FUKUTA Yuichi 福田祐一

Researcher Number	00243147
Other IDs
Affiliation *help	2016 – 2018 : 大阪大学, 経済学研究科, 教授 2013 – 2015 : 大阪大学, 経済学研究科(研究院), 教授 2007 – 2008 : Osaka University, 大学院・経済学研究科, 准教授 2006 : 大阪大学, 大学院経済学研究科, 助教授 2003 – 2005 : 大阪大学, 大学院・経済学研究科, 助教授 … More
Review Section/Research Field	Principal Investigator Money/ Finance / Public finance/Monetary economics / Public finance/Monetary economics Except Principal Investigator 経済政策(含経済事情) / 経済理論 / Business administration
Keywords	Principal Investigator 合理的バブル / イールドスプレッド / 分散制約テスト / 共和分関係 / ボラティリティスマイル / 単位根検定 / 流動性 / ボラティリティ・スマイル / 時系列テスト / 和分の次数 … More Except Principal Investigator 合理的バブル / 国債 / オプション価格 / kyosei / リストラクチュアリング / 異常災害リスク証券化 / 適合性原則 / 過剰債務 / 共生 / 戦略的貿易政策 / liquidity / 市場流動性 / 持ち合い解消 / マクロ経済政策 / リアルオプション / 債券先物 / 金融政策 / 税制 / 自己資本比率規制 / cross-shareholdings / Asset pricing bubbles / Convenience yields / 経常収支 / 流動性 / アノマリー / インプライドボラティリティ / 実質為替レート / State-price densities / クレジット・チャンネル / 銘柄入れ替えイベント / 中間財貿易 / Liquidity effects / 災害リスク証券化 / current account / 状態価格分布 / treasury stock / 先物ディスカウント・パズル / Derivative pricing / インデックス・ファンド / 株価長期パフォーマンス / 租税政策 / Nonparametric estimation / 企業統治 / 財政赤字 / credit channel / 破綻処理法制 / 資金調達 / taxation / 金融派生商品価格 / suitable principle / 状態価格密度 / リアル・オプション / 資産運用機関 / real option / 資産価格決定理論 / GARCH / rational bubble / winner-looser effect / 自社株買い / 流動性効果 / 負債の再構築 / 資産価格バブル / rice liberalization / コンビーニエンス・イールド / trade of intermediate products / 特許権 / anormaly / ノンパラメトリック推計 / 上半期効果 / 米自由化 / 金利期間構造 / Market liquidity / budget / 動学的経常収支理論 / 非効率マーケットでの投資戦略 / securitization / 絶対優先原則 / 市場効率性 / 転換社債 / bond Less

日本の資産市場における曖昧さと不確実性回避に関する実証分析Principal InvestigatorOngoing
- Principal Investigator
  
  福田祐一
- Project Period (FY)
  2017 – 2019
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Money/ Finance
- Research Institution
  Osaka University
An empirical study on the Japanese bond risk premiumPrincipal Investigator
- Principal Investigator
  
  FUKUTA Yuichi
- Project Period (FY)
  2013 – 2015
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Money/ Finance
- Research Institution
  Osaka University
An empirical investigation on the relationship between financial variables and the future economic activityPrincipal Investigator
- Principal Investigator
  
  FUKUTA Yuichi
- Project Period (FY)
  2006 – 2008
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Public finance/Monetary economics
- Research Institution
  Osaka University
資産価格決定メカニズムに対する市場制約の影響についての理論的・実証的考察Principal Investigator
- Principal Investigator
  
  福田祐一
- Project Period (FY)
  2003 – 2005
- Research Category
  
  Grant-in-Aid for Young Scientists (B)
- Research Field
  
  Public finance/Monetary economics
- Research Institution
  Osaka University
An international study on the investment and consumption behavior of firms and households under the fewer children and aging society
- Principal Investigator
  
  SAKAKIBARA Shigeki
- Project Period (FY)
  2001 – 2004
- Research Category
  
  Grant-in-Aid for Scientific Research (A)
- Research Field
  
  Business administration
- Research Institution
  Kobe University
資産価格におけるファンダメンタル価格と合理的バブルに関する実証研究Principal Investigator
- Principal Investigator
  
