Nishina Kazuhiko 仁科一彦

… Alternative Names

NISHINA Kazuhiko 仁科一彦

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Researcher Number	30094311
Other IDs
External Links
Affiliation (Current)	2025: 明治学院大学, 経済学部, 研究員
Affiliation (based on the past Project Information) *help	2010 – 2016: 明治学院大学, 経済学部, 教授 2014: 明治学院大学, 経済学研究科, 教授 2011 – 2012: 明治学院大学, 経済学研究科, 教授 2008 – 2009: 大阪大学, 経済学研究科, 教授 2008: 大阪大学, 大学院・経済学研究科, 教授 … More 2006 – 2007: 大阪大学, 経済学研究科, 理事・副学長 2006: Osaka University, Graduate School of Economics, Professor, 大学院経済学研究科, 教授 2002 – 2005: 大阪大学, 大学院・経済学研究科, 教授 2001: 大阪大学, 大学院経済学研究科(研究院), 教授 1998 – 2000: 大阪大学, 大学院・経済学研究科, 教授 Less
Review Section/Research Field	Principal Investigator Public finance/Monetary economics / Public finance/Monetary economics / Business administration / Money/ Finance Except Principal Investigator Public finance/Monetary economics
Keywords	Principal Investigator デリバティブズ / マーケット・マイクロストラクチャー / 不完全データ / 資産価格理論 / implied volatility / デリバティブ / ボラティリティ / disclosure / stochastic calculus / martingales … More / stochastic process / Pareto improvement / risk sharing rule / spanning, condition / derivatives / 情報生成 / 市場ルール / 取引デザイン / 市場管理機構 / 情報公開ルール / スパンニング / 幾何ブラウン運動 / 確率解析 / パレート改善 / リスク・シェアリング / Liquidity Risk / Ordered Categorical Variable / Poisson Regression Model / Calibration / Interest Rate Derivatives / Market Microstructure / Risk Measures / Implied Volatility / インパルス制御 / ポートファリオ選択 / システミック・リスク / 決済システム / 計数データ / プロスペクト理論 / ブル性・ベア性 / 確率優位 / メタ・ヒューリスティック / 遺伝アルゴリズム / 流動性リスク / 順序付きカテゴリー説明変数 / Poisson回帰モデル / キャリブレーション / 金利デリバティブ / リスク測度 / Incomplete data / Execution probabilities / Default / Impulse control / Optimal stopping problem / Adaptive portfolio / Index funds / Asset pricing / クロスセクション / 時系列 / 資本構成 / 指値注文 / 最適ヘッジ / 転換社債 / 信用リスク / 経営科学 / 執行確率 / 債務不履行 / インパルス・コントロール / 最適停止問題 / 適応的ポートフォリオ / インデックス・ファンド / ボラティリティ－ / 市場設計 / 米先物市場 / 経済厚生基準 / パレ－ト基準 / 米市場 / デリバティブ取引 / リスクコントロール / パレ－ト改善 / 先物市場 / Implied volatility / モデルフリー / 経済厚生 / ボラティリティー / ファイナンス … More Except Principal Investigator Implied Volatility Index / Volatility Expectations / 金融政策 / 金融危機 / 金融市場 / 経済変動 / ボラティリティ指標 / VXJ index / 国際金融市場 / forward guidance / volatility expectations / vxj index / ボラティリティ指数 / VXJ volatilty index / risk sharing / financial stability / 金融市場ボラティリティ指数 / 金融安定性 / 国際金融システム / 日本銀行 / 金融市場ボラティリティ / Volatility Exectations / Imlied Volatility Index / ボラティリティ / 市場ボラティリティ / International financial markets / Model-free implied volatility index / 金融市場変動性 / Real Interest Rates / Kospi 200 Options / Nikkei 225 Options / 証券市場 / 変動性 / Real Interest Parity / Nonlinear Modelling / Nikkei 225 Options Market / インプライドボラティリティ指数 / 株式市場ボラティリティ / 金融市場統合 / 実質利子率平価 / Conditional correlation Less

Studies on Rice Futures Market in JapanPrincipal Investigator
- Principal Investigator
  
  NISHINA Kazuhiko
- Project Period (FY)
  2013 – 2016
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Money/ Finance
- Research Institution
  Meiji Gakuin University
International financial system, financial stability and monetary policy
- Principal Investigator
  
