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Publications

by members of

Hosei University → Faculty of Business Administration

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.
| Working papers | Journal articles | Chapters |

Working papers

2025

  1. Makoto Takahashi, 2025, "Returns and Order Flow Imbalances: Intraday Dynamics and Macroeconomic News Effects," Papers, arXiv.org, number 2508.06788, Aug, revised Oct 2025.

2024

  1. Makoto Takahashi & Yuta Yamauchi & Toshiaki Watanabe & Yasuhiro Omori, 2024, "Realized Stochastic Volatility Models with Skew-t Distributions for Volatility and Tail Risk Forecasting," Papers, arXiv.org, number 2401.13179, Jan, revised Aug 2026.

2021

  1. Takahashi, Makoto & Watanabe, Toshiaki & Omori, Yasuhiro, 2021, "Forecasting Daily Volatility of Stock Price Index Using Daily Returns and Realized Volatility," Discussion paper series, Hitotsubashi Institute for Advanced Study, Hitotsubashi University, number HIAS-E-104, Jan.

2014

  1. Hideaki Hirata, 2014, "Preference Shocks, International Frictions, and International Business Cycles," Working Paper, Harvard University OpenScholar, number 164446, Jan.
  2. Makoto Takahashi & Toshiaki Watanabe & Yasuhiro Omori, 2014, "Volatility and Quantile Forecasts by Realized Stochastic Volatility Models with Generalized Hyperbolic Distribution," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-921, Feb.

2013

  1. Hideaki HIRATA & Ayhan KOSE & Christopher OTROK, 2013, "Regionalization vs. Globalization," Discussion papers, Research Institute of Economy, Trade and Industry (RIETI), number 13004, Jan.

2012

  1. Hideaki Hirata & M. Ayhan Kose & Christopher Otrok & Marco E. Terrones, 2012, "Global House Price Fluctuations: Synchronization and Determinants," NBER Working Papers, National Bureau of Economic Research, Inc, number 18362, Sep.
  2. Makoto Takahashi & Yasuhiro Omori & Toshiaki Watanabe, 2012, "News Impact Curve for Stochastic Volatility Models," Global COE Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University, number gd12-242, Sep.

2011

  1. Ryo HASUMI & Hideaki HIRATA & Arito ONO, 2011, "Differentiated Use of Small Business Credit Scoring by Relationship Lenders and Transactional Lenders: Evidence from firm-bank matched data in Japan," Discussion papers, Research Institute of Economy, Trade and Industry (RIETI), number 11070, Oct.
  2. Hideaki Hirata & Keisuke Otsu, 2011, "Accounting for the economic relationship between Japan and the Asian Tigers," Studies in Economics, School of Economics, University of Kent, number 1120, Nov.

2010

  1. Ryo HASUMI & Hideaki HIRATA, 2010, "Small Business Credit Scoring: Evidence from Japan," Discussion papers, Research Institute of Economy, Trade and Industry (RIETI), number 10029, Jun.

2009

  1. Iichiro UESUGI & Hiroshi UCHIDA & Yoshiyuki OGURA & Arito ONO & Peng XU & Daisuke TSURUTA & Tadanobu NEMOTO & Hideaki HIRATA & Yukihiro YASUDA & Nobuyoshi YAMORI & Wako WATANABEu & Masaki HOTEI, 2009, "The Current Status of SME Financing under the Financial Crisis: A summary of the Survey on the Status of Transactions between Businesses and Financial Institutions (Feb. 2008) and the Survey on the Status of Transactions between Businesses and Financ," Discussion Papers (Japanese), Research Institute of Economy, Trade and Industry (RIETI), number 09020, Jul.

2007

  1. Makoto Takahashi & Yasuhiro Omori & Toshiaki Watanabe, 2007, "Estimating Stochastic Volatility Models Using Daily Returns and Realized Volatility Simultaneously ( Revised in March 2008; Published in "Computational Statistics and Data Analysis", 53-6, 2404-2426. April 2009. )," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-108, Sep.
  2. Makoto Takahashi & Yasuhiro Omori & Toshiaki Watanabe, 2007, "Estimating Stochastic Volatility Models Using Daily Returns and Realized Volatility Simultaneously," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-515, Sep.

