TSUKUDA Yoshihiko 佃良彦

Researcher Number	10091836
External Links
Affiliation (based on the past Project Information) *help	2018 – 2022: 東北大学, 経済学研究科, 名誉教授 2013: 東北大学, 経済学研究科, 教授 2012 – 2013: 東北大学, 経済学研究科(研究院), 教授 2010 – 2012: 東北大学, 大学院・経済学研究科, 教授 2007 – 2008: Tohoku University, The Graduate School of Economics and Management, Professor … More 2006: 東北大学, 大学院経済学研究科, 教授 1992 – 1993: 東北大学, 経済学部, 教授 1990: Tohoku University, Faculty of Economics, Professor, 経済学部, 教授 1987 – 1989: 東北大学, 経済学部, 助教授 1988: 東北大学, 経済学部, 教授 1986: 山形大, 人文学部, 助教授 1986: Associate Professor, Faculty of Literature and Social Sciences, Yamagata Univers, 人文学部, 助教授 Less
Review Section/Research Field	Principal Investigator 統計学 / Economic statistics / Economic statistics Except Principal Investigator 統計学 / Basic Section 07040:Economic policy-related / Economic statistics / Economic statistics / Educaion
Keywords	Principal Investigator 時系列解析 / Research and Development / Intangible Asset Value / Probit Model / Limited Information Maximum Likelihood / Two stage method of least square / Unbalanced Panel Data / Simultaneous Equations / Accounting Information / 研究開発費 … More / 無形資産価値 / プロビット・モデル / 制限情報最尤法 / 2段階最小2乗法 / 非バランス・パネルデータ / 連立方程式 / 会計情報 / ウォーク仮説 / ランダム / 非線形条件つき分散変動モデル / 株価収益率 / 株式市場 / 効率市場仮説 / 地域格差 / 東北地域 / 高度情報化 / 東アジア金融市場 / 東アジア経済協力 / 東アジア産業構造 / パネルデータ分析 / 共変動 / 非定常時系列 / 共和分 / 東アジア債権市場 / 東アジア債券市場 / 多変量 GARCH モデル / 非線形時系列モデル / 東アジア金融協力 / 計量経済学 / テーラー・モデル / ARCHモデル / 金融資産価格 … More Except Principal Investigator 時系列分析 / Time Series Analysis / 日本経済 / 時系列モデル / 計量モデル / Econometric Analysis / 非定常性 / 計量分析 / 金融市場 / アジア債券市場 / 一路一帯政策 / 一帯一路政策 / 国際公共財 / ネットワーク理論 / アジア金融市場 / Expectation / Econometric Theory / Structural Change / Econometrics / 期待 / 計量経済モデル / 構造変化 / 計量経済学 / Exchange Rate / Consumption function / Unit Roots / Bayesian Analysis / Economic Analysis / Rational Expectation / 為替レート / 消費関数 / 単位根 / ベイズ・モデル / 合理的期待 / Asset Prices / Swap Contracts / Financial Time Series / Unit Root Tests / Co-integration / Non-stationarity / オプション理論 / フィルター理論 / 長記憶時系列 / 拡散過程 / 資本市場 / 資産価格 / スワップ契約 / 金融時系列 / 単位根検定 / 共和分関係 / 計量経済分析 / Kalman Filter / Factor Models / Stock Returns / Finance / Japanese Economy / Financial Market / 非正規性 / 時系列 / 確率過程 / カルマン・フィルタ- / 因子モデル / 株式収益率 / ファイナンス / 相関変動モデル / 信用デリバティブ / 金利モデル / 社債モデル / 信用・市場リスク / 市場リスク / 個別国債価格の予測モデル / 無裁定価格理論の検証 / 個別国債価格モデル / 社債の信用リスク価格スプレッド / 倒産確率の期間構造 / 信用価格スプレッド / 市場格付け方法 / 市場価格スプレッド / 市場金利変動分析 / ディフォルト確率の期間構造 / 金利の期間構造 / 社債価格モデル / 国債価格モデル / 信用リスク / 金融リスクマネジメント / 明治期の医学教育 / 小野豊三郎 / あわら市 / 中国 / 仙台医学専門学校 / 医学教育 / 留学生教育 / 藤野厳九郎 / 解剖学ノート / 魯迅 Less