  NABIL Maghrebi
- Project Period (FY)
  2012 – 2014
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Research Field
  
  Public finance/Monetary economics
- Research Institution
  Wakayama University
A general study on functions and regulations of advanced derivatives.Principal Investigator
- Principal Investigator
  
  NISHINA Kazuhiko
- Project Period (FY)
  2010 – 2012
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Public finance/Monetary economics
- Research Institution
  Meiji Gakuin University
Financial Market Volatility, Monetary Policy and Economic Fluctuations
- Principal Investigator
  
  NABIL Maghrebi
- Project Period (FY)
  2009 – 2011
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Research Field
  
  Public finance/Monetary economics
- Research Institution
  Wakayama University
International Financial Markets Integration and Market Volatility
- Principal Investigator
  
  MAGHREBI Nabil
- Project Period (FY)
  2006 – 2008
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Research Field
  
  Public finance/Monetary economics
- Research Institution
  Wakayama University
INTEFRATED RESEARCH FOR THE DESIGN AND CONTROL OF DERIVATIVES MARKETSPrincipal Investigator
- Principal Investigator
  
  NISHINA Kazuhiko
- Project Period (FY)
  2004 – 2006
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Research Field
  
  Public finance/Monetary economics
- Research Institution
  Osaka University
TOTAL STUDY ON QUANTIFICATION OF CREDIT RISK AND ITS APPLICATIONSPrincipal Investigator
- Principal Investigator
  
  NISHINA Kazuhiko
- Project Period (FY)
  2001 – 2003
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Research Field
  
  Public finance/Monetary economics
- Research Institution
  Osaka University
Studies on Modeling for of Credit Risk ValuationPrincipal Investigator
- Principal Investigator
  
  NISHINA Kazuhiko
- Project Period (FY)
  1998 – 2000
- Research Category
  
  Grant-in-Aid for Scientific Research (B).
- Research Field
  
  Business administration
- Research Institution
  Osaka University

All 2017 2016 2014 2013 2012 2011 2010 2008 2007 2006 2005 Other

All Journal Article Presentation Book

[Book] ビジネスとファイナンス2017
- Author(s)
  仁科一彦、谷川寧彦、斉藤郡美、大野弘明
- Total Pages
  280
- Publisher
  中央経済社
- Data Source
  KAKENHI-PROJECT-25380410
[Journal Article] デリバティブ市場概説－歴史編2014
- Author(s)
  仁科一彦
- Journal Title
  
  大阪取引所「先物オプションレポ－ト」
  
  Volume: 26 Pages: 1-5
- Data Source
  KAKENHI-PROJECT-25380410
[Journal Article] デリバティブ市場概説－展望編2014
- Author(s)
  仁科一彦
- Journal Title
  
  大阪取引所「先物オプションレポ－ト」
  
  Volume: 26 Pages: 1-4
- Data Source
  KAKENHI-PROJECT-25380410
[Journal Article] デリバティブ市場概説－機能編2014
- Author(s)
  仁科一彦
- Journal Title
  
  大阪取引所「先物オプションレポ－ト」
  
  Volume: 26 Pages: 1-3
- Data Source
  KAKENHI-PROJECT-25380410
[Journal Article] デリバティブ市場の使命と針路2013
- Author(s)
  仁科一彦
- Journal Title
  
  大阪証券取引所「先物・オプションレポ-ト
- Data Source
  KAKENHI-PROJECT-22530311
[Journal Article] Nonlinear Adjustments of Volatility Expectations to Forecast Errors : Evidence from Markov-Regime Switches in Implied Volatility2012
- Author(s)
  Kazuhiko Nishina, Nabil Maghrebi, Mark J.Holmes
- Journal Title
  
  Review of Pacific Basin Financial Markets and Policies
  
  Volume: (forthcoming)
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21330077
[Journal Article] デリバティブ市場への期待2012
- Author(s)
  仁科一彦
- Journal Title
  
  大阪証券取引所「先物・オプションレポ-ト」
- Data Source
  KAKENHI-PROJECT-22530311
[Journal Article] Nonlinear Adjustments of Volatility Expectations to Forecast Errors: Evidence from Markov-Regime Switches in Implied Volatility2012
- Author(s)
  Kazuhiko Nishina
- Journal Title
  
