WADA KENJI 和田賢治

… Alternative Names

和田賢治ワダケンジ

WADA Kenji 和田賢治

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Researcher Number	30317325
Other IDs
Affiliation (Current)	2025: 慶應義塾大学, 商学部(三田), 教授
Affiliation (based on the past Project Information) *help	2025: 慶應義塾大学, 商学部(三田), 教授 2016 – 2023: 慶應義塾大学, 商学部(三田), 教授 2015: 慶應義塾大学, 商学部, 教授 2011 – 2013: 慶應義塾大学, 商学部, 教授 2008 – 2009: Keio University, 商学部, 教授 … More 2007: Keio University, 大学院・経営管理研究科, 教授 2006: Keio University, Business, Professor, 経営管理研究科, 教授 2003 – 2006: 慶應義塾大学, 経営管理研究科, 助教授 Less
Review Section/Research Field	Principal Investigator Basic Section 07060:Money and finance-related / Public finance/Monetary economics / Money/ Finance / Applied economics Except Principal Investigator Basic Section 07060:Money and finance-related / Money/ Finance / Management / Public finance/Monetary economics
Keywords	Principal Investigator リスクプレミアムパズル / 確率的割引因子 / 動的確率的一般均衡モデル / 国債 / DSGE / 家計調査 / 非完備市場 / CCAPM / 動的一般均衡モデル / リスクフリーレートパズル … More / 金利スプレッド / 金利の期間構造 / 定常性 / 消費の高次のモーメント / 消費 / 株価/配当比率 / マーケットポートフォリオ / 高次モーメント / クロスセクションの歪度 / クロスセクションの分散 / 安全資産収益率 / 株価配当比率 / 資産価格 / ヘッジできない消費リスク / TFPショック / 金融政策ショック / インフレーション / GDP / 債券保有期間収益率 / 量的金融緩和政策 / 保有期間利回り / イールド / 価格硬直性 / 債券価格 / 金融機関 / 中央銀行 / マネタリーベース / 超過準備金 / 金融政策 / インパルス反応関数 / イールドカーブコントロール / マイナス金利 / 量的質的緩和 / 国債イールド / 日本銀行 / 受刑者 / プロービット / プロペンシティスコア / 再犯防止効果 / 刑務所 / propensity score / probit / 再入確率 / 犯罪 / 少年刑務所 / 職業訓練 / 分散比検定 / 自己相関 / 家計消費データ / 実質為替パズル / 通貨パズル / リスククプレミアムパズル / 割引率 / VAR / インフレ連動債 / リスクプレミアム / 日本・アメリカ・イギリス / 家計調査の消費データ / クロスセクション / フォワードプレミアムパズル / 為替パズル / ヘッジできないリスク / 個人消費 / FES / CEX / ハンセン・ジャガナサン境界 / カリブレーション / シミュレーション / オイラー方程式 / 消費理論 / 資産価格理論 / ナイトの不確実性 / 消費に基づく資産価格モデル … More Except Principal Investigator 家計調査 / 資産価格 / GMM / CCAPM / 異質性 / 消費支出 / 個票 / Long Run Riskモデル / シミュレーション / Epstein-Zin型選好 / LRRモデル / ファイナンス / アセットプライシング / 家計の異質性 / イノベーション / 創業者精神 / ディスクロ―ジャーと価格発見 / 企業の長期投資行動 / 株主所有構造 / 税金と企業価値 / ディスクロージャーの質 / 企業の資本コスト / サスティナビリティー / ファミリービジネス / 企業の長期成長 / マーケットマイクロストラクチャー / 研究開発投資 / 株式流動性 / 利益の質 / R&D / 資本コスト / 情報の非対称性 / CSP / 同族企業 / currency premium puzzle / commodity-wise risk aversion / Euler equations / instrumental variables / seasonal adjustment / relative risk aversion / risk premium puzzle / 集計データ / マイクロデータ / NIPA / CEX / 国民経済計算 / X12-ARIMA / 確率的割引率 / ハンセン・ジャガナサン境界 / メラ・プレスコットのカリブレーション手法 / ハンセン・シングルトンのGMM / 消費に基づく資産価格モデル / モデル検定 / 危険回避度 / 時間選好率 / 消費・資産価格モデル / 家計消費データ / C-CAPM / 為替パズル / 品目別危険回避度 / オイラー方程式 / 操作変数 / 季節調整 / 相対的危険回避度 / リスクプレミアムパズル Less

