Tachibana Minoru 立花実

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TACHIBANA Minoru 立花実

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Researcher Number	70405330
Other IDs
Affiliation (Current)	2025: 大阪公立大学, 大学院経済学研究科, 教授
Affiliation (based on the past Project Information) *help	2022 – 2024: 大阪公立大学, 大学院経済学研究科, 教授 2016 – 2021: 大阪府立大学, 経済学研究科, 准教授 2008 – 2015: Osaka Prefecture University, 経済学部, 准教授
Review Section/Research Field	Principal Investigator Basic Section 07060:Money and finance-related / Economic policy / Money/ Finance Except Principal Investigator Public finance/Monetary economics
Keywords	Principal Investigator 高次元データ / 避難資産 / テイル依存係数 / コピュラ / 実証分析 / 金融政策 / 株価指数構成銘柄 / ファクター・コピュラ / 計量ファイナンス / リスクマネジメント … More / 金融資産間の依存関係 / 個別株式リターン / S&P500指数 / HTZ非対称テスト / レジーム・スウィッチング・コピュラ / 個別銘柄 / 株価指数 / 非対称な依存関係 / 下方テイル / レジーム・スウィッチング / 金融・ファイナンス / 経済学 / ヘッジ通貨 / 動学的依存関係 / 避難通貨 / 国債 / 為替レート / 株価 / 量的緩和策 / 非伝統的金融政策 / インフレ・ターゲティング / VAR / 政策反応関数 / インフレ・ターゲット / 経済政策 … More Except Principal Investigator バブル / 金融危機 / 財政危機 / 経済理論 / 財政学 / 金融論 / 資産価格 / 景気変動 / グローバル経済 Less

ファクター・コピュラ・アプローチの拡張と株価指数構成銘柄への応用Principal Investigator
- Principal Investigator
  
  立花実
- Project Period (FY)
  2024 – 2027
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Review Section
  
  Basic Section 07060:Money and finance-related
- Research Institution
  Osaka Metropolitan University
Interdependence between high-dimensional financial assets: Factor copula approachesPrincipal Investigator
- Principal Investigator
  
  Tachibana Minoru
- Project Period (FY)
  2020 – 2023
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Review Section
  
  Basic Section 07060:Money and finance-related
- Research Institution
  Osaka Metropolitan University
  Osaka Prefecture University
Dynamic relationships between different financial markets: Empirical studies with copulasPrincipal Investigator
- Principal Investigator
  
  Tachibana Minoru
- Project Period (FY)
  2016 – 2019
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Money/ Finance
- Research Institution
  Osaka Prefecture University
Deflation, Strong Yen, and Financial Crises
- Principal Investigator
  
  KAMIHIGASHI Takashi
- Project Period (FY)
  2012 – 2014
- Research Category
  
  Grant-in-Aid for Scientific Research (A)
- Research Field
  
  Public finance/Monetary economics
- Research Institution
  Kobe University
Empirical study on unconventional monetary policy: comparative analysis between its effects and side effectsPrincipal Investigator
- Principal Investigator
  
  Tachibana Minoru
- Project Period (FY)
  2012 – 2015
- Research Category
  
  Grant-in-Aid for Young Scientists (B)
- Research Field
  
  Economic policy
- Research Institution
  Osaka Prefecture University
Bubbles and Financial Crises in the Global Economy
- Principal Investigator
  
  KAMIHIGASHI Takashi
- Project Period (FY)
  2009 – 2011
- Research Category
  
  Grant-in-Aid for Scientific Research (A)
- Research Field
  
  Public finance/Monetary economics
- Research Institution
  Kobe University
Empirical Analysis on Monetary Policy Behavior under Inflation TargetingPrincipal Investigator
- Principal Investigator
  
  TACHIBANA Minoru
- Project Period (FY)
  2008 – 2011
- Research Category
  
  Grant-in-Aid for Young Scientists (B)
- Research Field
  
  Economic policy
- Research Institution
  Osaka Prefecture University

All 2022 2021 2020 2018 2017 2016 2015 2014 2013 2012 2011 2010 2009

All Journal Article Presentation Book

[Book] 経済学・経営学・法学へのいざないII2009
- Author(s)
  立花実, 他13名
- Publisher
  大阪公立大学共同出版会(OMUP)
- Data Source
  KAKENHI-PROJECT-20730190
[Journal Article] Safe haven assets for international stock markets: A regime-switching factor copula approach2022
- Author(s)
  Minoru Tachibana
- Journal Title
  
