 citedOpen Access
The Response of Tail Risk Perceptions to Unconventional Monetary Policy
American Economic Journal Macroeconomics·2016· 9 cited
Replication data for: The Response of Tail Risk Perceptions to Unconventional Monetary Policy
ICPSR Data Holdings·2016Open Access
Volatility Contagion Across the Equity Markets of Developed and Emerging Market Economies
SSRN Electronic Journal·2016· 2 citedOpen Access
The Repository of Soft Information within Bank Organizations
Journal of money credit and banking·2015· 21 cited
The Role of Debt Securities Markets
SSRN Electronic Journal·2015Open Access
The Response of Tail Risk Perceptions to Unconventional Monetary Policy
SSRN Electronic Journal·2015· 93 citedOpen Access
The Repository of Soft Information within Bank Organizations
SSRN Electronic Journal·2015Open Access
Évolution récente de l'intermédiation du crédit au niveau mondial et risques potentiels
2014
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Frequent Co-authors

Hyun Song Shin(9), 日本銀行金融研究所(5), Branimir Gruić(5), Andreas Schrimpf(4), Vladyslav Sushko(4), Ryosuke Fujitani(3), Yukihiro Yasuda(3), Ilhyock Shim(3), 亘 高橋(2), Kohei Shintani(2), Hirofumi Uchida(2), James Yetman(2), 和彦 大橋(2), Steven Kong(2), Frank Packer(2), Toshitaka Sekine(2), Yoshi Sugihara(2), Tomohide Mineyama(2), Jouchi Nakajima(2), Yuko Suda(1)