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Details about Makoto Saito

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Workplace:Graduate School of Economics/Faculty of Economics, Hitotsubashi University, (more information at EDIRC)

Access statistics for papers by Makoto Saito.

Last updated 2015-01-20. Update your information in the RePEc Author Service.

Short-id: psa1216


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Working Papers

2012

  1. Public perceptions of earthquake risk and its impact on land pricing: The case of the Uemachi fault line in Japan
    Discussion Papers, Graduate School of Economics, Hitotsubashi University Downloads

2011

  1. The context effect in the choice of earthquake insurance contracts in Japan
    Discussion Papers, Graduate School of Economics, Hitotsubashi University Downloads

2010

  1. Can Cross-Border Financial Markets Create Endogenously Good Collateral in a Crisis?
    IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan Downloads View citations (2)

2009

  1. Credit Spreads on Corporate Bonds and the Macroeconomy in Japan
    Global COE Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University Downloads View citations (5)
    See also Journal Article in Journal of the Japanese and International Economies (2009)
  2. On the Consumption Insurance Effects of Long-term Care Insurance in Japan: Evidence from Micro-level Household Data
    Global COE Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University Downloads View citations (2)
    See also Journal Article in Journal of the Japanese and International Economies (2010)
  3. On the Determinants of Corporate Cash Holdings in Japan: Evidence from Panel Analysis of Listed Companies [in Japanese]
    Global COE Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University Downloads View citations (3)

2006

  1. A Portfolio Theory of International Capital Flows
    The Institute for International Integration Studies Discussion Paper Series, IIIS Downloads View citations (19)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2006) Downloads View citations (16)
    Working Papers, Hong Kong Institute for Monetary Research (2006) Downloads View citations (40)
  2. On the Consumption Insurance Effects of Long-term Care Insurance In Japan: Evidence from Micro Household Data
    CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo Downloads
    Also in CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo (2006) Downloads View citations (1)

2003

  1. "Equity Repurchases and Corporate Value: Evidence from Different Legal Procedures in Japan" (in Japanese)
    CIRJE J-Series, CIRJE, Faculty of Economics, University of Tokyo Downloads

2001

  1. A Test of the Full Insurance Hypothesis: The Case of Japan
    Discussion Papers, Graduate School of Economics, Hitotsubashi University Downloads View citations (3)
    See also Journal Article in Journal of the Japanese and International Economies (2002)
  2. Forward Discount Puzzle and Liquidity Effects: Some Evidence from Exchange Rates among US, Canada, and Japan
    Discussion Papers, Graduate School of Economics, Hitotsubashi University Downloads

1997

  1. Population Aging and Consumption Inequality
    ISER Discussion Paper, Institute of Social and Economic Research, Osaka University View citations (3)

Journal Articles

2014

  1. PERSISTENT CATASTROPHIC SHOCKS AND EQUITY PREMIUMS: A NOTE
    Macroeconomic Dynamics, 2014, 18, (05), 1161-1171 Downloads View citations (4)

2012

  1. On the comparison of alternative specifications for money demand: The case of extremely low interest rate regimes in Japan
    Journal of the Japanese and International Economies, 2012, 26, (3), 454-471 Downloads View citations (9)

2010

  1. ON THE INTERGENERATIONAL SHARING OF COHORT-SPECIFIC SHOCKS ON PERMANENT INCOME
    Macroeconomic Dynamics, 2010, 14, (01), 93-118 Downloads View citations (2)
  2. On the consumption insurance effects of long-term care insurance in Japan: Evidence from micro-level household data
    Journal of the Japanese and International Economies, 2010, 24, (1), 99-115 Downloads View citations (2)
    See also Working Paper (2009)

2009

  1. Credit spreads on corporate bonds and the macroeconomy in Japan
    Journal of the Japanese and International Economies, 2009, 23, (3), 309-331 Downloads View citations (5)
    See also Working Paper (2009)
  2. EARTHQUAKE RISKS AND LAND PRICES: EVIDENCE FROM THE TOKYO METROPOLITAN AREA*
    The Japanese Economic Review, 2009, 60, (2), 208-222 Downloads View citations (14)
  3. INCOMPLETE FINANCIAL MARKETS, IRREVERSIBILITY OF INVESTMENTS AND FISCAL AND MONETARY POLICY INSTRUMENTS*
    The Japanese Economic Review, 2009, 60, (3), 271-300 Downloads
  4. On Empirical Implications of Highly Interest-Elastic Money Demand: A Note
    Hitotsubashi Journal of Economics, 2009, 50, (1), 29-34 Downloads View citations (4)
  5. Risk Premiums versus Waiting-Options Premiums: A Simple Numerical Example
    The B.E. Journal of Theoretical Economics, 2009, 9, (1), 1-31 Downloads View citations (1)

