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ITO Takayasu  伊藤 隆康

Researcher Number 60361888
Other IDs
  • ORCIDhttps://orcid.org/0009-0008-1546-8884
External Links
Affiliation (Current) 2025: 明治大学, 商学部, 専任教授
Affiliation (based on the past Project Information) *help 2016 – 2024: 明治大学, 商学部, 専任教授
2014 – 2015: 明治大学, 商学部, 教授
2006 – 2013: 新潟大学, 人文社会・教育科学系, 教授
Review Section/Research Field
Principal Investigator
Basic Section 07060:Money and finance-related / Public finance/Monetary economics / Money/ Finance
Except Principal Investigator
Social systems engineering/Safety system
Keywords
Principal Investigator
金利スワップ / 国債 / マイナス金利政策 / 金融政策 / イールドカーブ・コントロール / イールドカーブコントロール / ベーシススワップ / 日銀 / 市場との対話 / 中央銀行 … More / CDS(クレジット・デフォルト・スワップ) / 日銀オペ / 長期金利 / YCC / CDS / 金利の期間構造 / 量的・質的緩和政策 / 金融政策の予想 / トランスミッション機能 / マネーマーケット / 包括的緩和政策 / 量的質的緩和政策 / 金融システム / 市場機能 / 市場金利 / 短期金融市場 / 日本銀行 / 非伝統的金融政策 / 不動産投資信託 / 株価 / 金利 / REIT / 資産価格 / 金融市場 / 金融論 / インフレ期待 / UIP / 中長期金利 / 円金利スワップ / 倒産リスク / ボラティリティー / 流動性リスク / 金利スワップスプレッド / 世界金融危機 / 共和分 / UIP(カバーなし金利平価) / フィッシャー仮説 / スワップスプレッド / 日本国債 … More
Except Principal Investigator
外貨建て債務 / 為替リスク / インフレーション・リスク / ベクトル自己回帰モデル / 重回帰モデル / マートン・モデル / 外貨建債務 / 自国通貨建て債務 / ソブリンリスク / 財政学 / 国際経済学 / ファイナンス Less
  • Research Projects

    (7 results)
  • Research Products

    (116 results)
  • Co-Researchers

    (5 People)
  •  Interest Rates in Super Long Zone under Yield Curve Control: Analyses of Japanese Government Bonds and Swap MarketsPrincipal Investigator

    • Principal Investigator
      伊藤 隆康
    • Project Period (FY)
      2024 – 2026
    • Research Category
      Grant-in-Aid for Scientific Research (C)
    • Review Section
      Basic Section 07060:Money and finance-related
    • Research Institution
      Meiji University
  •  Long - Term Interest Rate under the Monetary Policy of Negative Interest Rate : Analyses of Market Structure and FunctionPrincipal Investigator

    • Principal Investigator
      伊藤 隆康
    • Project Period (FY)
      2021 – 2024
    • Research Category
      Grant-in-Aid for Scientific Research (C)
    • Review Section
      Basic Section 07060:Money and finance-related
    • Research Institution
      Meiji University
  •  Empirical Analysis on Market Interest Rates under Negative Interest Rate Policy in JapanPrincipal Investigator

    • Principal Investigator
      Ito Takayasu
    • Project Period (FY)
      2018 – 2020
    • Research Category
      Grant-in-Aid for Scientific Research (C)
    • Review Section
      Basic Section 07060:Money and finance-related
    • Research Institution
      Meiji University
  •  Research on non-Traditional Monetary Policy and Asset Price:Empirical analysis of REIT(Real Estate Investment Trust) MarketPrincipal Investigator

    • Principal Investigator
      Ito Takayasu
    • Project Period (FY)
      2015 – 2017
    • Research Category
      Grant-in-Aid for Scientific Research (C)
    • Research Field
      Money/ Finance
    • Research Institution
      Meiji University
  •  Research on the Communication of the Bank of Japan with Markets,Monatry Policy Oeration, and Reaction of Financial MarketsPrincipal Investigator

    • Principal Investigator
      ITO TAKAYASU
    • Project Period (FY)
      2010 – 2014
    • Research Category
      Grant-in-Aid for Scientific Research (C)
    • Research Field
      Public finance/Monetary economics
    • Research Institution
      Meiji University
      Niigata University
  •  The Research on the Market Mechanism of Mid and Long Term Interest Rates in JapanPrincipal Investigator

    • Principal Investigator
      ITO Takayasu
    • Project Period (FY)
      2007 – 2009
    • Research Category
      Grant-in-Aid for Scientific Research (C)
    • Research Field
      Public finance/Monetary economics
    • Research Institution
      Niigata University
  •  Valuation models of sovereign risk of Japan and Asian countries

    • Principal Investigator
      MIYAZAKI Koichi
    • Project Period (FY)
      2006 – 2008
    • Research Category
      Grant-in-Aid for Scientific Research (C)
    • Research Field
      Social systems engineering/Safety system
    • Research Institution
      The University of Electro-Communications

All 2024 2023 2022 2021 2020 2019 2018 2017 2016 2015 2014 2013 2012 2011 2010 2009 2008 2007 2006 Other

All Journal Article Presentation Book

  • [Book] 金融・会計のビジネス数理, 分担執筆(第5章)(筑波大学ビジネス科学研究科編)2007

    • Author(s)
      伊藤隆康, 他
    • Data Source
      KAKENHI-PROJECT-19530271
  • [Journal Article] 2023年7月におけるYCC運用の柔軟化:市場との対話と長期金利の反応に関する分析2024

    • Author(s)
      伊藤 隆康
    • Journal Title

      2023年度 貯蓄・金融・経済 研究論文集 ゆうちょ財団

      Volume: 2023年度 Pages: 18-31

    • Data Source
      KAKENHI-PROJECT-21K01569
  • [Journal Article] YCC下における長期金利の上限拡大に関する分析:日銀の市場との対話と長期金利の反応を中心に2023

