RH2022 の履歴(No.7)

• 履歴一覧
• 差分 を表示
• 現在との差分 を表示
• ソース を表示
• RH2022 へ行く。
  • 1 (2021-12-31 (金) 00:47:04)
  • 2 (2021-12-31 (金) 00:47:51)
  • 3 (2022-03-28 (月) 15:21:06)
  • 4 (2022-04-27 (水) 16:32:29)
  • 5 (2022-06-15 (水) 23:10:07)
  • 6 (2022-11-08 (火) 15:08:36)
  • 7 (2022-12-13 (火) 16:51:05)

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 "An Alternative Estimation Method for Time-Varying Parameter Models," Econometrics, 10(2), 23, 2022.
• Akihiko Noda "Examining the Dynamic Asset Market Linkages under the COVID-19 Global Pandemic," Economics Bulletin, forthcoming.

Works in Progress†

• Akihiko Noda "Estimating the Time-Varying Structure of the Fama-French Multi-Factor Models" [arXiv:2208.01270].
• 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 Market Efficiency in Prewar Japanese Stock Markets, 1924-1943," [arXiv:1911.04059].

Presentations†

Conference Presentations†

• Evaluating the Financial Market Function in Prewar Japan using a Time-Varying Parameter Model
  • Japanese Economic Association 2022 Autumn Meeting at Keio University (October 2022)
• Estimating the Time-Varying Structure of Fama-French Multi-Factor Models
  • Western Economic Association International 97th Annual Conference in Portland, U.S. (June 2022)

Seminar Presentations†

• Measuring the Time-Varying Market Efficiency in Prewar Japanese Stock Markets, 1924-1943
  • Institute for Economic Studies Econometric Workshop at Keio University (December 2022)