  Review of Pacific Basin Financial Markets and Policies
  
  Volume: 15 Issue: 03 Pages: 1-23
- DOI
  10.1142/s0219091512500075
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-22530311, KAKENHI-PROJECT-24330104
[Journal Article] Nonlinear Adjustments of Volatility Expectations to Forecast Errors: Evidence from Markov-Regime Switches in Implied Volatility2012
- Author(s)
  Nishina, K., Maghrebi, N. and M.J.Holmes
- Journal Title
  
  Review of Pacific Basin Financial Markets and Policies
  
  Volume: Vol.15, No.3
- Data Source
  KAKENHI-PROJECT-22530311
[Journal Article] Nonlinear Adjustments of Volatility Expectations to Forecast Errors : Evidence from Markov-Regime Switches in Implied Volatility2012
- Author(s)
  Kazuhiko Nishina, Nabil Maghrebi and Mark J. Holmes
- Journal Title
  
  Review of Pacific Basin Financial Markets and Policies
- Description
  forthcoming
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21330077
[Journal Article] Nonlinear Adjustments of Volatility Expectations to Forecast Errors : Evidence from Markov-Regime Switches in Implied Volatility2012
- Author(s)
  Kazuhiko Nishina, Nabil Maghrebi, Mark J.Holmes
- Journal Title
  
  Review of Pacific Basin Financial Markets and Policies
  
  Volume: (forthcoming)
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-22530311
[Journal Article] The formation of volatility expectations during financial crises : Evidence from Markov-regime switches in implied volatility indices2011
- Author(s)
  Nabil Maghrebi, Kazuhiko Nishina, Mark J.Holmes
- Journal Title
  
  Proceedings of the 7^<th> Annual Conference of the Asia-Pacific Association of Derivatives, Korea Derivatives Association
  
  Volume: APAD 2011 Pages: 212-237
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21330077
[Journal Article] デリバティブ市場からのメッセージ2011
- Author(s)
  仁科一彦
- Journal Title
  
  大阪証券取引所「先物・オプションレポ-ト」
- Data Source
  KAKENHI-PROJECT-22530311
[Journal Article] The formation of volatility expectations during financial crises : Evidence from Markov-regime switches in implied volatility indices2011
- Author(s)
  Nabil MAGHREBI, Kazuhiko NISHINA and Mark J. Holmes
- Journal Title
  
  Proceedings of The 7^<th> Annual Conference of the Asia-Pacific Association of Derivatives, Korea Derivatives Association, APAD 2011(Seoul, Korea)
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21330077
[Journal Article] The KOSPI200 implied volatility index : evidence of regime shifts in expected volatility2007
- Author(s)
  Nabil Maghrebi, Moo-Sung Kim and Kazuhiko Nishina
- Journal Title
  
  Asia-Pacific Journal of Financial Studies
  
  Volume: 36 Pages: 163-187
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18330069
[Journal Article] The Nikkei 225 Implied Volatility Index and the Behavior of Volatility Expectations in the Japanese Stock Market2007
- Author(s)
  Nabil MAGHREBI, Kazuhiko NISHINA and MooSung Kim
- Journal Title
  
  Proceedings of the 15th Annual Meeting of the Nippon Finance Association, Keio University, Tokyo, JAPAN
  
  Pages: 218-227
- Data Source
  KAKENHI-PROJECT-18330069
[Journal Article] The Kospi225 implied volatililty index : Evidence of regime switches in volatility expectations2007
- Author(s)
  Maghrebi, N., Kim, M.S, Nishina, K
- Journal Title
  
  Asia Pacific Joumal of Financial Studies (近刊) (to appear in 2007)(確定)
- Data Source
  KAKENHI-PROJECT-16330060
[Journal Article] The KOSPI 200 Implied Volatility Index : Evidence of Regime Switches in Volatility Expectations2007
- Author(s)
  Nabil Maghrebi, Moo Sung Kim, Kazuhiko Nishina
- Journal Title
  
  Asia Pacific Journal of Financial Studies 36・2
  
  Pages: 163-187
- Data Source
  KAKENHI-PROJECT-18330069
[Journal Article] The Kospi200 Implied Volatility Index : Evidence of Regime Shifts in Expected Volatility2007
- Author(s)
  Nabil MAGHREBI, MooSung Kim, and Kazuhiko NISHINA
- Journal Title
  