    • Author(s)
      伊藤 隆康
    • Journal Title

      2022年度 貯蓄・金融・経済 研究論文集 ゆうちょ財団

      Volume: 22022年度 Pages: 1-14

    • Data Source
      KAKENHI-PROJECT-21K01569
  • [Journal Article] Credit Default Swap and Japanese Government Bond Markets under Negative Interest Rate Policy2022

    • Author(s)
      Takayasu Ito
    • Journal Title

      Journal of Corporate Accounting and Finance

      Volume: 33 Issue: 2 Pages: 7-12

    • DOI

      10.1002/jcaf.22545

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-21K01569
  • [Journal Article] 日銀の金融緩和の点検:事前報道と金融市場の反応を中心に2022

    • Author(s)
      伊藤隆康
    • Journal Title

      『2021年度 貯蓄・金融・経済 研究論文集』ゆうちょ財団

      Volume: 22021年度 Pages: 1-18

    • Data Source
      KAKENHI-PROJECT-21K01569
  • [Journal Article] The Impact of Long-term Cross-currency Basis Swap on Japanese Government Bonds: Analysis of Different Non-traditional Monetary Policy Regimes2022

    • Author(s)
      Takayasu Ito
    • Journal Title

      Barnett, W.A. and Sergi, B.S. (Ed.) Quantitative Analysis of Social and Financial Market Development (International Symposia in Economic Theory and Econometrics)

      Volume: 30 Pages: 35-46

    • DOI

      10.1108/s1571-038620220000030003

    • ISBN
      9781801179218, 9781801179201
    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-21K01569
  • [Journal Article] 日銀のオペに関する分析:2021年12月の短期金利上昇に際して2022

    • Author(s)
      伊藤隆康
    • Journal Title

      『2021年度 貯蓄・金融・経済 研究論文集』ゆうちょ財団

      Volume: 2021年度 Pages: 19-29

    • Data Source
      KAKENHI-PROJECT-21K01569
  • [Journal Article] 新型コロナウイルス危機時における日銀の対応:2020年3月の臨時国債オペの検証2021

    • Author(s)
      伊藤 隆康
    • Journal Title

      貯蓄・金融・経済 研究論文集 ゆうちょ財団

      Volume: 2020年度 Pages: 1-17

    • Data Source
      KAKENHI-PROJECT-18K01709
  • [Journal Article] Transmission of Japanese Government Bond and Swap Markets under Negative Interest Rate Policy2020

    • Author(s)
      Takayasu Ito
    • Journal Title

      International Journal of Economic Policy in Emerging Economies

      Volume: 13 Issue: 4 Pages: 305-311

    • DOI

      10.1504/ijepee.2020.109587

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-18K01709
  • [Journal Article] Long Term Interest Rates under Negative Interest Rate Policy: Analysis of Japanese Government Bond and Swap Markets2020

    • Author(s)
      Takayasu Ito
    • Journal Title

      Journal of Corporate Accounting and Finance

      Volume: 30 Issue: 1 Pages: 12-17

    • DOI

      10.1002/jcaf.22410

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-18K01709
  • [Journal Article] 事前の観測報道が長期金利に与えた影響の分析:2018年7月の金融政策決定会合に焦点を当てて2019

    • Author(s)
      伊藤 隆康
    • Journal Title

      平成30年度 貯蓄・金融・経済 研究論文集 ゆうちょ財団

      Volume: 平成30年度 Pages: 1-13

    • Data Source
      KAKENHI-PROJECT-18K01709
  • [Journal Article] Transmission of Monetary Policy Expectations on the Money Markets: Comparative Analysis of Non-traditional Monetary Policy Regimes in Japan2019

    • Author(s)
      Takayasu Ito
    • Journal Title

      Journal of Corporate Accounting and Finance

      Volume: 30 Issue: 4 Pages: 48-53

    • DOI

      10.1002/jcaf.22401

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-18K01709
  • [Journal Article] Co-Movement and the Transmission of the Japanese REIT Market in Different Property Sectors: A Comparative Analysis of Different Monetary Policy Regimes2019

    • Author(s)
      Takayasu Ito
    • Journal Title

      International Journal of Bonds and Derivatives

      Volume: 4 Pages: 63-73

    • NAID

      120007039814

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-18K01709
  • [Journal Article] Comparison of Determinants in the Different Property Sectors of Japanese REIT Market under Non-Traditional MonetaryPolicy Regimes2019

    • Author(s)
      Takayasu Ito
    • Journal Title

      International Journal of Financial Markets and Derivative

      Volume: 6 Pages: 365-375

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-18K01709
  • [Journal Article] Japanese Interest Rate Swap and Cross-Currency Basis Swap Markets underNon-traditional Monetary Policy2018

    • Author(s)
      Takayasu Ito
    • Journal Title

      Macrotheme Review

      Volume: Vol.7,No1, Pages: 1-11

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-18K01709
  • [Journal Article] Do Monetary Policy Expectations Influence the Transmission Mechanism in the Danish Interbank Market under a Negative Interest Rate Policy?2017

    • Author(s)
      Takayasu Ito
    • Journal Title

      International Journal of Bonds and Derivatives

      Volume: Vol.3 Pages: 223-234

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-15K03556
  • [Journal Article] The Impact of Monetary Policy Expectations on Interbank Interest Rates in Malaysia2017

    • Author(s)
      Takayasu Ito
    • Journal Title

      International Journal of Financial Markets and Derivatives

      Volume: Vol.6 Pages: 1-11

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-15K03556
  • [Journal Article] マイナス金利政策導入の短期的効果に関する検証2017

