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The Analysis of Loan interest rates of Shinkin Banks in Japan - Relationship Banking and Market Structure

Research Project

Project/Area Number 22530329
Research Category

Grant-in-Aid for Scientific Research (C)

Allocation TypeSingle-year Grants
Section一般
Research Field Public finance/Monetary economics
Research InstitutionOsaka Sangyo University

Principal Investigator

SHOHEI Ishibashi  大阪産業大学, 経営学部, 准教授 (50568227)

Project Period (FY) 2010-04-01 – 2015-03-31
Project Status Completed (Fiscal Year 2014)
Budget Amount *help
¥3,510,000 (Direct Cost: ¥2,700,000、Indirect Cost: ¥810,000)
Fiscal Year 2014: ¥260,000 (Direct Cost: ¥200,000、Indirect Cost: ¥60,000)
Fiscal Year 2013: ¥780,000 (Direct Cost: ¥600,000、Indirect Cost: ¥180,000)
Fiscal Year 2012: ¥260,000 (Direct Cost: ¥200,000、Indirect Cost: ¥60,000)
Fiscal Year 2011: ¥1,040,000 (Direct Cost: ¥800,000、Indirect Cost: ¥240,000)
Fiscal Year 2010: ¥1,170,000 (Direct Cost: ¥900,000、Indirect Cost: ¥270,000)
Keywords非伝統的な金融政策 / 国債利回り / 共和分関係 / Error Correction Models / 実質金利 / 期待インフレ率 / カールソン・パーキン法 / 共和分 / マネタリー・ベース / 地域金融機関 / 貸出金利 / 裁量性 / リレーションシップ・バンキング / 貸出金利の分析 / 海外コンファランスでの発表 / 英語論文 / パネル共和分検定 / Mean-Varianceモデル / 分離定理
Outline of Final Research Achievements

In 2014, I wrote some theseis both in Japanese and English and I presented 3 times of Conferences in Japan and foreigh country. And I began collect data for the next projects. In these theses the themes are whether non-traditional monetary policy have much practical effects on real and nominal interest rates of Japan or not. In Macro economics views I intend to have analized the effects on loan interest rates in Japan by the nontraditional monetary policies. I used the methods of time-series analyses, such as cointegrating analyses.

Report

(6 results)
  • 2014 Annual Research Report   Final Research Report ( PDF )
  • 2013 Annual Research Report
  • 2012 Annual Research Report
  • 2011 Annual Research Report
  • 2010 Annual Research Report
  • Research Products

    (16 results)

All 2015 2014 2013 2012 2011 2010 Other

All Journal Article (5 results) (of which Peer Reviewed: 4 results) Presentation (10 results) Remarks (1 results)

  • [Journal Article] 「『流動性の罠』の下における実質長期金利の分析」2015

    • Author(s)
      石橋尚平
    • Journal Title

      大銀協フォーラム研究助成論文集

      Volume: 第19号 Pages: 1-19

    • Related Report
      2014 Annual Research Report
    • Peer Reviewed
  • [Journal Article] The Analysis of Yields of Regional Financial Institutions against the Benchmark Based on Sharpe Ratios2014

    • Author(s)
      Shohei Ishibashi
    • Journal Title

      Journal of Business and Policy Research

      Volume: 8 Pages: 52-68

    • Related Report
      2013 Annual Research Report
    • Peer Reviewed
  • [Journal Article] わが国の地域金融機関による貸出金利の長期的分析2014

    • Author(s)
      石橋 尚平
    • Journal Title

      季刊個人金融

      Volume: 8 Pages: 65-75

    • NAID

      40019844318

    • Related Report
      2013 Annual Research Report
  • [Journal Article] The Analysis of Yields of Regional Financial Institutions against the Benchmark based on Sharpe ratios2013

    • Author(s)
      Shohei Ishibashi
    • Journal Title

      WBI

      Volume: 未定

    • DOI

      10.2139/ssrn.2183191

    • Related Report
      2012 Annual Research Report
    • Peer Reviewed
  • [Journal Article] The Segmentation of Loan Interest Rates by Regional Financial Institutions: A Panel Cointegration Analysis"2012

