YAMAMURA Yoshiro 山村能郎

… Alternative Names

山村能郎ヤマムラヨシロウ

YAMAMURA Yosiro 山村能郎

Less

Researcher Number	60284353
Other IDs
External Links
Affiliation (Current)	2025: 明治大学, グローバル・ビジネス研究科, 専任教授
Affiliation (based on the past Project Information) *help	2016 – 2023: 明治大学, グローバル・ビジネス研究科, 専任教授 2012 – 2015: 明治大学, その他の研究科, 教授 2013: 明治大学, グローバル・ビジネス研究科, 教授 2011: 明治大学, 大学院・グローバル・ビジネス研究科, 教授 2006: 明治大学, 大学院・グローバルビジネス研究科, 助教授 … More 2005 – 2006: 明治大学, 大学院グローバルビジネス研究科, 助教授 2005: 明治大学, 大学院グローバル・ビジネス研究科, 助教授 2004: 明治大学, 大学院・グローバルビジネス研究科, 助教授 2003: 香川大学, 経済学部, 助教授 2000 – 2001: 香川大学, 経済学部, 助教授 1997 – 1998: 香川大学, 経済学部, 助教授 Less
Review Section/Research Field	Principal Investigator Economic policy / Basic Section 07040:Economic policy-related / 経済政策(含経済事情) Except Principal Investigator Applied economics / Public finance/Monetary economics / Economic statistics
Keywords	Principal Investigator 不動産開発 / 不動産市場 / ビジネスサイクル / リアルオプション / ヘドニック・アプローチ / 不動産インデックス / 地価 / 不動産投資 / 最適投資時点 / 不動産開発投資 … More / リアルオプションモデル / 商業不動産 / 収益インデックス / トレンド転換 / 金融市場 / ヘドニックアプローチ / 賃料インデックス / 不動産価格インデックス / 時系列分析 / ソブリンCDS / 投資タイミング / 複占市場 / 複占モデル / sample selection bias / 効率性 / 地価抑制策 / 土地市場 / DI(Diffusion Index) / 市場価格データ … More Except Principal Investigator ヘドニックアプローチ / Human Attractiveness / Urban density / Transaction price / Capitalization / Accessibility / Hedonic Approach / Office Rent / Price Expectation / 地域特化 / 経済地理 / 不動産価格 / バブル / ヘドニック推定 / 価格形成 / 生産関数 / 新経済地理 / 集積の経済 / ヘドニックモデル / 経済地理モデル / 因果関係 / 人材誘致 / 都市密度 / 取引価格 / キャピタリゼーション / アクセシビリティ / オフィスレント / 期待形成 / property tax / hedonic approach / tax burden / land value assessment / land rent / land price / tax base / land-holding tax / 不服申立 / 課税標準 / 課税の公平 / 租税負担 / ヘドニック・アプローチ / 固定資産税 / プロパティ・タクス / 税負担 / 土地評価 / 土地収益 / 土地価格 / 課税標準(課税ベース) / 土地保有税 / 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 Less

Real Estate Market Cycles and Optimal Timing for InvestmentPrincipal Investigator
- Principal Investigator
  
  山村能郎
- Project Period (FY)
  2021 – 2024
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Review Section
  
  Basic Section 07040:Economic policy-related
- Research Institution
  Meiji University
Business Cycle in Real Estate MarketPrincipal Investigator
- Principal Investigator
  
  Yamamura Yoshiro
- Project Period (FY)
  2018 – 2023
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Review Section
  
  Basic Section 07040:Economic policy-related
- Research Institution
  Meiji University
Indices in Real Estate and Financial MarketsPrincipal Investigator
- Principal Investigator
  
  YAMAMURA YOSHIRO
- Project Period (FY)
  2015 – 2017
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Economic policy
- Research Institution
  Meiji University
The optimum timing of the real estate investmentPrincipal Investigator
- Principal Investigator
  
  YAMAMURA Yoshiro
- Project Period (FY)
  2012 – 2014
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Economic policy
- Research Institution
  Meiji 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
Studies on Real Estate Price Incorporating Uncertainty and Spatial Economies
- Principal Investigator
  