2007

  1. Earthquake risk and housing rents: Evidence from the Tokyo Metropolitan Area
    Regional Science and Urban Economics, 2007, 37, (1), 87-99 Downloads View citations (23)

2006

  1. A NOTE ON THE ROBUSTNESS OF THE TOBIN EFFECT IN INCOMPLETE MARKETS
    Macroeconomic Dynamics, 2006, 10, (01), 131-143 Downloads View citations (1)
  2. On Effects of the Hyogo Earthquake on Household Consumption: A Note
    Hitotsubashi Journal of Economics, 2006, 47, (2), 219-228 Downloads View citations (5)
  3. REPLY
    The Japanese Economic Review, 2006, 57, (2), 310-311 Downloads
  4. WHAT CAUSED FIXED INVESTMENT TO STAGNATE DURING THE 1990S IN JAPAN? EVIDENCE FROM PANEL DATA OF LISTED COMPANIES*
    The Japanese Economic Review, 2006, 57, (2), 283-306 Downloads View citations (15)

2005

  1. Equity Repurchases and Corporate Value―Evidence from Different Legal Procedures in Japan―
    Economic Review, 2005, 56, (1), 30-41 Downloads

2004

  1. Preference for early resolution and commitment
    Finance Research Letters, 2004, 1, (2), 113-118 Downloads

2003

  1. On Alternatives to Aggressive Demand Policies to Revitalize the Japanese Economy
    Asian Economic Papers, 2003, 2, (3), 87-126 Downloads View citations (5)
  2. Precautionary Motives versus Waiting Options: Evidence from Aggregate Household Saving in Japan
    Monetary and Economic Studies, 2003, 21, (3), 1-20 Downloads View citations (4)

2002

  1. A Test of the Full Insurance Hypothesis: The Case of Japan
    Journal of the Japanese and International Economies, 2002, 16, (3), 335-352 Downloads View citations (10)
    See also Working Paper (2001)
  2. Forward Discount Puzzle and Liquidity Effects: Some Evidence from Exchange Rates among the United States, Canada, and Japan
    Journal of Money, Credit and Banking, 2002, 34, (4), 1014-33 View citations (6)

2001

  1. Financial Crises As the Failure of Arbitrage: Implications for Monetary Policy
    Monetary and Economic Studies, 2001, 19, (S1), 239-270 Downloads View citations (10)
  2. Monetary Theory and Practice―A Review of the Recent Japanese Experience in Retrospect―
    Economic Review, 2001, 52, (2), 97-106 Downloads View citations (1)

1999

  1. Dynamic Allocation and Pricing in Incomplete Markets: A Survey
    Monetary and Economic Studies, 1999, 17, (1), 45-75 Downloads View citations (6)
  2. On the market risk involved in the public financial system in Japan: A theoretical and numerical investigation
    Journal of Banking & Finance, 1999, 23, (8), 1243-1259 Downloads View citations (2)

1998

  1. A simple model of incomplete insurance the case of permanent shocks
    Journal of Economic Dynamics and Control, 1998, 22, (5), 763-777 Downloads View citations (10)
  2. Asset Pricing in Japan
    Journal of the Japanese and International Economies, 1998, 12, (2), 151-166 Downloads View citations (8)
  3. Estimating the effects of monetary shocks: An evaluation of different approaches
    Journal of Monetary Economics, 1998, 42, (2), 241-260 Downloads View citations (4)
  4. Incomplete Insurance and Non-expected Utility
    The Japanese Economic Review, 1998, 49, (3), 271-283 Downloads View citations (1)

1997

  1. A note on ergodic distributions in two-agent economies
    Journal of Mathematical Economics, 1997, 27, (2), 133-141 Downloads View citations (3)
  2. Growth and risk-sharing with incomplete international assets markets
    Journal of International Economics, 1997, 42, (3-4), 453-481 Downloads View citations (44)

Chapters

2001

  1. An Empirical Investigation of Intergenerational Consumption Distribution: A Comparison among Japan, the United States, and the United Kingdom
    A chapter in Aging Issues in the United States and Japan, 2001, pp 135-168 Downloads
 
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