    • Author(s)
      伊藤隆康
    • Journal Title

      平成28年度 貯蓄・金融・経済 研究論文集』ゆうちょ財団

      Volume: 平成28年度 Pages: 1-8

    • Acknowledgement Compliant
    • Data Source
      KAKENHI-PROJECT-15K03556
  • [Journal Article] International Journal of Bonds and Derivatives2017

    • Author(s)
      Takayasu Ito
    • Journal Title

      Monetary Policy Expectations and the Malaysian Deposit Market: Analysis of Islamic Rates of Return

      Volume: Vol.3 Pages: 275-289

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-15K03556
  • [Journal Article] 量的・質的緩和政策の補完措置に関する市場との対話と短期的効果に関する検証2016

    • Author(s)
      伊藤隆康
    • Journal Title

      『貯蓄・金融・経済 研究論文集』ゆうちょ財団

      Volume: 平成27年度 Pages: 23-30

    • Acknowledgement Compliant
    • Data Source
      KAKENHI-PROJECT-15K03556
  • [Journal Article] The Reaction of Japanese REIT Market to Interest Rate and Stock Price: Comparative Analysis of the Periods before and after Abenomics2016

    • Author(s)
      Takayasu Ito
    • Journal Title

      International Journal of Monetary Economics and Finance

      Volume: 9 Issue: 4 Pages: 319-329

    • DOI

      10.1504/ijmef.2016.080076

    • Peer Reviewed / Acknowledgement Compliant
    • Data Source
      KAKENHI-PROJECT-15K03556
  • [Journal Article] 非伝統的な金融政策が市場に与えた短期的な効果の検証-包括緩和政策と量的・質的緩和政策の比較2015

    • Author(s)
      伊藤隆康
    • Journal Title

      『平成25年度 貯蓄・金融・経済 研究論文集』ゆうちょ財団, pp.10 - 18.

      Volume: 平成26年度 Pages: 10-18

    • Acknowledgement Compliant
    • Data Source
      KAKENHI-PROJECT-22530305
  • [Journal Article] Analysis of Sovereign CDSs in the PIIGS Countries - Co-movement and Transmission during the Eurozone Crisis Period2015

    • Author(s)
      Takayasu Ito
    • Journal Title

      Macrotheme Review

      Volume: 4 Pages: 117-125

    • Peer Reviewed / Acknowledgement Compliant / Open Access
    • Data Source
      KAKENHI-PROJECT-22530305
  • [Journal Article] Distress in Money Markets during the Global Financial Crisis:Analysis of Co-movement and Transmission2013

    • Author(s)
      Takayasu Ito
    • Journal Title

      IUP Journal of Applied Finance

      Volume: Vol. 19 Pages: 72-85

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-22530305
  • [Journal Article] Islamic Rates of Return and Conventional Interest Rates in the Malaysian Deposit Market2013

    • Author(s)
      Takayasu Ito
    • Journal Title

      International Journal of Islamic and Middle Eastern Finance and Management

      Volume: Vol.6 Pages: 290-303

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-22530305
  • [Journal Article] Did the Great East Japan Earthquake Have an Impact on the Market for Long -Term Interest Rates in Japan?2013

    • Author(s)
      Takayasu Ito
    • Journal Title

      IUP Journal of Applied Finance

      Volume: Vol. 19 Pages: 61-70

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-22530305
  • [Journal Article] The Impact of Stock Price and Interest Rate on the REIT Market in Japan2013

    • Author(s)
      Takayasu Ito
    • Journal Title

      International Journal of Business

      Volume: Vol.18 Pages: 359-369

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-22530305
  • [Journal Article] An Empirical Analysis of US Interest Rate Swap Spreads during the Sovereign Crisis of Euro Zone2013

    • Author(s)
      Takayasu Ito
    • Journal Title

      Mediterranean Journal of Social Sciences

      Volume: Vol.4 Pages: 198-203

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-22530305
  • [Journal Article] Does Monetary Policy Expectation Have an Impact on Market Interest Rates in Australia?」2013

    • Author(s)
      Takayasu Ito
    • Journal Title

      Macrotheme Review

      Volume: Vol.3 Pages: 118-130

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-22530305
  • [Journal Article] The Monetary Policy Expectation and Long Term Interest Rates in Australia2012

    • Author(s)
      伊藤 隆康
    • Journal Title

      ゆうちょ財団 平成23年度 貯蓄・金融・経済 研究論文集

      Volume: 平成23年度 Pages: 21-31

    • Data Source
      KAKENHI-PROJECT-22530305
  • [Journal Article] Impact of Monetary Policy Expectation on US Long Term Interest Rates under Global Financial Crisis2012

    • Author(s)
      Takayasu Ito
    • Journal Title

      Journal of Economics Niigata University

      Volume: No.92 Pages: 87-97

    • Data Source
      KAKENHI-PROJECT-22530305
  • [Journal Article] The Behavior of US Interest Rate Swap Spreads in Global Financial Crisis2012

    • Author(s)
      伊藤隆康
    • Journal Title

      平成24年度 貯蓄・金融・経済 研究論文集

      Volume: 平成24年度 Pages: 15-32

    • Data Source
      KAKENHI-PROJECT-22530305
  • [Journal Article] ベトナムにおける銀行制度と金利形成2012

    • Author(s)
      伊藤隆康
    • Journal Title

      新潟大学経済論集

      Volume: No.93 Pages: 33-52

    • NAID

      120006744102

    • Data Source
      KAKENHI-PROJECT-22530305
  • [Journal Article] ベトナムの短期金融市場における指標金利2012

    • Author(s)
      伊藤隆康
    • Journal Title

      金融構造研究

      Volume: 第34号 Pages: 40-43

    • NAID

      40019333998

    • Data Source
      KAKENHI-PROJECT-22530305
  • [Journal Article] 東日本大震災後における日銀の市場との対話と流動性供給2012