  NAKAMURA Ryohei
- Project Period (FY)
  2004 – 2006
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Research Field
  
  Applied economics
- Research Institution
  OKYAMA UNIVERSITY
商業業務地における不動産インデックスに関する研究Principal Investigator
- Principal Investigator
  
  山村能郎
- Project Period (FY)
  2003 – 2005
- Research Category
  
  Grant-in-Aid for Young Scientists (B)
- Research Field
  
  Economic policy
- Research Institution
  Meiji University
  Kagawa University
地価抑制策が土地市場の効率性に及ぼす影響Principal Investigator
- Principal Investigator
  
  山村能郎
- Project Period (FY)
  2000 – 2001
- Research Category
  
  Grant-in-Aid for Encouragement of Young Scientists (A)
- Research Field
  
  経済政策(含経済事情)
- Research Institution
  Kagawa University
市場価格データを用いた地価動向指数の提案と有効性の検討Principal Investigator
- Principal Investigator
  
  山村能郎
- Project Period (FY)
  1997 – 1998
- Research Category
  
  Grant-in-Aid for Encouragement of Young Scientists (A)
- Research Field
  
  経済政策(含経済事情)
- Research Institution
  Kagawa University
An Interdisciplinary study on choice of tax base for land-holding tax and on its assessment methods
- Principal Investigator
  
  TANAKA Kazuyuki
- Project Period (FY)
  1997 – 1998
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Public finance/Monetary economics
- Research Institution
  Seikei University

All 2023 2022 2021 2020 2019 2018 2017 2015 2014 2013 2012 2006 2004

All Journal Article Presentation Book

[Book] Property Markets and Land Policies in Northeast Asia2004
- Author(s)
  N.Aveline, L.Li ed.(N.Hidano, Y.Yamamura)
- Total Pages
  308
- Publisher
  The Maison Franco-Japonaise and the University of Hong Kong
- Data Source
  KAKENHI-PROJECT-16330041
[Book] Property Markets and Land Policies in Northeast Asia2004
- Author(s)
  N.Aveline, L.Li ed.(N.Hidano, Y.Yamamura)
- Total Pages
  308
- Publisher
  The Maison Franco-Japonaise and the University of Hong Kong
- Data Source
  KAKENHI-PROJECT-15730138
[Journal Article] Tenant Portfolio Selection for Managing a Shopping Center2023
- Author(s)
  Kariya, T., T., Takada and Y., Yamamura
- Journal Title
  
  International Real Estate Review
  
  Volume: 28(2) Pages: 143-171
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-18K01587
[Journal Article] Tenant Portfolio Selection for Managing a Shopping Center2023
- Author(s)
  Kariya, T., H.,Takada and Y., Yamamura
- Journal Title
  
  International Real Estate Review
  
  Volume: 26(2) Pages: 143-171
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-21K01510
[Journal Article] 東京都心部における商業用不動産インデックスに関する研究2021
- Author(s)
  山村能郎
- Journal Title
  
  明治大学社会科学研究所紀要
  
  Volume: 59 Pages: 1-30
- NAID
  120007039803
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18K01587
[Journal Article] 東京都心部における商業用不動産インデックスに関する研究2020
- Author(s)
  山村能郎
- Journal Title
  
  明治大学社会科学研究所紀要
  
  Volume: 92
- NAID
  120007039803
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18K01587
[Journal Article] Empirical Credit Risk Ratings of Individual Corporate Bonds and Derivation of Term Structures of Default Probabilities2019
- Author(s)
  Takeaki Kariya, Yoshiro Yamamura and Koji Inui
- Journal Title
  
  Journal of Risk and Financial Management
  
  Volume: 12 Issue: 3 Pages: 1-29
- DOI
  10.3390/jrfm12030124
- Peer Reviewed / Open Access
- Data Source
  KAKENHI-PROJECT-18K01587
[Journal Article] 不動産開発投資の最適時点とビジネスサイクル2018
- Author(s)
  山村能郎
- Journal Title
  
