SUZUKI Masataka 鈴木雅貴

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Suzuki Masataka 鈴木雅貴

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Researcher Number	30625984
Other IDs	https://orcid.org/0000-0003-2924-5098
Affiliation (Current)	2024: 一橋大学, 大学院経営管理研究科, 准教授
Affiliation (based on the past Project Information) *help	2020 – 2023: 一橋大学, 大学院経営管理研究科, 准教授 2017 – 2019: 横浜国立大学, 大学院国際社会科学研究院, 准教授
Review Section/Research Field	Principal Investigator Basic Section 07060:Money and finance-related / Money/ Finance
Keywords	Principal Investigator 資産価格理論 / 一般均衡 / 曖昧性 / 期間構造 / ヴァリアンスプレミアム / リスクプレミアム / 資産価格 / ファイナンス / 金融 / 株式 / バブル / 株式バブル

Research Projects
(3 results)
Research Products
(12 results)

債券および株式期間構造の動学的特徴を再現する一般均衡モデルの構築Principal Investigator
- Principal Investigator
  
  鈴木雅貴
- Project Period (FY)
  2023 – 2025
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Review Section
  
  Basic Section 07060:Money and finance-related
- Research Institution
  Hitotsubashi University
General Equilibrium Asset Pricing Model under Smooth Ambiguity PreferencesPrincipal Investigator
- Principal Investigator
  
  SUZUKI Masataka
- Project Period (FY)
  2020 – 2023
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Review Section
  
  Basic Section 07060:Money and finance-related
- Research Institution
  Hitotsubashi University
Can equity bubble be predictable? Identifying the bubble generating mechanism through a novel indicatorPrincipal Investigator
- Principal Investigator
  
  Suzuki Masataka
- Project Period (FY)
  2017 – 2019
- Research Category
  
  Grant-in-Aid for Young Scientists (B)
- Research Field
  
  Money/ Finance
- Research Institution
  Yokohama National University

All 2024 2022 2020 2019 2018

All Journal Article Presentation

[Journal Article] A consumption-based term structure model of bonds and equity2024
- Author(s)
  Suzuki Masataka
- Journal Title
  
  International Review of Financial Analysis
  
  Volume: 94 Pages: 103310-103310
- DOI
  10.1016/j.irfa.2024.103310
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20K01766
[Journal Article] Smooth ambiguity preferences and asset prices with a jump-diffusion process2022
- Author(s)
  Masataka Suzuki
- Journal Title
  
  Quantitative Finance
  
  Volume: 22(5) Issue: 5 Pages: 871-887
- DOI
  10.1080/14697688.2021.2016922
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-20K01766
[Journal Article] 株式バブルの発生メカニズムとその識別2019
- Author(s)
  鈴木雅貴
- Journal Title
  
  Gendai Finance
  
  Volume: 41 Issue: 0 Pages: 1-25
- DOI
  10.24487/gendaifinance.410003
- NAID
  130007739919
- ISSN
  2433-4464
- Year and Date
  2019-10-31
- Language
  Japanese
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-17K13761
[Journal Article] Continuous-time smooth ambiguity preferences2018
- Author(s)
  Suzuki Masataka
- Journal Title
  
  Journal of Economic Dynamics and Control
  
  Volume: 90 Pages: 30-44
- DOI
  10.1016/j.jedc.2018.01.042
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-17K13761
[Presentation] Asset Pricing under Continuous-Time Disappointment Aversion with Ambiguity2024
- Author(s)
  鈴木雅貴
- Organizer
  Waseda Workshop on Financial Economics
- Data Source
  KAKENHI-PROJECT-23K01448
[Presentation] A Consumption-Based Term Structure Model of Bond and Equity2022
- Author(s)
  鈴木雅貴
- Organizer
  日本ファイナンス学会
- Data Source
  KAKENHI-PROJECT-20K01766
[Presentation] A Consumption-Based Term Structure Model of Bond and Equity2022
- Author(s)
  鈴木雅貴
- Organizer
  南山ファイナンス・ワークショップ
- Data Source
  KAKENHI-PROJECT-20K01766
[Presentation] Dynamic Property of Equity Term Structure under the Long-Run Risks Model2022
- Author(s)
  鈴木雅貴
- Organizer
  日本ファイナンス学会
- Data Source
  KAKENHI-PROJECT-20K01766
[Presentation] A Consumption-Based Term Structure Model of Bond and Equity2022
- Author(s)
  鈴木雅貴
- Organizer
  Joint Forum of Hitotsubashi University and Jilin University
- Data Source
  KAKENHI-PROJECT-20K01766
[Presentation] Variance Premium and Smooth Ambiguity Preferences with Jump-Diffusion Process2020
- Author(s)
  鈴木雅貴
- Organizer
  日本ファイナンス学会
- Data Source
  KAKENHI-PROJECT-20K01766
[Presentation] 株式バブルの発生メカニズムとその識別2019
- Author(s)
  鈴木雅貴
- Organizer
  日本ファイナンス学会
- Data Source
  KAKENHI-PROJECT-17K13761
[Presentation] 株式バブルの発生メカニズムとその識別2019
- Author(s)
  鈴木雅貴
- Organizer
  一橋大学金融研究会
- Data Source
  KAKENHI-PROJECT-17K13761

SUZUKI Masataka 鈴木 雅貴

Suzuki Masataka 鈴木 雅貴

Research Projects

Research Products

債券および株式期間構造の動学的特徴を再現する一般均衡モデルの構築Principal Investigator

Principal Investigator

Project Period (FY)

Research Category

Review Section

Research Institution

General Equilibrium Asset Pricing Model under Smooth Ambiguity PreferencesPrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Review Section

Research Institution

Can equity bubble be predictable? Identifying the bubble generating mechanism through a novel indicatorPrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

[Journal Article] A consumption-based term structure model of bonds and equity2024

Author(s)

Journal Title

DOI

Data Source

[Journal Article] Smooth ambiguity preferences and asset prices with a jump-diffusion process2022

Author(s)

Journal Title

DOI

Data Source

[Journal Article] 株式バブルの発生メカニズムとその識別2019

Author(s)

Journal Title

DOI

NAID

ISSN

Year and Date

Language

Data Source

[Journal Article] Continuous-time smooth ambiguity preferences2018

Author(s)

Journal Title

DOI

Data Source

[Presentation] Asset Pricing under Continuous-Time Disappointment Aversion with Ambiguity2024

Author(s)

Organizer

Data Source

[Presentation] A Consumption-Based Term Structure Model of Bond and Equity2022

Author(s)

Organizer

Data Source

[Presentation] A Consumption-Based Term Structure Model of Bond and Equity2022

Author(s)

Organizer

Data Source

[Presentation] Dynamic Property of Equity Term Structure under the Long-Run Risks Model2022

Author(s)

Organizer

Data Source

[Presentation] A Consumption-Based Term Structure Model of Bond and Equity2022

Author(s)

Organizer

Data Source

[Presentation] Variance Premium and Smooth Ambiguity Preferences with Jump-Diffusion Process2020

Author(s)

Organizer

Data Source

[Presentation] 株式バブルの発生メカニズムとその識別2019

Author(s)

Organizer

Data Source

[Presentation] 株式バブルの発生メカニズムとその識別2019

Author(s)

Organizer

Data Source

SUZUKI Masataka 鈴木雅貴

Suzuki Masataka 鈴木雅貴