    • Author(s)
      伊藤 隆康
    • Journal Title

      新潟大学経済論集

      Volume: 第92号 Pages: 217-225

    • Data Source
      KAKENHI-PROJECT-22530305
  • [Journal Article] リーマンショック後における金融政策の予想と市場金利-日銀の金融緩和を分析して2011

    • Author(s)
      伊藤隆康
    • Journal Title

      『貯蓄・金融・経済 研究論文集』ゆうちょ財団

      Volume: 平成22年度 Pages: 19-32

    • Data Source
      KAKENHI-PROJECT-22530305
  • [Journal Article] 日銀の包括緩和政策に関する短期的な効果の検証2011

    • Author(s)
      伊藤隆康
    • Journal Title

      新潟大学経済論集

      Volume: 第90巻 Pages: 237-247

    • NAID

      120006742243

    • Data Source
      KAKENHI-PROJECT-22530305
  • [Journal Article] The Impacts of Global Financial Crisis on Japanese Financial Market : Analysis of Interest Rate Swap Spread2011

    • Author(s)
      Takayasu Ito
    • Journal Title

      Journal of Economics Niigata University

      Volume: No.90 Pages: 175-191

    • NAID

      120006742248

    • Data Source
      KAKENHI-PROJECT-22530305
  • [Journal Article] Global Financial Crisis and US Interest Rate Swap Spreads2010

    • Author(s)
      Takayasu Ito
    • Journal Title

      Applied Financial Economics Vol.20

      Pages: 37-43

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-19530271
  • [Journal Article] Global Financial Crisis and US Interest Rate Swap Spreads2010

    • Author(s)
      Takaasu Ito
    • Journal Title

      Applied Financial Economics Vol.20

      Pages: 37-43

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-19530271
  • [Journal Article] Japanese Interest Rate Swap Spreads under Different Monetary Policy Regimes2010

    • Author(s)
      Takayasu Ito
    • Journal Title

      IUP Journal of Applied Finance Vol.16

      Pages: 57-70

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-19530271
  • [Journal Article] Japanese Interest Rate Swap Spreads and Monetary Policy in the Framework of VAR2010

    • Author(s)
      Takayasu Ito
    • Journal Title

      平成21年度貯蓄・金融・経済研究論文集ゆうちょ財団

      Pages: 1-21

    • Data Source
      KAKENHI-PROJECT-19530271
  • [Journal Article] Long-Term Interest Rates in Japan : Analysis of Japanese Government Bond and Interest Rate Swap2009

    • Author(s)
      Takayasu Ito
    • Journal Title

      Journal of Economics Niigata University 86号

      Pages: 19-38

    • NAID

      120006740487

    • Data Source
      KAKENHI-PROJECT-19530271
  • [Journal Article] The Analysis of Co-movement between Government Bond and Interest Rate Swap Markets in Japan2009

    • Author(s)
      Takayasu Ito
    • Journal Title

      Asia-Pacific Journal of Economics and Business Vol.13

      Pages: 14-30

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-19530271
  • [Journal Article] 為替レートと物価の変動がアジア諸国のソブリンリスクに与える影響2009

    • Author(s)
      神島尚浩, 宮崎浩一, 伊藤隆康, 石井昌宏
    • Journal Title

      第1 5回社会情報システム学シンポジウム学術講演論文集 第15回

      Pages: 31-36

    • Data Source
      KAKENHI-PROJECT-18510119
  • [Journal Article] Fisher Hypothesis in Japan : Analysis of Long Term Interest Rates under Different Monetary Policy Regimes2009

    • Author(s)
      Takayasu Ito
    • Journal Title

      The World Economy Vol.32

      Pages: 1019-1035

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-19530271
  • [Journal Article] アジア諸国のソブリン格付の検証 : 回帰モデルからのアプローチ2008

    • Author(s)
      宮崎浩一, 中原智恵, 伊藤隆康, 石井昌宏
    • Journal Title

      新潟大学経済論集 第85号

      Pages: 133-148

    • NAID

      120006740358

    • Data Source
      KAKENHI-PROJECT-18510119
  • [Journal Article] 日銀の市場との対話-2007年1月から2月の金融政策運営を分析して2008

    • Author(s)
      伊藤 隆康
    • Journal Title

      金融構造研究 30

      Pages: 37-47

    • NAID

      40016107401

    • Data Source
      KAKENHI-PROJECT-19530271
  • [Journal Article] Long-Term Interest Rates in Japan : Analysis of Japanese Government Bond and Interest Rate Swap2008

    • Author(s)
      Takayasu Ito
    • Journal Title

      Journal of Economics Niigata University No.86

      Pages: 19-38

    • NAID

      120006740487

    • Data Source
      KAKENHI-PROJECT-19530271
  • [Journal Article] The Japanese Interest Rate Swap Spreads under Different Monetary Policy Regimes2008

    • Author(s)
      Takayasu Ito
    • Journal Title

      2008 Asian Finance Association/Nippon Finance Association International Conference Proceedings (CD-ROM)

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-19530271
  • [Journal Article] Testing Fisher Hypothesis from Japanese Interest Rate Swap Market2008

    • Author(s)
      Takayasu Ito
    • Journal Title

      Annual Report of Economics Niigata Universit No.32

      Pages: 41-52

    • NAID

      120006740578

    • Data Source
      KAKENHI-PROJECT-19530271
  • [Journal Article] Testing Fisher Hypothesis from Japanese Interest Rate Swap Market2008

    • Author(s)
      Takayasu Ito
    • Journal Title

      Annual Report of Economics Niigata University No.32

      Pages: 41-52

    • NAID

      120006740578

    • Data Source
      KAKENHI-PROJECT-19530271
  • [Journal Article] The Japanese Interest Rate Swap Spreads under Different Monetary Policy Regimes2008