Political affinity of China's One Belt One Road Initiative and the Asian Bond Market Initiative : International public goods and network theory
- Principal Investigator
  
  Shimada Junji
- Project Period (FY)
  2018 – 2021
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Review Section
  
  Basic Section 07040:Economic policy-related
- Research Institution
  Aoyama Gakuin University
Advancing empirically effective models for analyzing financial risks and applying them to risk analysis and management
- Principal Investigator
  
  KARIYA Takeaki, 刈屋武昭
- Project Period (FY)
  2011 – 2013
- Research Category
  
  Grant-in-Aid for Scientific Research (A)
- Research Field
  
  Economic statistics
- Research Institution
  Meiji University
Examination of East Asian Economic and Financial Cooperation by Using Nonlinear Time Series ModelsPrincipal Investigator
- Principal Investigator
  
  TSUKUDA Yoshihiko
- Project Period (FY)
  2010 – 2012
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Economic statistics
- Research Institution
  Tohoku University
Case Study on Foreign Student Education in Japan in the Early 20th Century based on the Decipherment of Lu Xun's "Anatomy Notebooks"
- Principal Investigator
  
  SHIMATO Kenichi
- Project Period (FY)
  2006 – 2008
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Research Field
  
  Educaion
- Research Institution
  Tohoku University
Developing Statistical Methods for Analyzing Accounting Information and It''s Application to Empirical StudiesPrincipal Investigator
- Principal Investigator
  
  TSUKUDA Yoshihiko
- Project Period (FY)
  2006 – 2007
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Economic statistics
- Research Institution
  Tohoku University
金融資産価格変動の時系列解析Principal Investigator
- Principal Investigator
  
  佃良彦
- Project Period (FY)
  1992
- Research Category
  
  Grant-in-Aid for General Scientific Research (C)
- Research Field
  
  Economic statistics
- Research Institution
  Tohoku University
Econometric Methods for Financial Markets and Its Applications to Japanese Economy
- Principal Investigator
  
  KUNITOMO Naoto
- Project Period (FY)
  1992 – 1993
- Research Category
  
  Grant-in-Aid for Co-operative Research (A)
- Research Field
  
  Economic statistics
- Research Institution
  Faculty of Economics, University of Tokyo
New Econometric Methods and Their Applications to Japanese Financial Markets
- Principal Investigator
  
  KUNITOMO Naoto
- Project Period (FY)
  1989 – 1990
- Research Category
  
  Grant-in-Aid for Co-operative Research (A)
- Research Field
  
  統計学
- Research Institution
  University of Tokyo
証券市場の理論的・実証的研究(統計学的手法の応用を中心として)Principal Investigator
- Principal Investigator
  
  佃良彦
- Project Period (FY)
  1988
- Research Category
  
  Grant-in-Aid for General Scientific Research (C)
- Research Field
  
  統計学
- Research Institution
  Tohoku University
Theory of Structural Change and Japanese Economy
- Principal Investigator
  
  YAMAMOTO Taku
- Project Period (FY)
  1987 – 1988
- Research Category
  
  Grant-in-Aid for Co-operative Research (A)
- Research Field
  
  統計学
- Research Institution
  University of Tsukuba
  Yokohama National University
高度情報化と東北地域の産業構造の変化Principal Investigator
- Principal Investigator
  
  佃良彦
- Project Period (FY)
  1986
- Research Category
  
  Grant-in-Aid for General Scientific Research (C)
- Research Field
  
  統計学
- Research Institution
  Yamagata University
Economic Analyses of Rational Expectation Hypotheses and Japanese Economy
- Principal Investigator
  