  福田祐一
- Project Period (FY)
  1999 – 2000
- Research Category
  
  Grant-in-Aid for Encouragement of Young Scientists (A)
- Research Field
  
  Public finance/Monetary economics
- Research Institution
  Kobe University
Estimation of State-price Densities
- Principal Investigator
  
  SAITO Makoto
- Project Period (FY)
  1999 – 2001
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  経済理論
- Research Institution
  Hitotsubashi University
  Osaka University
The Comparison of Macroeconomic Policies between Japan and Australia
- Principal Investigator
  
  YANO Keiji
- Project Period (FY)
  1997 – 1998
- Research Category
  
  Grant-in-Aid for international Scientific Research
- Research Field
  
  経済政策(含経済事情)
- Research Institution
  Wakayama University
資産市場における価格形成についての理論的・実証的研究Principal Investigator
- Principal Investigator
  
  福田祐一
- Project Period (FY)
  1995
- Research Category
  
  Grant-in-Aid for Encouragement of Young Scientists (A)
- Research Field
  
  Public finance/Monetary economics
- Research Institution
  Wakayama University

All 2015 2013 2008 2007 2005 2002 Other

All Journal Article Presentation Book

[Book] 応用経済学への誘い2005
- Author(s)
  齊藤誠, 福田祐一(大竹文雄編著)
- Total Pages
  223
- Publisher
  日本評論社
- Data Source
  KAKENHI-PROJECT-15730156
[Journal Article] Value Premium and Implied Equity Duration in the Japanese Stock Market2015
- Author(s)
  Yuichi Fukuta, Akiko Yamane
- Journal Title
  
  Journal of International Financial Markets, Institutions and Money
  
  Volume : 39 Pages : 102-121
- DOI
  10.1016/j.intfin.2015.05.007
- Peer Reviewed / Acknowledgement Compliant
- Data Source
  KAKENHI-PROJECT-25380394
[Journal Article] Implied Volatility Smiles in the Nikkei 225 Options2013
- Author(s)
  Yuichi Fukuta, Wenjie Ma
- Journal Title
  
  Applied Financial Economics
  
  Volume : Vol.23 Pages : 789-804
- DOI
  10.1080/09603107.2013.767975
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-25380394
[Journal Article] The Leading Indicator Property of the Term Spread and the Monetary Policy Factors in Japan2013
- Author(s)
  Hiroshi Nakaota, Yuichi Fukuta
- Journal Title
  
  Japan and the World Economy
  
  Volume : Vol.28 Pages : 85-98
- DOI
  10.1016/j.japwor.2013.08.001
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-25380394
[Journal Article] Forward Discount Puzzle and Official Interventions: An Empirical Note2007
- Author(s)
  (Yuichi Fukuta), Makoto Saito
- Journal Title
  
  大阪大学経済学 57
  
  Pages : 25-35
- Data Source
  KAKENHI-PROJECT-18530235
[Journal Article] Forward Discount Puzzle and Official Interventions : An Empirical Note2007
- Author(s)
  Yuichi Fukuta and Makoto Saito
- Journal Title
  
  大阪大学経済学第57巻, 第2号
  
  Pages : 25-35
- Data Source
  KAKENHI-PROJECT-18530235
[Journal Article] 自己資本費率規制と貸し渋り問題2002
- Author(s)
  福田祐一
- Journal Title
  
  ビジネスインサイト 10・2
  
  Pages : 42-53
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-13303009
[Journal Article] Forward Discount Puzzle and Liquidity Effects : Some Evidence from Exchange Rates among US, Canada, and Japan2002
- Author(s)
  Yuichi Fukuta, Makoto Saito
- Journal Title
  
  Journal of Money, Credit and Banking 34・4
  
  Pages : 1014-1033
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-13303009
[Journal Article] BIS Agreement and the Financial Restraint2002
- Author(s)
  Yuichi, Fukuta
- Journal Title
  
  Business Insight 10.2
  
  Pages : 42-53
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-13303009
[Journal Article] A Test for Rational Bubbles in Stock Price2002
- Author(s)
  Yuichi, Fukuta
- Journal Title
  
  Empirical Economics 27
  
  Pages : 587-600
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-13303009
[Journal Article] Forward Discout Puzzle and Liquidity Effects : Some Evidence from Exchange Rates among U.S., Canada, and Japan2002
- Author(s)
  Yuichi, Fukuta, Makoto Saito
- Journal Title
  