  明治大学社会科学研究所紀要
  
  Volume: 57(2) Pages: 67-82
- NAID
  40021840117
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18K01587
[Journal Article] 不動産開発投資の最適時点とビジネスサイクル2018
- Author(s)
  山村能郎
- Journal Title
  
  明治大学社会科学研究所紀要
  
  Volume: 56(2) Pages: 67-82
- NAID
  40021840117
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-15K03471
[Journal Article] REA-TOKYO不動産インデックス開発2017
- Author(s)
  山村能郎、田野倉洋子他
- Journal Title
  
  東京都不動産鑑定士協会共同研究シリーズ
  
  Volume: Ⅳ－２ Pages: 1-30
- Acknowledgement Compliant
- Data Source
  KAKENHI-PROJECT-15K03471
[Journal Article] REA-TOKYO不動産価格インデックスの開発2017
- Author(s)
  山村能郎・田野倉葉子他
- Journal Title
  
  (公社)東京都不動産鑑定士協会共同研究シリーズ
  
  Volume: Ⅱ-4 Pages: 1-66
- Data Source
  KAKENHI-PROJECT-15K03471
[Journal Article] REA-TOKYO不動産価格インデックスの開発2015
- Author(s)
  山村能郎・金井浩之
- Journal Title
  
  東京都不動産鑑定士協会共同研究シリーズ
  
  Volume: Ⅱ-3 Pages: 1-30
- Data Source
  KAKENHI-PROJECT-15K03471
[Journal Article] REA-TOKYO不動産インデックスの開発2015
- Author(s)
  山村能郎、他
- Journal Title
  
  東京都不動産鑑定協会共同研究シリーズ
  
  Volume: Ⅱ-3 Pages: 1-33
- Data Source
  KAKENHI-PROJECT-24530321
[Journal Article] Empirically Effective Bond Pricing Model for USGBs and Analysis on Term Structures of Implied Interest Rates in Financial Crisis2014
- Author(s)
  Takeaki Kariya, Yoshiro Yamamura and Zhu Wang
- Journal Title
  
  Communications in Statistics -Theory and Methods-
  
  Volume: 未定
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-23243040
[Journal Article] Empirical Credit Risk Analysis on Euro Government Bonds– Term Structures of Default Probabilities–2014
- Author(s)
  Takeaki Kariya, Yoshiro Yamamura, Yoko Tanokura and Zhu Wang
- Journal Title
  
  Asia-Pacific Financial Markets
  
  Volume: 未定
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-23243040
[Journal Article] Measuring Credit Risk of Individual Corporate Bonds and　Deriving Term Structures of Default　Probabilities2014
- Author(s)
  Takeaki Kariya, Yoshiro Yamamura, Koji Inui and Zhu Wang
- Journal Title
  
  Ｓｔａｔｉｓｔｉｃａｌ　Ｓｉｎｉｃａ
  
  Volume: 未定
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-23243040
[Journal Article] Empirically Effective Bond Pricing Model for USGBs and Analysis on Term Structures of Implied Interest Rates in Financial Crisis2013
- Author(s)
  Takeaki Kariya, Yoshiro Yamamura and Zhu Wang
- Journal Title
  
  Communications in Statistics -Theory and Methods
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-23243040
[Journal Article] 個別不動産情報を利用したキャップ･レートモデルの推定2013
- Author(s)
  山村能郎
- Journal Title
  
  明治大学社会科学研究書紀要
  
  Volume: 52 Pages: 193-208
- NAID
  40020136860
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-24530321
[Journal Article] REA-TOKYO不動産価格インデックスおよび賃料インデックスの開発2013
- Author(s)
  山村能郎他
- Journal Title
  
  東京都不動産鑑定士協会　共同研究シリーズII-2
  
  Volume: II-2 Pages: 1-54
- Data Source
  KAKENHI-PROJECT-24530321
[Journal Article] Empirically Effective Bond Pricing Model and Analysis on Term Structures of Implied Interest Rates in Financial Crisis2012
- Author(s)
  Takeaki Kariya, Jingusui Wang, Zhu Wang, Eiichi Doi and Yoshiro Yamamura
- Journal Title
  
