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Research into Foreign Exchange Dealer's Employment System affecting Volatility in Exchange Rates

Research Project

Project/Area Number 13630111
Research Category

Grant-in-Aid for Scientific Research (C)

Allocation TypeSingle-year Grants
Section一般
Research Field Public finance/Monetary economics
Research InstitutionNAGASAKI UNIVERSITY

Principal Investigator

FUKUZAWA Katsuhiko  NAGASAKI UNIVERSITY, FACULTY OF ECONOMICS, PROFESSOR, 経済学部, 教授 (00208935)

Co-Investigator(Kenkyū-buntansha) SUSAI Masayuki  NAGASAKI UNIVERSITY, FACULTY OF ECONOMICS, PROFESSOR, 経済学部, 教授 (40206454)
Project Period (FY) 2001 – 2004
Project Status Completed (Fiscal Year 2004)
Budget Amount *help
¥3,300,000 (Direct Cost: ¥3,300,000)
Fiscal Year 2004: ¥500,000 (Direct Cost: ¥500,000)
Fiscal Year 2003: ¥600,000 (Direct Cost: ¥600,000)
Fiscal Year 2002: ¥700,000 (Direct Cost: ¥700,000)
Fiscal Year 2001: ¥1,500,000 (Direct Cost: ¥1,500,000)
Keywordsexchange rate / volatility / employment system / foreign exchange / principal-agent / labor-management negotiation / ゲーム理論 / インセンティブシステム / 効用形態 / バーゲニング / ボラティリティ / 為替ディーラー / トーナメント / ティーム生産 / インセンティブ契約 / 為替 / 情報 / 不完備情報 / 繰返しゲーム / 長期雇用 / 金融機関 / 情報化 / 雇用システム
Research Abstract

We make a report of study results on subject "Research into foreign exchange dealer's employment system affecting volatility in exchange rates". This study focus attention on trade behavior of each foreign exchange dealer. We research on how to affect their employment system on volatility in exchange rates.
The first paper's title is "The analysis of exchange rate, information, and volatility using high frequency yen-dollar exchange rate". This paper focuses on relationships between volatility in exchange rates and information inflow. The second paper's title is "Volatility in exchange rates, effects of the day of the week, and market effects". This paper considers impacts on volatility that it is caused by effects of the day of week, market effects, and surprise (difference between official figure and ex-ante forecast). The third paper's title is "Information variable and volatility in exchange rates". This paper verifies the relationship between the information inflow into the foreign exchange market and volatility.
The fourth paper's title is "Supply and demand of labor". This paper reviews the idea of labor, the age-based remuneration system, and the production activities of team. The fifth paper's title is "The continuity and break of labor negotiations". This paper considers some implications about the labor-management negotiations. The sixth paper's title is "Labor union as an agent and member of labor union". This paper considers the role of labor union as an agent at framework of principal-agent model. The 7th paper's title is "Various issues on the rewarding negotiation". This paper focuses on the patterns of negotiation.

Report

(5 results)
  • 2004 Annual Research Report   Final Research Report Summary
  • 2003 Annual Research Report
  • 2002 Annual Research Report
  • 2001 Annual Research Report
  • Research Products

    (9 results)

All 2003 2002 Other

All Journal Article (2 results) Book (4 results) Publications (3 results)

  • [Journal Article] 為替レートのボラティリティ、曜日効果、市場効果2002

    • Author(s)
      須齋 正幸
    • Journal Title

      金融構造研究 25

      Pages: 32-43

    • NAID

      40005023493

    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2004 Final Research Report Summary
  • [Journal Article] Volatility in Exchange Rates, Effect in a day of Week, and Effect in Market2002

    • Author(s)
      SUSAI, M.
    • Journal Title

      KINYU KOZO VOL.25

      Pages: 32-43

    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2004 Final Research Report Summary
  • [Book] 経済学概論2003

    • Author(s)
      武野秀樹, 新谷正彦, 駄田井正, 細江守記
    • Total Pages
      299
    • Publisher
      勁草書房
    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2004 Final Research Report Summary
  • [Book] ECONOMICS2003

    • Author(s)
      TAKENO, H., SHINTANI, M., DADAI, T., M.HOSOE
    • Total Pages
      299
    • Publisher
      KEISO SYOBO
    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2004 Final Research Report Summary
  • [Book] ミクロ経済分析2002

    • Author(s)
      是枝正啓, 福澤勝彦, 村田省三
    • Total Pages
      237
    • Publisher
      九州大学出版会
    • Description
      「研究成果報告書概要(和文)」より
    • Related Report
      2004 Final Research Report Summary
  • [Book] MICROECONOMIC ANALYSIS2002

    • Author(s)
      KOREEDA, M., FUKUZAWA, K., S.MURATA
    • Total Pages
      237
    • Publisher
      KUSYU UNIVERSITY PRESS
    • Description
      「研究成果報告書概要(欧文)」より
    • Related Report
      2004 Final Research Report Summary
  • [Publications] 武野秀樹編著: "経済概論"勁草書房. 299 (2003)

    • Related Report
      2003 Annual Research Report
  • [Publications] 是枝正啓, 福澤勝彦, 村田省三: "ミクロ経済分析"九州大学出版会. 234 (2002)

    • Related Report
      2002 Annual Research Report
  • [Publications] 須斉 正幸: "情報化投資の影響:金融機関・クレジット会社の新たな利益管理システム導入をめぐって"クレジット研究. NO.26. 95-109 (2001)

    • Related Report
      2001 Annual Research Report

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Published: 2001-04-01   Modified: 2016-04-21  

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