研究

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Working papers



Publications


Finance


"How far can the long-run risk model with durable goods explain the variation of the yield curve?" (with Ryoichi Ikeda) 2024, International Review of Economics and Finance, PDF

"Credit risk analysis with creditor’s option to extend maturities," (with Ryoichi Ikeda) 2017, Annals of Finance    Open Access


Macroeconomics


"Should macroprudential policy be countercyclical?" (with Keqing Liu) forthcoming in Journal of Economic Dynamics & Control   PDF, supplementary materials

"Distributional effects of hiring through networks," 2016 Review of Economic Dynamics  PDF


Monetary economics

"Trejos-Wright with a 2-unit bound: existence and stability of monetary steady states," (with Pidong Huang) 2015 Mathematical Social Science   PDF

"The instability of some non-full-support steady states in a random matching model of money," (with Pidong Huang) 2014 Journal of Mathematical Economics

"A comment on: 'Efficient propagation of shocks and the optimal return on money'" (with Pidong Huang) 2012 Journal of Economic Theory PDF



日本語のWeb記事

日経ビジネス 2015年 6月