  Asia-Pacific Financial Markets
  
  Volume: Vol.19 Issue: 3 Pages: 259-292
- DOI
  10.1007/s10690-011-9149-1
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-23243040
[Journal Article] The Difference between the Appraisal Price and the Asset Price in Land2006
- Author(s)
  Yoshiro Yamamura
- Journal Title
  
  Japanese Journal of Real Estate Sciences Vol.19, No.4
  
  Pages: 24-31
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-16330041
[Journal Article] 鑑定価格と取引価格の格差について2006
- Author(s)
  山村能郎
- Journal Title
  
  日本不動産学会誌 19・4
  
  Pages: 24-31
- NAID
  130001764706
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-16330041
[Presentation] Tenant Portfolio Selection for managing a shopping center: Optimal Tenant Replacement, Mixed Rent Rate, and Tenants’ Sales Correlation2022
- Author(s)
  Kariya, T., K. Takada and Y. Yamamura
- Organizer
  The 26th AsRES Annual Conference: 2022 AsRES-AREUEA Joint Conference, Tokyo, Japan August 4-7, 2022
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-21K01510
[Presentation] Dynamics of Commercial Real Estate Market in Tokyo2022
- Author(s)
  山村能郎
- Organizer
  刈屋武昭先生喜寿記念研究集会
- Invited
- Data Source
  KAKENHI-PROJECT-18K01587
[Presentation] Dynamics of Commercial Real Estate Market in Tokyo2022
- Author(s)
  山村能郎・田野倉葉子
- Organizer
  刈屋武昭先生喜寿記念研究集会
- Data Source
  KAKENHI-PROJECT-21K01510
[Presentation] Tenant Portfolio Selection for managing a shopping center: Optimal Tenant Replacement, Mixed Rent Rate, and Tenants’ Sales Correlation2022
- Author(s)
  Kariya, T., K. Takada and Y. Yamamura
- Organizer
  The 26th AsRES Annual Conference: 2022 AsRES-AREUEA Joint Conference, Tokyo, Japan August 4-7, 2022
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18K01587
[Presentation] 大学が行う社会貢献活動のGISを用いた地理的マーケティング2020
- Author(s)
  佐藤修一、山村能郎
- Organizer
  第29回地理情報システム学会研究発表大会
- Data Source
  KAKENHI-PROJECT-18K01587
[Presentation] Dynamics of Commercial Real Estate Market in Tokyo2019
- Author(s)
  Yoshiro Yamamura and Yoko Tanokura
- Organizer
  ICMMA2018
- Invited / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-18K01587
[Presentation] 戸建空き家の活用に向けた住宅価値創出に関する考察2018
- Author(s)
  星野将史、山村能郎
- Organizer
  2018年度日本建築学会大会学術講演会
- Data Source
  KAKENHI-PROJECT-18K01587
[Presentation] A System for Empirically Effective Credit Risk Analysis2014
- Author(s)
  Takeaki Kariya, Yoshiro Yamamura and Zhu Wang
- Organizer
  The 3rd Stochastic Modeling Techniques and Data Analysis International Conference (SMTDA 2014)
- Place of Presentation
  Lisbon, Portugal
- Data Source
  KAKENHI-PROJECT-23243040
[Presentation] Market-Rating Migration and Transition Analysis2014
- Author(s)
  Hideyuki Takada, Takeaki Kariya, Yoko Tanokura, Yoshiro Yamamura and Zhu Wang
- 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] Credit Risk Analysis on Euro Government Bonds– Term Structures of Default Probabilities–2014
- Author(s)
  Takeaki Kariya, Yoshiro Yamamura, Yoko Tanokura and Zhu Wang
- Organizer
  The 3rd Stochastic Modeling Techniques and Data Analysis International Conference (SMTDA 2014)
- Place of Presentation
  Lisbon, Portugal
- Data Source
  KAKENHI-PROJECT-23243040
[Presentation] Market Ratings of CBs via credit risk price spreads in US2014
- Author(s)
  Yoko Tanokura, Takeaki Kariya, Yoshiro Yamamura, Zhu Wang and Hideyuki Takada