  Research in International Business and Finance
  
  Volume: 60 Pages: 101591-101591
- DOI
  10.1016/j.ribaf.2021.101591
- NAID
  120007026024
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20K01749
[Journal Article] Safe haven assets for international stock markets: A regime-switching factor copula approach2021
- Author(s)
  Minoru Tachibana
- Journal Title
  
  Discussion Paper New Series, School of Economics, Osaka Prefecture University
  
  Volume: No.2021-2 Pages: 1-49
- NAID
  120007026024
- Open Access
- Data Source
  KAKENHI-PROJECT-20K01749
[Journal Article] Flight-to-quality in the stock-bond return relation: a regime-switching copula approach2020
- Author(s)
  Tachibana Minoru
- Journal Title
  
  Financial Markets and Portfolio Management
  
  Volume: 34 Issue: 4 Pages: 429-470
- DOI
  10.1007/s11408-020-00361-5
- NAID
  120006822880
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20K01749
[Journal Article] Flight-to-quality in the stock-bond return relation: A regime-switching copula approach2020
- Author(s)
  Minoru Tachibana
- Journal Title
  
  Discussion Paper New Series (School of Economics, Osaka Prefecture University)
  
  Volume: No.2020-1 Pages: 1-43
- NAID
  120006822880
- Open Access
- Data Source
  KAKENHI-PROJECT-16K03746
[Journal Article] Safe haven government bonds: Identification using a regime-switching copula model2018
- Author(s)
  Tachibana Minoru
- Journal Title
  
  Discussion Paper New Series, School of Economics, Osaka Prefecture University
  
  Volume: No.2018-3 Pages: 1-34
- NAID
  120006720184
- Open Access
- Data Source
  KAKENHI-PROJECT-16K03746
[Journal Article] Safe-haven and hedge currencies for the US, UK, and Euro area stock markets: A copula-based approach2018
- Author(s)
  Tachibana Minoru
- Journal Title
  
  Global Finance Journal
  
  Volume: 35 Pages: 82-96
- DOI
  10.1016/j.gfj.2017.07.001
- NAID
  120006720187
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-16K03746, KAKENHI-PROJECT-15H05729
[Journal Article] Relationship between stock and currency markets conditional on the US stock returns: A vine copula approach2018
- Author(s)
  Minoru Tachibana
- Journal Title
  
  Journal of Multinational Financial Management
  
  Volume: 46 Pages: 75-106
- DOI
  10.1016/j.mulfin.2018.05.001
- NAID
  120006720186
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-16K03746, KAKENHI-PROJECT-15H05729
[Journal Article] Safe Haven and Hedge Currencies for the US, UK, and Euro Area Stock Markets: A Copula-Based Approach2017
- Author(s)
  Minoru Tachibana
- Journal Title
  
  Discussion Paper New Series, School of Economics, Osaka Prefecture University
  
  Volume: No. 2017-1 Pages: 1-37
- NAID
  120006720187
- Acknowledgement Compliant / Open Access
- Data Source
  KAKENHI-PROJECT-16K03746
[Journal Article] Relationship between stock and currency markets conditional on the US stock returns: A vine copula approach2017
- Author(s)
  Tachibana Minoru
- Journal Title
  
  Discussion Paper New Series, School of Economics, Osaka Prefecture University
  
  Volume: No.2017-4 Pages: 1-36
- NAID
  120006720186
- Open Access
- Data Source
  KAKENHI-PROJECT-16K03746
[Journal Article] 量的緩和策の銀行貸出への効果2016
- Author(s)
  立花実、井上仁、本多佑三
- Journal Title
  
  Discussion Paper New Series, School of Economics, Osaka Prefecture University
  
  Volume: 2016-2 Pages: 1-37
- NAID
  120006720190
- Acknowledgement Compliant / Open Access
- Data Source
  KAKENHI-PROJECT-24730249
[Journal Article] Comparing the Macroeconomic Effects of Conventional and Unconventional Monetary Policy in Japan2015
- Author(s)
  Minoru Tachibana
- Journal Title
  
  Discussion Paper New Series, School of Economics, Osaka Prefecture University
  
  Volume: No.2015-3 Pages: 1-34
- NAID
  120005568725
- Acknowledgement Compliant
- Data Source
  KAKENHI-PROJECT-24730249
[Journal Article] Individual Stock Returns and Monetary Policy: Evidence from Japanese Data2014
- Author(s)
  Masahiko SHIBAMOTO, Minoru TACHIBANA
- Journal Title
  