  Asia Pacific Journal of Financial Studies Vol.36, No.2
  
  Pages: 163-187
- Data Source
  KAKENHI-PROJECT-18330069
[Journal Article] The Kospi225 implied volatility index : Evidence of regime switches in volatility expectations2007
- Author(s)
  Maghrebi, N., Kim, M.S, Nishina, K
- Journal Title
  
  Asia Pacific Journal of Financial Studies
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-16330060
[Journal Article] Stock market volatility and the forecasting accuracy of implied volatiilty indices2006
- Author(s)
  Nishina, K., Maghrebi, N., Kim, M.S
- Journal Title
  
  Discussion Papers in Economics and Business DP 06-09
  
  Pages: 116-130
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-16330060
[Journal Article] Stock market volatility and the forecasting accuracy of implied volatility indices2006
- Author(s)
  Nishina, K., Maghrebi, N., Kim, M.S
- Journal Title
  
  Discussion Papers in Economics and Business, Osaka University DP
  
  Pages: 6-9
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-16330060
[Journal Article] 新しい金融システム2006
- Author(s)
  仁科一彦, 大野弘明
- Journal Title
  
  貯蓄経済理論研究会年俸 21巻
  
  Pages: 63-85
- Data Source
  KAKENHI-PROJECT-16330060
[Journal Article] ファイナンス理論の展望2005
- Author(s)
  仁科一彦, 嘉本慎介
- Journal Title
  
  貯蓄経済理論研究会年俸 20巻(掲載予定)
- Data Source
  KAKENHI-PROJECT-16330060
[Journal Article] The Kospi225 implied volatililty index : Evidence of regime switches in volatility expectations
- Author(s)
  Maghrebi, N., Kim, M.S, Nishina, K
- Journal Title
  
  Asia Pacific Journal of Financial Studies (近刊)(to appear in 2007)
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-16330060
[Journal Article] Nonlinear Adjustments of Volatility Expectations to Forecast Errors : Evidence from Markov-Regime Switches in Implied Volatility
- Author(s)
  Kazuhiko NISHINA, Nabil MAGHREBI and Mark J. Holmes
- Journal Title
  
