NAKAMURA Hisashi 中村恒

Researcher Number	80418649
Other IDs
Affiliation (Current)	2025: 一橋大学, 大学院経営管理研究科, 教授
Affiliation (based on the past Project Information) *help	2018 – 2025: 一橋大学, 大学院経営管理研究科, 教授 2012 – 2017: 一橋大学, 大学院商学研究科, 准教授 2014: 一橋大学, 商学研究科, 准教授 2010 – 2011: 一橋大学, 大学院・商学研究科, 准教授 2007 – 2009: The University of Tokyo, 大学院・経済学研究科, 講師 2006: 東京大学, 大学院経済学研究科, 講師
Review Section/Research Field	Principal Investigator Public finance/Monetary economics / Basic Section 07060:Money and finance-related / Money/ Finance Except Principal Investigator Basic Section 07060:Money and finance-related / Money/ Finance / Basic Section 07010:Economic theory-related
Keywords	Principal Investigator 動学一般均衡 / 連続時間 / 信用リスク / 金融政策 / 動学一般均衡分析 / 資産価格 / 情報開示 / プルーデンシャル政策 / ステーブルコイン / 暗号通貨 … More / 資産価格モデル / 安全資産不足 / 低金利 / 衝動・自己制御 / 量的緩和．量的引き締め / 超低金利、利上げ / マクロ動学一般均衡 / 量的緩和・引き締め / 長期インフレ期待 / イールド曲線 / 中央銀行準備金 / 一般均衡分析 / 銀行資本制約 / 名目金利の下限 / マイナス名目金利 / マイナス金利 / 超低金利 / デリバティブ / 動学的一般均衡 / 保険リンク証券 / 保険 / 企業リスク管理 / システミックリスク / モラルハザード / リスク管理 / 連続時間確率解析 / 金融仲介 / エージェンシーコスト / 伝染効果 / インパルス制御 / 企業再構成 / 企業再生 / 信用リスク評価 / 破産 / Costly State Verfication / Costly State Verification / インパルス・コントロール / 債券再構成 … More Except Principal Investigator 比較静学 / 世界金融危機 / 健康不安 / 予備的貯蓄 / 高次リスク / 曖昧性 / 時間選好 / あいまい性 / 社会ノルム / 高次リスク回避度 / コンテスト / 予防行動 / 後悔 / 社会的選好 / 経済実験 / 確率的依存性 / 健康リスク / 二変数効用関数 / 高次リスク回避 / 社会選好 / 健康 / 二変数効用 / 比較動学 / 動学的意思決定 / 多属性効用理論 / 選好の一貫性 / 保険需要 / エクイティプレミアム・パズル / 後悔理論 / 多属性効用 / 実験 / 公理系 / 選好推定 / 多属性後悔理論 / 官民の役割分担 / デリバティブ / 保険 / リスクファイナンス / 巨大災害（CAT） / システミックリスク / 欧州問題 / 金融摩擦 / 金融規制 / グローバル金融規制・危機管理 / 金融政策 / 応用数学 / 金融論 / 質への逃避 / 金利・為替 / 金融危機 / モラルハザード / 無裁定条件 / 量的緩和 / 株式市場 / 通貨価値 / 金利 / 数理ファイナンス / 国際金融 Less

国家による貨幣独占とステーブルコインの動学一般均衡分析とその政策的含意Principal Investigator
- Principal Investigator
  
  中村恒
- Project Period (FY)
  2025 – 2027
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Review Section
  
  Basic Section 07060:Money and finance-related
- Research Institution
  Hitotsubashi University
意思決定の結果が多属性、多期間におよぶ場合の選好の特徴付けとその検証
- Principal Investigator
  
  藤井陽一朗
- Project Period (FY)
  2021 – 2024
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Review Section
  
  Basic Section 07010:Economic theory-related
- Research Institution
  Meiji University
A dynamic general equilibrium analysis of macroeconomic problems in an ultra-low interest rate environmentPrincipal Investigator
- Principal Investigator
  
