Details about Kei Kawakami

Access statistics for papers by Kei Kawakami.

Last updated 2024-05-07. Update your information in the RePEc Author Service.

Short-id: pka637

Working Papers

2016

1. The Risk Sharing BenefiÂ…t versus the Collateral Cost: The Formation of the Inter-Dealer Network in Over-the-Counter Trading
   2016 Meeting Papers, Society for Economic Dynamics View citations (4)

2015

2. Market Size Matters:A Model of Excess Volatility in Large Markets
   Department of Economics - Working Papers Series, The University of Melbourne
   See also Journal Article Market size matters: A model of excess volatility in large markets, Journal of Financial Markets, Elsevier (2016) (2016)
3. Welfare Consequences of Information Aggregation and Optimal Market Size
   Department of Economics - Working Papers Series, The University of Melbourne
   See also Journal Article Welfare Consequences of Information Aggregation and Optimal Market Size, American Economic Journal: Microeconomics, American Economic Association (2017) View citations (5) (2017)

2014

4. Excessive Dynamic Trading: Propagation of Belief Shocks in Small Markets
   Department of Economics - Working Papers Series, The University of Melbourne
5. Information Aggregation and Optimal Market Size
   Department of Economics - Working Papers Series, The University of Melbourne View citations (2)
6. Maximally Informative Decision Rules In a Two-Person Decision Problem
   Department of Economics - Working Papers Series, The University of Melbourne

2013

7. Conditional Forecast Selection from Many Forecasts: An Application to the Yen/Dollar Exchange Rate
   Department of Economics - Working Papers Series, The University of Melbourne
   See also Journal Article Conditional forecast selection from many forecasts: An application to the Yen/Dollar exchange rate, Journal of the Japanese and International Economies, Elsevier (2013) (2013)
8. Optimal Market Size
   Department of Economics - Working Papers Series, The University of Melbourne View citations (4)

2011

9. Identifying Fiscal Policy Transmission in Stochastic Debt Forecasts
   IMF Working Papers, International Monetary Fund View citations (11)

2008

10. Forecast Selection by Conditional Predictive Ability Tests: An Application to the Yen/Dollar Exchange Rate
    Bank of Japan Working Paper Series, Bank of Japan

Journal Articles

2017

1. Welfare Consequences of Information Aggregation and Optimal Market Size
   American Economic Journal: Microeconomics, 2017, 9, (4), 303-23 View citations (5)
   See also Working Paper Welfare Consequences of Information Aggregation and Optimal Market Size, Department of Economics - Working Papers Series (2015) (2015)

2016

2. Market size matters: A model of excess volatility in large markets
   Journal of Financial Markets, 2016, 28, (C), 24-45
   See also Working Paper Market Size Matters:A Model of Excess Volatility in Large Markets, Department of Economics - Working Papers Series (2015) (2015)
3. Posterior renegotiation-proofness in a two-person decision problem
   International Journal of Game Theory, 2016, 45, (4), 893-931 View citations (2)

2013

4. Conditional forecast selection from many forecasts: An application to the Yen/Dollar exchange rate
   Journal of the Japanese and International Economies, 2013, 28, (C), 1-18
   See also Working Paper Conditional Forecast Selection from Many Forecasts: An Application to the Yen/Dollar Exchange Rate, Department of Economics - Working Papers Series (2013) (2013)