  KUNITOMO Naoto
- Project Period (FY)
  1985 – 1986
- Research Category
  
  Grant-in-Aid for Co-operative Research (A)
- Research Field
  
  統計学
- Research Institution
  The University of Tokyo

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All Journal Article Presentation Book

[Book] Recent Advances in Financial Engineering 20112012
- Author(s)
  Shimada, J., Takahashi, T., Miyakoshi, T., Tsukuda, Y.
- Publisher
  Springer-Verlark
- Data Source
  KAKENHI-PROJECT-23243040
[Book] "An Empirical Analysis of Japanese Interest Rate Swap Spread,"2011 Recent Advances in Financial Engineering2012
- Author(s)
  Shimada,J. Takahashi,T. Miyakoshi,T. Tsukuda,Y.
- Publisher
  World Scientific
- Data Source
  KAKENHI-PROJECT-22530205
[Book] Recent Advances in Financial Engineering 20112012
- Author(s)
  Shimada, J., Takahashi, T., Miyakoshi, T., and Tsukuda, Y
- Publisher
  Springer-Verlark
- Data Source
  KAKENHI-PROJECT-23243040
[Book] An EmpiricalAnalysis of Japanese Interest Rate Swap Spread2012
- Author(s)
  Shimada, J., Takahashi, T., Miyakoshi, T., and Tsukuda, Y
- Publisher
  in "Recent Advances in Financial Engineering 2011" (ed by Nakaoka et al.), World Scientific
- Data Source
  KAKENHI-PROJECT-22530205
[Book] Recent Advances in Financial Engineering 2011 (ed by Nakaoka et al.)2012
- Author(s)
  Yoshihiko Tsukuda
- Publisher
  Springer-Verlark(forthcoming)
- Data Source
  KAKENHI-PROJECT-22530205
[Book] 「サブプライムローン問題の日本への影響」、『金融危機とマクロ経済』(岩井克人・他編集、第2章)2011
- Author(s)
  宮越龍義、高橋豊靖、島田淳二、佃良彦
- Publisher
  東京大学出版会
- Data Source
  KAKENHI-PROJECT-22530205
[Journal Article] Who is the Center of Local Currency Asian Government Bond Markets?2021
- Author(s)
  Junji Shimada, Yoshihiko Tsukuda, Tatsuyoshi Miyakoshi
- Journal Title
  
  Japan and the World Economy
  
  Volume: 59 Pages: 101075-101075
- DOI
  10.1016/j.japwor.2021.101075
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18H00851
[Journal Article] The Impact of Quantitative Easing and Carry Trade on the Real Estate Market in Hong Kong2020
- Author(s)
  Tatsuyoshi Miyakoshi, Kui-Wai Li, Junji Shimada, Yoshihiko Tsukuda
- Journal Title
  
  International Review of Economics and Finance
  
  Volume: 69 Pages: 958-976
- DOI
  10.1016/j.iref.2020.05.006
- Peer Reviewed / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18H00851
[Journal Article] “The Multivariate GARCH Model and Its Application to East Asian Financial Market Integration”2019
- Author(s)
  Yoshihiko Tsukuda, Junji Shimada and Tatsuyoshi Miyakoshi
- Journal Title
  
  Cheng Few Lee and John C Lee (eds.) “Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning, Vol.4 (World Scientific)”
  
  Volume: 4
- Data Source
  KAKENHI-PROJECT-18H00851
[Journal Article] Dynamics of the Term Structure of Interest Rates and Monetary Policy: Is Monetary Policy Effective during Zero Interest Rate Policy?2014
- Author(s)
  Ullah, W., Matsuda, Y. and Tsukuda, Y.
- Journal Title
  
  Journal of Applied Statistics
  
  Volume: 41 Issue: 3 Pages: 546-572
- DOI
  10.1080/02664763.2013.845142
- Peer Reviewed / Acknowledgement Compliant
- Data Source
  KAKENHI-PROJECT-13F03309, KAKENHI-PROJECT-23243040
[Journal Article] The Dynamic Contagion of the Global Financial Crisis into Japanese Markets2014
- Author(s)
  Tatsuyoshi Miyakoshi , Toyoharu Takahashi , Junji Shimada, Yoshihiko Tsukuda
- Journal Title
  
