Meikai University · Faculty of Economics / Graduate School of Economics · 教授

Research keywordsfutures markets・nikkei 225・excess demand・arbitrage trading・corn futures・financial econometrics

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• 裁定取引に伴う現物株の取引データと日経平均先物超過需要関数の推定
• 商品先物市場の証拠金規制が価格変動に及ぼす経済的効果の計量分析
• リーマンショック直後における個別証券会社の日経平均先物市場における行動の計測
• Estimating Excess Demand Functions for Nikkei 225 Index Futures Contracts Using Data for Two Maturities

• Exchange Rate and the Pricing of Commodity Futures
• Manipulation of the commodity Futures Market
• デリバティブ課税と先物・オプションの価格形成
• Taxes and the pricing of Derivatives

• Official profile