Exchange rate risk and foreign exchange policy

• Project/Area Number: 23730316
• Research Category: Grant-in-Aid for Young Scientists (B)
• Allocation Type: Multi-year Fund
• Research Field: Public finance/Monetary economics
• Research Institution: Kinki University
• Principal Investigator: HOSHIKAWA Takeshi 近畿大学, 経済学部, 准教授 (20467674)
• Project Period (FY): 2011 – 2013
• Project Status: Completed (Fiscal Year 2013)
• Budget Amount: ¥2,080,000 (Direct Cost: ¥1,600,000、Indirect Cost: ¥480,000); Fiscal Year 2013: ¥650,000 (Direct Cost: ¥500,000、Indirect Cost: ¥150,000); Fiscal Year 2012: ¥650,000 (Direct Cost: ¥500,000、Indirect Cost: ¥150,000); Fiscal Year 2011: ¥780,000 (Direct Cost: ¥600,000、Indirect Cost: ¥180,000)
• Keywords: 国際金融 / 為替相場 / 為替介入 / 介入 / 外貨準備 / 外貨準備高

Research Abstract

This research which titled "Exchange rate risk and foreign exchange policy" investigates empirically how the Japanese foreign exchange policy has influenced the exchange rate and foreign exchange risk.

Research Products

• [Journal Article] 外国為替市場介入後のリバウンドについて (2014)
  • Author(s): 星河武志
  • Journal Title: Kinki Working Papers in Economics Volume: No.E-30
• [Journal Article] A note on the yen/dollar rate without foreign exchange intervention (2013)
  • Author(s): Hoshikawa, Takeshi and Keiko Yamaguchi
  • Journal Title: Applied Economics Letters Volume: Volume 20, Issue 3 Pages: 238-243
  • Peer Reviewed
• [Journal Article] Regime Shift of Japanese Foreign Exchange Policy : Some findings (2012)
  • Author(s): Hoshikawa, Takeshi
  • Journal Title: Applied Economics Letters Volume: Volume 19, Issue 1 Pages: 25-28
  • Peer Reviewed
• [Journal Article] Regime Shift of Japanese Foreign Exchange Policy: Some findings (2012)
  • Author(s): Takeshi Hoshikawa
  • Journal Title: Applied Economics Letters Volume: Volume 19, Issue 1 Issue: 1 Pages: 25-28
  • DOI: 10.1080/13504851.2011.566003
  • Peer Reviewed
• [Presentation] 最適な予測範囲について (2012)
  • Author(s): 星河武志
  • Organizer: 第9回Modern Monetary Economics Summer Institute (MME SI) in Kobe
  • Place of Presentation: 神戸大学（兵庫県）
• [Remarks]
  • URL: http://www.eco.kindai.ac.jp/hoshikawa/others/data.html