Grant in Aid for Scientific Research (C) No.24530364 のバックアップの現在との差分(No.2)

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• Grant in Aid for Scientific Research (C) No.24530364 は削除されています。
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  • 2 (2012-08-13 (月) 18:39:31)

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#contents

*About This Project [#ae5a866c]
**Project Name [#b5a30043]
"Measuring the Time-Varying Efficiency and Market Linkages in Modern Japanese Rice Markets" Project

**Project Members [#t86820dd]
-Leader: Akihiko NODA (Assistant Professor of Finance, Wakayama University)
-Member#1: Shigehiko IOKU (Professor of Economic History, Keio University)
-Member#2: Mikio ITO (Associate Professor of Economics, Keio University)
-Collaborator: Kiyotaka Maeda (Graduate School of Economics, Keio University)

*Dataset [#d4b2b691]
All data and programs used for this research project are available on request.

*Publications [#c05273d6]

**Published in Refereed Journals [#t3427532]
***2012 [#vbc12f68]

**Submitted Papers [#gf801ff7]
***2012 [#lb60b1a0]
-Akihiko Noda "A Test of the Adaptive Market Hypothesis using Non-Bayesian Time-Varying AR Model in Japan", submitted.
-Akihiko Noda "An Empirical Survey on the Standard CCAPM via Moment Restriction Models in Japan", revised and resubmitted.

**Discussion/Working Papers [#mff2b4ee]

***2012 [#a8fdf024]
-Akihiko Noda "A Test of the Adaptive Market Hypothesis using Non-Bayesian Time-Varying AR Model in Japan", [arXiv:1207.1842].
-Mikio Ito and Akihiko Noda "Dynamic Stock Market Linkages and Market Efficiency: A Non-Bayesian
Time-Varying Model Approach", [arXiv:1203.5176].
-Mikio Ito and Akihiko Noda "The Evolution of Market Efficiency and its Periodicity: A Non-Bayesian
Time-Varying Model Approach", [arXiv:1202.0100].

*Presentations [#d05b6589]

**Conference Presentations [#v864082d]

***2012 [#u77096f1]
-Dynamic Stock Market Linkages and Market Efficiency: A Non-Bayesian Time-Varying Model Approach
--Japanese Economic Association 2011 Autumn Meeting at Kyushu Sangyo University (Octorber 2012).
-The Evolution of Market Efficiency and its Periodicity: A Non-Bayesian Time-Varying Model Approach
--Western Economic Association International Annual Conference in San Francisco (June 2012).
--Nippon Finance Association 2012 Annual Meeting at Hitotsubashi University (May 2012).

**Seminar Presentations [#eaba0e70]

***2012 [#pf3a6361]
-Dynamic Stock Market Linkages and Market Efficiency: A Non-Bayesian Time-Varying Model Approach
--Economic Seminar at Chukyo University Institute of Economics (Octorber 2012).
-A Test of the Adaptive Market Hypothesis using Non-Bayesian Time-Varying AR Model in Japan
--Economics Seminar at Doshisha University (July 2012).