  Review of Pacific Basin Financial Markets and Policies, forthcoming
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-21330077
[Presentation] 日本における金融・資本市場の発展と課題2016
- Author(s)
  仁科一彦
- Organizer
  韓国金融研究会
- Place of Presentation
  国立釜山大学（韓国､釜山）
- Year and Date
  2016-07-15
- Invited
- Data Source
  KAKENHI-PROJECT-25380410
[Presentation] Volatility expectations and forward guidance about monetary policy at the zero-lower bound2014
- Author(s)
  Nabil Maghrebi, Moo Sung Kim and Kazuhiko Nishina
- Organizer
  Perspectives on the relation between monetary policy and market expectations, Wakayama University Economic Society Seminar Series
- Place of Presentation
  Wakayama University, Japan
- Year and Date
  2014-06-12
- Data Source
  KAKENHI-PROJECT-24330104
[Presentation] デリバティブ市場への期待2014
- Author(s)
  仁科一彦
- Organizer
  日経・日本取引所グループ、記念シンポジウム
- Place of Presentation
  大阪市
- Year and Date
  2014-12-14
- Invited
- Data Source
  KAKENHI-PROJECT-25380410
[Presentation] The formation of volatility expectations during financial crises : Evidence from Markov-regime switches in implied volatility indices2011
- Author(s)
  Nabil Maghrebi, Kazuhiko Nishina, Mark J.Holmes
- Organizer
  The 7^<th> Annual Conference of the Asia-Pacific Association of Derivatives, Korea Derivatives Association
- Place of Presentation
  Seoul, Korea
- Data Source
  KAKENHI-PROJECT-21330077
[Presentation] The formation of volatility expectations during financial crises : Evidence from Markov-regime switches in implied volatility indices2011
- Author(s)
  Nabil MAGHREBI, Kazuhiko NISHINA and Mark J. Holmes
- Organizer
  The 7^<th> Annual Conference of the Asia-Pacific Association of Derivatives, Korea Derivatives Association, APAD 2011
- Place of Presentation
  Seoul, Korea
- Data Source
  KAKENHI-PROJECT-21330077
[Presentation] Market volatility expectations around the Bank of Japan's monetary policy meetings2010
- Author(s)
  Nabil Maghrebi, Moo Sung Kim, Kazuhiko Nishina
- Organizer
  Monetary Economics Workshop
- Place of Presentation
  Osaka University, Japan
- Year and Date
  2010-05-29
- Data Source
  KAKENHI-PROJECT-21330077
[Presentation] Market volatility expectations around the Bank of Japan's monetary policy meetings2010
- Author(s)
  Nabil MAGHREBI, MooSung Kim and Kazuhiko NISHINA
- Organizer
  Monetary Economics Workshop, Osaka University
- Place of Presentation
  Osaka University
- Year and Date
  2010-05-29
- Data Source
  KAKENHI-PROJECT-21330077
[Presentation] The formation of volatility expectations during financial crises : Evidence from Markov-regime switches in implied volatility indices2010
- Author(s)
  Kazuhiko Nishina, Nabil Maghrebi, Mark J.Holmes
- Organizer
  The 18^<th> Annual Conference on Pacific Basin Finance, Economics, Accounting, and Management
- Place of Presentation
  Graduate University of Chinese Academy of Sciences, Beijing, China
- Year and Date
  2010-07-24
- Data Source
  KAKENHI-PROJECT-21330077
[Presentation] The formation of volatility expectations during financial crises : Evidence from Markov-regime switches in implied volatility indices2010
- Author(s)
  Kazuhiko NISHINA, Nabil MAGHREBI and Mark J. Holmes
- Organizer
  The 18^<th> Annual Conference on Pacific Basin Finance
- Place of Presentation
  Beijing, China
- Data Source
  KAKENHI-PROJECT-21330077
[Presentation] Market Expectations of Economic Uncertainty around the Bank of Korea Monetary Policy Meetings2008
- Author(s)
  Nabil MAGHREBI, Kazuhiko NISHINA and MooSung Kim
- Organizer
  International Conference of the Asia-Pacific Association of Derivatives
- Place of Presentation
  Pusan, KOREA
- Data Source
  KAKENHI-PROJECT-18330069
[Presentation] The Kospi200 Implied Volatility Index and the Dynamics of Volatility Expectations in the Korean Stock Market2007
- Author(s)
  Nabil MAGHREBI, MooSung Kim, and Kazuhiko NISHINA, February 2007
- Organizer
  BK21 Seminar Series, College of Business, Pusan National University
- Place of Presentation
  Pusan, KOREA
- Year and Date
  2007-02-22
- Data Source
  KAKENHI-PROJECT-18330069
[Presentation] The Nikkei225 Implied Volatility Index and the Behavior of Volatility Expectations in the Japanese Stock Market2007
- Author(s)
  Nabil MAGHREBI, Kazuhiko NISHINA, and MooSung Kim
- Organizer
  The 15th Annual Meeting of the Nippon Finance Association, Keio University
- Place of Presentation
  Tokyo, JAPAN
- Data Source
  KAKENHI-PROJECT-18330069
[Presentation] The Stochastic Behaviour of the Nikkei 225 Implied Volatility Index2007
- Author(s)
  Nabil MAGHREBI, Kazuhiko NISHINA and MooSung Kim
- Organizer
  CSFI Workshop 2007, Center for the Study of Finance and Insurance
- Place of Presentation
  Osaka University
- Data Source
  KAKENHI-PROJECT-18330069
[Presentation] The Nikkei225 imphed volatility index and the behavior of volatility expectations in the Japanese stock market2007
- Author(s)
  Nabil Maghrebi, Kazuhiko Nishina and MooSung Kim
- Organizer
  The 15th Annual Meeting of Nippon Finance Association(Proceedings, pp. 218-227)
- Place of Presentation
  Keio University, Tokyo, Japan
- Data Source
  KAKENHI-PROJECT-18330069
[Presentation] The Kospi200 Implied Volatility Index : Evidence of Regime Shifts in Expected Volatility2006
- Author(s)
  Nabil MAGHREBI, MooSung Kim, and Kazuhiko NISHINA
- Organizer
  The First International Conference on Asia-Pacific Financial Markets
- Place of Presentation
  Seoul, KOREA
- Data Source
  KAKENHI-PROJECT-18330069
[Presentation] The formation of volatility expectations during financial crises : Evidence from Markov-regime switches in implied volatility indices
- Author(s)
  Nabil Maghrebi, Kazuhiko Nishina, and Mark J. Holmes
- Organizer
  The 7^<th> Annual Conference of the Asia-pacific Association of Deriuatiues APAD 2011
- Place of Presentation
  Korea Derivatives Association, Seoul, Korea
- Year and Date
  2011-08-25 – 2011-08-26
- Data Source
  KAKENHI-PROJECT-21330077
[Presentation] The stochastic behaviour of the Nikkei225 implied volatility index
- Author(s)
  Nabil Maghrebi, Kazuhiko Nishina and MooSung Kim
- Organizer
  The 15th Annual Meeting of Nippon Finance Association (Proceedings, pp. 218-227)
- Place of Presentation
  Keio University Tokyo, Japan
- Year and Date
  2007-06-16 – 2007-06-17
- Data Source
  KAKENHI-PROJECT-18330069
[Presentation] The KOSPI200 implied volatility index : evidence of regime shifts in expected volatility
- Author(s)
  Nabil Maghrebi, MooSung Kim and Kazuhiko Nishina
- Organizer
  The First International Conference on Asia-Pacific Financial Markets
- Place of Presentation
  Seoul, Korea
- Year and Date
  2006-12-08 – 2006-12-09
- Data Source
  KAKENHI-PROJECT-18330069