  中村恒
- 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
  Hitotsubashi University
The development of household finance incorporated health anxiety
- Principal Investigator
  
  尾崎祐介
- Project Period (FY)
  2020 – 2024
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Review Section
  
  Basic Section 07060:Money and finance-related
- Research Institution
  Waseda University
A dynamic general equilibrium analysis of negative nominal interest ratesPrincipal Investigator
- Principal Investigator
  
  NAKAMURA Hisashi
- 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
  Hitotsubashi University
Catastrophe (CAT) and risk finace
- Principal Investigator
  
  ISHIZAKA Motokazu
- Project Period (FY)
  2018 – 2020
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Review Section
  
  Basic Section 07060:Money and finance-related
- Research Institution
  Chuo University
  Fukuoka University
Restructuring Global Financial Regulation and Crisis Management in the New Phase after the Global Financial Crisis
- Principal Investigator
  
  Ogawa Eiji
- Project Period (FY)
  2017 – 2019
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Research Field
  
  Money/ Finance
- Research Institution
  Hitotsubashi University
A dynamic general equilibrium analysis of insurance-linked securities and their effect on financla stabilityPrincipal Investigator
- Principal Investigator
  
  Nakamura Hisashi
- Project Period (FY)
  2015 – 2017
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Money/ Finance
- Research Institution
  Hitotsubashi University
The Global Financial Crisis and Its Effects on Currencies and Finance: Evaluation Methods Revisited
- Principal Investigator
  
  OGAWA Eiji
- Project Period (FY)
  2013 – 2015
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Research Field
  
  Money/ Finance
- Research Institution
  Hitotsubashi University
Valuation of corporate risk under asymmetric informationPrincipal Investigator
- Principal Investigator
  
  NAKAMURA Hisashi
- Project Period (FY)
  2012 – 2014
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Public finance/Monetary economics
- Research Institution
  Hitotsubashi University
Macroeconomic analysis of agency costs in financial intermediation under informational asymmetryPrincipal Investigator
- Principal Investigator
  
  NAKAMURA Hisashi
- Project Period (FY)
  2010 – 2011
- Research Category
  
  Grant-in-Aid for Young Scientists (B)
- Research Field
  
  Public finance/Monetary economics
- Research Institution
  Hitotsubashi University
Credit risk and contagion: Continuous-time optimal contract approachPrincipal Investigator
- Principal Investigator
  
  NAKAMURA Hisashi
- Project Period (FY)
  2008 – 2009
- Research Category
  
  Grant-in-Aid for Young Scientists (B)
- Research Field
  
  Public finance/Monetary economics
- Research Institution
  The University of Tokyo
連続時間契約モデルを用いた信用リスクにおける流動性プレミアムの分析Principal Investigator
- Principal Investigator
  
  中村恒
- Project Period (FY)
  2006 – 2007
- Research Category
  
  Grant-in-Aid for Young Scientists (B)
- Research Field
  
  Public finance/Monetary economics
- Research Institution
  The University of Tokyo

[Book] 世界金融危機後の金融リスクと危機管理2017
- Author(s)
  (a) 小川英治　(b) 研究代表者：小川英治、研究分担者：中村恒、安田行宏、花崎正晴
- Total Pages
  256
- Publisher
  東京大学出版会
- ISBN
  9784130402811
- Data Source
  KAKENHI-PROJECT-17H02545
[Book] Asian Currencies in the Global Imbalance and Global Financial Crisis in Inderjit N. Kaur and Nirvikar Singh eds., The Oxford Handbook of the Economics of the Pacific Rim2014
- Author(s)
  Eiji Ogawa and Chikafumi Nakamura
- Total Pages
  20
- Publisher
  Oxford University Press
- Data Source
  KAKENHI-PROJECT-25285098
[Journal Article] Multiattribute regret: theory and experimental study2023
- Author(s)
  Fujii Yoichiro、Murakami Hajime、Nakamura Yutaka、Takemura Kazuhisa
- Journal Title
  
