University of Niigata Prefecture · Department of International Economics / Faculty of International Economics

Research keywordscross-market connectedness・investor attention・foreign exchange markets・commodity market spillovers・BRICS financial markets・topological data analysis・stock market risk・economic time series prediction

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• How Geopolitical Crises Influence BRICS Financial Markets and Macroeconomic Growth: Insights from the Russia-Ukraine War Using GARCH-MIDAS and Quantile Regression2026
• Does investor attention drive the connectedness across FX, bond, stock, and commodity markets? Evidence from the federal funds rate2026
• Topological Data Analysis of China’s Stock Market Risks to Detect Early Warning Signals2025
• Enhancing Economic Time Series Prediction with News Text Data and Numerical Data: A Transformer-Based Approach2024 · 言語処理学会第30回年次大会発表論文集

• リスク波及効果を考慮した革新的深層学習モデルの開発と高頻度金融時系列予測への応用2025
• 地政学リスクが金融市場とマクロ経済へのリスク波及効果:GARCH-MIDAS-QRとQC-FTにより2024

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