- 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] Credit Risk Analysis on Euro Government Bonds– Term Structures of Default Probabilities–2014
- Author(s)
  Takeaki Kariya, Yoshiro Yamamura, Yoko Tanokura and Zhu Wang
- 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] 社債価格に基づく米国エネルギー産業の信用リスク分析2014
- Author(s)
  田野倉葉子，刈屋武昭，山村能郎，王竹
- Organizer
  第40回2013年度冬季JAFEE大会
- Place of Presentation
  慶應義塾大学三田キャンパス
- Data Source
  KAKENHI-PROJECT-23243040
[Presentation] 欧州国債モデルと金利の期間構造の比較2013
- Author(s)
  山村能郎，刈屋武昭，乾孝治，王竹
- 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] Empirical Credit Risk Analysis on Euro Government Bonds2013
- Author(s)
  Takeaki Kariya, Yoshiro Yamamura, Yoko Tanokura and Zhu Wang
- Organizer
  NUS-UTokyo Workshop on Quantitative Finance
- Place of Presentation
  National University of Singapore, Singapore
- Data Source
  KAKENHI-PROJECT-23243040
[Presentation] Measuring Credit Risk of CBs and Deriving Term Structures of Default Probabilities2013
- Author(s)
  Takeaki Kariya, Yoshiro Yamamura, Koji Inui and Zhu Wang
- 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] ユーロ各国債の信用リスク分析－対独比相対倒産確率の期間構造の導出2013
- Author(s)
  刈屋武昭，山村能郎，乾孝治，田野倉葉子，王竹
- Organizer
  2013年度統計関連学会連合大会（日本統計学会第81回大会）
- Place of Presentation
  大阪大学豊中キャンパス
- Data Source
  KAKENHI-PROJECT-23243040
[Presentation] ユーロ各国債の信用リスク分析2013
- Author(s)
  刈屋武昭，山村能郎，乾孝治，田野倉葉子，王竹
- Organizer
  第39回2013年度夏季JAFEE大会
- Place of Presentation
  明治大学駿河台キャンパス
- Data Source
  KAKENHI-PROJECT-23243040
[Presentation] Measuring Credit Risk of Individual Corporate Bonds and Deriving Term Structures of Default Probabilities2013
- Author(s)
  Takeaki Kariya, Yoshiro Yamamura, Koji Inui and Zhu Wang
- Organizer
  Frontiers of Statistics and Forecasting in Celebration of the 80th Birthday of George C. Tiao
- Place of Presentation
  Academia Sinica, Taipei, Taiwan
- Invited
- Data Source
  KAKENHI-PROJECT-23243040
[Presentation] ﾕｰﾛ各国債の信用リスク分析－対独比相対倒産確率の期間構造の導出2013
- Author(s)
  刈屋武昭，山村能郎，乾孝治，田野倉葉子，王竹
- 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] 時系列相関を考慮した債券価格モデルと国債価格予測への応用2013
- Author(s)
  神薗健次，刈屋武昭，山村能郎
- 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] Measuring Credit Risk of Individual Corporate Bonds and Deriving Term Structures of Default Probabilities2013
- Author(s)
  刈屋武昭，山村能郎，乾孝治，王竹
- Organizer
  2012年度日本金融・証券計量・工学学会(JAFEE)2012冬期大会
- Place of Presentation
  筑波大学東京キャンパス文京校舎
- Data Source
  KAKENHI-PROJECT-23243040
[Presentation] Empirical Credit Risk Analysis on Euro Government Bonds2013
- Author(s)
  Takeaki Kariya, Yoshiro Yamamura, Yoko Tanokura and Zhu Wang
- Organizer
  「統計科学の新展開」科学研究費・基盤研究(A)「非対称・非線形統計理論と経済・生体科学への応用」シンポジウム
- Place of Presentation
  金沢大学サテライト・プラザ
- Data Source
  KAKENHI-PROJECT-23243040
[Presentation] Measuring Credit Risk of Individual Corporate Bonds and Deriving Term Structures of Default Probabilities2013
- Author(s)
  Takeaki Kariya, Yoshiro Yamamura, Koji Inui and Zhu Wang
- Organizer
  The 15th Applied Stochastic Models and Data Analysis (ASMDA2013) International Conference
- Place of Presentation
  Mataró (Barcelona), Spain
- Data Source
  KAKENHI-PROJECT-23243040
[Presentation] Measuring Credit Risk of Individual Corporate Bonds and Deriving Term Structures of Default Probabilities2013
- Author(s)
  Takeaki Kariya, Yoshiro Yamamura, Koji Inui and Zhu Wang
- Organizer
  日本経済学会2013年度秋季大会