  Theory and Decision
  
  Volume: 95 Issue: 4 Pages: 623-662
- DOI
  10.1007/s11238-023-09936-w
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-23K12562, KAKENHI-PROJECT-21K01393, KAKENHI-PROJECT-23K22164
[Journal Article] Multiattribute Regret: Theory and Experimental Study2023
- Author(s)
  Fujii, Y., Murakami, H., Nakamura, Y., and Takemura, K.
- Journal Title
  
  Theory and Decision
  
  Volume: Accepted
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21K01393
[Journal Article] Regret-sensitive equity premium2021
- Author(s)
  Fujii Yoichiro、Nakamura Yutaka
- Journal Title
  
  International Review of Economics & Finance
  
  Volume: 76 Pages: 302-307
- DOI
  10.1016/j.iref.2021.06.011
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-17K03637, KAKENHI-PROJECT-21K01393
[Journal Article] モラルハザードの価値評価：強形式による定式化2016
- Author(s)
  中村恒
- Journal Title
  
  小川英治編著『世界金融危機と金利・為替-通貨・金融への影響と評価手法の再構築』東京大学出版会
  
  Volume: 1 Pages: 123-168
- Data Source
  KAKENHI-PROJECT-25285098
[Journal Article] ドハティ「統合リスクマネジメント」ケーススタディの紹介～米国MBAテキストをやさしく読み解く2016
- Author(s)
  中村恒、劔義隆
- Journal Title
  
  リアルオプションと戦略
  
  Volume: 未定
- NAID
  130006726302
- Data Source
  KAKENHI-PROJECT-15K03537
[Journal Article] 金融危機後の金融リスク分析の新しい流れ2015
- Author(s)
  中村恒
- Journal Title
  
  日経研月報
  
  Volume: 449 Pages: 20-28
- NAID
  40020642695
- Data Source
  KAKENHI-PROJECT-15K03537
[Journal Article] Optimal Risk Sharing in the Presence of Moral Hazard under Market Risk and Jump Risk2014
- Author(s)
  Takashi Misumi, Hisashi Nakamura, Koichiro Takaoka
- Journal Title
  
  Japannese Journal of Monetary and Financial Economics
  
  Volume: Vol. 2 Pages: 59-73
- NAID
  130007676189
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-24530343
[Journal Article] A Continuous-Time Optimal Insurance Design with Costly Monitoring2014
- Author(s)
  Hisashi Nakamura, Koichiro Takaoka
- Journal Title
  
  Asia-Pacific Financial Markets
  
  Volume: Vol. 21 Issue: 3 Pages: 237-261
- DOI
  10.1007/s10690-014-9184-9
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-24530343
[Journal Article] Optimal Risk Sharing in the Presence of Moral Hazard under Market Risk and Jump Risk2014
- Author(s)
  Takashi Misumi, Hisashi Nakamura, Koichiro Takaoka
- Journal Title
  
  Japanese Journal of Monetary and Financial Economics
  
  Volume: Vol. 2 Pages: 59-73
- NAID
  130007676189
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-25285098
[Journal Article] Continuous-Time Analysis of Optimal Restructuring of Contracts with Costly Information Disclosure2012
- Author(s)
  Hisashi Nakamura
- Journal Title
  
  Asia-Pacific Financial Markets
  
  Volume: (掲載決定)
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-22730251
[Journal Article] A Continuous-Time Analysis of Optimal Restructuring of Contracts with Costly Information Disclosure2012
- Author(s)
  Hisashi Nakamura
- Journal Title
  
  Asia-Pacific Financial Markets
  
  Volume: vol.19 Issue: 2 Pages: 119-147
- DOI
  10.1007/s10690-011-9144-6
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-22730251, KAKENHI-PROJECT-24530343
[Journal Article] 証券化型金融のもとでの金融システムの安定について:コンティンジェント転換証券と保険の役割2012
- Author(s)
  中村恒
- Journal Title
  
