{"created":"2021-03-01T07:02:31.547461+00:00","id":42613,"links":{},"metadata":{"_buckets":{"deposit":"a32d3b7d-b89f-4a75-94d6-0cc7de269f99"},"_deposit":{"id":"42613","owners":[],"pid":{"revision_id":0,"type":"depid","value":"42613"},"status":"published"},"_oai":{"id":"oai:repository.dl.itc.u-tokyo.ac.jp:00042613","sets":["62:7433:7434","9:7435:7436"]},"item_8_biblio_info_7":{"attribute_name":"書誌情報","attribute_value_mlt":[{"bibliographicIssueDates":{"bibliographicIssueDate":"2013-10","bibliographicIssueDateType":"Issued"},"bibliographicVolumeNumber":"CIRJE-F-905","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 formulate strategic aspects of speculative arbitrageurs in a stock market as a generalization of timing game with behavioral types explored by Matsushima (2013b). A company raises huge funds during the bubble driven by positive feedback traders'euphoria by issuing shares in a socially harmful manner. The arbitrageurs borrow money from positive feedback traders under a regulation on leverage ratio and purchase credit default swaps defined as bubble-contingent claim from them. We demonstrate a theoretical ground for considering the availability of credit default swap associated with a high leverage ratio as a powerful policy method to deter harmful bubbles.","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/2013/2013cf905ab.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_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":"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":"98002","nameIdentifierScheme":"WEKO"}]}]},"item_keyword":{"attribute_name":"キーワード","attribute_value_mlt":[{"subitem_subject":"Harmful Bubbles","subitem_subject_scheme":"Other"},{"subitem_subject":"Awareness Heterogeneity","subitem_subject_scheme":"Other"},{"subitem_subject":"Timing Games with Behavioral Types","subitem_subject_scheme":"Other"},{"subitem_subject":"Leverage","subitem_subject_scheme":"Other"},{"subitem_subject":"Credit Default Swap","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":"Role of Credit Default Swap in Bubbles and Crashes","item_titles":{"attribute_name":"タイトル","attribute_value_mlt":[{"subitem_title":"Role of Credit Default Swap in Bubbles and Crashes"}]},"item_type_id":"8","owner":"1","path":["7436","7434"],"pubdate":{"attribute_name":"公開日","attribute_value":"2014-01-16"},"publish_date":"2014-01-16","publish_status":"0","recid":"42613","relation_version_is_last":true,"title":["Role of Credit Default Swap in Bubbles and Crashes"],"weko_creator_id":"1","weko_shared_id":null},"updated":"2022-12-19T04:15:41.426850+00:00"}