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

Research keywordsimplied equity duration・Japanese stock market・Nikkei 225 options・implied volatility smile・term spread forecasting・monetary policy・yield spread・Japanese financial crises

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• Value Premium and Implied Equity Duration in the Japanese Stock Market2015 · Journal of International Financial Markets, Institutions and Money Vol. 39 p. 102-121 2015年11月 研究論文（学術雑誌）
• The Leading Indicator Property of the Term Spread and the Monetary Policy Factors in Japan2013 · Japan and the World Economy Vol. 28 p. 85-98 2013年12月 研究論文（学術雑誌）
• Implied Volatility Smiles in the Nikkei 225 Options2013 · Applied Financial Economics Vol. 23 No. 9 p. 789-804 2013年5月 研究論文（学術雑誌）
• An Empirical Analysis of Information in the Yield Spread on Future Recessions in Japan2011 · Applied Economics Vol. 43 No. 15 p. 1865-1881 2011年6月 研究論文（学術雑誌）

• Financial Markets and Liquidity Effects
• 合理的バブルに関する研究
• Study on Rational Bubbles
• 金融市場と流動性効果

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