  Japanese Economic Review
  
  Volume: 65 Issue: 3 Pages: 375-396
- DOI
  10.1111/jere.12019
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-24243044, KAKENHI-PROJECT-24730249
[Journal Article] How Have Inflation-Targeting Central Banks Responded to Supply Shocks?2013
- Author(s)
  Minoru Tachibana
- Journal Title
  
  Economics Letters
  
  Volume: Vol. 121, No. 1 Pages: 1-3
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-24730249
[Journal Article] An Injection of Base Money at Zero Interest Rates: Empirical Evidence from the Japanese Experience 2001-20062013
- Author(s)
  Yuzo Honda, Yoshihiro Kuroki and Minoru Tachibana
- Journal Title
  
  Japanese Journal of Monetary and Financial Economics
  
  Volume: Vol. 1, No. 1 Pages: 1-24
- NAID
  130007680155
- Data Source
  KAKENHI-PROJECT-24730249
[Journal Article] The Effect of Unconventional Monetary Policy on the Macro Economy: Evidence from Japan's Quantitative Easing Policy Period2013
- Author(s)
  Shibamoto Masahiko and Minoru Tachibana
- Journal Title
  
  Discussion Paper Series, Research Institute for Economics and Business Administration
  
  Volume: No.2013-12 Pages: 1-44
- Data Source
  KAKENHI-PROJECT-24730249
[Journal Article] An Injection of Base Money at Zero Interest Rates: Empirical Evidence from the Japanese Experience 2001-20062013
- Author(s)
  Yuzo HONDA, Yoshihiro KUROKI, Minoru TACHIBANA
- Journal Title
  
  Japanese Journal of Monetary and Financial Economics
  
  Volume: 1 Pages: 1-24
- NAID
  130007680155
- Data Source
  KAKENHI-PROJECT-24243044
[Journal Article] The Effect of Unconventional Monetary Policy on the Macro Economy: Evidence from Japan's Quantitative Easing Policy Period2013
- Author(s)
  Masahiko Shibamoto, Minoru Tachibana
- Journal Title
  
  RIEB Discussion Paper Series, Kobe University
  
  Volume: DP2013-12
- Data Source
  KAKENHI-PROJECT-24243044
[Journal Article] How Have Inflation-Targeting Central Banks Responded to Supply Shocks?2013
- Author(s)
  Minoru TACHIBANA
- Journal Title
  
  Economics Letters
  
  Volume: 121 Issue: 1 Pages: 1-3
- DOI
  10.1016/j.econlet.2013.06.034
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-24243044
[Journal Article] Policy Responses under Inflation Targeting : A VAR Analysis with Sign Restrictions2012
- Author(s)
  Minoru Tachibana
- Journal Title
  
  Discussion Paper New Series (School of Economics, Osaka Prefecture University)
  
  Volume: No.2012-1 Pages: 1-25
- NAID
  40021288862
- Data Source
  KAKENHI-PROJECT-20730190
[Journal Article] Policy Responses under Inflation Targeting : A VAR Analysis with Sign Restrictions, Discussion Paper New Series2012
- Author(s)
  Minoru Tachibana
- Journal Title
  
  School of Economics, Osaka Prefecture University
  
  Volume: No.2012-1
- Data Source
  KAKENHI-PROJECT-20730190
[Journal Article] Tobin’s q as a Transmission Channel for Nontraditional Monetary Policy: The Case of Japan2012
- Author(s)
  Yuzo Honda and Minoru Tachibana
- Journal Title
  
  Discussion Papers in Economics and Business, Osaka University
  
  Volume: No.12-16 Pages: 1-12
- Data Source
  KAKENHI-PROJECT-24730249
[Journal Article] Individual Stock Returns and Monetary Policy : Evidence from Japanese Data2010
- Author(s)
  Masahiko Shibamoto, Minoru Tachibana
- Journal Title
  
