Masazumi Hattori

Former Senior Economist

Prior to joining the BIS, Masazumi Hattori worked at the Bank of Japan from 1991 to 2012. He was also a visiting fellow at the London School of Economics from 2003 to 2005. He earned both his DPhil (1999) and MPhil (1997) in economics from Oxford. He received his bachelor's degree in economics from Hitotsubashi University.

All BIS publications (4)

BIS Working Paper No 702 13 Feb 2018

Cross-stock market spillovers through variance risk premiums and equity flows

We estimate variance risk premiums (VRPs) in the stock markets of major advanced economies (AEs) and emerging market economies …

Masazumi Hattori

,

and

Yoshihiko Sugihara

BIS Working Paper No 647 21 Jun 2017

The evolution of inflation expectations in Japan

We model inflation forecasts as monotonically diverging from an estimated long-run anchor point towards actual inflation as the…

Masazumi Hattori

and

BIS Working Paper No 585 23 Sep 2016

The effects of a central bank's inflation forecasts on private sector forecasts: Recent evidence from Japan

How central banks can best communicate to the market is an increasingly important topic in the central banking literature. With…

Masazumi Hattori

,

,

and

Toshitaka Sekine

BIS Working Paper No 425 5 Sep 2013

The response of tail risk perceptions to unconventional monetary policy

Abstract of BIS Working Papers No 425 We evaluate the response of perceived tail risks in financial markets to the…

Masazumi Hattori

,

Andreas Schrimpf

and

Vladyslav Sushko

All external publications (6)

External publication 1 Oct 2021

The impact of regime change on the influence of the central bank's inflation forecasts: evidence from Japan's shift to inflation targeting

Toshitaka Sekine

,

,

Masazumi Hattori

and

External publication 1 Aug 2021

Cross-stock market spillovers through variance risk premiums and equity flows

,

Masazumi Hattori

and

Yoshihiko Sugihara

External publication 1 Feb 2018

Cross-stock market spillovers through variance risk premiums and equity flows

,

Masazumi Hattori

and

Yoshihiko Sugihara

External publication 1 Jul 2016

Volatility contagion across the equity markets of developed and emerging market economies

,

Masazumi Hattori

and

Yoshihiko Sugihara

External publication 1 Apr 2016

The response of tail risk perceptions to unconventional monetary policy

Andreas Schrimpf

,

Vladyslav Sushko

and

Masazumi Hattori

External publication 1 Jun 2009

Yen carry trade and the subprime crisis

and

Masazumi Hattori

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