  Journal of money, Credit, and Banking 34.4
  
  Pages : 1014-1033
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-13303009
[Journal Article] A Test for Rational Bubbles in Stock Prices2002
- Author(s)
  Yuichi Fukuta
- Journal Title
  
  Empirical Economics 27
  
  Pages : 587-600
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-13303009
[Journal Article] An Empirical Analysis of Information in the Yield Spread on Future Recessions in Japan
- Author(s)
  Yuichi Fukuta (Masahi Hasegawa)
- Journal Title
  
  Applied Economics 掲載決定
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18530235
[Journal Article] An Empirical Analysis of Information in the Yield Spread on Future Recessions in Japan
- Author(s)
  Masashi Hasegawa and Yuichi Fukuta
- Journal Title
  
  Applied Economics (掲載決定)
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-18530235
[Presentation] 日経225オプションにおけるボラティリティスマイルに関する実証研究2008
- Author(s)
  福田祐一
- Organizer
  日経平均先物20周年記念シンポジウム
- Place of Presentation
  大阪国際会議場
- Year and Date
  2008-09-02
- Data Source
  KAKENHI-PROJECT-18530235
[Presentation] 日経225オプションにおけるボラティリティスマイルに関する実証研究2008
- Author(s)
  福田祐一
- Organizer
  日経平均先物20周年記念シンポジウム
- Place of Presentation
  大阪国際会議場
- Year and Date
  2008-09-02
- Data Source
  KAKENHI-PROJECT-18530235
[Presentation] On Convenience on Japanese Government Bonds2007
- Author(s)
  福田祐一
- Organizer
  日本経済学会春季大会
- Place of Presentation
  大阪学院大学
- Year and Date
  2007-06-02
- Data Source
  KAKENHI-PROJECT-18530235
[Presentation] On Convenience on Japanese Government Bonds2007
- Author(s)
  福田祐一
- Organizer
  日本経済学会2007年度春季大会
- Place of Presentation
  大阪学院大学
- Year and Date
  2007-06-02
- Data Source
  KAKENHI-PROJECT-18530235

1. YANO Keiji (30031850)

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2. MATSUBAYASHI Yoichi (90239062)

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3. MAKINO Motomi (10031858)

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4. SAITO Makoto (10273426)

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5. SAKAKIBARA Shigeki (10030719)

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6. TAKAO Atsushi (20116221)

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7. KATO Hideaki (80177435)

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8. FUJIWARA Kenya (30229067)

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9. ISAGAWA Nobuyuki (90273755)

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10. 三木田辰平 (70031854)

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11. MANZUR Meher

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12. KERR Ian

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13. CABALU Helen

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14. KERR Ian A

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15. KERR Ian A.

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FUKUTA Yuichi 福田 祐一

Research Projects

Research Products

Co-Researchers

日本の資産市場における曖昧さと不確実性回避に関する実証分析Principal InvestigatorOngoing

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

An empirical study on the Japanese bond risk premiumPrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

An empirical investigation on the relationship between financial variables and the future economic activityPrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

資産価格決定メカニズムに対する市場制約の影響についての理論的・実証的考察Principal Investigator

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

An international study on the investment and consumption behavior of firms and households under the fewer children and aging society

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

資産価格におけるファンダメンタル価格と合理的バブルに関する実証研究Principal Investigator

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

Estimation of State-price Densities

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

The Comparison of Macroeconomic Policies between Japan and Australia

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

資産市場における価格形成についての理論的・実証的研究Principal Investigator

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

[Book] 応用経済学への誘い2005

Author(s)

Total Pages

Publisher

Data Source

[Journal Article] Value Premium and Implied Equity Duration in the Japanese Stock Market2015

Author(s)

Journal Title

DOI

Data Source

[Journal Article] Implied Volatility Smiles in the Nikkei 225 Options2013

Author(s)

Journal Title

DOI

Data Source

[Journal Article] The Leading Indicator Property of the Term Spread and the Monetary Policy Factors in Japan2013

Author(s)

Journal Title

DOI

Data Source

[Journal Article] Forward Discount Puzzle and Official Interventions: An Empirical Note2007

Author(s)

FUKUTA Yuichi 福田祐一