12:30pm – 1:15pm Lunch (Invitation only)
Session 1: KMFA session
Chair: Shin-ichi Fukuda (University of Tokyo, JSME)
Opening Remark
1:40pm – 2:20pm
Chaehyun Park (University of Virginia) and Byoung Hoon Seok (Ewha Women's University);
“The Differential Effects of Multiple Cryptocurrencies on Asset Portfolios"
paper
Discussant: Toshitaka Sekine (Hitotsubashi University)
2:20pm – 3:00pm
Soyoung Kim (Seoul National University) and Minlee Shin (Korea Institute for International Economic Policy),
“Exchange rate forecast with commodity prices: the case of palm oil price”
paper
Discussant: Naoto Soma (Yokohama National University)
3:00pm – 3:40pm
In Huh (Catholic University of Korea) and Jiyoun An (Kyung Hee University),
“Geopolitical Risks and Sovereign Credit Ratings”
paper
Discussant: Toyoharu Takahashi (Chuo University)
Break: 3:40pm – 3:50pm
Session 2: JSME session
Chair: Dong Heon Kim (Korea University, KMFA)
3:50pm – 4:30pm
Junko Ishikawa (Nomura Research Institute), Meylis Orazov (University of Rochester), and Takeki Sunakawa (Hitotsubashi University),
“Household Payment Behavior and the Optimal Quantity of CBDC in Japan”
paper
Discussant: Shin-Ichi Nishiyama (Kobe University)
4:30pm – 5:10pm
Opale Guyot (International Christian University) and Heather A. Montgomery (International Christian University),
“Intraday Impacts of Foreign Exchange Interventions: Evidence from High-Frequency Data in Japan”
paper
Discussant: Kentaro Iwatsubo (Kobe University)
5:10pm – 5:50pm
Kimie Harada (Chuo University) and Thanh Thi Phuong Nguyen (Rikkyo University),
“TOPIX Revisions and Stock Returns: Evidence for Phased Exclusions”
paper
Discussant: Akiko Kamesaka (Aoyama Gakuin University)
Closing Remark
18:00-19:30: Buffee Dinner (Invitation only)
The Royal Park Hotel Kyoto Umekoji (Buffet)
