■教員業績
<学術論文>
Xu, Lei, and Takuji Kinkyo. “Hedging effectiveness of bitcoin and gold: Evidence from G7 stock markets” Journal of International Financial Markets, Institutions and Money 85 (2023): 101764.
Xu, Lei, and Takuji Kinkyo. “Asian Currency Market Integration.” 国民経済雑誌 225.2 (2022): 1-16.
Xu, Lei, Shigeyuki Hamori, and Takuji Kinkyo. “Continuous wavelet analysis of Chinese renminbi: Co-movement and lead-lag relationship between onshore and offshore exchange rates.” The North American Journal of Economics and Finance 56 (2021): 101360.
Xu, Lei. “Bitcoin or Gold? Risk Assessment Based on Continuous Wavelet Transform.” The Institute for Economics and Business Research Discussion Paper E.9 (2021): 1-34.
Xu, Lei, and Takuji Kinkyo. “Intra-Regional Integration in the European and Asian Stock Markets.” 国民経済雑誌 221.6 (2020): 21-34.
Xu, Lei, and Takuji Kinkyo. “Changing patterns of Asian currencies’ co-movement with the US dollar and the Chinese renminbi: Evidence from a wavelet multiresolution analysis.” Applied Economics Letters 26.6 (2019): 465-472.
Xu, Lei, Takuji Kinkyo, and Shigeyuki Hamori. “Predicting currency crises: A novel approach combining random forests and wavelet transform.” Journal of Risk and Financial Management 11.4 (2018): 86.
<学会発表>
“Hedging effectiveness of bitcoin and gold: evidence from G7 stock markets” 日本金融学会秋季大会, 神戸大学, 2022.
“Bitcoin or Gold? Risk Assessment Based on Continuous Wavelet Transform” 日本金融学会秋季大会, 大阪経済大学, 2021.
“Continuous wavelet analysis of Chinese renminbi: Co-movement and lead-lag relationship between onshore and offshore exchange rates” 日本金融学会秋季大会, 岡山商科大学, 2020.
“Continuous Wavelet Analysis of the Interdependence between Onshore and Offshore Chinese Renminbi Exchange Rates” 滋賀大学リスク研究センター客員研究員ワークショップ, 滋賀大学, 2020.
■教育業績
<主な担当科目等>
金融論 沖縄大学
ファイナンス 沖縄大学
ファイナンシャルプランニング 沖縄大学
経済学入門Ⅱ 沖縄大学
問題発見演習Ⅱ 沖縄大学
基礎演習Ⅰ・Ⅱ 沖縄大学
専門演習A・B・C・D 沖縄大学
ミクロ経済学 学習院大学
■その他
<所属学会>
日本金融学会
American Economic Association