KINOSHITA Ryo 木下亮

… Alternative Names

木下亮キノシタリョウ

Less

Researcher Number	10732323
Affiliation (Current)	2023: 東京経済大学, 経営学部, 准教授
Affiliation (based on the past Project Information) *help	2019 – 2021: 東京経済大学, 経営学部, 准教授 2017 – 2018: 東京経済大学, 経営学部, 講師 2016: 大阪大学, 経済学研究科, 助教 2015: 大阪大学, 経済学研究科(研究院), 助教 2015: 大阪大学, 大学院経済学研究科, 助教
Review Section/Research Field	Principal Investigator Basic Section 07030:Economic statistics-related / Economic statistics Except Principal Investigator Economic statistics
Keywords	Principal Investigator 計量経済学 / 計量ファイナンス / 資産価格理論 / 実証ファイナンス / 経済統計学 / ファイナンス / 時系列分析 / リスクプレミアム Except Principal Investigator 市場流動性 / 高頻度データ

リスクプレミアムの推定におけるバイアス補正とモデル選択に関する理論と応用Principal Investigator
- Principal Investigator
  
  木下亮
- Project Period (FY)
  2019 – 2022
- Research Category
  
  Grant-in-Aid for Early-Career Scientists
- Review Section
  
  Basic Section 07030:Economic statistics-related
- Research Institution
  Tokyo Keizai University
Decomposition of asset returns in financial marketsPrincipal Investigator
- Principal Investigator
  
  KINOSHITA RYO
- Project Period (FY)
  2016 – 2018
- Research Category
  
  Grant-in-Aid for Young Scientists (B)
- Research Field
  
  Economic statistics
- Research Institution
  Tokyo Keizai University
  Osaka University
Statistical inference and empirical analysis of high frequency market data
- Principal Investigator
  
  OYA KOSUKE
- Project Period (FY)
  2013 – 2015
- Research Category
  
  Grant-in-Aid for Scientific Research (A)
- Research Field
  
  Economic statistics
- Research Institution
  Osaka University

All 2022 2021 2020 2019 2018 2016 2015 2014

All Journal Article Presentation Book

[Book] Characterizing Interdependencies of Multiple Time Series2018
- Author(s)
  Hosoya,Y., Oya, K.,Takimoto, T., Kinoshita, R.
- Total Pages
  133
- Publisher
  Springer
- ISBN
  9789811064364
- Data Source
  KAKENHI-PROJECT-16K17103
[Journal Article] ソートポートフォリオを用いる場合のリスクプレミアムの2段階推定に関するシミュレーション2022
- Author(s)
  木下　亮
- Journal Title
  
  東京経大学会誌（経営学）
  
  Volume: 314 Pages: 21-31
- NAID
  120007193762
- Data Source
  KAKENHI-PROJECT-19K13672
[Journal Article] 日本株式市場におけるソートポートフォリオの評価2021
- Author(s)
  木下　亮
- Journal Title
  
  東京経大学会誌（経営学）
  
  Volume: 312 Pages: 41-57
- NAID
  120007180375
- Data Source
  KAKENHI-PROJECT-19K13672
[Journal Article] リスクプレミアムの2段階推定におけるバイアスの修正方法の比較2019
- Author(s)
  木下　亮
- Journal Title
  
  東京経大学会誌（経営学）
  
  Volume: 302 Pages: 65-75
- NAID
  120006556739
- Data Source
  KAKENHI-PROJECT-16K17103
[Journal Article] 周波数領域における時系列間の因果性の変化の検証2014
- Author(s)
  木下　亮, 大屋幸輔
- Journal Title
  
  日本統計学会誌
  
  Volume: 44 Pages: 19-40
- NAID
  110009864634
- Peer Reviewed / Acknowledgement Compliant / Open Access
- Data Source
  KAKENHI-PROJECT-25245034
[Journal Article] 周波数領域における時系列間の因果性の変化の検証に関して2014
- Author(s)
  木下亮，大屋幸輔
- Journal Title
  