  Japan and the World Economy
  
  Volume: 未定
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-23243040
[Journal Article] Term Structure Forecating of Government Bond Yields with Latent and macroeconomic Factors2013
- Author(s)
  Waliullah, Tsukuda,Y. Matsuda,Y.
- Journal Title
  
  Journal of Forecating
  
  Volume: 32 Pages: 100-135
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-22530205
[Journal Article] Term Structure Forecasting of Government Bond Yields with Latent and Macroeconomic Factors: Do Macroeconomic Factors Imply Better Out-of-Sample Forecasts?2013
- Author(s)
  Walli Ullah, Yoshihiko Tsukuda and Yasumasa Matsuda
- Journal Title
  
  Journal of Forecasting (forthcoming)
  
  Volume: 印刷中
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-23243040
[Journal Article] Term Structure Forecasting of Government Bond Yields with Latent2013
- Author(s)
  Wali Ullah, Yoshihiko Tsukuda and Yasumasa Matsuda
- Journal Title
  
  Journal of Forecasting
  
  Volume: 32 Issue: 8 Pages: 702-723
- DOI
  10.1002/for.2266
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-23243040
[Journal Article] Term Structure Modeling and Forecasting of Government Bond Yields: Does a Good In-Sample Fit Imply Reasonable Out-of-Sample Forecasts?2013
- Author(s)
  Wali Ullah, Yasumasa Matsuda and Yoshihiko Tsukuda
- Journal Title
  
  ECONOMIC PAPERS
  
  Volume: 32 Issue: 4 Pages: 535-560
- DOI
  10.1111/1759-3441.12046
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-23243040
[Journal Article] Impact of the IMF-supported Structural Reform Program on Asian Stock Market Efficiency2012
- Author(s)
  Miyakoshi,T. Tsukuda,Y. Shimada,J.
- Journal Title
  
  Sinagpore Economic Review
  
  Volume: 57 Pages: 1-21
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-22530205
[Journal Article] The Impact of the IMF-supported Structural Reform Program on Asian Stock Market Efficiency2012
- Author(s)
  T., Miyakoshi, Y., Tsukuda, J., Shimada
- Journal Title
  
  The Singapore Economic Review
  
  Volume: (掲載確定)(未定)
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-23243040
[Journal Article] Impact of the IMF-supported Structural Reform Program on Asian Stock Market Efficiency2012
- Author(s)
  Yoshihiko Tsukuda
- Journal Title
  
  Singapore Economic Review
  
  Volume: (forthcoming)
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-22530205
[Journal Article] The Impact of the IMF-supported Structural Reform Program on Asian Stock MarketEfficiency2012
- Author(s)
  Miyakoshi, T., Tsukuda, Y., and Shimada, J
- Journal Title
  
  The Singapore Economic Review
  
  Volume: 4 Pages: 1-21
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-22530205
[Journal Article] Econometric Notes on Public Expenditure Composition and Economic Growth: Application of Ridge Regression2010
- Author(s)
  Tsukuda,Y. and Miyakoshi, T
- Journal Title
  
  The Empirical Economics Letters
  
  Volume: Vol. 30, No. 4 Pages: 1-9
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-22530205
[Journal Article] 無形資産投資効果の持続性:日本企業における持続性2010
- Author(s)
  緒方勇、佃良彦
- Journal Title
  
  『研究年報』山形大学
  
  Volume: Vol.7 Pages: 101-120
- Data Source
  KAKENHI-PROJECT-22530205
[Journal Article] Economic growth and Public Expenditure Composition: Optimal Adjustment Using the Gradient Method2010
- Author(s)
  Miyakoshi, T., Tsukuda, Y., Kono, T., and Koyanagi, M
- Journal Title
  