    • Author(s)
      Takayasu Ito
    • Journal Title

      2008 Asian Finance Association/Nippon Finance Association International Conference Proceedings

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-19530271
  • [Journal Article] The Comovement of Japanese Long Term Interest Rates2008

    • Author(s)
      Takayasu Ito
    • Journal Title

      Journal of Economics Niigata University No.84

      Pages: 73-84

    • NAID

      120006740348

    • Data Source
      KAKENHI-PROJECT-19530271
  • [Journal Article] 日銀の市場との対話-2007年1月から2月の金融政策運営を分析して2008

    • Author(s)
      伊藤隆康
    • Journal Title

      金融構造研究 第30号

      Pages: 37-47

    • NAID

      40016107401

    • Data Source
      KAKENHI-PROJECT-19530271
  • [Journal Article] Linkage of Long Term Interest Rates between Japan and Euro Zone : Investigation of Uncovered Interest Rate Parity2007

    • Author(s)
      Takayasu Ito
    • Journal Title

      Journal of Economics Niigata University No.83

      Pages: 43-54

    • NAID

      120006739918

    • Data Source
      KAKENHI-PROJECT-19530271
  • [Journal Article] Linkage of Long Term Interest Rates between Japan and Euro Zone: Investigation of Uncovered Interest Rate Parity2007

    • Author(s)
      Takayasu Ito
    • Journal Title

      Journal of Economics Niigata University No.83

      Pages: 43-54

    • NAID

      120006739918

    • Data Source
      KAKENHI-PROJECT-19530271
  • [Journal Article] 日本と韓国のソブリン格付けに関する検証2007

    • Author(s)
      宮崎浩一, ソジヒョク, 伊藤隆康, 石井昌宏
    • Journal Title

      情報処理学会論文誌数理モデル化と応用 Vol.48 No.SIG15

      Pages: 1-10

    • NAID

      40015205907

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-18510119
  • [Journal Article] 日本と韓国のソブリン格付けに関する検証2007

    • Author(s)
      宮崎浩一, ソ・ジヒョク, 伊藤隆康, 石井昌宏
    • Journal Title

      情報処理学会論文誌数理 モデル化と応用 Vol.48 No.SIG15

      Pages: 1-10

    • NAID

      40015205907

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-18510119
  • [Journal Article] OIS (Overnight Index Swap)取引と金融政策2007

    • Author(s)
      伊藤 隆康
    • Journal Title

      新潟大学経済論集 83巻

      Pages: 83-90

    • NAID

      120006739921

    • Data Source
      KAKENHI-PROJECT-19530271
  • [Journal Article] OIS(Overnight Index Swap)取引と金融政策2007

    • Author(s)
      伊藤隆康
    • Journal Title

      新潟大学経済論集 第83号

      Pages: 83-90

    • NAID

      120006739921

    • Data Source
      KAKENHI-PROJECT-19530271
  • [Journal Article] An Analysis of the Sovereign Ratings of Asian Countries with a Focus on Japan and the Republic of Korea2007

    • Author(s)
      Miyazaki, K., S., Jihyeok, T., Ito and M., Ishii
    • Journal Title

      Conference Proceedings, 7-th annual Hawaii International Conference on Business(CD)

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-18510119
  • [Journal Article] 日本と韓国のソブリン格付に関する検証2006

    • Author(s)
      宮崎浩一, ソ・ジヒョク, 伊藤隆康, 石井昌宏
    • Journal Title

      情報処理学会研究報告(情処研報)(数理モデル化と問題解決) No.135

      Pages: 25-28

    • NAID

      110006165013

    • Data Source
      KAKENHI-PROJECT-18510119
  • [Presentation] Term Structure of Treasury Bills in Japan under Different Regimes of Non-Traditional Monetary Policy2023

    • Author(s)
      Takayasu Ito
    • Organizer
      45th EBES Conference - Budapest
    • Data Source
      KAKENHI-PROJECT-21K01569
  • [Presentation] Term Structure of Japanese Money Market under Different Regimes of non-Traditional Monetary Policy2023

    • Author(s)
      Takayasu Ito
    • Organizer
      SIBR 2023 Osaka Conference on Interdisciplinary Business and Economics Research
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-21K01569
  • [Presentation] Superlong Zone of Swap Market in Japan under Negative Interest Rate Policy Comparative Analysis before and after Yield Curve Control2022

    • Author(s)
      Takayasu Ito
    • Organizer
      41st EBES (Eurasia Business and Economics Society) Conference
    • Data Source
      KAKENHI-PROJECT-21K01569
  • [Presentation] Impact of Negative Interest Rate Policy on the Swap Market in Japan : Comparative Analysis before and after Yield Curve Control2022

    • Author(s)
      Takayasu Ito
    • Organizer
      SIBR 2022 Osaka Conference on Interdisciplinary Business and Economics Research
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-21K01569
  • [Presentation] Does Long-Term Cross-Currency Basis Swap Have an Impact on Japanese Government Bond: Analysis of Different Monetary Policy Regimes?2021

    • Author(s)
      Takayasu Ito
    • Organizer
      SIBR 2021 Osaka Conference on Interdisciplinary Business and Economics Research
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-21K01569
  • [Presentation] Determinants of Residential Property Prices in Japan: An Analysis of Different Monetary Policy Regimes2020

    • Author(s)
      Takayasu Ito
    • Organizer
      SIBR 2020 Seoul Conference on Interdisciplinary Business and Economics Research
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-18K01709
  • [Presentation] Impact of Monetary Policy Expectations on the Short-term Interest Rates: Comparative Analysis of Non-traditional Monetary Policy Regimes in Japan2019