  Discussion Papers In Economics And Business, Osaka University
  
  Volume: 14-09
- Data Source
  KAKENHI-PROJECT-25245034
[Presentation] Asymptotic bias of the two-pass regressions for risk premium estimation2020
- Author(s)
  木下　亮
- Organizer
  2019年度関西計量経済学研究会
- Data Source
  KAKENHI-PROJECT-19K13672
[Presentation] Asymptotic bias of the two-pass regressions for risk premium estimation2019
- Author(s)
  木下　亮
- Organizer
  金融工学・数理計量ファイナンスの諸問題 2019
- Data Source
  KAKENHI-PROJECT-19K13672
[Presentation] Intertemporal CAPM and horizon-specific risk prices in the Japanese stock markets2019
- Author(s)
  木下　亮
- Organizer
  関西計量経済学研究会
- Data Source
  KAKENHI-PROJECT-16K17103
[Presentation] Intertemporal CAPM and horizon-specific risk prices in the Japanese stock markets2018
- Author(s)
  木下　亮
- Organizer
  統計関連学会連合大会
- Data Source
  KAKENHI-PROJECT-16K17103
[Presentation] Long-run risk prices in the Japanese stock market2018
- Author(s)
  木下　亮
- Organizer
  釧路公立大学研究集会「ファイナンス・経済統計の諸問題」
- Data Source
  KAKENHI-PROJECT-16K17103
[Presentation] Simulation Study of Causality Change with Infinite Order Vector Autoregressive Processes2016
- Author(s)
  Ryo Kinoshita. Kosuke Oya, Mototsugu Shintani
- Organizer
  2016 International Conference for JSCS 30th Anniversary
- Place of Presentation
  Seattle Central Library (アメリカ）
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16K17103
[Presentation] 高次VARモデルを用いた周波数別のグレンジャー因果性検定2016
- Author(s)
  木下亮、大屋幸輔、新谷元嗣
- Organizer
  2016年度統計関連学会連合大会
- Place of Presentation
  金沢大学 (石川県）
- Data Source
  KAKENHI-PROJECT-16K17103
[Presentation] Statistical inference for causality measures using second order approximations2015
- Author(s)
  Ryo Kinoshita and Kosuke Oya
- Organizer
  Recent Progress in Time Series and Related Fields
- Place of Presentation
  東北大学川内キャンパス（宮城県仙台市青葉区）
- Year and Date
  2015-12-11
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-25245034
[Presentation] 帰無仮説下における因果性測度の検定統計量の分布に関して2015
- Author(s)
  木下　亮・大屋　幸輔
- Organizer
  2015年度統計関連学会連合大会
- Place of Presentation
  岡山大学津島キャンパス（岡山県岡山市）
- Year and Date
  2015-09-06
- Data Source
  KAKENHI-PROJECT-25245034
[Presentation] Measurement of Causality Change between Multiple Time Series2014
- Author(s)
  Ryo Kinoshita and Kosuke Oya
- Organizer
  Workshop on High-frequency Data and Financial Econometrics
- Place of Presentation
  一橋大学経済研究所, 東京都
- Data Source
  KAKENHI-PROJECT-25245034
[Presentation] 高頻度取引市場における金融時系列間の因果性検証2014
- Author(s)
  木下　亮, 大屋幸輔
- Organizer
  2014年度統計関連学会連合大会
- Place of Presentation
  東京大学本郷キャンパス（東京都文京区）
- Year and Date
  2014-09-15
- Data Source
  KAKENHI-PROJECT-25245034
[Presentation] Measurement of causality change between returns of financial assets2014
- Author(s)
  Ryo Kinoshita and Kosuke Oya
- Organizer
  8th International conference on Computational and Financial Econometrics (CFE2014)
- Place of Presentation
  University of Pisa, Italy
- Year and Date
  2014-12-07
- Invited
- Data Source
  KAKENHI-PROJECT-25245034

1. OYA KOSUKE (20233281)

# of Collaborated Projects: 1 results

# of Collaborated Products: 7 results
2. OHTA Wataru (20293681)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
3. WATANABE Toshiaki (90254135)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
4. TAKADA Teruko (30347504)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
5. UCHIDA Masayuki (70280526)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
6. FUKASAWA Masaaki (70506451)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
7. ISHIDA Isao (20361579)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results

KINOSHITA Ryo 木下 亮

木下 亮 キノシタ リョウ

Research Projects

Research Products

Co-Researchers

リスクプレミアムの推定におけるバイアス補正とモデル選択に関する理論と応用Principal Investigator

Principal Investigator

Project Period (FY)

Research Category

Review Section

Research Institution

Decomposition of asset returns in financial marketsPrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

Statistical inference and empirical analysis of high frequency market data

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

[Book] Characterizing Interdependencies of Multiple Time Series2018

Author(s)

Total Pages

Publisher

ISBN

Data Source

[Journal Article] ソートポートフォリオを用いる場合のリスクプレミアムの2段階推定に関するシミュレーション2022

Author(s)

Journal Title

NAID

Data Source

[Journal Article] 日本株式市場におけるソートポートフォリオの評価2021

Author(s)

Journal Title

NAID

Data Source

[Journal Article] リスクプレミアムの2段階推定におけるバイアスの修正方法の比較2019

Author(s)

Journal Title

NAID

Data Source

[Journal Article] 周波数領域における時系列間の因果性の変化の検証2014

Author(s)

Journal Title

NAID

Data Source

[Journal Article] 周波数領域における時系列間の因果性の変化の検証に関して2014

Author(s)

Journal Title

Data Source

[Presentation] Asymptotic bias of the two-pass regressions for risk premium estimation2020

Author(s)

Organizer

Data Source

[Presentation] Asymptotic bias of the two-pass regressions for risk premium estimation2019

Author(s)

Organizer

Data Source

[Presentation] Intertemporal CAPM and horizon-specific risk prices in the Japanese stock markets2019

Author(s)

Organizer

Data Source

[Presentation] Intertemporal CAPM and horizon-specific risk prices in the Japanese stock markets2018

Author(s)

Organizer

Data Source

[Presentation] Long-run risk prices in the Japanese stock market2018

Author(s)

Organizer

Data Source

[Presentation] Simulation Study of Causality Change with Infinite Order Vector Autoregressive Processes2016

Author(s)

Organizer

Place of Presentation

Data Source

[Presentation] 高次VARモデルを用いた周波数別のグレンジャー因果性検定2016

Author(s)

KINOSHITA Ryo 木下亮

木下亮キノシタリョウ