  財団法人ゆうちょ財団の季刊機関誌『個人金融』2012春号
- NAID
  40019261117
- Data Source
  KAKENHI-PROJECT-22730251
[Journal Article] 証券化型金融のもとでの金融システムの安定について:コンティンジェント転換証券と保険の役割2012
- Author(s)
  中村恒
- Journal Title
  
  財団法人ゆうちょ財団季刊機関誌『個人金融』
  
  Volume: 春号(近刊)(掲載決定)
- NAID
  40019261117
- Data Source
  KAKENHI-PROJECT-22730251
[Presentation] Multiattribute Regret: Theory and Experimental Study2022
- Author(s)
  Fujii, Y., Murakami, H., Nakamura, Y., and Takemura, K.
- Organizer
  Foundation of Utility and Risk Association
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-21K01393
[Presentation] Multiattribute Regret: Theory and Experimental Study2021
- Author(s)
  Fujii, Y., Murakami, H., Nakamura, Y., and Takemura, K.
- Organizer
  SPUDM2021
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-21K01393
[Presentation] A general equilibrium analysis of low nominal interest rates under a bank capital constraint2018
- Author(s)
  Hisashi Nakamura
- Organizer
  China International RIsk Forum
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18K01679
[Presentation] A General Equilibrium Analysis of Negative Interest Rates2018
- Author(s)
  Hisashi Nakamura
- Organizer
  共同利用・共同研究拠点明治大学先端数理科学インスティテュート(MIMS)「現象数理学拠点」共同研究集会（明治大学中野キャンパス）
- Data Source
  KAKENHI-PROJECT-17H02545
[Presentation] Macroeconomic implications of nominal yield curves2018
- Author(s)
  Hisashi Nakamura
- Organizer
  一橋大学吉林大学共同学術フォーラム
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-17H02545
[Presentation] Valuation of moral hazard under diffusive and jump risks2017
- Author(s)
  Toru Igarashi and Hisashi Nakamura
- Organizer
  Asian Meeting of Econometric Society
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15K03537
[Presentation] Valuation of moral hazard under diffusive and jump risks2017
- Author(s)
  Hisashi Nakamura
- Organizer
  2017 China Interinational Risk Forum, Shanghai Jiao Tong University
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-15K03537
[Presentation] 金融危機後の金融リスク分析の新しい流れ2016
- Author(s)
  中村恒
- Organizer
  日本経済研究所
- Place of Presentation
  日本経済研究所会議室（東京都千代田区）
- Year and Date
  2016-04-08
- Data Source
  KAKENHI-PROJECT-15K03537
[Presentation] Moral Hazard Premium2015
- Author(s)
  中村恒
- Organizer
  2015年度 RIMS共同研究「マクロ経済動学の非線形数理」
- Place of Presentation
  京都大学、京都府京都市
- Year and Date
  2015-09-15
- Invited
- Data Source
  KAKENHI-PROJECT-25285098
[Presentation] Moral Hazard Premium2015
- Author(s)
  中村恒
- Organizer
  日本金融学会2015年度春季大会
- Place of Presentation
  東京経済大学、東京都国分寺市
- Year and Date
  2015-05-16
- Data Source
  KAKENHI-PROJECT-25285098
[Presentation] Moral Hazard Premium2015
- Author(s)
  Hisashi Nakamura
- Organizer
  World Risk and Insurance Economics Congress (WRIEC)
- Place of Presentation
  Ludwig-Maximilians-Universitat Munchen, Munich, Germany
- Year and Date
  2015-08-06
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-25285098
[Presentation] Valuation of moral hazard under diffusive and jump risks2015
- Author(s)
  中村恒
- Organizer
  統計研究会
- Place of Presentation
  大手町フィナンシャルシティ 3階カンファレンスセンター（東京都千代田区）
- Year and Date
  2015-07-17
- Data Source
  KAKENHI-PROJECT-15K03537
[Presentation] Moral Hazard Premium2015
- Author(s)
  Hisashi Nakamura
- Organizer
  Econometric Society World Congress
- Place of Presentation
  Palais des congress de Montreal, Montreal, Canada
- Year and Date
  2015-08-20
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-25285098
