Note: Please see my CV for details
Published Papers
- The GEL Estimates Resolve the Risk-free Rate Puzzle in Japan (with Mikio Ito), Applied Financial Economics, 22(5), pp.365-374, 2012. [DP Version]
- Testing the "Catching up with the Joneses" Model with Consumption Externality: Some Evidence from Japan, Economics Bulletin, 31(2), pp.1648-1658, 2011.
- Measuring the Intertemporal Elasticity of Substitution for Consumption: Some Evidence from Japan (with Shunsuke Sugiyama), Economics Bulletin, 30(1), pp.524-533, 2010.
Submitted Papers
- CCAPM with Time-Varying Parameters: Some Evidence from Japan (with Mikio Ito), submitted.
- Alternative GMM Estimators for the CCAPMs: An Empirical Literature Survey in Japan, under revision.
Working/Discussion Papers
- Dynamic Stock Market Linkages and Market Efficiency (with Mikio Ito), [Preprint: arXiv:1203.5176].
- The Evolution of Market Efficiency and its Periodicity (with Mikio Ito), [Preprint: arXiv:1202.0100].
- Addictive Behavior of Japanese Husbands and Wives (with Kazuki Kamimura), Keio/Kyoto Global COE Discussion Paper Series, DP2010-016.