RESEARCH

主な論文

A.英語（† 査読付き）:

  1. †Is Corporate environmental responsibility more valuable in the transitory period? The moderating effect of ownership type, 2023, Finance Research Letters 共著H. Zhou

  2. The non-monotonic relationship between ESG disclosure and stock price crash risk, in Topical Issues in Development Economics: An International Perspective Eds by D. Avom, G. Dufrenot 共著H. Zhou

  3. †Spatial dependence, social networks, and economic structures in Japanese regional labor migration. Sustainability. 2022; 14(3):1865 2月　共著K. Murayama & L. Bazzaoui https://doi.org/10.3390/su14031865

  4. †Is inflation fiscally determined? 2021, Sustainability 13(20), 11306, 10月共著L. Bazzaoui.

  5. †Life cycles and gender in residential mobility decisions, 2021, Journal of Real Estate Finance and Economics 62(3), 370-401 4月[Available online 6 Feb 2020]

  6. † Toward coexistence of immigrants and local people in Japan: implications from spatial assimilation theory, 2021, Sustainability 13(7), 3849 3月 共著K. Murayama.

  7. †Causal and frequency analyses of purchasing power parity, 2021, Journal of International Financial Markets, Institutions & Money 71, 101287 ３月[Available online 11 January 2021]

  8. Productivity spillovers in the global market, 2020, Recent Econometric Techniques in Macroeconomic and Financial Data, eds., G. Dufrénot & T. Matsuki, Springer, 11月, 79-111, with N. Khan

  9. Detecting tranquil and bubble periods in housing markets: A review and application of statistical methods, 2020, Recent Econometric Techniques in Macroeconomic and Financial Data, eds., G. Dufrénot & T. Matsuki, Springer, 11月, 171-195

  10. †Financial flows, global interest rates, and political integration, 2019, Finance Research Letters, 31 12月, 313-320. [Available online 27 Nov 2018]

  11. †Global and country-specific movements in real effective exchange rates: implications for external competitiveness, 2017, Journal of International Money and Finance 76 9月, 88-105.

  12. †Inflation and consumption of nontradable goods: global implications from regional analyses, 2017, International Review of Economics and Finance 48 3月, 478–491.

  13. †Regional inflation, spatial locations and the Balassa-Samuelson effect: evidence from Japan, 2017, Urban Studies 54(6) 5月 1482-1499 [Available online Feb 2016]

  14. †UK house price convergence clubs and spillovers, 2015, Journal of Housing Economics 30 10月, 50-58. 共著A. Montagnoli

  15. †Currency forecast errors and carry trades at times of low interest rates: evidence from survey data on the yen/dollar exchange rate, 2015, Journal of International Money and Finance 53 5月, 1-19共著R. MacDonald.

  16. †The forward premium puzzle and the euro, 2014, Journal of International Financial Markets, Institutions & Money 32 ９月, 436-451.

  17. †Time-varying conditional correlations in Asia-Pacific stock returns around the Lehman Shock and beyond, 2013, Journal of Economic Integration 28(3) 9月, 412-440.

  18. †A dynamic factor approach to domestic capital mobility, 2013, Empirical Economics 44(2) 4月, 685-700.

  19. †Common factors of the exchange risk premium in emerging European markets, 2012, Bulletin of Economic Research 64(s1) 12月, s71-s85共著 J. Byrne.

  20. †Financial innovation and regional money, 2012, Applied Economics 44(35) 12月, 4617-4629.

  21. †The threshold consumption correlation-based approach to international capital mobility: evidence from advanced and developing countries, 2012, Structural Change and Economic Dynamics 23 9月, 256-263.

  22. †Regional deposits and demographic changes, 2012, Applied Economics Letters 19(10) 7月, 939-942.

  23. †Heterogeneity and convergence of regional inflation (prices), 2011, Journal of Macroeconomics 33(4) 12月, 711-723.

  24. †The common component in the forward premium: evidence from the Asia-Pacific region, 2011, Review of International Economics 19(4) ８月, 750-762.

  25. †Regional inflation and monetary policy in China, 2010, Banks and Bank Systems 5(4) 12月, 21-31.

  26. †Macroeconomic Interdependence in East Asia, 2010, Japan and the World Economy 22(4) 11月, 219-227.

  27. †Structural breaks in the real exchange rate and real interest rate relationship, 2010, Global Finance Journal 21(2)10月, 138-151 共著 J. Byrne.

  28. Stocks, consumption, and wealth: evidence from the Tokyo Stock Exchange, 2009, in Stock Returns: Cyclicity, Prediction and Economic Consequences 10月(NY: Nova Science Publishers)

  29. Prediction of stock returns using the artificial neural network: evidence from developed and developing countries, 2009, in Stock Returns: Cyclicity, Prediction and Economic Consequences 10月(NY: Nova Science Publishers), 共著 J. Alam.

  30. †PPP: Further evidence from Japanese municipal data, 2009, International Review of Economics and Finance 18 6月 共著 N. Inakura, 419-427.

  31. †Relative prices and wages in China : evidence from a panel of provincial data, 2008, Journal of Economic Integration 23(1) 3月 共著 Y. Liu, 183-203.

  32. †Japanese stock movements from 1991 to 2005: evidence from high and low frequency data, 2008, Applied Financial Economics 18(4) 3月, 295-307.

  33. †Empirical analysis of the exchange rate channel in Japan, 2007, Journal of International Money and Finance 26 10月, 887-904.

  34. †Putting the dividend-price ratio under the microscope, 2007, Finance Research Letters 4 9月, 186-195

  35. †Modeling and predicting Japanese stock returns using the ARFIMA-FIGARCH, 2006, W.Milo, P.Wdowinski編集 Advances in Financial Market Analysis, Vol 2, Financial Markets: Principles of Modelling, Forecasting and Decision-Making (Lodz, Lodz Uni Press) 211-222.

