- 追加された行はこの色です。
- 削除された行はこの色です。
#freeze
#contents
*Dataset [#gc3f9a1a]
All data and programs used for this research project are available on request.
*Conference [#v1201ba2]
-The Economic Society of Wakayama University & JSPS Joint Conference in Wakayama
--Conference Program (in Japanese) &ref(wakayama_conference_2013.pdf);
*Publications [#zccbb659]
**Published in Refereed Journals [#xde719d4]
-Akihiko Noda "A Survey on the Estimation of CCAPMs via Moment Restrictions: The Case of Japan," '''''Keio Economic Studies''''', 2013, 49, pp.69-91.
**Published in Non-Refereed Journals [#xde719d4]
-Akihiko Noda "Time-Varying Structure of Market Efficiency in the Japanese Stock Market (in Japanese)," '''''Doshisha University Economic Review''''', 2014, 65(4), pp.375-390.
**Works in Progress [#qf1589d0]
-Mikio Ito, Akihiko Noda and Tatsuma Wada "Cointegration and Market Efficiency: A Non-Bayesian Time-Varying Model Approach."
-Kiyotaka Maeda and Akihiko Noda "Measuring the Time-Varing Market Efficiency of the Dojima Rice Futures Market in Prewar Japan."
*Presentations [#f532ef9f]
**Conference Presentations [#bb29a845]
-Cointegration and Market Efficiency: A Non-Bayesian Time-Varying Model Approach
--Western Economic Association International 88th Annual Conference in Seattle (June 2013, scheduled).
--Japanese Economic Association 2013 Autumn Meeting at Kanagawa University (September 2013, scheduled).
-Measuring the Time-Varing Market Efficiency of the Dojima Rice Futures Market in Prewar Japan
-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)
**Seminar Presentations [#m32e7fc9]
**Seminar Presentations [#q0ba4768]
-Dynamic Linkages Between Tokyo and Osaka Rice Futures Markets in Prewar Japan
--The Economic Society of Wakayama University & JSPS Joint Seminar in Wakayama (September 2013)