{"created":"2021-03-01T07:02:04.894439+00:00","id":42222,"links":{},"metadata":{"_buckets":{"deposit":"4aef2a66-1774-4d8d-9716-dcf4e7326106"},"_deposit":{"id":"42222","owners":[],"pid":{"revision_id":0,"type":"depid","value":"42222"},"status":"published"},"_oai":{"id":"oai:repository.dl.itc.u-tokyo.ac.jp:00042222","sets":["62:7433:7434","9:7435:7436"]},"item_8_biblio_info_7":{"attribute_name":"書誌情報","attribute_value_mlt":[{"bibliographicIssueDates":{"bibliographicIssueDate":"2013-02","bibliographicIssueDateType":"Issued"},"bibliographicVolumeNumber":"CIRJE-F-876","bibliographic_titles":[{"bibliographic_title":"Discussion paper series. CIRJE-F"}]}]},"item_8_description_13":{"attribute_name":"フォーマット","attribute_value_mlt":[{"subitem_description":"application/pdf","subitem_description_type":"Other"}]},"item_8_description_5":{"attribute_name":"抄録","attribute_value_mlt":[{"subitem_description":"We examine the impact of financial regulation and innovation on bubbles and crashes due to limited arbitrage by modeling timing games among strategic arbitrageurs whose rationality is not commonly known. An unproductive company raises funds by issuing shares, and for purchasing shares, arbitrageurs borrow money from positive feedback traders. The key concept is awareness heterogeneity: positive feedback traders are unaware of euphoria, but arbitrageurs are aware of it. We show the impact of high leverage ratio depends on whether naked CDS is available, and the impact of naked CDS depends on growth balance between positive feedback traders'capital and loan.","subitem_description_type":"Abstract"}]},"item_8_description_6":{"attribute_name":"内容記述","attribute_value_mlt":[{"subitem_description":"本文フィルはリンク先を参照のこと","subitem_description_type":"Other"}]},"item_8_publisher_20":{"attribute_name":"出版者","attribute_value_mlt":[{"subitem_publisher":"日本経済国際共同センター"}]},"item_8_relation_25":{"attribute_name":"関係URI","attribute_value_mlt":[{"subitem_relation_type_id":{"subitem_relation_type_id_text":"http://www.cirje.e.u-tokyo.ac.jp/research/dp/2013/2013cf876ab.html","subitem_relation_type_select":"URI"}}]},"item_8_source_id_10":{"attribute_name":"書誌レコードID","attribute_value_mlt":[{"subitem_source_identifier":"AA11450569","subitem_source_identifier_type":"NCID"}]},"item_8_subject_15":{"attribute_name":"日本十進分類法","attribute_value_mlt":[{"subitem_subject":"335","subitem_subject_scheme":"NDC"}]},"item_8_text_21":{"attribute_name":"出版者別名","attribute_value_mlt":[{"subitem_text_value":"Center for International Research on the Japanese Economy"}]},"item_8_text_4":{"attribute_name":"著者所属","attribute_value_mlt":[{"subitem_text_value":"Faculty of Economics, University of Tokyo"},{"subitem_text_value":"Department of Economics, University of Tokyo"}]},"item_access_right":{"attribute_name":"アクセス権","attribute_value_mlt":[{"subitem_access_right":"metadata only access","subitem_access_right_uri":"http://purl.org/coar/access_right/c_14cb"}]},"item_creator":{"attribute_name":"著者","attribute_type":"creator","attribute_value_mlt":[{"creatorNames":[{"creatorName":"Matsushima, Hitoshi"}],"nameIdentifiers":[{"nameIdentifier":"97173","nameIdentifierScheme":"WEKO"}]}]},"item_keyword":{"attribute_name":"キーワード","attribute_value_mlt":[{"subitem_subject":"Bubbles and Crashes","subitem_subject_scheme":"Other"},{"subitem_subject":"Limited Arbitrage","subitem_subject_scheme":"Other"},{"subitem_subject":"Awareness Heterogeneity","subitem_subject_scheme":"Other"},{"subitem_subject":"Leverage","subitem_subject_scheme":"Other"},{"subitem_subject":"Naked Credit Default Swap","subitem_subject_scheme":"Other"},{"subitem_subject":"Timing Games with Behavioral Types","subitem_subject_scheme":"Other"},{"subitem_subject":"JEL Classification Numbers: C720, C730, D820, G140","subitem_subject_scheme":"Other"}]},"item_language":{"attribute_name":"言語","attribute_value_mlt":[{"subitem_language":"eng"}]},"item_resource_type":{"attribute_name":"資源タイプ","attribute_value_mlt":[{"resourcetype":"technical report","resourceuri":"http://purl.org/coar/resource_type/c_18gh"}]},"item_title":"Impact of Financial Regulation and Innovation on Bubbles and Crashes due to Limited Arbitrage : Awareness Heterogeneity","item_titles":{"attribute_name":"タイトル","attribute_value_mlt":[{"subitem_title":"Impact of Financial Regulation and Innovation on Bubbles and Crashes due to Limited Arbitrage : Awareness Heterogeneity"}]},"item_type_id":"8","owner":"1","path":["7436","7434"],"pubdate":{"attribute_name":"公開日","attribute_value":"2013-05-31"},"publish_date":"2013-05-31","publish_status":"0","recid":"42222","relation_version_is_last":true,"title":["Impact of Financial Regulation and Innovation on Bubbles and Crashes due to Limited Arbitrage : Awareness Heterogeneity"],"weko_creator_id":"1","weko_shared_id":null},"updated":"2022-12-19T04:14:22.592988+00:00"}