    • Author(s)
      Takayasu Ito
    • Organizer
      生活経済学会2019年度九州部会
    • Data Source
      KAKENHI-PROJECT-18K01709
  • [Presentation] Monetary Policy Expectations and Short Term Interest Rates under Non-Traditional Monetary Policy Regimes in Japan2019

    • Author(s)
      Takayasu Ito
    • Organizer
      29th EBES Conference
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-18K01709
  • [Presentation] Monetary Policy Expectations and Money Market in Japan :Analysis of Non-traditional Monetary Policy Regimes2019

    • Author(s)
      Takayasu Ito
    • Organizer
      IISES International Academic Conference, Copenhagen
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-18K01709
  • [Presentation] Short-Term Cross-Currency Basis Swap and Japanese Government Bond2018

    • Author(s)
      Takayasu Ito
    • Organizer
      SIBR-Thammasat 2018 Bangkok Conference on Interdisciplinary Business andEconomics Research
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-18K01709
  • [Presentation] Different Property Sectors of Japanese REIT Market: Comparative Analysis of Determinants under Non-Traditional2018

    • Author(s)
      Takayasu Ito
    • Organizer
      IISES 43rd International Academic Conference, Lisbon
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-18K01709
  • [Presentation] Co-Movement and the Transmission of the Japanese REIT Market in Different Property Sectors: A Comparative2018

    • Author(s)
      Takayasu Ito
    • Organizer
      26th EBES Conference
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-18K01709
  • [Presentation] The Impact of Monetary Policy Expectations on Islamic Rate of Return and Interest Rate in the Malaysian Deposit Market2017

    • Author(s)
      Takayasu Ito
    • Organizer
      IISES 8th Economics & Finance Conference, London
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-15K03556
  • [Presentation] Do Monetary Policy Expectations Influence TransmissionMechanism of Danish Interbank Market under the Negative Interest Rate Policy ?2017

    • Author(s)
      Takayasu Ito
    • Organizer
      SIBR-RDINRRU 2017 Sydney Conference on Interdisciplinary Business and Economics Research
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-15K03556
  • [Presentation] An Analysis of Deposit Rates in Malaysia : The Impact of Monetary Policy and Islamic Finance2016

    • Author(s)
      Takayasu Ito
    • Organizer
      23rd Annual Conference of the Multinational Finance Society
    • Place of Presentation
      Stockholm Business School, Stockholm Sweden
    • Year and Date
      2016-06-27
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-15K03556
  • [Presentation] The Formation of Deposit Rate in Malaysia : the Influence of Monetary Policy and Islamic Finance2016

    • Author(s)
      Takayasu Ito
    • Organizer
      Business and Social Science Research Conference: Paris 2016
    • Place of Presentation
      Espace Vocation Paris, Paris France
    • Year and Date
      2016-12-21
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-15K03556
  • [Presentation] The Reaction of the Japanese REIT Market to Stock Prices and Interest Rates2015

    • Author(s)
      Takayasu Ito
    • Organizer
      SIBR-Thammasat 2015 Bangkok Conference on Interdisciplinary Business and Economics Research
    • Place of Presentation
      Eemerald Hotel, Bangkok Thailand
    • Year and Date
      2015-06-04
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-15K03556
  • [Presentation] Long Term Interest Rates and Inflation Expectations in Sweden under the Inflation Targeting Policy2015

    • Author(s)
      伊藤隆康
    • Organizer
      生活経済学会2015年度九州部会
    • Place of Presentation
      長崎大学
    • Year and Date
      2015-11-28
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-15K03556
  • [Presentation] Does the Fisher Hypothesis Hold in Sweden? An Analysis of Long-Term Interest Rates under the Regime of Inflation2015

    • Author(s)
      Takayasu Ito
    • Organizer
      20th International Academic Conference
    • Place of Presentation
      Ayre Grand Hotel Colon Hotel, Spain Madrid
    • Year and Date
      2015-10-07
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-15K03556
  • [Presentation] Japanese Long-Term Interest Rates under the Quantitative and Qualitative Easing Policy- Analysis of JGB2015

    • Author(s)
      Takayasu Ito
    • Organizer
      Business and Social Science Research Conference: Paris 2015
    • Place of Presentation
      Espace Vocation Paris, Paris France
    • Year and Date
      2015-12-21
    • Int'l Joint Research
    • Data Source
      KAKENHI-PROJECT-15K03556
  • [Presentation] Analysis of Sovereign CDS and Government Bond Markets in the Euro Zone Crisis2014

    • Author(s)
      伊藤隆康
    • Organizer
      生活経済学会2014年度九州部会
    • Place of Presentation
      鹿児島大学
    • Year and Date
      2014-11-22
    • Data Source
      KAKENHI-PROJECT-22530305
  • [Presentation] ベトナムにおける銀行制度と金利形成2011

    • Author(s)
      伊藤 隆康
    • Organizer
      日本金融学会2011年度秋季大会
    • Place of Presentation
      近畿大学
    • Data Source
      KAKENHI-PROJECT-22530305
  • [Presentation] The Expectation of Monetary Policy and Long Term Interest Rates in Australia2011

    • Author(s)
      伊藤 隆康
    • Organizer
      日本金融学会2011年度春季大会
    • Place of Presentation
      明治大学
    • Data Source
      KAKENHI-PROJECT-22530305
  • [Presentation] Dose the Expectation of Monetary Policy Give an Impact on Market Interest Rates in Australia?2011

    • Author(s)
      Takayasu Ito
    • Organizer
      Singapore Economic Review Conference 2011
    • Place of Presentation
      Mandarin Orchard Singapore
    • Data Source
      KAKENHI-PROJECT-22530305
  • [Presentation] The Co-movement and Transmission between Islamic Rates of Return and Conventional Interest Rates2011