[Presentation] Moral Hazard Premium: Valuation of Moral Hazard under Diffusive and Jump Risks2014
- Author(s)
  Hisashi Nakamura
- Organizer
  Asia-Pacific Risk and Insurance Association 18th Annual Conference
- Place of Presentation
  Moscow State University
- Year and Date
  2014-07-29
- Invited
- Data Source
  KAKENHI-PROJECT-25285098
[Presentation] Moral Hazard Premium: Valuation of Moral Hazard under Diffusive and Jump Risks2014
- Author(s)
  Hisashi Nakamura
- Organizer
  68th European Meeting of the Econometric Society
- Place of Presentation
  Toulouse School of Economics
- Year and Date
  2014-08-27
- Invited
- Data Source
  KAKENHI-PROJECT-25285098
[Presentation] Moral Hazard Premium: Valuation of Moral Hazard under Diffusive and Jump Risks2014
- Author(s)
  中村恒
- Organizer
  RIMS共同研究「マクロ経済動学の非線形数理」
- Place of Presentation
  京都大学数理解析研究所
- Year and Date
  2014-09-17
- Data Source
  KAKENHI-PROJECT-25285098
[Presentation] Moral Hazard Premium: Valuation of Moral Hazard under Diffusive and Jump Risks2014
- Author(s)
  中村恒
- Organizer
  日本保険・年金リスク学会（JARIP）第12回研究発表大会
- Place of Presentation
  東京大学（駒場キャンパス）
- Year and Date
  2014-11-01
- Data Source
  KAKENHI-PROJECT-25285098
[Presentation] Moral Hazard Premium: Valuation of Moral Hazard under Diffusive and Jump Risks2014
- Author(s)
  中村恒
- Organizer
  共同利用・共同研究拠点「先端経済理論の国際的共同研究拠点」金融システミックリスク分析に基づく経済危機への政策提言
- Place of Presentation
  京都大学経済研究所
- Year and Date
  2014-05-23
- Data Source
  KAKENHI-PROJECT-25285098
[Presentation] Moral Hazard Premium: Valuation of Moral Hazard under Diffusive and Jump Risks2014
- Author(s)
  中村恒
- Organizer
  保険学セミナー
- Place of Presentation
  生命保険文化センター保険研究室
- Year and Date
  2014-05-17
- Data Source
  KAKENHI-PROJECT-25285098
[Presentation] Moral-Hazard Premium2014
- Author(s)
  Hisashi Nakamura
- Organizer
  Asia-Pacific Risk and Insurance Association (APRIA)
- Place of Presentation
  Moscow State University (Moscow, Russia)
- Data Source
  KAKENHI-PROJECT-25285098
[Presentation] 証券化型金融のもとでの金融システムの安定について:コンティンジェント転換証券と保険の役割2012
- Author(s)
  中村恒
- Organizer
  損保ジャパン研究会
- Place of Presentation
  損保ジャパンビル・新宿
- Year and Date
  2012-02-21
- Data Source
  KAKENHI-PROJECT-22730251
[Presentation] 証券化型金融のもとでの金融システムの安定について:コンティンジェント転換証券と保険の役割2012
- Author(s)
  中村恒
- Organizer
  損保ジャパン研究会
- Place of Presentation
  損保ジャパンビル,新宿
- Year and Date
  2012-02-21
- Data Source
  KAKENHI-PROJECT-22730251
[Presentation] A Continuous-Time Optimal Insurance Design with Costly Information2011
- Author(s)
  Hisashi Nakamura
- Organizer
  Yonsei University Economics workshop
- Place of Presentation
  Yonsei University, Seoul
- Year and Date
  2011-12-07
- Data Source
  KAKENHI-PROJECT-22730251
[Presentation] A Continuous-Time Optimal Insurance Design with Costly Information2011
- Author(s)
  中村恒
- Organizer
  日本リスク保険年金学会
- Place of Presentation
  明治大学,御茶ノ水
- Year and Date
  2011-11-05
- Data Source
  KAKENHI-PROJECT-22730251
[Presentation] A Continuous-Time Optimal Insurance Design with Costly Information2011
- Author(s)
  Hisashi Nakamura
- Organizer
  日本リスク保険年金学会年次総会
- Place of Presentation
  明治大学(御茶ノ水)
- Year and Date
  2011-11-05
- Data Source
  KAKENHI-PROJECT-22730251
[Presentation] A Continuous-Time Optimal Insurance Design with Costly Information2011
- Author(s)
  中村恒
- Organizer
  大阪大学中之島コンファレンス
- Place of Presentation
  大阪大学,中之島センター(招待講演)
- Year and Date