  The Japanese EconomicReview
  
  Volume: Vol.61, No.3 Pages: 320-340
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-22530205
[Journal Article] Econometric Analysis of Fiscal Policy Budget Constraints in Endogenous Growth Models2010
- Author(s)
  Tsukuda,Y. and Miyakoshi, T
- Journal Title
  
  Economics Bulletin
  
  Volume: Vol. 30, No.4 Pages: 2284-2294
- NAID
  120005261182
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-22530205
[Journal Article] Asymmetric International Transmission in Conditional Mean and Vblatility to Japanese Market from the US: the EGARCH vs. SV Models"2008
- Author(s)
  Shimada, J., Tsukuda, Y.and Miyakoshi, T.
- Journal Title
  
  Singapore Economic Review (印刷中)
- Data Source
  KAKENHI-PROJECT-18530153
[Journal Article] Asymmetric International Transmission in Conditional Mean and Volatility to Japanese Market from the US: the EGARCH vs. SV Models"2008
- Author(s)
  Shimada, J., Tsukuda, Y. and Miyakoshi, T.
- Journal Title
  
  Singapore Economic Review (印刷中)
- Description
  「研究成果報告書概要(和文)」より
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18530153
[Journal Article] Asymmetric International Transmission in Conditional Mean and Volatility to Japanese Market from the US: the EGARCH vs. SV Models2008
- Author(s)
  Shimada, J., Tsukuda, Y. and Miyakoshi, T.
- Journal Title
  
  Singapore Economic Review
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-18530153
[Journal Article] A Theoretical and Empirical Assessment of the Program for Financial Revival on the Japanese Banks2007
- Author(s)
  Miyakoshi, T. and Tsukuda, Y.
- Journal Title
  
  Applied Financial Economics Vol. 17
  
  Pages: 567-591
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-18530153
[Journal Article] The Conditional Asymptototic Information Loss of the Limited Information Maximum Likelihood Estimator in a Simultaneous Equation System2007
- Author(s)
  Hosoya, Y., Tsukuda, Y.
- Journal Title
  
  研究年報「経済学」 Vol68,No.3
  
  Pages: 77-90
- Data Source
  KAKENHI-PROJECT-18530153
[Journal Article] empirical Evidences for the Skewed Distribution of Inefficiency2007
- Author(s)
  Tsukuda, Y., Miyakoshi, T.
- Journal Title
  
  研究年報「経済学」 Vol68,No.3
  
  Pages: 91-98
- NAID
  40015457146
- Data Source
  KAKENHI-PROJECT-18530153
[Journal Article] A Theoretical and Empirical Assessment of the Program for Financial Revival on the Japanese Banks2007
- Author(s)
  Miyakoshi, T. and Tsukuda, Y.
- Journal Title
  
  Applied Financial Economics Vol.17
  
  Pages: 567-591
- Description
  「研究成果報告書概要(和文)」より
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18530153
[Journal Article] Time-series Analysis: Unit root, cointegration2007
- Author(s)
  Tsukuda, Y.
- Journal Title
  
  Econometris Handbook, Chapter 18
  
  Pages: 567-591
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-18530153
[Journal Article] 時系列分析:単位根・共和分2007
- Author(s)
  佃良彦
- Journal Title
  
  計量経済学ハンドブック(18章)、朝倉書店、箕谷・他編
  
  Pages: 567-591
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-18530153
[Journal Article] A Theoretical and Empirical Assessment of the Program for Financial Revival on the Japanese Banks2007
- Author(s)
  Miyakoshi, T., Tsukuda Y
- Journal Title
  
  Applied Financial Economics (Forthcoming)
- Data Source
  KAKENHI-PROJECT-18530153
[Journal Article] Dynamic Efficiency in the East European Emaerjing Markets", Asian-Pacific Financial Markets2006
- Author(s)
  Tsukuda, Y., T.Miyakoshi, J.Shimada
- Journal Title
  
