| Project/Area Number |
13630111
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| Research Category |
Grant-in-Aid for Scientific Research (C)
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| Allocation Type | Single-year Grants |
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| Section | 一般 |
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| Research Field |
Public finance/Monetary economics
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| Research Institution | NAGASAKI UNIVERSITY |
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Principal Investigator |
FUKUZAWA Katsuhiko NAGASAKI UNIVERSITY, FACULTY OF ECONOMICS, PROFESSOR, 経済学部, 教授 (00208935)
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| Co-Investigator(Kenkyū-buntansha) |
SUSAI Masayuki NAGASAKI UNIVERSITY, FACULTY OF ECONOMICS, PROFESSOR, 経済学部, 教授 (40206454)
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| Project Period (FY) |
2001 – 2004
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| Project Status |
Completed (Fiscal Year 2004)
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| 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)
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| Keywords | exchange 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 |
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| 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.
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