  2011-12-03
- Data Source
  KAKENHI-PROJECT-22730251
[Presentation] A Continuous-Time Optimal Insurance Design with Costly Information2011
- Author(s)
  中村恒
- Organizer
  Yonsei University, Economics workshop
- Place of Presentation
  韓国ソウル,Yonsei University, Department of Economics(招待講演)
- Year and Date
  2011-12-07
- Data Source
  KAKENHI-PROJECT-22730251
[Presentation] A Continuous-Time Optimal Insurance Design with Costly Information2011
- Author(s)
  Hisashi Nakamura
- Organizer
  大阪大学中之島コンファレンス
- Place of Presentation
  大阪大学・中之島センター
- Year and Date
  2011-12-03
- Data Source
  KAKENHI-PROJECT-22730251
[Presentation] A Continuous-Time Analysis of Optimal Restructuring of Contracts with Costly Information Disclosure : Asset Pricing Implications2010
- Author(s)
  Hisashi Nakamura
- Organizer
  第10回Econometric Society World Congress
- Place of Presentation
  上海
- Year and Date
  2010-08-17
- Data Source
  KAKENHI-PROJECT-22730251
[Presentation] A Continuous-Time Analysis of Optimal Contracts with Restructuring in an Environment with Costly Information Disclosure : Theory and Applications2010
- Author(s)
  中村恒
- Organizer
  数理ファイナンス国際コンファレンス「Topics on Leading-edge Numerical Procedures and Models」(東京工業大、CRAFT主催2010.02)
- Place of Presentation
  東京工業大学
- Data Source
  KAKENHI-PROJECT-20730204
[Presentation] A Continuous-Time Analysis of Optimal Restructuring of Contracts with Costly Information Disclosure : Asset Pricing Implications2010
- Author(s)
  Hisashi Nakamura
- Organizer
  Disclosure : Asset Pricing Implications,"Society for the Advancement of Economic Theory(SAET) Conference on Current Trends in Economics
- Place of Presentation
  シンガポール
- Year and Date
  2010-08-13
- Data Source
  KAKENHI-PROJECT-22730251
[Presentation] A Continuous-Time Analysis of Optimal Contracts with Restructuring in an Environment with Costly Information Disclosure : Theory and Applications2010
- Author(s)
  中村恒
- Organizer
  Ajou 大学金融工学部(韓国スウォン2010.01)に招待されて講演
- Place of Presentation
  韓国スウォン
- Data Source
  KAKENHI-PROJECT-20730204
[Presentation] A Continuous-Time Analysis of Optimal Contracts with Restructuring in an Environment with Costly Information Disclosure : Theory and Applications2010
- Author(s)
  中村恒
- Organizer
  連邦準備理事会(米国ワシントンDC2010.01)
- Place of Presentation
  ワシントンDC USA
- Data Source
  KAKENHI-PROJECT-20730204
[Presentation] A Continuous-Time Analysis of Optimal Restructuring of Contracts with Costly Information Disclosure : Asset Pricing Implications2010
- Author(s)
  中村恒
- Organizer
  第10回Econometric Society World Congress
- Place of Presentation
  中国・上海
- Year and Date
  2010-08-17
- Data Source
  KAKENHI-PROJECT-22730251
[Presentation] A Continuous-Time Analysis of Optimal Restnicturing of Contracts with Costly Information Disclosure : Asset Pricing Implications2010
- Author(s)
  中村恒
- Organizer
  Society for the Advancement of Economic Theory (SAET) Conference on Current Trends in Economics
- Place of Presentation
  シンガポール
- Year and Date
  2010-08-13
- Data Source
  KAKENHI-PROJECT-22730251
[Presentation] A Continuous-Time Analysis of Optimal Contracts with Restructuring in an Environment with Costly Information Disclosure : Theory and Applications2009
- Author(s)
  中村恒
- Organizer
  カリフォルニア大サンタクルーズ校経済学部(2009.12)で発表
- Place of Presentation
  カリフォルニア大サンタクルーズ校経済学部(カリフォルニア)USA
- Data Source
  KAKENHI-PROJECT-20730204