  Asian-Pacific Financial Markets 12
  
  Pages: 159-179
- Data Source
  KAKENHI-PROJECT-18530153
[Journal Article] Practical Illlustrations of the Two Recent Contributions to Stochastic Frontier Models2006
- Author(s)
  Tsukuda, Y, T. Miyakoshi
- Journal Title
  
  Applied Economics Letters 13
  
  Pages: 229-233
- Data Source
  KAKENHI-PROJECT-18530153
[Presentation] Network analysis on trade globalization during the past 50 years2023
- Author(s)
  Tatsuyoshi Miyakoshi, Junji Shimada, Yoshihiko Tsukuda
- Organizer
  International Symposiumon Trade, Development and the Global Value Chain
- Data Source
  KAKENHI-PROJECT-18H00851
[Presentation] Risk quarantine policy in the international financial network system : a theoretical investigation2023
- Author(s)
  Yoshihiko Tsukuda, Junji Shimada, Tatsuyoshi Miyakoshi
- Organizer
  アジア経済シンポジウム
- Data Source
  KAKENHI-PROJECT-18H00851
[Presentation] Network analysis on trade globalization during the past 50 years2023
- Author(s)
  Tatsuyoshi Miyakoshi, Junji Shimada, Yoshihiko Tsukuda
- Organizer
  アジア経済シンポジウム
- Data Source
  KAKENHI-PROJECT-18H00851
[Presentation] Who is the Center of Local Currency Asian Government Bond Markets?2019
- Author(s)
  佃良彦
- Organizer
  Workshop on : Migration, Employment & Finance, 2019/10/7, Kobe University, Japan.
- Data Source
  KAKENHI-PROJECT-18H00851
[Presentation] Who is a Center of LCY Asian Government Bond Markets?2019
- Author(s)
  佃良彦
- Organizer
  The 26th Conference on the Theories and Practices of Securities and Financial Markets at National Sun Yat-sen University, Taiwan, December 7-8, 2018
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18H00851
[Presentation] Who is the Center of Local Currency Asian Government Bond Markets?2019
- Author(s)
  佃良彦
- Organizer
  SINGAPORE ECONOMIC REVIEW CONFERENCE 2019, 2019/8/5-7, The Mandarin Orchard Singapore, Singapore.
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18H00851
[Presentation] Who is the Center of Local Currency Asian Government Bond Markets?2019
- Author(s)
  佃良彦
- Organizer
  2019 Asian Meeting of the Econometric Society, 2019/6/14-16, Xiamen University, Xiamen, China
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18H00851
[Presentation] Bond Market Integration in East Asia: A Multivariate GARCH with Dynamic Conditional Correlations Approach2014
- Author(s)
  Yoshihiko Tsukuda, Junji Shimada and Tatsuyoshi Miyakoshi
- Organizer
  明治大学・京都大学共催　金融国際コンファランス
- Place of Presentation
  明治大学駿河台キャンパス
- Data Source
  KAKENHI-PROJECT-23243040
[Presentation] Term Structure Forecating of Government Bond Yields with Latent and Macroeconomic Factors2013
- Author(s)
  Tsukuda,Y
- Organizer
  International Conference on Credit Risks
- Place of Presentation
  明治大学
- Year and Date
  2013-03-15
- Data Source
  KAKENHI-PROJECT-22530205
[Presentation] Interdependence of the Asian Bond Markets2013
- Author(s)
  Yoshihiko Tsukuda, Tatsuyoshi Miyakosh, Junji Shimada
- Organizer
  Singapore Economic Review Conference 2013
- Place of Presentation
  Singapore
- Data Source
  KAKENHI-PROJECT-23243040
[Presentation] Term Structure Forecasting of Government Bond Yields with Latent and Macroeconomic Factors: Do Macroeconomic Factors Imply Better Out-of-Sample Forecasts?2013
- Author(s)
  Wali Ullah, Yoshihiko Tsukuda and Yasumasa Matsuda
