Kyoko Yagi’s scientific contributions

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Publications (2)


Figure 3 Determination of Investment Time and Debt Financing  
Figure 7 Time-Consistent Investment Decision  
Figure 8 Time-Inconsistent Investment Decision  
Figure 9 Investment and Bankruptcy: Time-Consistent Firms  
Accelerated Investment and Credit Risk under a Low Interest Rate Environment: A Real Options Approach
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January 2010

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Toshiki Honda

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Kyoko Yagi

Empirical studies have found that a low interest rate environment ac-celerates firms' investment and debt financing, leading to subsequent balance-sheet problems in many countries in recent years. We examine the mechanism whereby firms' debt financing and investment become more accelerated and the credit risk rises under a low interest rate environment from the perspective of a real options model. We find that firms tend to increase debt financing and investment not only under strong expecta-tions of continued low interest rates but also when there are expecta-tions of future interest rate increases, and such behavior causes higher credit risk. We also find that when future interest rate rises are expected, the investment decisions vary depending on how firms incorporate the possibility of future interest rises. Specifically, myopic firms make "last-minute investments" based on concerns over future interest rate hikes, and this behavior increases their credit risk. In contrast, economically rational firms choose to decrease their investments, carefully considering the likelihood of future interest rate hikes., the participants in the Mathe-matics for Finance Workshop, the Economics Statistics Workshop, and the Japan Association of Financial Econometrics and Engineering (JAFEE) 2009 Summer Conference, as well as the staff of the Institute for Monetary and Economic Studies (IMES), the Bank of Japan (BOJ), for their useful comments. Views expressed in this paper are those of the author and do not necessarily reflect the official views of the BOJ.

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Optimal investment timing and location under uncertainty

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We consider an investment problem such as a construction of power plants. The uncertainties, which are considered in this investment problem, are the evolution of cash flows obtained from the plant operation, and the catastrophic event, which drives the value of the project to zero due to external factors, such as earthquake. We show the model of a sequential investment as well as that of a single investment, and show the effect of the catastrophic event on the flexibility of the sequential decision by comparing the option values of the single investment and the sequential one. Additionally, in a case where both costs associated with the construction and the catastrophic event are dependent on the location, we determine simultaneously the optimal investment timing and location of the plant.