RH2013 の履歴(No.4)

• 履歴一覧
• ソース を表示
• RH2013 は削除されています。
  • 1 (2013-03-29 (金) 01:33:43)
  • 2 (2013-03-29 (金) 01:38:20)
  • 3 (2013-08-28 (水) 01:00:30)
  • 4 (2014-01-06 (月) 17:48:22)
  • 5 (2014-01-22 (水) 11:59:36)
  • 6 (2014-01-27 (月) 01:22:07)
  • 7 (2014-03-26 (水) 01:55:56)
  • 8 (2014-04-01 (火) 00:51:51)
  • 9 (2015-04-11 (土) 17:57:11)
  • 10 (2016-10-17 (月) 21:33:14)
  • 11 (2017-01-12 (木) 22:25:08)
  • 12 (2023-08-19 (土) 23:30:19)

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.
• Akihiko Noda (2014) "Time-Varying Structure of Market Efficiency in the Japanese Stock Market (in Japanese)," Doshisha University Economic Review, forthcoming.

Works in Progress†

• Mikio Ito, Kiyotaka Maeda and Akihiko Noda "Dynamic Linkages Between Tokyo and Osaka Rice Futures Markets in Prewar Japan," [arXiv:].

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).
• Dynamic Linkages Between Tokyo and Osaka Rice Futures Markets in Prewar Japan
  • The Economic Society of Wakayama University & MTVEML Conference in Wakayama (September 2013).

Seminar Presentations†