  36. Financial market integration: evidence from stock and bond markets in Japan and the US, 2006, J A Batten, T A Fetherston, P G Szilagyi編集 Japanese Fixed Income Markets: Money, Bond, and Interest Rate Derivatives (Amsterdam, Elsevier) 10月 413-433.

  37. †Determinants of Angola's parallel real exchange rates, 2004, 共著 E. Gelbard, Developing Economies, 42(3)9月, 392-404.

  38. †The effectiveness of Japanese foreign exchange interventions during 1991-2001, 2004, Economics Letters 84(3) 9月, 377-381.

  39. †The term structure of interest rates and monetary policy during a zero interest rate period, 2004, Monetary and Economic Studies 22(2) 5月, 19-43.

  40. †The efficiency of the Japanese equity market, 2003, International Finance Review 4 12月, 155-171.

  41. †A re-examination of the Japanese money demand function and structural shifts, 2003, Journal of Policy Modeling 25(4) 6月, 359-375.

  42. †Asymmetric effects of monetary indicators on the Japanese yen, 2003, Japan and the World Economy 15(2) 4月, 143-159.

  43. †On the term structure of interest rates and inflation in Japan, 2002, Journal of Economics and Business 54(5) (9・10月), 505-523.

  44. †Does the long-run PPP hypothesis hold for Africa? Evidence from panel cointegration study, 2002, Bulletin of Economic Research 54(2) 4月, 181-187.

  45. †Currency crisis and contagion: evidence from exchange rates and sectoral stock price indices in the Philippines and Thailand, 2001, Journal of Asian Economics 14(4) 12月, 529-546.

  46. †The long run relationship between real exchange rate and interest rate differentials: a panel study, 2000, 共著 R. MacDonald, IMF Staff Papers 47(1)11月, 116-128.

  47. †Long-run real exchange rate movements in Africa: parallel market and official rates, 2000, African Finance Journal 2(2) 10月, 1-14.

  48. Macroprudential indicators of financial system soundness, 2000, 共著 IMF職員, IMF Occasional Paper, No. 192 4月 (Washington: IMF).

  49. Japanese effective exchange rates and determinants: a long-run perspective, 1999, R. MacDonald and J. Stein 編集, Equilibrium Exchange Rates (Norwell, Kluwer Academic Publisher) 7月, 323-347.

  50. †On the Japanese yen-US dollar exchange rate: a structural econometric model based on real interest differentials, 1998, 共著 R. MacDonald, Journal of the Japanese and International Economies 12(1) 3月, 75-102.

B.日本語

  1. 日本のマンション市場におけるバブルとインフレ, 2017, 季刊 住宅土地経済 第106号, 10-19.

  2. はじめて学ぶ国際金融論（共著、有斐閣、2015年9月).

  3. 地域データ：賃金センサスII 2015 多目的統計データバンク年報 (平成26度) No. 92（3月）75-87 (ISSN 1349-4112).

  4. 地域データ：賃金センサス 2014 多目的統計データバンク年報 (平成25度) No. 91（3月）7-20 (ISSN 1349-4112).

  5. JASDAQ証券取引所におけるプライベート・インフォメーション量の推定, 2008多目的統計データバンク年報 (平成19度) No. 85（3月）共著 小原覚、牧田英 23-33 (ISSN 1349-4112).

  6. ヘラクレス取引所における投資家の情報量 2007多目的統計データバンク年報 (平成18度) No. 83(3月） 共著 玉井恵美 63-72 (ISSN 1349-4112).

  7. データバンクの現状と今後の課題, 2006多目的統計データバンク年報 (平成17年度) No. 82 (3月) 共著 稲倉典子 1-14 (ISSN 1349-4112).

  8. 統計を正確に読む力が政策提言に, 2001 経済セミナー No. 562 (11月) 60-61.

C.学会プロシーディング

  1. †Is corporate environmental responsibility more valuable in the shaky period? the moderating effect of ownership type, 2021, Nippon Finance Association Proceeding 共著H. Zhou, forthcoming.

  2. †A top-down method for rational bubbles: application of the threshold bounds testing approach, 2016 Nippon Finance Association Proceeding 単著

  3. †Economic factors contributing to time-varying conditional correlations in stock returns, 2011, Nippon Finance Association Proceedings単著

  4. †Macroeconomic integration in East Asia, 2009, All China International Conference, Collection of Conference Papers単著

  5. †Determinants of PIN: evidence from the Japanese stock exchange market, 2009, Nippon Finance Association Proceedings共著I. Marsh

  6. †Some evidence on the effectiveness of a securities transaction from the US equity market, 2008, Asian Finance Association-Nippon Finance Association 2008 International Conference, Conference Proceedings共著I. Marsh

  7. †The purchasing power parity and the Balassa-Samuelson effect: evidence from Chinese provincial data, 2006, All China International Conference, Collection of Conference Papers共著Y. Liu

  8. †Putting the dividend-price ration under the microscope: evidence from developed countries, 2006, 30th Anniversary of the Journal of Banking and Finance Conference単著

  9. †Determinants of the Tokyo Stock Price Index: searching for the explanations of the depression, 2005, Global Finance Conference, Conference Proceedings (ISBN: 0-9768149-5-1) (Dublin, Trinity college)単著

  10. †The Persistence and predictability of Japanese stock Returns, 2005, Proceedings of the Forecasting Financial Markets and Economic Decision-Making単著

  11. †Predicting (high frequency) Japanese stock market data, 2004, 24th International Symposium on Forecasting 単著