On the Investigation of a Term Structure Using a Stochastic Discount FactorPrincipal Investigator
- Principal Investigator
  
  和田賢治
- Project Period (FY)
  2025 – 2027
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Review Section
  
  Basic Section 07060:Money and finance-related
- Research Institution
  Keio University
ヘッジできない消費リスクがある場合の資産価格モデルの研究
- Principal Investigator
  
  徳永俊史
- Project Period (FY)
  2022 – 2024
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Review Section
  
  Basic Section 07060:Money and finance-related
- Research Institution
  Musashi University
On the Relationship between Higher Moments in Consumption Growth Rate at a Household Level and Asset ReturnsPrincipal Investigator
- Principal Investigator
  
  WADA Kenji
- Project Period (FY)
  2018 – 2021
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Review Section
  
  Basic Section 07060:Money and finance-related
- Research Institution
  Keio University
Empirical Analysis of Asset Pricing Models with Heterogeneous Consumers in Japan, U.S., and U.K.
- Principal Investigator
  
  Tokunaga Toshifumi
- Project Period (FY)
  2016 – 2019
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Money/ Finance
- Research Institution
  Musashi University
Quantative Easing and Financial MarketsPrincipal Investigator
- Principal Investigator
  
  WADA Kenji
- Project Period (FY)
  2015 – 2017
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Money/ Finance
- Research Institution
  Keio University
Setting of Long Term Objectives and Sustainable Growth of Firms: A Corporate Finance View
- Principal Investigator
  
  Kubota Keiiichi
- Project Period (FY)
  2013 – 2015
- Research Category
  
  Grant-in-Aid for Scientific Research (A)
- Research Field
  
  Management
- Research Institution
  Chuo University
The Effect of Job Training Programs at a Juvenile Correctional Facility in JapanPrincipal Investigator
- Principal Investigator
  
  WADA Kenji
- Project Period (FY)
  2011 – 2013
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Applied economics
- Research Institution
  Keio University
On the Risk Premium and Exchange Rate PuzzlesPrincipal Investigator
- Principal Investigator
  
  WADA Kenji
- Project Period (FY)
  2007 – 2009
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Research Field
  
  Public finance/Monetary economics
- Research Institution
  Keio University
ファイナンスにおける資産価格モデルの研究Principal Investigator
- Principal Investigator
  
  和田賢治
- Project Period (FY)
  2004 – 2005
- Research Category
  
  Grant-in-Aid for Young Scientists (B)
- Research Field
  
  Public finance/Monetary economics
- Research Institution
  Keio University
Theoretical and Empirical Investigation into the Consumption Capital Asset Pricing Model
- Principal Investigator
  
  MAKI Atsushi
- Project Period (FY)
  2003 – 2006
- Research Category
  
  Grant-in-Aid for Scientific Research (B)
- Research Field
  
  Public finance/Monetary economics
- Research Institution
  KEIO UNIVERSITY

All 2024 2020 2015 2014 2009 2008 2007 2006 Other

All Journal Article Presentation

[Journal Article] 日本のデータを使ったLRRモデルの推定2024
- Author(s)
  徳永俊史・和田賢治
- Journal Title
  
  武蔵大学論集
  
  Volume: 71 Pages: 35-42
- Data Source
  KAKENHI-PROJECT-22K01582
[Journal Article] 日本における家計の異質性を考慮したアセットプライシングモデルの実証研究2020
- Author(s)
  徳永俊史、和田賢治
- Journal Title
  
  武蔵大学論集
  
  Volume: 67 Pages: 29-37
- Data Source
  KAKENHI-PROJECT-16K03754
[Journal Article] Is low International Risk Sharing Consistent with a High Equity Premium? A Reconciliation of Two Puzzles2006
- Author(s)
  Basu, Wada
- Journal Title
  
  Economics Letters 93
  
  Pages: 436-442
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-15330063
[Journal Article] Is low International Risk Sharing Consistent with a High Equity Premium? A Reconciliation of Two Puzzles2006
- Author(s)
  Basu, Wada
- Journal Title
  
  Economics Letters vol.93
  
  Pages: 436-442
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-15330063
[Journal Article] Consumption Behavior, Asset Returns, and Risk Aversion : Evidence from the Japanese Household Survey
- Author(s)
  Kubota, Tokunaga, Wada
- Journal Title
  
