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Citations for "Determinants of the Japan premium: actions speak louder than words"

by Joe Peek & Eric S. Rosengren

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  1. Shin-ichi Fukuda, 2011. "Market-specific and Currency-specific Risk During the Global Financial Crisis: Evidence from the Interbank Markets in Tokyo and London," NBER Working Papers 16962, National Bureau of Economic Research, Inc.
  2. Naohiko Baba & Frank Packer, 2008. "Interpreting deviations from covered interest parity during the financial market turmoil of 2007-08," BIS Working Papers 267, Bank for International Settlements.
  3. Naohiko Baba & Frank Packer, 2009. "From turmoil to crisis: dislocations in the FX swap market before and after the failure of Lehman Brothers," BIS Working Papers 285, Bank for International Settlements.
  4. Hashimoto, Yuko, 2005. "The impact of the Japanese banking crisis on the intraday FX market in late 1997," Journal of Asian Economics, Elsevier, vol. 16(2), pages 205-222, April.
  5. Masami Imai, 2006. "Market Discipline and Deposit Insurance Reform in Japan," Wesleyan Economics Working Papers 2006-007, Wesleyan University, Department of Economics.
  6. Spiegel, Mark M. & Yamori, Nobuyoshi, 2003. "The impact of Japan's financial stabilization laws on bank equity values," Journal of the Japanese and International Economies, Elsevier, vol. 17(3), pages 263-282, September.
  7. Hideaki Miyajima & Yishay Yafeh, 2003. "Japan's Banking Crisis: Who has the Most to Lose?," Discussion papers 03010, Research Institute of Economy, Trade and Industry (RIETI).
  8. Spiegel, M.M. & Yamori, N., 2000. "Financial Turbulence and the Japanese Main Bank Relationship," Papers pb00-04, Economisch Institut voor het Midden en Kleinbedrijf-.
  9. Imai, Masami, 2006. "Market discipline and deposit insurance reform in Japan," Journal of Banking & Finance, Elsevier, vol. 30(12), pages 3433-3452, December.
  10. Takatoshi Ito & Kimie Harada, 2005. "Japan premium and stock prices: two mirrors of Japanese banking crises," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 10(3), pages 195-211.
  11. Kimie Harada & Takatoshi Ito & Shuhei Takahashi, 2010. "Is the Distance to Default a Good Measure in Predicting Bank Failures? Case Studies," NBER Working Papers 16182, National Bureau of Economic Research, Inc.
  12. Takatoshi Ito, 2009. "Comment on "Did the Japanese Stock Market Appropriately Price the Takenaka Financial Reform? (Joint with Yoshitsugu Watanabe)"," NBER Chapters, in: Financial Sector Development in the Pacific Rim, East Asia Seminar on Economics, Volume 18, pages 341-345 National Bureau of Economic Research, Inc.
  13. Patrick McGuire & Goetz von Peter, 2009. "The US dollar shortage in global banking and the international policy response," BIS Working Papers 291, Bank for International Settlements.
  14. Hanazaki, Masaharu & Horiuchi, Akiyoshi, 2002. "A Review of Japan's Bank Crisis from the Governance Perspective," CEI Working Paper Series 2002-3, Center for Economic Institutions, Institute of Economic Research, Hitotsubashi University.
  15. Takeo Hoshi & Anil K Kashyap, 2008. "Will the U.S. Bank Recapitalization Succeed? Eight Lessons from Japan," NBER Working Papers 14401, National Bureau of Economic Research, Inc.
  16. Maximilian Hall, 2000. "What is the Truth About the Scale of Japanese Banks' Bad Debts? Is the Situation Manageable?," Journal of Financial Services Research, Springer, vol. 17(1), pages 69-91, February.
  17. John B. Taylor & John C. Williams, 2008. "A Black Swan in the Money Market," NBER Working Papers 13943, National Bureau of Economic Research, Inc.
  18. Baba, Naohiko & Packer, Frank, 2009. "From turmoil to crisis: Dislocations in the FX swap market before and after the failure of Lehman Brothers," Journal of International Money and Finance, Elsevier, vol. 28(8), pages 1350-1374, December.
  19. Pop, Adrian, 2006. "Market discipline in international banking regulation: Keeping the playing field level," Journal of Financial Stability, Elsevier, vol. 2(3), pages 286-310, October.
  20. Masami Imai & Seitaro Takarabe, 2009. "Transmission of Liquidity Shock to Bank Credit: Evidence from the Deposit Insurance Reform in Japan," Wesleyan Economics Working Papers 2009-001, Wesleyan University, Department of Economics.