    • Author(s)
      Shohei Ishibashi
    • Journal Title

      International Review of Business Research Papers

      Volume: 3 Pages: 94-111

    • Related Report
      2012 Annual Research Report
    • Peer Reviewed
  • [Presentation] The Cointegration Analysis of the Long-term Bond Rates under the Zero Lower Bound Problem2014

    • Author(s)
      Shohei Ishibashi
    • Organizer
      World Finance & Banking Symposium
    • Place of Presentation
      シンガポール 南洋工科大学
    • Year and Date
      2014-12-12 – 2014-12-13
    • Related Report
      2014 Annual Research Report
  • [Presentation] The Cointegration Analysis of the Long-term Bond Rates in Japan under the Zero Lower Bound Problem2014

    • Author(s)
      石橋 尚平
    • Organizer
      日本金融学会
    • Place of Presentation
      山口大学
    • Year and Date
      2014-10-18 – 2014-10-19
    • Related Report
      2014 Annual Research Report
  • [Presentation] 地域金融機関における貸出金利の裁量性について2013

    • Author(s)
      石橋 尚平
    • Organizer
      日本金融学会
    • Place of Presentation
      一橋大学
    • Related Report
      2013 Annual Research Report
  • [Presentation] 地域金融機関における貸出金利の裁量性について2013

    • Author(s)
      石橋 尚平
    • Organizer
      日本金融学会2013年度春季大会
    • Place of Presentation
      一橋大学、東京
    • Related Report
      2012 Annual Research Report
  • [Presentation] The Segmentation of Loan Interest Rates by Regional Financial Institutions : A Panel Cointegration Analysis2012

    • Author(s)
      石橋尚平
    • Organizer
      4^<th> International Business and Social Science Research Conference
    • Place of Presentation
      UAE, Dubai
    • Year and Date
      2012-01-05
    • Related Report
      2011 Annual Research Report
  • [Presentation] The Analysis of Yields of Regional Financial Institutions against Benchmark based of Sharpe Ratios2012

    • Author(s)
      Shohei Ishibashi
    • Organizer
      World Business and Economic Research Conference
    • Place of Presentation
      Auckland、New zealand
    • Related Report
      2012 Annual Research Report
  • [Presentation] Loan Portfolio Adjustments of Regional Financial Institutions in the Japan's Post-Bubble Period : A Panel Cointegration Analysis2011

    • Author(s)
      石橋尚平
    • Organizer
      2011年度日本金融学会全国大会秋季大会
    • Place of Presentation
      近畿大学
    • Year and Date
      2011-09-18
    • Related Report
      2011 Annual Research Report
  • [Presentation] Loan Portfolio Adjustments of Regional Financial Institutions in the Japan's Post-Bubble Period : A Panel Cointegration Analysis2011

    • Author(s)
      石橋尚平
    • Organizer
      第5回地域金融コンファランス
    • Place of Presentation
      神戸大学
    • Year and Date
      2011-09-01
    • Related Report
      2011 Annual Research Report
  • [Presentation] The Structure of Banking in Regional Market : Evidence from Micro Data of Kyoto City2010

    • Author(s)
      石橋尚平
    • Organizer
      日本金融学会2010年度秋季大会
    • Place of Presentation
      神戸大学
    • Year and Date
      2010-09-25
    • Related Report
      2010 Annual Research Report
  • [Presentation] The Structure of Banking in Regional Market Evidence from Micro Data of Kyoto City2010

    • Author(s)
      王凌
    • Organizer
      第4回地域金融コンファランス
    • Place of Presentation
      信州大学
    • Year and Date
      2010-08-25
    • Related Report
      2010 Annual Research Report
  • [Remarks]

    • URL

      http://www.wbiconpro.com/329-Shohei.pdf

    • Related Report
      2011 Annual Research Report

URL: 

Published: 2010-08-23   Modified: 2019-07-29  

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