{"created":"2021-03-01T07:02:33.577695+00:00","id":42643,"links":{},"metadata":{"_buckets":{"deposit":"3e3328ef-a1c2-4706-84f3-0f7c7cd16c2d"},"_deposit":{"id":"42643","owners":[],"pid":{"revision_id":0,"type":"depid","value":"42643"},"status":"published"},"_oai":{"id":"oai:repository.dl.itc.u-tokyo.ac.jp:00042643","sets":["62:377:7438","9:7435:7439"]},"item_8_biblio_info_7":{"attribute_name":"書誌情報","attribute_value_mlt":[{"bibliographicIssueDates":{"bibliographicIssueDate":"2013-11","bibliographicIssueDateType":"Issued"},"bibliographicVolumeNumber":"027","bibliographic_titles":[{"bibliographic_title":"JSPS Grants-in-Aid for Scientific Research (S) Understanding Persistent Deflation in Japan Working Paper Series"}]}]},"item_8_description_5":{"attribute_name":"抄録","attribute_value_mlt":[{"subitem_description":"This paper presents a three-period model featuring a shortterm investor and dealers in an over-the-counter bond market. A short-term investor invests cash in the short term because of a need to pay cash soon. This time constraint lowers the resale price of bonds held by a short-term investor through bilateral bargaining in an over-the-counter market. Ex-ante, this hold-up problem explains the use of a repo by a short-term investor, a positive haircut due to counterparty risk, and the fragility of a repo market. This result holds without any risk to the dividends and principals of underlying bonds or asymmetric information.","subitem_description_type":"Abstract"}]},"item_8_description_6":{"attribute_name":"内容記述","attribute_value_mlt":[{"subitem_description":"2012～2016年度科学研究費補助金[基盤研究(S)]「長期デフレの解明」(研究代表者 東京大学経済学研究科・渡辺努, 課題番号：24223003)","subitem_description_type":"Other"}]},"item_8_publisher_20":{"attribute_name":"出版者","attribute_value_mlt":[{"subitem_publisher":"UTokyo Price Project"}]},"item_8_relation_25":{"attribute_name":"関係URI","attribute_value_mlt":[{"subitem_relation_type_id":{"subitem_relation_type_id_text":"http://www.price.e.u-tokyo.ac.jp/researchdata/","subitem_relation_type_select":"URI"}}]},"item_8_text_4":{"attribute_name":"著者所属","attribute_value_mlt":[{"subitem_text_value":"Graduate School of Economics and Business Administration, Hokkaido University"}]},"item_creator":{"attribute_name":"著者","attribute_type":"creator","attribute_value_mlt":[{"creatorNames":[{"creatorName":"Tomura, Hajime"}],"nameIdentifiers":[{"nameIdentifier":"98070","nameIdentifierScheme":"WEKO"}]}]},"item_files":{"attribute_name":"ファイル情報","attribute_type":"file","attribute_value_mlt":[{"accessrole":"open_date","date":[{"dateType":"Available","dateValue":"2017-06-16"}],"displaytype":"detail","filename":"wp027.pdf","filesize":[{"value":"226.9 kB"}],"format":"application/pdf","licensetype":"license_note","mimetype":"application/pdf","url":{"label":"wp027.pdf","url":"https://repository.dl.itc.u-tokyo.ac.jp/record/42643/files/wp027.pdf"},"version_id":"23a47d31-47b7-4e4e-ab3c-35e48003fadc"}]},"item_keyword":{"attribute_name":"キーワード","attribute_value_mlt":[{"subitem_subject":"JEL: G24","subitem_subject_scheme":"Other"},{"subitem_subject":"Repo","subitem_subject_scheme":"Other"},{"subitem_subject":"Over-the-counter market","subitem_subject_scheme":"Other"},{"subitem_subject":"Securities brokerdealer","subitem_subject_scheme":"Other"},{"subitem_subject":"Short-term investor","subitem_subject_scheme":"Other"},{"subitem_subject":"Haircut","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":"Investment Horizon and Repo in the Over-the-Counter Market","item_titles":{"attribute_name":"タイトル","attribute_value_mlt":[{"subitem_title":"Investment Horizon and Repo in the Over-the-Counter Market"}]},"item_type_id":"8","owner":"1","path":["7439","7438"],"pubdate":{"attribute_name":"公開日","attribute_value":"2015-05-11"},"publish_date":"2015-05-11","publish_status":"0","recid":"42643","relation_version_is_last":true,"title":["Investment Horizon and Repo in the Over-the-Counter Market"],"weko_creator_id":"1","weko_shared_id":null},"updated":"2022-12-19T04:17:46.486804+00:00"}