- Organizer
  明治大学科学研究費基盤研究（A）金融リスクコンファランス（II）『金融リスクの分析モデルの高度化とリスクマネジメントへの応用―信用リスクと金利リスクー』
- Place of Presentation
  明治大学駿河台キャンパスアカデミーコモン
- Data Source
  KAKENHI-PROJECT-23243040
[Presentation] Term Structure Forecasting of Government Bond Yields with Latent and Macroeconomic Factors: Do Macroeconomic Factors Imply Better Out-of-Sample Forecasts?2013
- Author(s)
  Walli Ullah, Yasumasa Matsuda and Yoshihiko Tsukuda
- Organizer
  10th Biennial Pacific Rim Conference, Western Economic Association International (WEAI)
- Place of Presentation
  慶応大学
- Data Source
  KAKENHI-PROJECT-23243040
[Presentation] Asian Bond Market Development2013
- Author(s)
  Yoshihiko Tsukuda, Tatsuyoshi Miyakosh, Junji Shimada
- Organizer
  The 13th Science of Council of Asia;"Science in Asia: Facing the Challenges of AEC 2015"
- Place of Presentation
  Bangkok, Thailand
- Data Source
  KAKENHI-PROJECT-23243040
[Presentation] China's Economic Growth: An ECM Approach2012
- Author(s)
  Tsukuda,Y
- Organizer
  The Second Tohoku-SEU Joint Symposium
- Place of Presentation
  東北大学
- Year and Date
  2012-04-14
- Data Source
  KAKENHI-PROJECT-22530205
[Presentation] Size of Market Inefficiency: Trading System and Price Bubble2011
- Author(s)
  Miyakoshi, T., Tsukuda, Y., and Shimada, J
- Organizer
  the International Economic Association 16th World Congress
- Place of Presentation
  Tsinghua University, Beijing, China
- Year and Date
  2011-07-04
- Data Source
  KAKENHI-PROJECT-22530205
[Presentation] Size of Market Inefficiency : Trading System and Price Bubble2011
- Author(s)
  Yoshihiko Tsukuda
- Organizer
  International Economic Association 16th World Congress
- Place of Presentation
  Tsinghua University, Beijing
- Year and Date
  2011-07-06
- Data Source
  KAKENHI-PROJECT-22530205
[Presentation] Asian Bond Market Development2010
- Author(s)
  Tsukuda, Y
- Organizer
  The 13th Science Council of Asia International Symposium
- Place of Presentation
  Bangkok, Thailand
- Data Source
  KAKENHI-PROJECT-22530205
[Presentation] Business Cycle Synchronization in the East Asian Economies2007
- Author(s)
  Tsukuda Yoshihiko
- Organizer
  All China Economics International Conference
- Place of Presentation
  Hong Kong
- Year and Date
  2007-12-14
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-18530153
[Presentation] "Business Cycle Synchronization in the East Asian Economies"2007
- Author(s)
  Tsukuda Yoshihiko
- Organizer
  All China Economics International Conference
- Place of Presentation
  Hong Kong
- Year and Date
  2007-12-14
- Data Source
  KAKENHI-PROJECT-18530153
[Presentation] China's Economic Growth: An ECM Approach
- Author(s)
  Tsukuda,Y.
- Organizer
  The Second Tohoku-SEU Joint Symposium
- Place of Presentation
  東北大学
- Data Source
  KAKENHI-PROJECT-22530205
[Presentation] Term Structure Forecating of Government Bond Yields with Latent and macroeconomic Factors
- Author(s)
  Tsukuda,Y.
- Organizer
  International Conference on Credit Risk
- Place of Presentation
  明治大学
- Data Source
  KAKENHI-PROJECT-22530205
[Presentation] Asian Bond Market Developmentt
- Author(s)
  Tsukuda, Y.
- Organizer
  The 13th Science Council of Asia International Symposium
- Place of Presentation
  Bangkock, Thailand
- Data Source
  KAKENHI-PROJECT-22530205