2004

  1. Hideaki Hirata & Tokiko Shimizu, 2004, "Purchase of SME-related ABS by the Bank of Japan (Updated): Monetary Policy and SME financing in Japan," Bank of Japan Working Paper Series, Bank of Japan, number 04-E-1, Feb.

1998

  1. Hideaki Hirata & Kazuo Ueda, 1998, "The Yield Spread as a Predictor of Japanese Recessions," Working Paper, Harvard University OpenScholar, number 164501, Jan.

1993

  1. Kwang W. Jun & Sader, Frank & Haruo Horaguchi & Hyuntai Kwak & DEC, 1993, "Japanese foreign direct investment : recent trends, determinants, and prospects," Policy Research Working Paper Series, The World Bank, number 1213, Nov.

Undated

  1. Ryuichi Yamamoto & Hideaki Hirata, undated, "Strategy Switching in the Japanese Stock Market," Working Paper, Harvard University OpenScholar, number 164466.
  2. Tomoki Tanemura & Yasunari Inamura & Shinichi Nishioka & Hideaki Hirata & Tokiko Shimizu, undated, "Liquidity in JGB Markets? Analysis on the Intraday Bid-Ask Spreads?," Working Paper, Harvard University OpenScholar, number 164516.
  3. Ryo Hasumi & Hideaki Hirata, undated, "Small Business Credit Scoring and Its Pitfalls: Evidence from Japan," Working Paper, Harvard University OpenScholar, number 164471.
  4. Hideaki Hirata & Tokiko Shimizu, undated, "Purchase of SME-related ABS by the Bank of Japan: Monetary Policy and SME Financing in Japan," Working Paper, Harvard University OpenScholar, number 164521.
  5. Ryuichi Yamamoto & Hideaki Hirata, undated, "Belief Changes and Expectation Heterogeneity in Buy- and Sell-Side Professionals in the Japanese Stock Market," Working Paper, Harvard University OpenScholar, number 164461.

Journal articles

2024

  1. Takahashi, Makoto & Watanabe, Toshiaki & Omori, Yasuhiro, 2024, "Forecasting Daily Volatility of Stock Price Index Using Daily Returns and Realized Volatility," Econometrics and Statistics, Elsevier, volume 32, issue C, pages 34-56, DOI: 10.1016/j.ecosta.2021.08.002.

2022

  1. Haruo H. Horaguchi, 2022, "Forecasting foreign exchange rates as group experiment: actuality bias and fact-convergence effect within wisdom of crowds," Review of Behavioral Finance, Emerald Group Publishing Limited, volume 15, issue 5, pages 652-671, March, DOI: 10.1108/RBF-09-2021-0176.
  2. Haruo H. Horaguchi & Toichiro Susumago, 2022, "Global R&D Location Strategy of Multinational Enterprises: an Agent-Based Simulation Modeling Approach," Journal of Industry, Competition and Trade, Springer, volume 22, issue 3, pages 457-479, December, DOI: 10.1007/s10842-022-00391-x.

2016

  1. Takahashi, Makoto & Watanabe, Toshiaki & Omori, Yasuhiro, 2016, "Volatility and quantile forecasts by realized stochastic volatility models with generalized hyperbolic distribution," International Journal of Forecasting, Elsevier, volume 32, issue 2, pages 437-457, DOI: 10.1016/j.ijforecast.2015.07.005.

2014

  1. Ono, Arito & Hasumi, Ryo & Hirata, Hideaki, 2014, "Differentiated use of small business credit scoring by relationship lenders and transactional lenders: Evidence from firm–bank matched data in Japan," Journal of Banking & Finance, Elsevier, volume 42, issue C, pages 371-380, DOI: 10.1016/j.jbankfin.2014.02.009.
  2. Hirata, Hideaki, 2014, "Preference shocks, international frictions, and international business cycles," Journal of Asian Economics, Elsevier, volume 34, issue C, pages 92-104, DOI: 10.1016/j.asieco.2014.07.002.

