Researcher's Profile

  • Adviser
  • Mariko FUJII
  • RCAST Adviser

Biography

March 1977 Graduated from The University of Tokyo (UTokyo), Faculty of Economics
April 1977 Joined Ministry of Finance, The Japanese Government
July 1997 Director, International Affairs and Research Division, Customs and Tariff Bureau, Ministry of Finance
April 1999 Associate Professor, RCAST, UTokyo
March2001 Professor, Research Center for Advanced Economic Engineering, UTokyo
April 2004 Professor, RCAST, UTokyo
October 2015 Ambassador Extraordinary and Plenipotentiary of Japan to the Republic of Latvia (~2019.01)
June 2016 Emeritus Professor, UTokyo
April 2019 Adviser, RCAST, UTokyo

Research Interests

My research has primarily focused on asset pricing, empirical analysis of financial markets, and public sector financing. In addition, I have applied econometrics to financial market data to understand the pricing mechanism in asset markets.
Specifically, my research topics have included a study of the causes of the recent global financial crisis and their implications for financial regulations. Part of the research results have been published in Financial Innovation and Market Crisis (in Japanese, Kinyu Kakushin to Shijo Kiki) by Nikkei Publishing in 2009. A recent project considered the European credit crisis from the viewpoint of the financial network structure.
With regard to Japanese financial markets, we have conducted empirical research on default risk using large-scale financial data of small and medium size firms to examine the pricing mechanism of credit risk in the Japanese banking sector.

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