[Presentation] A Continuous Time Analysis of Optimal Debt Contracts2007
- Author(s)
  中村恒
- Organizer
  Society for Economic Dynamics Annual Meetings
- Place of Presentation
  プラハ、チェコ
- Data Source
  KAKENHI-PROJECT-18730209
[Presentation] A Continuous Time Analysis of Optimal Debt Contracts2007
- Author(s)
  中村恒
- Organizer
  Econometric Society North American Summer Meetings
- Place of Presentation
  デューク大学、米国
- Data Source
  KAKENHI-PROJECT-18730209
[Presentation] A Dynamic Theory of Debt Restructuring2006
- Author(s)
  中村恒
- Organizer
  Econometric Society North American Summer Meetings
- Place of Presentation
  ミネソタ大学、米国
- Data Source
  KAKENHI-PROJECT-18730209
[Presentation] A Continuous Time Analysis of Optimal Debt Contracts2006
- Author(s)
  中村恒
- Organizer
  日本ファイナンス学会
- Place of Presentation
  東京大学
- Data Source
  KAKENHI-PROJECT-18730209
[Presentation] A Continuous-Time Optimal Insurance Design with Costly Monitoring
- Author(s)
  Hisashi Nakamura
- Organizer
  Japanese Association of Risk, Insurance and Pensions Annual Conference
- Place of Presentation
  Tokyo, Japan
- Data Source
  KAKENHI-PROJECT-24530343
[Presentation] Optimal Risk Sharing in the Presence of Moral Hazard under Market Risk and Jump Risk
- Author(s)
  Hisashi Nakamura
- Organizer
  American RIsk and Insurance Association (ARIA)
- Place of Presentation
  Washington Court Hotel (Washington DC, USA)
- Data Source
  KAKENHI-PROJECT-24530343
[Presentation] Optimal Risk Sharing in the Presence of Moral Hazard under Market Risk and Jump Risk
- Author(s)
  Hisashi Nakamura
- Organizer
  Asia-Pacific RIsk and Insurance Association (APRIA)
- Place of Presentation
  St. Johns University (New York City, USA)
- Data Source
  KAKENHI-PROJECT-24530343
[Presentation] A Continuous-Time Optimal Insurance Design with Costly Monitoring
- Author(s)
  Hisashi Nakamura
- Organizer
  Asia-Pacific Risk and Insurance Association 16th Annual Conference
- Place of Presentation
  Seoul, South Korea
- Data Source
  KAKENHI-PROJECT-24530343
[Presentation] A Continuous-Time Optimal Insurance Design with Costly Monitoring
- Author(s)
  Hisashi Nakamura
- Organizer
  Society for the Advancement of Economic Theory (SAET), 12th SAET Conference on Current Trends in Economics
- Place of Presentation
  Brisbane, Australia
- Data Source
  KAKENHI-PROJECT-24530343
[Presentation] Optimal Risk Sharing in the Presence of Moral Hazard under Market Risk and Jump Risk
- Author(s)
  中村恒
- Organizer
  日本金融学会第７０会春季大会
- Place of Presentation
  一橋大学国立キャンパス（東京都国立市）
- Data Source
  KAKENHI-PROJECT-25285098
[Presentation] Optimal Risk Sharing in the Presence of Moral Hazard under Market Risk and Jump Risk
- Author(s)
  Hisashi Nakamura
- Organizer
  Asia-Pacific Risk and Insurance Association (APRIA)
- Place of Presentation
  St. Johns University（New York City, USA）
- Data Source
  KAKENHI-PROJECT-25285098
[Presentation] Optimal Risk Sharing in the Presence of Moral Hazard under Market Risk and Jump Risk
- Author(s)
  Hisashi Nakamura
- Organizer
  日本金融学会2014年春季大会
- Place of Presentation
  一橋大学（東京都）
- Data Source
  KAKENHI-PROJECT-24530343
[Presentation] Optimal Risk Sharing in the Presence of Moral Hazard under Market Risk and Jump Risk
- Author(s)
  Hisashi Nakamura
- Organizer
  American Risk and Insurance Association (ARIA)
- Place of Presentation
  Washington Court Hotel (Washington, DC, USA)
- Data Source
  KAKENHI-PROJECT-25285098

