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SUZUKI Masataka  鈴木 雅貴

… Alternative Names

Suzuki Masataka  鈴木 雅貴

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Researcher Number 30625984
Other IDs
  • ORCIDhttps://orcid.org/0000-0003-2924-5098
Affiliation (Current) 2025: 一橋大学, 大学院経営管理研究科, 准教授
Affiliation (based on the past Project Information) *help 2020 – 2023: 一橋大学, 大学院経営管理研究科, 准教授
2017 – 2019: 横浜国立大学, 大学院国際社会科学研究院, 准教授
Review Section/Research Field
Principal Investigator
Basic Section 07060:Money and finance-related / Money/ Finance
Keywords
Principal Investigator
資産価格理論 / 一般均衡 / 曖昧性 / 期間構造 / ヴァリアンスプレミアム / リスクプレミアム / 資産価格 / ファイナンス / 金融 / 株式 / バブル / 株式バブル
  • Research Projects

    (3 results)
  • Research Products

    (12 results)
  •  債券および株式期間構造の動学的特徴を再現する一般均衡モデルの構築Principal Investigator

    • Principal Investigator
      鈴木 雅貴
    • Project Period (FY)
      2023 – 2025
    • Research Category
      Grant-in-Aid for Scientific Research (C)
    • Review Section
      Basic Section 07060:Money and finance-related
    • Research Institution
      Hitotsubashi University
  •  General Equilibrium Asset Pricing Model under Smooth Ambiguity PreferencesPrincipal Investigator

    • Principal Investigator
      SUZUKI Masataka
    • Project Period (FY)
      2020 – 2023
    • Research Category
      Grant-in-Aid for Scientific Research (C)
    • Review Section
      Basic Section 07060:Money and finance-related
    • Research Institution
      Hitotsubashi University
  •  Can equity bubble be predictable? Identifying the bubble generating mechanism through a novel indicatorPrincipal Investigator

    • Principal Investigator
      Suzuki Masataka
    • Project Period (FY)
      2017 – 2019
    • Research Category
      Grant-in-Aid for Young Scientists (B)
    • Research Field
      Money/ Finance
    • Research Institution
      Yokohama National University

All 2024 2022 2020 2019 2018

All Journal Article Presentation

  • [Journal Article] A consumption-based term structure model of bonds and equity2024

    • Author(s)
      Suzuki Masataka
    • Journal Title

      International Review of Financial Analysis

      Volume: 94 Pages: 103310-103310

    • DOI

      10.1016/j.irfa.2024.103310

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-20K01766
  • [Journal Article] Smooth ambiguity preferences and asset prices with a jump-diffusion process2022

    • Author(s)
      Masataka Suzuki
    • Journal Title

      Quantitative Finance

      Volume: 22(5) Issue: 5 Pages: 871-887

    • DOI

      10.1080/14697688.2021.2016922

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-20K01766
  • [Journal Article] 株式バブルの発生メカニズムとその識別2019

    • Author(s)
      鈴木雅貴
    • Journal Title

      Gendai Finance

      Volume: 41 Issue: 0 Pages: 1-25

    • DOI

      10.24487/gendaifinance.410003

    • NAID

      130007739919

    • ISSN
      2433-4464
    • Year and Date
      2019-10-31
    • Language
      Japanese
    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-17K13761
  • [Journal Article] Continuous-time smooth ambiguity preferences2018

    • Author(s)
      Suzuki Masataka
    • Journal Title

      Journal of Economic Dynamics and Control

      Volume: 90 Pages: 30-44

    • DOI

      10.1016/j.jedc.2018.01.042

    • Peer Reviewed
    • Data Source
      KAKENHI-PROJECT-17K13761
  • [Presentation] Asset Pricing under Continuous-Time Disappointment Aversion with Ambiguity2024

    • Author(s)
      鈴木雅貴
    • Organizer
      Waseda Workshop on Financial Economics
    • Data Source
      KAKENHI-PROJECT-23K01448
  • [Presentation] A Consumption-Based Term Structure Model of Bond and Equity2022

    • Author(s)
      鈴木雅貴
    • Organizer
      日本ファイナンス学会
    • Data Source
      KAKENHI-PROJECT-20K01766
  • [Presentation] A Consumption-Based Term Structure Model of Bond and Equity2022

    • Author(s)
      鈴木雅貴
    • Organizer
      南山ファイナンス・ワークショップ
    • Data Source
      KAKENHI-PROJECT-20K01766
  • [Presentation] Dynamic Property of Equity Term Structure under the Long-Run Risks Model2022

    • Author(s)
      鈴木雅貴
    • Organizer
      日本ファイナンス学会
    • Data Source
      KAKENHI-PROJECT-20K01766
  • [Presentation] A Consumption-Based Term Structure Model of Bond and Equity2022

    • Author(s)
      鈴木雅貴
    • Organizer
      Joint Forum of Hitotsubashi University and Jilin University
    • Data Source
      KAKENHI-PROJECT-20K01766
  • [Presentation] Variance Premium and Smooth Ambiguity Preferences with Jump-Diffusion Process2020

    • Author(s)
      鈴木雅貴
    • Organizer
      日本ファイナンス学会
    • Data Source
      KAKENHI-PROJECT-20K01766
  • [Presentation] 株式バブルの発生メカニズムとその識別2019

    • Author(s)
      鈴木雅貴
    • Organizer
      日本ファイナンス学会
    • Data Source
      KAKENHI-PROJECT-17K13761
  • [Presentation] 株式バブルの発生メカニズムとその識別2019

    • Author(s)
      鈴木雅貴
    • Organizer
      一橋大学金融研究会
    • Data Source
      KAKENHI-PROJECT-17K13761

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