WADA Ryosuke 和田良介

Researcher Number	00241414
Other IDs
Affiliation (based on the past Project Information) *help	2010 – 2012: 小樽商科大学, 商学部, 教授 2008: Otaru University of Commerce, 商学部, 准教授 2007 – 2008: Otaru University of Commerce, 商学部, 教授 2005 – 2006: 小樽商科大学, 商学部, 助教授 1999 – 2000: 小樽商科大学, 商学部, 助教授
Review Section/Research Field	Principal Investigator Public finance/Monetary economics / Public finance/Monetary economics
Keywords	Principal Investigator 外国為替市場 / ミクロ構造 / 非同質的予想 / 連続時間マルコフ過程 / 非同質的期待 / trading volume / 外国為替 / volatility / 取引高 / 取引数量 … More / 変動率 / 動的均衡 / expected time path / heterogenous expectations / bid and ask spread / continuous time Markov process / foreign exchange market / microstructure / マルコフ過程 / 金融 / 期待時間経路 / ビッド・アスクスプレッド / intra-day transaction / ask spread / bid / continuous auctions / foreign exchange / heterogeneous expectation / price volatility / Microstructure / 逆関数 / 一様分布 / 連続時間 / 売買商 / 外国為替相場 / 日中取引 / ビッド・アスクスプレッド / ザラバ / 売買高 / 価格変動率 / 相互依存性 / 連続時間確率過程 / 指数分布 / 株式市場 / 連続時間取引 / コピュラ / ポアソン過程 / 相場の読み合い / 投機的市場 / 付和雷同 / 強度行列 / 推移行列 / 取引量と変動率 Less

Research Projects
(4 results)
Research Products
(3 results)

Dynamic Equalibrium Models of Bandwagon in Speculative MarketsPrincipal Investigator
- Principal Investigator
  
  WADA Ryosuke
- Project Period (FY)
  2010 – 2012
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Public finance/Monetary economics
- Research Institution
  Otaru University of Commerce
Financial Market's Microstructure Analysis with DynamicEquilibrium ApproachPrincipal Investigator
- Principal Investigator
  
  WADA Ryosuke
- Project Period (FY)
  2007 – 2008
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Public finance/Monetary economics
- Research Institution
  Otaru University of Commerce
Stochastic Structure of Price Formation Process in Foreign Exchange MarketPrincipal Investigator
- Principal Investigator
  
  WADA Ryosuke
- Project Period (FY)
  2005 – 2006
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Public finance/Monetary economics
- Research Institution
  Otaru University of Commerce
Construction and Application of Models for Price Formation in Financial MarketsPrincipal Investigator
- Principal Investigator
  
  WADA Ryosuke
- Project Period (FY)
  1999 – 2000
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Public finance/Monetary economics
- Research Institution
  Otaru University of Commerce

All 2005

All Journal Article

[Journal Article] Stochastic Structure of Brokered Foreign Exchange Auctions2005
- Author(s)
  和田良介
- Journal Title
  
  JAFEE(日本金融・証券計量・工学学会)2005冬季大会予稿集
  
  Pages: 342-366
- NAID
  120006681543
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-17530233
[Journal Article] Stochastic Structure of Brokered Auction in Foreign Exchange Market2005
- Author(s)
  Ryosuke Wada
- Journal Title
  
  日本金融・証券計量・工学学会2005冬季大会予稿集
  
  Pages: 342-366
- Data Source
  KAKENHI-PROJECT-17530233
[Journal Article] Stochastic Structure of Brokered Foreign Exchange Auctions2005
- Author(s)
  Ryosuke Wada
- Journal Title
  
  Proceedings for JAFEE (The Japanese Association of Financial Econometrics and Engineering) 2005 Winter Meeting
  
  Pages: 342-366
- NAID
  120006681543
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-17530233

WADA Ryosuke 和田 良介

Research Projects

Research Products

Dynamic Equalibrium Models of Bandwagon in Speculative MarketsPrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

Financial Market's Microstructure Analysis with DynamicEquilibrium ApproachPrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

Stochastic Structure of Price Formation Process in Foreign Exchange MarketPrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

Construction and Application of Models for Price Formation in Financial MarketsPrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

[Journal Article] Stochastic Structure of Brokered Foreign Exchange Auctions2005

Author(s)

Journal Title

NAID

Description

Data Source

[Journal Article] Stochastic Structure of Brokered Auction in Foreign Exchange Market2005

Author(s)

Journal Title

Data Source

[Journal Article] Stochastic Structure of Brokered Foreign Exchange Auctions2005

Author(s)

Journal Title

NAID

Description

Data Source

WADA Ryosuke 和田良介