Researcher Profile and Settings

Profile and Settings

Name

• Name

  ISHII Hokuto

Affiliations

Affiliation (Master)

• School of Policy Studies, Lecturer
• Department of Policy Studies, Lecturer
• Graduate School of Humanities and Social Sciences, Lecturer
• Institute of Economics, Researcher

Education, Etc.

Degree

• Economics, Mar. 2017, Nagoya University
• Economics, Mar. 2020, Nagoya University

その他基本情報

Association Memberships

• American Finance Association

Research Activities

Research Areas, Etc.

Research Interests

• Term structure of interest rates
• Exchange rate
• Monetary policy

Book, papers, etc

Published Papers

• 33, 47, 2024, Not refereed, Single Work
• Yield curve shapes and foreign exchange rates: The term structure of interest rates model approach
  Hokuto Ishii
  Routledge, 55, 38, 4402, 4414, 2023, refereed, Single Work
• Recession and financial flexibility in Japanese firms
  Hokuto Ishii, Weihan Cui
  Discussion Paper Series, School of Policy Studies, Chukyo University, No. 3, 1, 17, 2023, Not refereed, Joint Work
• Predicting recessions and information about yield curves and stock markets in Japan
  Hokuto Ishii
  Discussion Paper Series, School of Policy Studies, Chukyo University, No. 2, 1, 26, 2022, Not refereed, Single Work
• 29, 20, 1927, 1930, 2022, refereed, Single Work
• Journal of Policy Studies, 12, 93, 124, 2021, Not refereed, Single Work
• 37, 101377, 1-6, 2020, refereed, Single Work
• Forecasting term structure of interest rate in Japan
  Hokuto Ishii
  International Journal of Financial Studies, 7, 3, 39, 1, 35, 2019, refereed, Single Work
• Measuring the effect of quantitative easing on the lower bound of interest rate and economic activity
  Hokuto Ishii and Katsutoshi Shimizu
  25, 27, 67, 2018, Not refereed, Joint Work
• Modeling and predictability of exchange rate changes by the extended relative Nelson-Siegel class of models
  Hokuto Ishii
  International Journal of Financial Studies, 6, 3, 68, 1, 15, 2018, refereed, Single Work

Conference Activities & Talks

• Do firms prepare financial flexibility for recession? An investigation on Japanese firms
  Hokuto Ishii, Weihan Cui
  World Finance & Banking Symposium, 2023, Joint Work
• Recession and Financial Flexibility in Japanese Firms
  Hokuto Ishii, Weihan Cui
  Nippon Finance Association 31th Annual Meeting, 2023, Joint Work
• Prediction of recession and information on yield curve and stock markets in Japan
  Hokuto Ishii
  World Finance & Banking Symposium, 2022, Single Work, refereed
• Prediction of recession and information on yield curve and stock markets in Japan
  Hokuto Ishii
  2022, Single Work
• Extraction of proxy relative sovereign bond yield curve factors
  Hokuto Ishii
  Nagoya Finance Workshop, 2022, Single Work, Nagoya University
• Yield curve factors and exchange rate predictions pre- and post-global financial crisis
  Hokuto Ishii
  2022, Single Work, refereed
• 2021, Single Work
• 2021, Single Work
• 2021, Single Work
• 2021, Single Work
• Arbitrage-free relative Nelson-Siegel model
  Hokuto Ishii
  2019, Single Work
• Macroeconomic interpretation of relative factors of the relative yield curve
  Hokuto Ishii
  2019, Single Work
• Two-country dynamic Nelson-Siegel model and uncovered interest rate parity
  Hokuto Ishii
  2019, Single Work
• Two-country dynamic Nelson-Siegel model and uncovered interest rate parity
  2019, Single Work
• Two-country dynamic Nelson-Siegel model and uncovered interest rate parity
  Hokuto Ishii
  2019, Single Work
• Modeling and predictability of exchange rate changes by the extended relative Nelson-Siegel class of models
  Hokuto Ishii
  World Finance & Banking Symposium, 2018, Single Work
• Modeling and predictability of exchange rate changes by the extended relative Nelson-Siegel class of models
  Hokuto Ishii
  2018, Single Work
• Modeling and predictability of exchange rate changes by the extended relative Nelson-Siegel class of models
  2018, Single Work
• Modeling and predictability of exchange rate changes by the extended relative Nelson-Siegel class of models
  Hokuto Ishii
  2018, Single Work
• Measuring the effect of quantitative easing on the lower bound of interest rate and economic activity
  Hokuto Ishii
  2018, Joint Work
• Measuring the effect of quantitative easing on the lower bound of interest rate and economic activity
  Hokuto Ishii
  Japan Finance Association Finance Camp 2018, 2018, Joint Work
• Does arbitrage-free theory hold for Japanese government bond market?
  Hokuto Ishii
  2017, Single Work

Misc

• The ongoing depreciation of the yen and the predictability of exchange rates
  Hokuto Ishii
  2022

Other Research Activities

Awards & Honors

• 2018

Research Grants & Projects

• 2023
• 2020, 2020, 2021