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. 2020, Nagoya University

その他基本情報

Association Memberships

• American Finance Association

Research Activities

Research Areas, Etc.

Research Areas

• Financial Markets

Research Interests

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

Book, papers, etc

Published Papers

• Predicting recessions and information about yield curves and stock markets in Japan
  Hokuto Ishii
  4, 1, 30, 37, 2025, refereed, Single Work
• Yield curve shapes and foreign exchange rates: The term structure of interest rates model approach
  Hokuto Ishii
  55, 38, 4402, 4414, 2023, refereed, Single Work
• 29, 20, 1927, 1930, 2022, 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
• 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
  World Finance & Banking Symposium, 2023, Joint Work
• Recession and Financial Flexibility in Japanese Firms
  Hokuto Ishii
  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
• 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
• Arbitrage-free relative Nelson-Siegel model
  Hokuto Ishii
  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
  Hokuto Ishii
  2018, Single Work

Other Research Activities

Research Grants & Projects

• 2025
• 2023
• 2020, 2020, 2021