  Japan and the World Economy 2006/08/18(論文番号JWE-D-05-00127R3) (掲載決定)(近刊)
- Description
  「研究成果報告書概要(和文)」より
- Data Source
  KAKENHI-PROJECT-15330063
[Journal Article] Consumption Behavior, Asset Returns, and Risk Aversion : Evidence from the Japanese Household Survey
- Author(s)
  Kubota, Tokunaga, Wada
- Journal Title
  
  Japan and the World Economy (forthcoming)
- Description
  「研究成果報告書概要(欧文)」より
- Data Source
  KAKENHI-PROJECT-15330063
[Presentation] Household Risk and UK Financial Markets2020
- Author(s)
  和田賢治
- Organizer
  日本ファイナンス学会第2回秋季大会(オンライン)
- Data Source
  KAKENHI-PROJECT-18K01699
[Presentation] Corporate Hitters or Power Hitters? R&D Behavior of Family Firms in the Japanese Pharmaceutical Industry2015
- Author(s)
  Shigeru Asaba and Tetsuo Wada
- Organizer
  Asia Academy of Management Conference
- Place of Presentation
  Hong Kong
- Year and Date
  2015-06-23
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-25245052
[Presentation] 産業間の株価予測可能性の実証研究2014
- Author(s)
  和田賢治、久保田敬一、徳永俊史
- Organizer
  日本ファイナンス学会
- Place of Presentation
  中央大学多摩キャンパス
- Year and Date
  2014-06-01
- Data Source
  KAKENHI-PROJECT-25245052
[Presentation] Contact Hitters or Power Hitters? R&D Behavior of Family Firms in the Japanese Pharmaceutical Industry2014
- Author(s)
  Shigeru Asaba and Tetsuo Wada
- Organizer
  Chuo University Kakenhi International Workshop
- Place of Presentation
  Queen Kapiolani Hotel, Honolulu, USA
- Year and Date
  2014-09-11
- Data Source
  KAKENHI-PROJECT-25245052
[Presentation] Uninsurable Risk, Bond Pricing and Real Interest Rates : An Investigation of UK Indexed Bonds2009
- Author(s)
  和田賢治
- Organizer
  日本ファイナンス学会
- Place of Presentation
  東京青山学院大学
- Year and Date
  2009-05-19
- Data Source
  KAKENHI-PROJECT-19330070
[Presentation] Uninsurable Risk, Bond Pricing and Real Interest Rates: An Investigation of UK Indexed Bonds2009
- Author(s)
  和田賢治
- Organizer
  日本ファイナンス学会
- Place of Presentation
  東京
- Year and Date
  2009-05-09
- Data Source
  KAKENHI-PROJECT-19330070
[Presentation] Uninsurable Risk, Bond Pricing and Real Interest Rates: An Investigation of UK Indexed Bonds2009
- Author(s)
  和田賢治
- Organizer
  Far Eastern Econometric Soceity
- Place of Presentation
  東京
- Year and Date
  2009-08-05
- Data Source
  KAKENHI-PROJECT-19330070
[Presentation] Uninsurable Risk, Bond Pricing and Real Interest Rates : An Investigation of UK Indexed Bonds2009
- Author(s)
  和田賢治
- Organizer
  Far Eastern Econometric Society
- Place of Presentation
  東京東京大学
- Year and Date
  2009-08-05
- Data Source
  KAKENHI-PROJECT-19330070
[Presentation] Uninsurable Risk and Financial Market Puzzles2008
- Author(s)
  和田賢治
- Organizer
  ESEM/EEA 2008
- Place of Presentation
  イタリアミラノ
- Year and Date
  2008-08-28
- Data Source
  KAKENHI-PROJECT-19330070
[Presentation] Uninsurable Risk, Equity Premium and Currency Premium2008
- Author(s)
  和田賢治
- Organizer
  日本ファイナンス学会・アジアファイナンス学会2008合同国際大会
- Place of Presentation
  横浜
- Year and Date
  2008-07-07
- Data Source
  KAKENHI-PROJECT-19330070
[Presentation] Uninsurable Risk, Equity Premium and Currency Premium2008
- Author(s)
  和田賢治
- Organizer
  Asian FA-NFA Conference
- Place of Presentation
  横浜
- Year and Date
  2008-07-07
- Data Source
  KAKENHI-PROJECT-19330070
[Presentation] Uninsurable Risk and Financial Market Puzzles2008
- Author(s)
  和田賢治
- Organizer
  ESEM/EEA
- Place of Presentation
  ミラノ
- Year and Date
  2008-08-28
- Data Source
  KAKENHI-PROJECT-19330070
[Presentation] Uninsurable Risk, Equity Premium and Currency Premium2007
- Author(s)
  和田賢治
- Organizer
  第15回日本ファイナンス学会
- Place of Presentation
  東京慶應義塾大学
- Year and Date
  2007-06-16
- Data Source
  KAKENHI-PROJECT-19330070
[Presentation] UNINSURABLE RISK, EQUITY PREMIUM AND CURRENCY PREMIUM2007
- Author(s)
  Wada, Kenji
- Organizer
  European Meeting of The Econometric Society
- Place of Presentation
  ハンガリーブダペスト
- Year and Date
  2007-08-29
- Data Source
  KAKENHI-PROJECT-19330070
[Presentation] Uninsurable Risk, Equity Premium and Currency Premium2007
- Author(s)
  和田賢治
- Organizer
  ESEM/EEA
- Place of Presentation
  ブダペスト
- Year and Date
  2007-08-29
- Data Source
  KAKENHI-PROJECT-19330070
[Presentation] Uninsurable Risk, Equity Premium and Currency Premium2007
- Author(s)
  和田賢治
- Organizer
  日本ファイナンス学会
- Place of Presentation
  東京
- Year and Date
  2007-06-16
- Data Source
  KAKENHI-PROJECT-19330070

