青山学院大学 · 経営学研究科/経営学部 · 教授

研究关键词Asian bond markets・financial market integration・multivariate GARCH・interest rate swaps・carry trade・volatility spillovers・local currency bonds

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• Network analysis of local currency Asian government bond markets: Assessments of the ABFI and the ABMI North American Journal of Economics and Finance 62 (共著) 2022/112022
• Who is the Center of Local Currency Asian Government Bond Markets? Japan and the World Economy 59 (共著) 2021/092021
• The Multivariate GARCH Model and Its Application to East Asian Financial Market Integration Handbook of Financial Econometrics, Mathematics, Statistics and Machine Learning, Vol.4,4209-4254頁 (共著) 2020/042020
• The Impact of Quantitative Easing and Carry Trade on the Real Estate Market in Hong Kong International Review of Economics and Finance 69,958-976頁 (共著) 2020/062020

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