Dataset†
All data and programs used for this research project are available on request.
Publications†
Published in Refereed Journals†
- Akihiko Noda (2013) "A Survey on the Estimation of CCAPMs via Moment Restrictions: The Case of Japan," Keio Economic Studies, 49, pp.69-91.
Works in Progress†
- Kiyotaka Maeda and Akihiko Noda "Measuring the Time-Varing Market Efficiency of the Fukagawa Rice Market in Prewar Japan."
Presentations†
Conference Presentations†
- International Stock Market Efficiency: A Non-Bayesian Time-Varying Model Approach (Previously circulated as "Stock Market Linkages and Market Efficiency: A Non-Bayesian Time-Varying Model Approach")
- Western Economic Association International 88th Annual Conference in Seattle (June 2013).
- Japanese Economic Association 2013 Autumn Meeting at Kanagawa University (September 2013, scheduled).
- Measuring the Time-Varing Market Efficiency of the Fukagawa Rice Market in Prewar Japan
- The Economic Society of Wakayama University & MTVEML Conference in Wakayama (September 2013, scheduled).
Seminar Presentations†