    • Author(s)
      Takayasu Ito
    • Organizer
      International Islamic Banking, Finance and Investment Conference
    • Place of Presentation
      Hotel Istana, Kuala Lumpur Malaysia
    • Data Source
      KAKENHI-PROJECT-22530305
  • [Presentation] The Impacts of Global Financial Crisis on Japanese Financial MarketAnalysis of Interest Rate Swap Spreads2010

    • Author(s)
      Takayasu Ito
    • Organizer
      Western Economic Association International 85the Annual Conference
    • Place of Presentation
      Portland Hilton,Oregon USA
    • Year and Date
      2010-07-01
    • Data Source
      KAKENHI-PROJECT-22530305
  • [Presentation] Distress in Money Market under Global Financial Crisis : Analysis ofCo-movement and Transmission2010

    • Author(s)
      伊藤隆康
    • Organizer
      日本金融学会2010年度秋季大会
    • Place of Presentation
      神戸大学
    • Year and Date
      2010-09-25
    • Data Source
      KAKENHI-PROJECT-22530305
  • [Presentation] The VAR Analysis of Japanese Interest Rate Swap Spreads and Monetary Policy2009

    • Author(s)
      Takayasu Ito
    • Organizer
      2009 International Conference on Business, Finance and Tourism Management
    • Place of Presentation
      Holiday Inn Paris, France
    • Year and Date
      2009-06-25
    • Data Source
      KAKENHI-PROJECT-19530271
  • [Presentation] 為替レートと物価の変動がアジア諸国のソブリンリスクに与える影響2009

    • Author(s)
      神島尚浩, 宮崎浩一, 伊藤隆康, 石井昌宏
    • Organizer
      第15回社会情報システム学シンポジウム
    • Year and Date
      2009-01-23
    • Data Source
      KAKENHI-PROJECT-18510119
  • [Presentation] Global Financial Crisis and US Interest Rate Swap Spreads2009

    • Author(s)
      伊藤隆康
    • Organizer
      日本金融学会2009年度秋季大会
    • Place of Presentation
      香川大学
    • Year and Date
      2009-11-08
    • Data Source
      KAKENHI-PROJECT-19530271
  • [Presentation] The Impacts of Global Financial Crisis on Interest Rate Swap Spreads in US2009

    • Author(s)
      Takayasu Ito
    • Organizer
      Third All China Economics International Conference
    • Place of Presentation
      City University of Hong Kong (China)
    • Year and Date
      2009-12-16
    • Data Source
      KAKENHI-PROJECT-19530271
  • [Presentation] The Impacts of Global Financial Crisis on Interest Rate Swap Spreads in US2009

    • Author(s)
      Takayasu Ito
    • Organizer
      Third All China Economics International Conference
    • Place of Presentation
      City University of Hong Kong, Hong Kong, China
    • Year and Date
      2009-12-16
    • Data Source
      KAKENHI-PROJECT-19530271
  • [Presentation] The Influence of Monetary Policy Regimes on the Japanese Interest Rate Swap Spreads Eighth Hawaii2008

    • Author(s)
      Takayasu Ito
    • Organizer
      International Conference on Business
    • Place of Presentation
      Waikiki Beach Marriott Resort, Spa Honolulu, Hawaii, USA
    • Year and Date
      2008-05-29
    • Data Source
      KAKENHI-PROJECT-19530271
  • [Presentation] The Japanese Interest Rate Swap Spreads under Different Monetary Policy Regimes2008

    • Author(s)
      Takayasu Ito
    • Organizer
      2008 Asian Finance Association/Nippon Finance Association International Conference
    • Place of Presentation
      Pacifico Yokohama, Japan
    • Year and Date
      2008-07-07
    • Data Source
      KAKENHI-PROJECT-19530271
  • [Presentation] The Influence of Monetary Policy Regimes on the Japanese Interest Rate Swap Spreads2008

    • Author(s)
      Takayasu Ito
    • Organizer
      Eighth Hawaii International Conference on Business
    • Place of Presentation
      Waikiki Beach Marriott Resort & Spa Honolulu, Hawaii
    • Year and Date
      2008-05-29
    • Data Source
      KAKENHI-PROJECT-19530271
  • [Presentation] The Japanese Interest Rate Swap Spreads under Different Monetary Policy Regimes2008

    • Author(s)
      Takayasu Ito
    • Organizer
      2008 Asian Finance Association/Nippon Finance Association International Conference
    • Place of Presentation
      Pacifico Yokohama
    • Year and Date
      2008-07-07
    • Data Source
      KAKENHI-PROJECT-19530271
  • [Presentation] 日銀の市場との対話-2007年1月から2月の金融政策運営を分析して2007

    • Author(s)
      伊藤隆康
    • Organizer
      日本金融学会2007年度秋季大会
    • Place of Presentation
      同志社大学
    • Year and Date
      2007-09-09
    • Data Source
      KAKENHI-PROJECT-19530271
  • [Presentation] 重回帰モデルに基づくアジア諸国のソブリン格付の検証2007

    • Author(s)
      宮崎浩一, 中原智恵, 伊藤隆康, 石井昌宏
    • Organizer
      情報処理学会研究報告(情処研報)[数理モデル化と問題解決]
    • Place of Presentation
      東京
    • Year and Date
      2007-12-21
    • Data Source
      KAKENHI-PROJECT-18510119
  • [Presentation] Fisher Hypothesis- Analysis of Japanese Long Term Interest Rates under Different Monetary Policy Regimes2007