1. TOKUNAGA TOSHIFUMI (30329750)

# of Collaborated Projects: 4 results

# of Collaborated Products: 3 results
2. Kubota Keiiichi (00120858)

# of Collaborated Projects: 2 results

# of Collaborated Products: 1 results
3. BASU Parantap

# of Collaborated Projects: 2 results

# of Collaborated Products: 0 results
4. MAKI Atsushi (20051906)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
5. YOKOTA ERI (20277700)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
6. NIKAIDO YUKO (20396899)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
7. ASABA Shigeru (60222593)

# of Collaborated Projects: 1 results

# of Collaborated Products: 2 results
8. TAKEHARA HITOSHI (70261782)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
9. OSANO HIROSHI (90152462)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
10. AOI MICHIKAZU (70101889)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
11. SAWAKI KATSUSHIGE (80065482)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
12. EBIHARA TAKASHI (00367129)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
13. TAKAHASHI TOYOHARU (10211343)

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
14. BARR David

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results
15. SEMENOV Andrei

# of Collaborated Projects: 1 results

# of Collaborated Products: 0 results

WADA KENJI 和田 賢治

和田 賢治 ワダ ケンジ

WADA Kenji 和田 賢治

Research Projects

Research Products

Co-Researchers

On the Investigation of a Term Structure Using a Stochastic Discount FactorPrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Review Section

Research Institution

ヘッジできない消費リスクがある場合の資産価格モデルの研究

Principal Investigator

Project Period (FY)

Research Category

Review Section

Research Institution

On the Relationship between Higher Moments in Consumption Growth Rate at a Household Level and Asset ReturnsPrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Review Section

Research Institution

Empirical Analysis of Asset Pricing Models with Heterogeneous Consumers in Japan, U.S., and U.K.

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

Quantative Easing and Financial MarketsPrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

Setting of Long Term Objectives and Sustainable Growth of Firms: A Corporate Finance View

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

The Effect of Job Training Programs at a Juvenile Correctional Facility in JapanPrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

On the Risk Premium and Exchange Rate PuzzlesPrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

ファイナンスにおける資産価格モデルの研究Principal Investigator

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

Theoretical and Empirical Investigation into the Consumption Capital Asset Pricing Model

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

[Journal Article] 日本のデータを使ったLRRモデルの推定2024

Author(s)

Journal Title

Data Source

[Journal Article] 日本における家計の異質性を考慮したアセットプライシングモデルの実証研究2020

Author(s)

Journal Title

Data Source

[Journal Article] Is low International Risk Sharing Consistent with a High Equity Premium? A Reconciliation of Two Puzzles2006

Author(s)

Journal Title

Description

Data Source

[Journal Article] Is low International Risk Sharing Consistent with a High Equity Premium? A Reconciliation of Two Puzzles2006

WADA KENJI 和田賢治

和田賢治ワダケンジ

WADA Kenji 和田賢治