Koji Takahashi

Former Visiting Economist

All BIS publications (12)

BIS Bulletin No 61

BIS Bulletin No 61 28 Sep 2022

Global supply chain disruptions: evolution, impact, outlook

Global supply chain disruptions ("bottlenecks") have been easing gradually, albeit unevenly across sectors and regions. However…

,

Phurichai Rungcharoenkitkul

and

BIS Working Paper No 1029 13 Jul 2022

Bank of Japan's ETF purchase program and equity risk premium: a CAPM interpretation

In this paper, we investigate the effects of the Bank of Japan's (BOJ) exchange-traded fund (ETF) purchase program on equity…

Mitsuru Katagiri

,

and

Junnosuke Shino

BIS Working Paper No 971 27 Oct 2021

Do term premiums matter? Transmission via exchange rate dynamics

Using a small open economy model with long-term bonds, we ask whether term premia affect the inflation rate and the economy via…

Mitsuru Katagiri

and

All external publications (5)

External publication 1 Dec 2023

Franchise value matters: the drivers of bank risk taking in the post-Basel III era

in International Journal of Central Banking

Yoichiro Tamanyu

,

,

Takuji Kawamoto

and

External publication 1 Dec 2023

Do term premiums matter? Transmission via exchange rate dynamics

in Journal of International Money and Finance

Mitsuru Katagiri

and

External publication 1 Sep 2022

The announcement effects of a change in the Bank of Japan's ETF purchase program: an event study

in Finance Research Letters

Mitsuru Katagiri

,

and

Junnosuke Shino

External publication 1 Jun 2022

Corporate debt and unconventional monetary policy: the risk-taking channel with bond and loan contracts

in Journal of Financial Stability

and

External publication 28 Apr 2017

Identifying quantitative and qualitative monetary policy shocks

in International Journal of Central Banking

,

Kiyotaka Nakashima

and

Masahiko Shibamoto

You might also be interested in

Publications

Speeches

Media releases