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1 Kobe University Repository : Kernel Title 世界金融危機の東アジア新興国経済への影響 Author(s) 金京, 拓司 Citation 国民経済雑誌, 202(5): Issue date Resource Type Departmental Bulletin Paper / 紀要論文 Resource Version publisher URL Create Date:

3 VAR GDP GDP VAR IMF

4 VAR GDP GDP IT

5 originate-to-distribute structured investment vehicles SIVs assetbacked commercial paper ABCP conduits

6 SEC Securities Exchange Act net capital requirement Richardson, 2009, p. 59 ABCP Shadow banking margin calls Brunnermeier, 2009 CDS CDS OTC IOSCO, 2009, pp. 2932

7 CDS AIG IMF.. IMF 2010 IMF

8 GDP Q Q Q Q Q Q Q Q Q Q Q Q Q Q Q Q Q Q ADB, ARIC Indicators System; IMF, International Financial Statistics decoupling IMF, 2007

9 RIETI-TID 2009 Fukao, et al., 2003 Baldwin, 2009 Eichengreen and O Rourke, 2010 Baldwin, 2009

10 IMF, 2009 IMF GDP EU

11 GDP GDP GDP GDP IMF, International Financial Statistics; World Bank, World Development Indicators; Joint BIS-IMF-OECD-WB External Debt Hub Dooley et al., 2003 Aizenmann, 2009

12 Radelet and Sachs, 1998 Frankel and Saravelos 2010 IMF BIS, 2009, p. 89, ASEAN CMI CMI CMI ERPD ASEAN AMRO

13 ROA ROE ADB 2009 Table 610 ABMI FRB FRB IMF Furman and Stiglitz, 1998

14 GDP World Bank 2009 Appendix Table 13 VAR VAR Blanchard 1993 Ramaswamy and Rendu 2000 GDP GDP GDP GDP VAR GDP Q

15 Q GDP Q Q ADF GDP A B A B...*...*...*.*.*.*..*.*...* A B...*...*...*.*.*.*...*...* * GDP VAR VAR Blanchard 1993 Ramaswamy and Rendu 2000 GDP

16 VAR VAR SBC GDP GDP GDP Blanchard 1993 Ramaswamy and Rendu 2000 GDP VAR VAR GDP IT GDP

17 Q Q

18 GDP Q GDP VAR GDP

19 RMBS RMBS CDO CDO NINJA No Income, No Job, and No Assets Acharya and Schnabl 2009 AAA ABS Acharya and Schnabl, 2009, p. 85 Acharya et al., 2009, p. 7 IMF Flexible Credit Line FCL IT

20 FRB X12-ARIMA SBC GDP Hodrick-Prescott Blanchard 1993 Ramaswamy and Rendu 2000 Acharya, V. V., Philippon, T., Richardson, M., and Roubini, N. 2009, The Financial Crisis of : Causes and Remedies, in Acharya, V. V. and Richardson, M. eds, Restoring Financial Stability, Hoboken, NJ: John Wiley & Sons, Inc. Acharya, V. V. and Schnabl, P. 2009, How Banks Played the Leverage Game, in Acharya, V. V. and Richardson, M. eds, Restoring Financial Stability, Hoboken, NJ: John Wiley & Sons, Inc. ADB. 2009, Asia Economic Monitor, Manila: ADB, December. Aizenman, J. 2009, Reserves and the Crisis: A Reassessment, Central Banking, 19 3, pp Baldwin, R. 2009, The Great Trade Collapse: What Caused It and What Does It Mean?, in Baldwin, R. ed., The Great Trade Collapse: Causes, Consequences and Prospects, VoxEU.org Ebook, 27 November. BIS. 2009, 79th. Annual Report, Basel: BIS, June. Blanchard, O. 1993, Consumption and the Recession of , American Economic Review, 83 2, pp Brunnermeier, M. K. 2009, Deciphering the Liquidity and Credit Crunch , Journal of Economic Perspectives, 23 1, pp Dooley, M. P., Folkerts-Landau, D., and Garber, P. 2003, An Essay on the Revived Bretton Woods System, NBER Working Paper, No Eichengreen, B. and O Rourke, K. H. 2010, A Tale of Two Depressions, VoxEU.org, 8 March Frankel, J. and Saravelos, G. 2010, Are Leading Indicators of Financial Crises Useful for Assessing Country Vulnerability? Evidence from the Global Crisis, NBER Working Paper, No , Cambridge MA: National Bureau of Economic Research.

21 Fukao, K., Ishido, H., and Ito, K. 2003, Vertical Intra-Industry Trade and Foreign Direct Investment in East Asia, Journal of the Japanese and International Economies, 17 4, pp Furman, J. and Stiglitz, J. E. 1998, Economic Crises: Evidence and Insights from East Asia, Brookings Papers on Economic Activity, 2, pp IMF. 2007, World Economic Outlook, Washington DC: IMF, April. IMF. 2009, Regional Economic Outlook: Asia and Pacific, Washington, DC: IMF, May. IMF. 2010, Global Financial Stability Report, Washington DC: IMF, April. IOSCO. 2009, Unregulated Financial Markets and Products, Report of the Technical Committee, Madrid: IOSCO, September. Radelet, S. and Sachs, J. 1998, The East Asian Financial Crisis: Diagnosis, Remedies, Prospects, Brookings Papers on Economic Activity, 1, pp Ramaswamy, R. and Rendu, C. 2000, Identifying the Shocks: Japan s Economic Performance in the 1990s, in Bayoumi, T. and Collyns, C. eds., Post-Bubble Blues: How Japan Responded to Asset Price Collapse, Washington DC: IMF. Richardson, M. 2009, Causes of the Financial Crisis of , in Acharya, V. V. and Richardson, M. eds, Restoring Financial Stability, Hoboken, NJ: John Wiley & Sons, Inc. World Bank. 2009, East Asia and Pacific Update, Washington DC: World Bank, April. B. FRB BP Vol. No.

Tran Thi Van Anh

Tran Thi Van Anh Title Kobe University Repository : Kernel アジア債券市場整備の取り組みと債券市場の現状について (To Which Stage Has Asian Bond Market Achieved?) Author(s) 三重野, 文晴 / 清水, 聡 / [ トラン, ティンバンアン ] Citation 国民経済雑誌,204(6):25-43 Issue date