  RIEB Discussion Paper Series
  
  Volume: 2010-07
- Data Source
  KAKENHI-PROJECT-21243027
[Presentation] 量的・質的金融緩和により銀行行動は変化したか？2016
- Author(s)
  立花実
- Organizer
  平成27年度ESRI国際コンファレンス「経済の好循環と日本経済再生に向けた国際共同研究」マクロ経済政策・金融に関する研究報告会
- Place of Presentation
  大手町ファーストスクエアカンファレンス（東京都千代田区）
- Year and Date
  2016-03-10
- Data Source
  KAKENHI-PROJECT-24730249
[Presentation] Ｃomparing Japanese Monetary Policy Effects between the Low Interest Rate and the Normal Periods2014
- Author(s)
  立花実
- Organizer
  日本金融学会2014年度秋季大会
- Place of Presentation
  山口大学（山口県・山口市）
- Year and Date
  2014-10-18
- Data Source
  KAKENHI-PROJECT-24730249
[Presentation] Comparing Japanese Monetary Policy Effects between the Low Interest Rate and the Normal Periods2014
- Author(s)
  Minoru TACHIBANA
- Organizer
  日本金融学会2014年度秋季大会
- Place of Presentation
  山口大学　(山口県　山口市)
- Year and Date
  2014-10-18
- Data Source
  KAKENHI-PROJECT-24243044
[Presentation] 非伝統的金融政策下におけるFRBの市場とのコミュニケーション2012
- Author(s)
  立花　実
- Organizer
  日本金融学会2012年度秋季大会、中央銀行パネル「中央銀行の市場とのコミュニケーション」
- Place of Presentation
  北九州市立大学
- Data Source
  KAKENHI-PROJECT-24730249
[Presentation] Policy Responses under Inflation Targeting : A VAR Analysis with Sign Restrictions2011
- Author(s)
  立花実
- Organizer
  日本金融学会2011年度秋季大会
- Place of Presentation
  近畿大学
- Year and Date
  2011-09-18
- Data Source
  KAKENHI-PROJECT-20730190

1. KAMIHIGASHI Takashi (30324908)

# of Collaborated Projects: 2 results

# of Collaborated Products: 0 results
2. JINUSHI Toshiki (60171089)

# of Collaborated Projects: 2 results

# of Collaborated Products: 0 results
3. TAKAHASHI Wataru (70327675)

# of Collaborated Projects: 2 results

# of Collaborated Products: 0 results
4. KITANO Shigeto (00362260)

# of Collaborated Projects: 2 results

# of Collaborated Products: 0 results
5. SHIBAMOTO Masahiko (80457118)

# of Collaborated Projects: 2 results

# of Collaborated Products: 3 results
6. TSURUGA Takayuki (40511720)

# of Collaborated Projects: 2 results

# of Collaborated Products: 0 results
7. KOBAYASHI Teruyoshi (10387607)

# of Collaborated Projects: 2 results

# of Collaborated Products: 0 results
8. MIYAO Ryuzo (40229802)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results

Tachibana Minoru 立花 実

TACHIBANA Minoru 立花 実

Research Projects

Research Products

Co-Researchers

ファクター・コピュラ・アプローチの拡張と株価指数構成銘柄への応用Principal Investigator

Principal Investigator

Project Period (FY)

Research Category

Review Section

Research Institution

Interdependence between high-dimensional financial assets: Factor copula approachesPrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Review Section

Research Institution

Dynamic relationships between different financial markets: Empirical studies with copulasPrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

Deflation, Strong Yen, and Financial Crises

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

Empirical study on unconventional monetary policy: comparative analysis between its effects and side effectsPrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

Bubbles and Financial Crises in the Global Economy

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

Empirical Analysis on Monetary Policy Behavior under Inflation TargetingPrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

[Book] 経済学・経営学・法学へのいざないII2009

Author(s)

Publisher

Data Source

[Journal Article] Safe haven assets for international stock markets: A regime-switching factor copula approach2022

Author(s)

Journal Title

DOI

NAID

Data Source

[Journal Article] Safe haven assets for international stock markets: A regime-switching factor copula approach2021

Author(s)

Journal Title

NAID

Data Source

[Journal Article] Flight-to-quality in the stock-bond return relation: a regime-switching copula approach2020

Author(s)

Journal Title

DOI

NAID

Data Source

[Journal Article] Flight-to-quality in the stock-bond return relation: A regime-switching copula approach2020

Author(s)

Journal Title

NAID

Data Source

[Journal Article] Safe haven government bonds: Identification using a regime-switching copula model2018

Author(s)

Journal Title

NAID

Data Source

[Journal Article] Safe-haven and hedge currencies for the US, UK, and Euro area stock markets: A copula-based approach2018

Author(s)

Tachibana Minoru 立花実

TACHIBANA Minoru 立花実