Does the swap-covered interest parity still hold in long-term capital markets after the financial crisis? : evidence from cross-currency basis swaps

von Hattori, Takahiro
Veröffentlicht in International review of economics & finance (2022)

Information content and market liquidity in the fixed income market : evidence from the swaption market

von Hattori, Takahiro
Veröffentlicht in Finance research letters (2022)

Decomposing Japanese municipal bond spreads : default and liquidity premiums in times of crisis

von Hattori, Takahiro
Veröffentlicht in Journal of Asian economics (2018)

Do liquidity enhancement auctions improve the market liquidity in the JGB market?

von Hattori, Takahiro
Veröffentlicht in Economics letters (2019)

J-liquidity measure : the term structure of the liquidity premium in Japan

von Hattori, Takahiro
Veröffentlicht in Japan and the world economy (2019)

Noise as a liquidity measure : evidence from the JGB market

von Hattori, Takahiro
Veröffentlicht in Pacific-Basin finance journal (2021)

The predictive power of the implied volatility of interest rates : evidence from USD, EUR, and JPY swaption

von Hattori, Takahiro
Veröffentlicht in The journal of fixed income (2017)

Some new fatigue tests in high temperature water and liquid sodium environment

Veröffentlicht 1987

The impact of quantitative and qualitative easing on term structure : evidence from micro-level data

von Hattori, Takahiro
Veröffentlicht in Economics letters (2020)

The premium and settlement of CCPs during the financial crisis : evidence from the JGB market

von Hattori, Takahiro
Veröffentlicht in Journal of international money and finance (2023)

Empirical analysis of yield determinants in Japan's municipal bond market : does credit risk premium exist?

von Hattori, Takahiro
Veröffentlicht in Journal of international economic studies (2022)

The impact of Bank of Japan's exchange-traded fund purchases

von Hattori, Takahiro
Veröffentlicht in Journal of financial stability (2023)

An endeavor to estimate seigniorage before the end of and immediately after the Pacific War

von Hattori, Takahiro
Veröffentlicht in Journal of the Japanese and international economies (2016)

The Japan municipal bond yield curve : 2002 to the present

von Hattori, Takahiro
Veröffentlicht in International journal of economics and finance (2016)

Did the introduction of Bitcoin futures crash the Bitcoin market at the end of 2017?

von Hattori, Takahiro
Veröffentlicht in The North American journal of economics and finance (2021)

Reserves and risk : evidence from China

von Fatum, Rasmus
Veröffentlicht in Journal of international money and finance (2023)

Cu balls and Cu-core balls for 3D packaging

von Kawasaki, Hiroyoshi
Veröffentlicht in 2013 IEEE CPMT Symposium Japan (formerly VLSI Packaging Workshop of Japan) (2013)