1. MAGHREBI Nabil (20283947)

# of Collaborated Projects: 3 results

# of Collaborated Products: 25 results
2. HOLMES Mark j.

# of Collaborated Projects: 3 results

# of Collaborated Products: 6 results
3. OHNISHI Masamitsu (10160566)

# of Collaborated Projects: 2 results

# of Collaborated Products: 0 results
4. TANIGAWA Yasuhiko (60163622)

# of Collaborated Projects: 2 results

# of Collaborated Products: 0 results
5. TABATA Yoshio (30028047)

# of Collaborated Projects: 2 results

# of Collaborated Products: 0 results
6. OYA Kosuke (20233281)

# of Collaborated Projects: 2 results

# of Collaborated Products: 0 results
7. KIM Moo sung

# of Collaborated Projects: 2 results

# of Collaborated Products: 14 results
8. ABE Shujiro (90292193)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
9. KOTANI Shinichi (10025463)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
10. YOSHIMOTO Kenichi (80031863)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
11. NAGAI Hideo (70110848)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
12. KIM MooSung

# of Collaborated Projects: 1 results

# of Collaborated Products: 1 results

Nishina Kazuhiko 仁科 一彦

NISHINA Kazuhiko 仁科 一彦

Research Projects

Research Products

Co-Researchers

Studies on Rice Futures Market in JapanPrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

International financial system, financial stability and monetary policy

Principal Investigator

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A general study on functions and regulations of advanced derivatives.Principal Investigator

Principal Investigator

Project Period (FY)

Research Category

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Research Institution

Financial Market Volatility, Monetary Policy and Economic Fluctuations

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

International Financial Markets Integration and Market Volatility

Principal Investigator

Project Period (FY)

Research Category

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Research Institution

INTEFRATED RESEARCH FOR THE DESIGN AND CONTROL OF DERIVATIVES MARKETSPrincipal Investigator

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TOTAL STUDY ON QUANTIFICATION OF CREDIT RISK AND ITS APPLICATIONSPrincipal Investigator

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Studies on Modeling for of Credit Risk ValuationPrincipal Investigator

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[Book] ビジネスとファイナンス2017

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[Journal Article] デリバティブ市場概説－歴史編2014

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[Journal Article] デリバティブ市場概説－展望編2014

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[Journal Article] デリバティブ市場概説－機能編2014

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[Journal Article] デリバティブ市場の使命と針路2013

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[Journal Article] Nonlinear Adjustments of Volatility Expectations to Forecast Errors : Evidence from Markov-Regime Switches in Implied Volatility2012

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[Journal Article] デリバティブ市場への期待2012

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Nishina Kazuhiko 仁科一彦

NISHINA Kazuhiko 仁科一彦