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Research

Papers in English including working papers


"Is the Distance to Default a Good Measure in Predicting Bank Failures? A case Study of Japanese Major Banks", (with Takatoshi Ito and Shuhei Takahashi ), Japan and the World Economy, 2013, vol. 27.


"Japan in the Global Financial Crisis", (with Takeo Hoshi,Kaoru Hosono,Satoshi Koibuchi and Masaya Sakuragawa ), 2011 in “WORLD IN CRISIS: Insights from Six Shadow Financial Regulatory Committees From Around The World,”FIC Press, Wharton Financial Institutions Center


"Mega-Mergers' Economic Reasons and Performances: Lessons from Japan", 2011


"Did Mergers Help Japanese Mega-Banks Avoid Failure? Analysis of the Distance to Default of Banks", (with Takatoshi Ito), Journal of the Japanese and International Economies, 2011, vol. 25.


"Ownership concentration, agency conflicts, and dividend policy in Japan", (with Pascal Nguyen), Managerial Finance. 2011, Vol.37 .


"Is the Distance to Default a Good Measure in Predicting Bank Failures? Case Studies", (with Takatoshi Ito and Shuhei Takahashi), NBER Working Paper Series No.16182, 2010.


"Effects of the Bank of Japan's Intervention on Yen/Dollar Exchange Rate Volatility", (with Toshiaki Watanabe), Journal of the Japanese and International Economies. 20(1), 2006


"Japan Premium and Stock Prices: Two Mirrors of Japanese Banking Crises", (with Takatoshi Ito), International Journal of Finance & Economics. 10(3), 2005.


"Dividend signaling in Context: Evidence from Japan", (with Pascal Nguyen), Pacific-Basin Finance Journal. 13/5, 2005.


"Measuring the Efficiency of Banks: Successful mergers in the Korean Banking Sector", Working Paper CNAEC Research Series 05-03, 2005 Korea Institute for International Economic Policy .


"Did Efficiency Improve? Megamergers in Japanese Banking Sector", Working Paper CNAEC Research Series 05-02, 2005 Korea Institute for International Economic Policy.


"Market Evaluations of Banking Fragility in Japan: Japan Premium, Stock Prices and Credit Derivatives",(with Takatoshi Ito), NBER Working Paper No.9589, 2005


"Credit Derivatives Premium as a New Japan Premium",(with Takatoshi Ito), Journal of Money, Credit and Banking, 36(5), 2004


"News Effects on High Frequency Yen/Dollar Exchange Rate and its Volatility Behavior", (with Toshiaki Watanabe), mimeograph, 2009.


"Does Industrial Organization Explain the Dividend Policy of Japanese Firms?", (with Pascal Nguyen), mimeograph.

Chapters in book (in English)

"WORLD IN CRISIS:In sights from Six Shadow Financial Regulatory Committees From Around The World", (with many coauthors), FIC Press, Wharton Financial Institutions Center, 2012.


"Concentration de l’actionnariat et politique de dividendes des entreprises japonaises", (with Pascal Nguyen), Les territoires dans la mondialisation, 2010.


"Bank Fragility in Japan: 1995-2003", (with Takatoshi Ito), in "Japan's Great Stagnation: Financial and Monetary Policy Lessons for Advanced Economies", edited by Michael Hutchison and Frank Westermann, the MIT Press Inc. 2006.


"Macroeconomic Implications of the New Basel Accord for Japan: Strengthened Soundness by the New Accord", Adapting the New Basel Accord: Impact and Policy Responses of Asia-Pacific Developing Countries, Hyeon-Wook Kim and HyunSong Shin, the KDI, 2006.


"The Impact of Basel II on Japanese Banks", (with Adrian van Rixtel and Ioana Alexopoulou), in The New Basel Capital Accord edited by Benton E. Gup, the South-Western Inc. 2004.