2013

  1. Yamamoto, Ryuichi & Hirata, Hideaki, 2013, "Strategy switching in the Japanese stock market," Journal of Economic Dynamics and Control, Elsevier, volume 37, issue 10, pages 2010-2022, DOI: 10.1016/j.jedc.2013.05.006.
  2. Hideaki Hirata & M. Ayhan Kose & Christopher Otrok & Marco E Terrones, 2013, "Global House Price Fluctuations: Synchronization and Determinants," NBER International Seminar on Macroeconomics, University of Chicago Press, volume 9, issue 1, pages 119-166, DOI: 10.1086/669585.
  3. Takahashi, Makoto & Omori, Yasuhiro & Watanabe, Toshiaki, 2013, "News impact curve for stochastic volatility models," Economics Letters, Elsevier, volume 120, issue 1, pages 130-134, DOI: 10.1016/j.econlet.2013.03.001.

2009

  1. Hirata, Hedeaki, 2009, "Globalization and International Business Cycles―Using Three‐Asymmetric‐Country Dynamic Stochastic General Equilibrium Models―," Economic Review, Hitotsubashi University, volume 60, issue 3, pages 241-252, July, DOI: 10.15057/21806.
  2. Takahashi, Makoto & Omori, Yasuhiro & Watanabe, Toshiaki, 2009, "Estimating stochastic volatility models using daily returns and realized volatility simultaneously," Computational Statistics & Data Analysis, Elsevier, volume 53, issue 6, pages 2404-2426, April.

2008

  1. Haruo Horaguchi, 2008, "Economics of Reciprocal Networks: Collaboration in Knowledge and Emergence of Industrial Clusters," Computational Economics, Springer;Society for Computational Economics, volume 31, issue 4, pages 307-339, May, DOI: 10.1007/s10614-007-9119-x.

2007

  1. Hideaki Hirata & Sunghyun Henry Kim & M. Ayhan Kose, 2007, "Sources of Fluctuations: The Case of MENA," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 43, issue 1, pages 5-34, February.
  2. Haruo H. Horaguchi, 2007, "Economic Analysis of Free Trade Agreements: Spaghetti Bowl Effect and a Paradox of Hub and Spoke Network," Journal of Economic Integration, Center for Economic Integration, Sejong University, volume 22, pages 664-683.

2006

  1. Horaguchi, Haruo, 2006, "【書評】小島 清『雁行型経済発展論(第1巻)―日本経済・アジア経済・世界経済』，『雁行型経済発展論(第2巻)―アジアと世界の新秩序』, 【Book Review】Kiyoshi Kojima, The Flying-Geese Theory of Economic Development, Vol.Ⅰ: Japanese Economy, Asian Economy and World Economy, and The Flying-Geese Theory of Economic Develo," Economic Review, Hitotsubashi University, volume 57, issue 3, pages 271-273, July, DOI: 10.15057/0002062298.

2004

  1. Hideaki Hirata & Sunghyun Henry Kim & M. Ayhan Kose, 2004, "Integration and Fluctuations : The Case of MENA," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 40, issue 6, pages 48-67, November.

1996

  1. Horaguchi, Haruo, 1996, "The role of information processing cost as the foundation of bounded rationality in game theory," Economics Letters, Elsevier, volume 51, issue 3, pages 287-294, June.

1993

  1. Haruo Horaguchi, 1993, "Withdrawal of Overseas Japanese Firms from Asia: 1971-1988: I. Setting of the issues," The Japanese Political Economy, Taylor & Francis Journals, volume 21, issue 4, pages 25-57, DOI: 10.2753/JES1097-203X210425.

1990

  1. Haruo Horaguchi & Brian Toyne, 1990, "Setting the Record Straight: Hymer, Internationalization Theory and Transaction Cost Economics," Journal of International Business Studies, Palgrave Macmillan;Academy of International Business, volume 21, issue 3, pages 487-494, September.

Chapters

2012

  1. Hideaki Hirata & M. Ayhan Kose & Christopher Otrok & Marco E. Terrones, 2012, "Global House Price Fluctuations: Synchronization and Determinants," NBER Chapters, National Bureau of Economic Research, Inc, "NBER International Seminar on Macroeconomics 2012".

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