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Hidenori Shimizu

Research and Insights

Articles by Hidenori Shimizu

    Post-Earthquake Japan Equity Update

    Research Report | Apr 1, 2011 | David Owyong, Hidenori Shimizu

    This paper looks through the lens of the Barra Japan Equity model (JPE3) to analyze how the Japan equity market reacted to the recent earthquake on March 11. We also review the Japan equity market just after Kobe Earthquake in 1995, and see if there are similarities or differences in the behavior of Japanese stocks after these two events from a style and industry perspective. Given the sharp appreciation of the yen after the recent earthquake, we considered the differences in yen sensitivity...

    Insights on Japan's Bond Market

    Research Report | Feb 2, 2010 | Chin Ping Chia, David Owyong, Hidenori Shimizu

    Japan’s domestic bonds constitute one of the major asset classes for Japanese pension plan sponsors. In this Research Bulletin, we use the Barra Integrated Model (BIM) to examine the evolution of this market and better understand the relationship between bonds and equities in Japan.