- Place of Presentation
  神奈川大学横浜キャンパス
- Data Source
  KAKENHI-PROJECT-23243040
[Presentation] Measuring Credit Risk of Individual Corporate Bonds and Deriving Term Structures of Default Probabilities2013
- Author(s)
  Takeaki Kariya, Yoshiro Yamamura, Koji Inui and Zhu Wang
- Organizer
  NUS-UTokkyo Workshop on Quantitative Finance
- Place of Presentation
  National University of Singapore, Singapore
- Invited
- Data Source
  KAKENHI-PROJECT-23243040
[Presentation] 時系列相関を考慮した債券価格モデルと予測への応用2013
- Author(s)
  神薗健二，刈屋武昭，山村能郎
- Organizer
  第39回2013年度夏季JAFEE大会
- Place of Presentation
  明治大学駿河台キャンパス
- Data Source
  KAKENHI-PROJECT-23243040
[Presentation] Measuring Credit Risk of Individual Corporate Bonds and Deriving Term Structures of Default Probabilities2013
- Author(s)
  Takeaki Kariya, Yoshiro Yamamura, Koji Inui and Zhu Wang
- Organizer
  2012年度関西計量経済学研究会(共催：日本学術会議「数量的経済・政策分析分科会」)
- Place of Presentation
  一橋大学佐野書院
- Data Source
  KAKENHI-PROJECT-23243040
[Presentation] Measuring CB Credit Risk Spreads and Deriving Term Structure of Default Probabilities-Market Approach2012
- Author(s)
  Takeaki Kariya, Yoshiro Yamamura, Koji Inui and Zhu Wang
- Organizer
  National University of Singapore RMI Workshop
- Place of Presentation
  Risk Management Institute, National University of Singapore
- Invited
- Data Source
  KAKENHI-PROJECT-23243040
[Presentation] Empirically Effective Bond Pricing Model and Analysis on the Term Structure of Interest Rates in financial Crisis2012
- Author(s)
  Takeaki Kariya, Jingsui Wang, Zhu Wang, Eiichi Doi and Yoshiro Yamamura
- Organizer
  Bachelier Finance Society 7th World Congress
- Place of Presentation
  Hilton Sydney Hotel (Sydney, Australia)
- Data Source
  KAKENHI-PROJECT-23243040
[Presentation] 信用リスク社債価格スプレッドの分析―業種・格付けと信用構造2012
- Author(s)
  刈屋武昭，山村能郎，乾孝治，王竹
- Organizer
  2012年度統計関連学会連合大会（日本統計学会第80回大会）
- Place of Presentation
  北海道大学高等教育推進機構
- Data Source
  KAKENHI-PROJECT-23243040
[Presentation] 米国国債モデルと金利の期間構造-日本国債モデルとの比較2012
- Author(s)
  刈屋武昭, 山村能郎, 王竹
- Organizer
  金融リスクコンファランス「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」(当該補助事業コンファランス)
- Place of Presentation
  明治大学
- Year and Date
  2012-03-09
- Data Source
  KAKENHI-PROJECT-23243040
[Presentation] Empirically Effective Bond Pricing Model and Analysis on the Term Structure of Interest Rates in financial Crisis2012
- Author(s)
  Takeaki Kariya, Jingsui Wang, Zhu Wang, Eiichi Doi and Yoshiro Yamamura
- Organizer
  Fifth International Conference ;Mathematical and Statistical Methods for Actuarial Sciences and Finance
- Place of Presentation
  InstitutoVento diScienzeLettere edArti (Venice Italy)
- Data Source
  KAKENHI-PROJECT-23243040
[Presentation] 米国国債モデルと金利の期間構造2012
- Author(s)
  刈屋武昭，山村能郎，王竹
- Organizer
  科学研究費シンポジウム「統計科学における深化と横断的展開」（基盤研究 (A)「非対称・非線形統計理論と経済・生体科学への応用」）
- Place of Presentation
  松江テルサ（松江勤労者総合福祉センター）
- Data Source
  KAKENHI-PROJECT-23243040
[Presentation] 個別企業の信用価格スプレッドと倒産確率の導出2012
- Author(s)
  刈屋武昭，山村能郎，乾孝治，王竹
- Organizer
  科学研究費シンポジウム「統計推測理論の展開と諸モデルへの応用」（基盤研究(A)「非対称・非線形統計理論と経済・生体科学への応用」）
- Place of Presentation
  釧路市生涯学習センター
- Data Source
  KAKENHI-PROJECT-23243040
[Presentation] 実証的に有効なＪＧＢ価格付けモデルと金融危機時の金利の期間構造分析2012
- Author(s)
  刈屋武昭，王京穂，王竹，土居英一，山村能郎
- Organizer
  2012年度日本応用経済学会秋季大会
- Place of Presentation
  明海大学浦安キャンパス
- Data Source
  KAKENHI-PROJECT-23243040