1. KUNITOMO Naoto (10153313)

# of Collaborated Projects: 4 results

# of Collaborated Products: 0 results
2. YAMAMOTO Taku (50104716)

# of Collaborated Projects: 4 results

# of Collaborated Products: 0 results
3. WAGO Hajime (00091934)

# of Collaborated Projects: 4 results

# of Collaborated Products: 0 results
4. MORIMUNE Kimio (20109078)

# of Collaborated Projects: 4 results

# of Collaborated Products: 0 results
5. SHIBA Tsunemasa (90187386)

# of Collaborated Projects: 3 results

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6. ABE Kenya (40005773)

# of Collaborated Projects: 2 results

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7. KRITA Keishiro (40004600)

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8. HIOKI Shiro (80312528)

# of Collaborated Projects: 2 results

# of Collaborated Products: 0 results
9. SHIMATO Kenichi (70128429)

# of Collaborated Projects: 1 results

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10. OMURA Izumi (50137395)

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11. KUBO Shunichi (50161659)

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12. SAKAI Tatsuo (90114488)

# of Collaborated Projects: 1 results

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13. HANATO Masahiro (60107175)

# of Collaborated Projects: 1 results

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14. TAKAHASHI Mitsuru (70171527)

# of Collaborated Projects: 1 results

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15. SUEMATSU Kazuko (20374887)

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16. CHO Rippa (60455863)

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17. CHINO Hiromasa (50216561)

# of Collaborated Projects: 1 results

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18. GO Nensei (70434222)

# of Collaborated Projects: 1 results

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19. CHIGIRA Hiroaki (30447122)

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20. KARIYA Takeaki (70092624)

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21. MAEKAWA Koichi (20033748)

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22. YAMAMURA Yoshiro (60284353)

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23. INUI Koji (60359825)

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24. TANOKURA Yoko (60425832)

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25. KAMIZONO Kenji (70336147)

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26. ENOMOTO Masahiko (70313921)

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27. OGATA Isamu (40435300)

# of Collaborated Projects: 1 results

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28. HAYASHI Fumio (80159095)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
29. Shimada Junji (40383492)

# of Collaborated Projects: 1 results

# of Collaborated Products: 6 results
30. 刈屋武昭 (70062924)

# of Collaborated Projects: 1 results

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31. 佐々木公明 (10007148)

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32. 深貝保則 (00165242)

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33. 木村武司 (70007144)

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34. 柴田洋雄 (80007145)

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35. 宮越龍義 (60166139)

# of Collaborated Projects: 1 results

# of Collaborated Products: 6 results
36. 趙来勲 (70261394)

# of Collaborated Projects: 1 results

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37. ULLAH Wali

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38. 松田安昌

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# of Collaborated Products: 1 results

TSUKUDA Yoshihiko 佃 良彦

Research Projects

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Co-Researchers

Political affinity of China's One Belt One Road Initiative and the Asian Bond Market Initiative : International public goods and network theory

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Review Section

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Advancing empirically effective models for analyzing financial risks and applying them to risk analysis and management

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Examination of East Asian Economic and Financial Cooperation by Using Nonlinear Time Series ModelsPrincipal Investigator

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Case Study on Foreign Student Education in Japan in the Early 20th Century based on the Decipherment of Lu Xun's "Anatomy Notebooks"

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Developing Statistical Methods for Analyzing Accounting Information and It''s Application to Empirical StudiesPrincipal Investigator

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金融資産価格変動の時系列解析Principal Investigator

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Econometric Methods for Financial Markets and Its Applications to Japanese Economy

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New Econometric Methods and Their Applications to Japanese Financial Markets

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証券市場の理論的・実証的研究(統計学的手法の応用を中心として)Principal Investigator

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Theory of Structural Change and Japanese Economy

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高度情報化と東北地域の産業構造の変化Principal Investigator

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Economic Analyses of Rational Expectation Hypotheses and Japanese Economy

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[Book] Recent Advances in Financial Engineering 20112012

Author(s)

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Data Source

TSUKUDA Yoshihiko 佃良彦