  21. Takatoshi Ito & Kimie Harada, 2004. "Bank Fragility in Japan, 1995-2003," CESifo Working Paper Series 1137, CESifo Group Munich.
  22. Milhaupt, Curtis-J, 1999. "Japan's Experience with Deposit Insurance and Failing Banks: Implications for Financial Regulatory Design?," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 17(2), pages 21-46, August.
  23. Harada, Kimie & Ito, Takatoshi & Takahashi, Shuhei, 2013. "Is the Distance to Default a good measure in predicting bank failures? A case study of Japanese major banks," Japan and the World Economy, Elsevier, vol. 27(C), pages 70-82.
  24. Daigo, Satoshi & Yonetani, Tatsuya & Marumo, Kouhei, 1999. "Banks recapitalization policies in Japan and their impact on the market," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 9(3), pages 223-246, August.
  25. Imai, Masami, 2007. "The emergence of market monitoring in Japanese banks: Evidence from the subordinated debt market," Journal of Banking & Finance, Elsevier, vol. 31(5), pages 1441-1460, May.
  26. Shin-ichi Fukuda & Mariko Tanaka, 2013. "Financial Crises and Risk Premiums in International Interbank Markets," Public Policy Review, Policy Research Institute, Ministry of Finance Japan, vol. 9(1), pages 117-138, January.
  27. Skinner, Douglas J., 2008. "The rise of deferred tax assets in Japan: The role of deferred tax accounting in the Japanese banking crisis," Journal of Accounting and Economics, Elsevier, vol. 46(2-3), pages 218-239, December.
  28. Elijah Brewer, III & Hesna Genay & William C. Hunter & George Kaufman, 1999. "Does the Japanese stock market price bank risk? evidence from financial firm failures," Working Paper Series WP-99-31, Federal Reserve Bank of Chicago.
  29. Brahim Guizani & Wako Watanabe, 2010. "The Deposit Insurance and the Risk-Shifting Incentive Evidence from the Blanket Deposit Insurance in Japan," Keio/Kyoto Joint Global COE Discussion Paper Series 2010-004, Keio/Kyoto Joint Global COE Program.
  30. Edda Zoli, 2005. "How does fiscal policy affect monetary policy in emerging market countries?," BIS Working Papers 174, Bank for International Settlements.
  31. Baba, Naohiko & Packer, Frank, 2009. "Interpreting deviations from covered interest parity during the financial market turmoil of 2007-08," Journal of Banking & Finance, Elsevier, vol. 33(11), pages 1953-1962, November.
  32. Klingebiel, Daniela & Kroszner, Randy & Laeven, Luc & van Oijen, Pieter, 2001. "Stock market responses to bank restructuring policies during the East Asian crisis," Policy Research Working Paper Series 2571, The World Bank.
  33. Joe Peek & Eric S. Rosengren, 2005. "Unnatural Selection: Perverse Incentives and the Misallocation of Credit in Japan," American Economic Review, American Economic Association, vol. 95(4), pages 1144-1166, September.
  34. Miyajima Hideaki & Kuroki Fumiaki, 2005. "The Unwinding of Cross-shareholding: Causes, Effects, and Implications," Discussion papers 05006, Research Institute of Economy, Trade and Industry (RIETI).
  35. Masami Imai, 2006. "The Emergence of Market Monitoring in Japanese Banks: Evidence from the Subordinated Debt Market," Wesleyan Economics Working Papers 2006-008, Wesleyan University, Department of Economics.
  36. Seppo Pynnonen & Warren Hogan & Jonathan Batten, 2006. "Modelling credit spreads on yen Eurobonds within an equilibrium correction framework," Applied Financial Economics, Taylor & Francis Journals, vol. 16(8), pages 583-606.
  37. Takatoshi Ito & Kimie Harada, 2003. "Market Evaluations of Banking Fragility in Japan: Japan Premium, Stock Prices, and Credit Derivatives," NBER Working Papers 9589, National Bureau of Economic Research, Inc.
  38. Mark M. Spiegel & Nobuyoshi Yamori, 2000. "The evolution of "too-big-to-fail" policy in Japan: evidence from market equity values," Pacific Basin Working Paper Series 00-01, Federal Reserve Bank of San Francisco.
  39. In, Francis & Batten, Jonathan & Kim, Sangbae, 2003. "What drives the term and risk structure of Japanese bonds?," The Quarterly Review of Economics and Finance, Elsevier, vol. 43(3), pages 518-541.
  40. Wako Watanabe, 2004. "Does a Large Loss of Bank Capital Cause Ever-greening or Flight to Quality?: Evidence from Japan," ISER Discussion Paper 0618, Institute of Social and Economic Research, Osaka University.
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