    • Author(s)
      Takayasu Ito
    • Organizer
      Second All China Economics International Conference
    • Place of Presentation
      City University of Hong Kong, Hong Kong, China
    • Year and Date
      2007-12-12
    • Data Source
      KAKENHI-PROJECT-19530271
  • [Presentation] Fisher Hypothesis-Analysis of Japanese Long Term Interest Rates under Different Monetary Policy Regimes2007

    • Author(s)
      Takayasu Ito
    • Organizer
      Second All China Economics International Conference
    • Place of Presentation
      City University of Hong Kong, Hong Kong
    • Year and Date
      2007-12-12
    • Data Source
      KAKENHI-PROJECT-19530271
  • [Presentation] An Analysis of the Sovereign Ratings of Asian Countries with a Focus on Japan and the Republic of Korea2007

    • Author(s)
      Miyazaki, K., S., Jihyeok, T., Ito and M., Ishii
    • Organizer
      Hawaii International Conference on Business 2007
    • Year and Date
      2007-05-27
    • Data Source
      KAKENHI-PROJECT-18510119
  • [Presentation] 重回帰モデルに基づくアジア諸国のソブリン格付の検証2007

    • Author(s)
      宮崎浩一, 中原智恵, 伊藤隆康, 石井昌宏
    • Organizer
      情報処理学会研究報告
    • Place of Presentation
      151-154
    • Year and Date
      2007-12-21
    • Data Source
      KAKENHI-PROJECT-18510119
  • [Presentation] 日本と韓国のソブリン格付けに関する検証2006

    • Author(s)
      宮崎浩一, ソジヒョク, 伊藤隆康, 石井昌宏
    • Organizer
      情報処理学会研究報告
    • Year and Date
      2006-12-21
    • Data Source
      KAKENHI-PROJECT-18510119
  • [Presentation] Analysis of Sovereign CDS and Government Bond Markets in the Euro Zone Crisis

    • Author(s)
      Takayasu Ito
    • Organizer
      The 3rd Global Business and Finance Research Conference
    • Place of Presentation
      Howard Civil Service International House, Taipei Taiwan
    • Year and Date
      2014-10-09 – 2014-10-10
    • Data Source
      KAKENHI-PROJECT-22530305
  • [Presentation] Third International Conference on Human and Social Sciences, ICHSS 2013

    • Author(s)
      Takayasu Ito
    • Organizer
      「An Empirical Analysis of US Interest Rate Swap Spreads during the Sovereign Crisis of Euro Zone
    • Place of Presentation
      Gregorian Pontifical University,Rome Italy
    • Data Source
      KAKENHI-PROJECT-22530305
  • [Presentation] Islamic Rates of Return and Conventional Interest Rates in the Malaysian Deposit Market

    • Author(s)
      Takayasu Ito
    • Organizer
      日本金融学会2012年度秋季大会
    • Place of Presentation
      北九州市立大学
    • Data Source
      KAKENHI-PROJECT-22530305
  • [Presentation] An Empirical Analysis of US Interest Rate Swap Spreads during the Sovereign Crisis of Euro Zone

    • Author(s)
      Takayasu Ito
    • Organizer
      Third International Conference on Human and Social Sciences, ICHSS 2013
    • Place of Presentation
      Espace Vocation Paris, Paris France
    • Data Source
      KAKENHI-PROJECT-22530305
  • [Presentation] The Behavior of Sovereign CDS and Government Bond in the Euro Zone Crisis

    • Author(s)
      Takayasu Ito
    • Organizer
      SIBR 2014 Hong Kong Conference on Interdisciplinary Business and Economics Research
    • Place of Presentation
      Kimberley Hotel, Hong Kong China
    • Year and Date
      2014-09-27 – 2014-09-28
    • Data Source
      KAKENHI-PROJECT-22530305
  • [Presentation] Analysis of Islamic and Conventional Deposit Rates in Malaysia

    • Author(s)
      Takayasu Ito
    • Organizer
      Western Economic Association International 87the Annual Conference
    • Place of Presentation
      San Fransico Hilton, California USA
    • Data Source
      KAKENHI-PROJECT-22530305
  • [Presentation] Islamic Rates of Return and Conventional Interest Rates in the Malaysian Deposit Market

    • Author(s)
      Takayasu Ito
    • Organizer
      International Islamic Accounting & Finance Conference 2012
    • Place of Presentation
      Hotel Istana, Kuala Lumpur Malaysia
    • Data Source
      KAKENHI-PROJECT-22530305
  • [Presentation] Analysis of Sovereign CDS and Government Bond Markets in the Euro Zone Crisis

    • Author(s)
      Takayasu Ito
    • Organizer
      Business and Social Science Research Conference: Paris 2014
    • Place of Presentation
      Espace Vocation Paris, Paris France
    • Year and Date
      2014-12-19 – 2014-12-20
    • Data Source
      KAKENHI-PROJECT-22530305
  • [Presentation] Do Interest Rate and Stock Price have an Impact on REIT Market in Japan?」

    • Author(s)
      Takayasu Ito
    • Organizer
      International Conference on Education, Applied Sciences and Management 2012
    • Place of Presentation
      Doubletree by Hilton Downtown, Istanbul, Turkey
    • Data Source
      KAKENHI-PROJECT-22530305
  • [Presentation] Great East Japan Earthquake and Long Term Interest Rates

    • Author(s)
      Takayasu Ito
    • Organizer
      International Conference on Education, Applied Sciences and Management 2012
    • Place of Presentation
      Holiday Inn, Dubai UAE
    • Data Source
      KAKENHI-PROJECT-22530305
  • 1.  MIYAZAKI Koichi (10334575)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 11 results
  • 2.  ISHII Masahiro (90323881)
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 11 results
  • 3.  ソ ジヒョク
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 4 results
  • 4.  中原 知恵
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 3 results
  • 5.  神島 尚浩
    # of Collaborated Projects: 1 results
    # of Collaborated Products: 2 results

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