1. OGAWA Eiji (80185503)

# of Collaborated Projects: 2 results

# of Collaborated Products: 2 results
2. TAKAOKA Koichiro (50272662)

# of Collaborated Projects: 2 results

# of Collaborated Products: 1 results
3. TAKAMIZAWA Hideyuki (60361854)

# of Collaborated Projects: 2 results

# of Collaborated Products: 0 results
4. KOBAYASHI Kenta (60432902)

# of Collaborated Projects: 2 results

# of Collaborated Products: 0 results
5. 藤井陽一朗 (80635376)

# of Collaborated Projects: 2 results

# of Collaborated Products: 4 results
6. 尾崎祐介 (80511302)

# of Collaborated Projects: 2 results

# of Collaborated Products: 0 results
7. MISUMI Takashi (00229684)

# of Collaborated Projects: 1 results

# of Collaborated Products: 1 results
8. IKEMORI Toshifumi (00711889)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
9. ISHIZAKA Motokazu (60401676)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
10. 安田行宏 (10349524)

# of Collaborated Projects: 1 results

# of Collaborated Products: 1 results
11. 花崎正晴 (60334588)

# of Collaborated Projects: 1 results

# of Collaborated Products: 1 results
12. 山崎尚志 (30403223)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
13. 柳瀬典由 (50366168)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
14. 小川一仁 (50405487)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
15. 村上始

# of Collaborated Projects: 0 results

# of Collaborated Products: 1 results

NAKAMURA Hisashi 中村 恒

Research Projects

Research Products

Co-Researchers

国家による貨幣独占とステーブルコインの動学一般均衡分析とその政策的含意Principal Investigator

Principal Investigator

Project Period (FY)

Research Category

Review Section

Research Institution

意思決定の結果が多属性、多期間におよぶ場合の選好の特徴付けとその検証

Principal Investigator

Project Period (FY)

Research Category

Review Section

Research Institution

A dynamic general equilibrium analysis of macroeconomic problems in an ultra-low interest rate environmentPrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Review Section

Research Institution

The development of household finance incorporated health anxiety

Principal Investigator

Project Period (FY)

Research Category

Review Section

Research Institution

A dynamic general equilibrium analysis of negative nominal interest ratesPrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Review Section

Research Institution

Catastrophe (CAT) and risk finace

Principal Investigator

Project Period (FY)

Research Category

Review Section

Research Institution

Restructuring Global Financial Regulation and Crisis Management in the New Phase after the Global Financial Crisis

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

A dynamic general equilibrium analysis of insurance-linked securities and their effect on financla stabilityPrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

The Global Financial Crisis and Its Effects on Currencies and Finance: Evaluation Methods Revisited

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

Valuation of corporate risk under asymmetric informationPrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

Macroeconomic analysis of agency costs in financial intermediation under informational asymmetryPrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

Credit risk and contagion: Continuous-time optimal contract approachPrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

連続時間契約モデルを用いた信用リスクにおける流動性プレミアムの分析Principal Investigator

Principal Investigator

Project Period (FY)

Research Category

NAKAMURA Hisashi 中村恒