1. TANOKURA Yoko (60425832)

# of Collaborated Projects: 2 results

# of Collaborated Products: 13 results
2. HIDANO Noboru (90111658)

# of Collaborated Projects: 2 results

# of Collaborated Products: 1 results
3. KARIYA Takeaki (70092624)

# of Collaborated Projects: 1 results

# of Collaborated Products: 47 results
4. TSUKUDA Yoshihiko (10091836)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
5. MAEKAWA Koichi (20033748)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
6. INUI Koji (60359825)

# of Collaborated Projects: 1 results

# of Collaborated Products: 15 results
7. KAMIZONO Kenji (70336147)

# of Collaborated Projects: 1 results

# of Collaborated Products: 2 results
8. TANAKA Kazuyuki (90054329)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
9. MIKI Yoshikazu (90102467)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
10. TANAKA Keiichi (00102442)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
11. SHINOHARA Masahiro (10265358)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
12. SEKO Miki (60120490)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
13. NAKAMURA Ryohei (20172463)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
14. TAKATSUKA Hajime (50304572)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
15. 刈屋武昭 (70062924)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results

YAMAMURA Yoshiro 山村 能郎

山村 能郎 ヤマムラ ヨシロウ

YAMAMURA Yosiro 山村 能郎

Research Projects

Research Products

Co-Researchers

Real Estate Market Cycles and Optimal Timing for InvestmentPrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Review Section

Research Institution

Business Cycle in Real Estate MarketPrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Review Section

Research Institution

Indices in Real Estate and Financial MarketsPrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

The optimum timing of the real estate investmentPrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

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

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

Studies on Real Estate Price Incorporating Uncertainty and Spatial Economies

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

商業業務地における不動産インデックスに関する研究Principal Investigator

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

地価抑制策が土地市場の効率性に及ぼす影響Principal Investigator

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

市場価格データを用いた地価動向指数の提案と有効性の検討Principal Investigator

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

An Interdisciplinary study on choice of tax base for land-holding tax and on its assessment methods

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

[Book] Property Markets and Land Policies in Northeast Asia2004

Author(s)

Total Pages

Publisher

Data Source

[Book] Property Markets and Land Policies in Northeast Asia2004

Author(s)

Total Pages

Publisher

Data Source

[Journal Article] Tenant Portfolio Selection for Managing a Shopping Center2023

Author(s)

Journal Title

Data Source

YAMAMURA Yoshiro 山村能郎

山村能郎ヤマムラヨシロウ

YAMAMURA Yosiro 山村能郎

[Journal Article] Measuring Credit Risk of Individual Corporate Bonds and　Deriving Term Structures of Default　Probabilities2014