{"created":"2023-05-15T11:45:06.228961+00:00","id":5245,"links":{},"metadata":{"_buckets":{"deposit":"5555d562-91c3-4b2d-83ad-081812739ad8"},"_deposit":{"created_by":1,"id":"5245","owners":[1],"pid":{"revision_id":0,"type":"depid","value":"5245"},"status":"published"},"_oai":{"id":"oai:kanagawa-u.repo.nii.ac.jp:00005245","sets":["344:345:394:398"]},"author_link":["16876","16875"],"item_3_alternative_title_20":{"attribute_name":"その他の言語のタイトル","attribute_value_mlt":[{"subitem_alternative_title":"A Consideration about a Yen-carry Trade and the Home Country Bias after 2000"}]},"item_3_biblio_info_7":{"attribute_name":"書誌情報","attribute_value_mlt":[{"bibliographicIssueDates":{"bibliographicIssueDate":"2012-03-31","bibliographicIssueDateType":"Issued"},"bibliographicPageEnd":"119","bibliographicPageStart":"99","bibliographicVolumeNumber":"04","bibliographic_titles":[{"bibliographic_title":"マネジメント・ジャーナル"}]}]},"item_3_description_4":{"attribute_name":"抄録","attribute_value_mlt":[{"subitem_description":"円キャリー・トレードとは一般的に低金利の円資金を調達し高金利建ての資産に投資する運用形態である。この国際短期資本移動である円キャリー・トレードが、少なからず円ドル為替相場に影響を及ぼし、その急激な変動が日本経済に打撃を与えた。円キャリー・トレードの規模、成立条件（UIP低金利政策）を検証した。5 つの要因（米日金利差、円ドル為替レート、米日株価指数比率、キャリーリスク比率、インプライド・ヴォラティリティ）が円キャリー・トレードに影響を与えまた影響を受けたかについて2000 年〜2010 年の期間で記述統計グラフ分析、VAR 分析（グレンジャー因果、インパルス応答関数）で検証した。この検証は日本の低金利政策と金融緩和政策下において国際短期資本移動に関する分析にとって不可欠である。以上の検証から、日本が貿易立国\nから投資立国へ徐々に転換しつつあることがうかがえる。\n\\nIt is an operative form that the yen-carry trade generally raises a yen fund of the low interest, and invests it in high interest rate-based assets. This yen-carry trade had no little influence on the yen dollar exchange rates, and the sudden change gave a blow to Japanese economy. I inspected scales of the yen-carry　trade, under the estabilished condition （UIP）. I inspected it with sta-tistic analyses, i.e.VAR analysis whether 5 factors（Japan-U.S. interest Gap, yen dollar rate, Japan-U.S. price index of stocks ratio, carry risk ratio, Implied Volatility）affected significantly the yen-carry trade and were also affected in reverse. In addition, it is indicated that Japan has gradually changed the trade nation for the investment nation.","subitem_description_type":"Abstract"}]},"item_3_description_40":{"attribute_name":"資源タイプ","attribute_value_mlt":[{"subitem_description":"Article","subitem_description_type":"Other"}]},"item_3_publisher_33":{"attribute_name":"出版者","attribute_value_mlt":[{"subitem_publisher":"神奈川大学国際経営研究所"}]},"item_3_source_id_10":{"attribute_name":"書誌レコードID","attribute_value_mlt":[{"subitem_source_identifier":"AA1241382X","subitem_source_identifier_type":"NCID"}]},"item_3_source_id_8":{"attribute_name":"ISSN","attribute_value_mlt":[{"subitem_source_identifier":"2187-7947","subitem_source_identifier_type":"ISSN"}]},"item_3_version_type_16":{"attribute_name":"著者版フラグ","attribute_value_mlt":[{"subitem_version_resource":"http://purl.org/coar/version/c_970fb48d4fbd8a85","subitem_version_type":"VoR"}]},"item_creator":{"attribute_name":"著者","attribute_type":"creator","attribute_value_mlt":[{"creatorNames":[{"creatorName":"大溝, 一登"}],"nameIdentifiers":[{}]},{"creatorNames":[{"creatorName":"Omizo, Kazuto"}],"nameIdentifiers":[{}]}]},"item_files":{"attribute_name":"ファイル情報","attribute_type":"file","attribute_value_mlt":[{"accessrole":"open_date","date":[{"dateType":"Available","dateValue":"2018-11-19"}],"displaytype":"detail","filename":"MJ04-9.pdf","filesize":[{"value":"3.1 MB"}],"format":"application/pdf","licensetype":"license_note","mimetype":"application/pdf","url":{"label":"MJ04-9.pdf","url":"https://kanagawa-u.repo.nii.ac.jp/record/5245/files/MJ04-9.pdf"},"version_id":"31c30c47-9796-453c-b689-84b3eb1fb399"}]},"item_keyword":{"attribute_name":"キーワード","attribute_value_mlt":[{"subitem_subject":"円キャリー・トレード","subitem_subject_scheme":"Other"},{"subitem_subject":"UIP","subitem_subject_scheme":"Other"},{"subitem_subject":"フォワード・プレミアム・パズル","subitem_subject_scheme":"Other"},{"subitem_subject":"為替レート","subitem_subject_scheme":"Other"},{"subitem_subject":"低金利・金融緩和政策","subitem_subject_scheme":"Other"},{"subitem_subject":"VAR","subitem_subject_scheme":"Other"},{"subitem_subject":"yen-carry trade","subitem_subject_scheme":"Other"},{"subitem_subject":"UIP","subitem_subject_scheme":"Other"},{"subitem_subject":"exchange rate","subitem_subject_scheme":"Other"},{"subitem_subject":"cheap money policy","subitem_subject_scheme":"Other"},{"subitem_subject":"VAR analysis","subitem_subject_scheme":"Other"}]},"item_language":{"attribute_name":"言語","attribute_value_mlt":[{"subitem_language":"jpn"}]},"item_resource_type":{"attribute_name":"資源タイプ","attribute_value_mlt":[{"resourcetype":"departmental bulletin paper","resourceuri":"http://purl.org/coar/resource_type/c_6501"}]},"item_title":"2000年以降の円キャリー・トレードとホームカントリー・バイアスに関する一考察®","item_titles":{"attribute_name":"タイトル","attribute_value_mlt":[{"subitem_title":"2000年以降の円キャリー・トレードとホームカントリー・バイアスに関する一考察®"}]},"item_type_id":"3","owner":"1","path":["398"],"pubdate":{"attribute_name":"公開日","attribute_value":"2012-05-16"},"publish_date":"2012-05-16","publish_status":"0","recid":"5245","relation_version_is_last":true,"title":["2000年以降の円キャリー・トレードとホームカントリー・バイアスに関する一考察®"],"weko_creator_id":"1","weko_shared_id":-1},"updated":"2023-05-15T16:01:35.294807+00:00"}