RH2021

Dataset†

All data and programs used for this research project are available on request.

Conference†

Publications†

Published in Refereed Journals†

• Mikio Ito, Akihiko Noda, and Tatsuma Wada "Time-Varying Comovement of Foreign Exchange Markets: A GLS-Based Time-Varying Model Approach," Mathematics, 2021, 9(8), 849.
• Akihiko Noda "On the Evolution of Cryptocurrency Market Efficiency," Applied Economics Letters, 28(6), 2021, pp.433-439.

Works in Progress†

• Akihiko Noda "Examining the Dynamic Asset Market Linkages under the COVID-19 Global Pandemic," [arXiv:2109.02933].
• Kenichi Hirayama and Akihiko Noda "Evaluating the Financial Market Function in Prewar Japan using a Time-Varying Parameter Model," [arXiv:2008.00860].
• Kenichi Hirayama and Akihiko Noda "Measuring the Time-Varying of the Prewar Japanese Stock Market," [arXiv:1911.04059].

Presentations†

Conference Presentations†

• Measuring the Time-Varying of the Prewar Japanese Stock Market
  • Japan Society of Monetary Economics 2021 Autumn Meeting (October 2021, Online)
• Evaluating the Financial Market Function in Prewar Japan using a Time-Varying Parameter Model
  • Western Economic Association International 96th Annual Conference in Honolulu, U.S. (July 2021, Online)

Seminar Presentations†

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