Kobayashi Takeshi 小林武

… Alternative Names

小林武コバヤシタケシ

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Researcher Number	70751486
Other IDs
Affiliation (Current)	2025: 名古屋商科大学, 経済学部, 教授
Affiliation (based on the past Project Information) *help	2016 – 2023: 名古屋商科大学, 経済学部, 教授
Review Section/Research Field	Principal Investigator Basic Section 07060:Money and finance-related Except Principal Investigator Social systems engineering/Safety system
Keywords	Principal Investigator グローバル債券モデル / 投資戦略 / スパニングパズル / 債券市場 / 地域因子 / グローバル因子 / 金利の期間構造 / マクロ経済変数 / マクロ経済 / 期間構造 / 社債スプレッド … More Except Principal Investigator … More 投資理論 / ファイナンス / 最適投資戦略 / レジームスイッチ / 投資パフォーマンス / 最適ポートフォリオ / スタイルローテーション / 金利期間構造 / レジームシフト / ファクターモデル / 投資戦略 Less

Modeling the term structure in global bond markets in a unified manner and bond investment strategiesPrincipal Investigator
- Principal Investigator
  
  小林武
- 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
  Nagoya University of Commerce & Business
Term Structure of Credit Spreads and the Macroeconomy in JapanPrincipal Investigator
- Principal Investigator
  
  小林武
- Project Period (FY)
  2019 – 2024
- Research Category
  
  Grant-in-Aid for Early-Career Scientists
- Review Section
  
  Basic Section 07060:Money and finance-related
- Research Institution
  Nagoya University of Commerce & Business
Investment strategy with factor model under style rotation
- Principal Investigator
  
  Makimoto Naoki
- Project Period (FY)
  2016 – 2019
- Research Category
  
  Grant-in-Aid for Scientific Research (C)
- Research Field
  
  Social systems engineering/Safety system
- Research Institution
  University of Tsukuba

All 2024 2023 2022 2021 2020 2019 2018 2017

All Journal Article Presentation

[Journal Article] Estimation of Common and Credit Quality Factors using Term Structure of Credit Spreads2024
- Author(s)
  小林武
- Journal Title
  
  JAFEE 2023冬季大会予稿集
  
  Volume: 1 Pages: 1-17
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-19K13745
[Journal Article] 外国債券のスマートベータ戦略に関する研究2023
- Author(s)
  小林武
- Journal Title
  
  財団法人かんぽ財団生命保険に関する調査報告書
  
  Volume: 1 Pages: 38-41
- Data Source
  KAKENHI-PROJECT-22K01565
[Journal Article] Decomposing Asian Countries Yield Curve Comovement2023
- Author(s)
  Takeshi Kobayashi
- Journal Title
  
  Proceeding of JAFEE 2022 Winter
  
  Volume: 1 Pages: 1-12
- Data Source
  KAKENHI-PROJECT-22K01565
[Journal Article] グローバルな債券市場を統一的に評価する期間構造モデルと外国債券投資の応用に関する研究2022
- Author(s)
  小林武
- Journal Title
  
  信託研究奨励金論集
  
  Volume: 43 Pages: 203-216
- Data Source
  KAKENHI-PROJECT-22K01565
[Journal Article] Common Factors in the Term Structure of Credit Spreads and Predicting the Macroeconomy in Japan2021
- Author(s)
  Kobayashi Takeshi
- Journal Title
  
  International Journal of Financial Studies
  
  Volume: 9 Issue: 2 Pages: 23-23
- DOI
  10.3390/ijfs9020023
- Peer Reviewed / Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19K13745
[Journal Article] A Global Model of International Yield Curves: Regime-Switching Dynamic Nelson Siegel Modeling Approach2020
- Author(s)
  Takeshi Kobayashi
- Journal Title
  
  日本経営財務研究学会44回全国大会予稿集
  
  Volume: 1 Pages: 1-17
- Data Source
  KAKENHI-PROJECT-19K13745
[Journal Article] A Global Model of International Yield Curves: Regime-Switching Dynamic Nelson Siegel Modeling Approach2020
- Author(s)
  Takeshi Kobayashi
- Journal Title
  
  JAFEE 2020年　夏季大会　予稿集
  
  Volume: 1 Pages: 1-12
- Data Source
  KAKENHI-PROJECT-19K13745
[Journal Article] A study on the relationship between the term structure of Japanese corporate bond spreads and the macro economy2020
- Author(s)
  Kobayashi Takeshi
- Journal Title
  
  Impact
  
  Volume: 2020 Issue: 8 Pages: 65-67
- DOI
  10.21820/23987073.2020.8.65
- Open Access / Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19K13745
[Journal Article] Global Factors and the Term Structure of Interest Rates: Some Evidence from Asian Countries2020
- Author(s)
  Takeshi Kobayashi
- Journal Title
  
  日本ファイナンス学会第28回大会予稿集
  
  Volume: 1 Pages: 1-23
- Data Source
  KAKENHI-PROJECT-19K13745
[Journal Article] A Global Model of International Yield Curves: Regime-Switching Dynamic Nelson Siegel Modeling Approach2020
- Author(s)
  小林武
- Journal Title
  
  日本オペレーションズ・リサーチ学会2020年春季研究発表会予稿集
  
  Volume: 1
- Data Source
  KAKENHI-PROJECT-19K13745
[Journal Article] Global Bond Market Interaction: An Arbitrage-free Dynamic Nelson Siegel Modeling Approach2019
- Author(s)
  小林武
- Journal Title
  
  日本金融・証券計量・工学学会2019夏季大会予稿集
  
  Volume: 1
- Data Source
  KAKENHI-PROJECT-19K13745
[Journal Article] A Global Model of International Yield Curves: Regime-Switching Dynamic Nelson Siegel Modeling Approach2019
- Author(s)
  小林武
- Journal Title
  
  日本保険・年金リスク学会2019年研究発表大会予稿集
  
  Volume: 1
- Data Source
  KAKENHI-PROJECT-19K13745
[Journal Article] Global Bond Market Interaction: An Arbitrage-free Dynamic Nelson Siegel Modeling Approach2019
- Author(s)
  小林武
- Journal Title
  
  滋賀大学リスク研究センター第3回RESSU予稿集
  
  Volume: 1
- Data Source
  KAKENHI-PROJECT-19K13745
[Journal Article] Global Bond Market Interaction: An Arbitrage-free Dynamic Nelson Siegel Modeling Approach2019
- Author(s)
  小林武
- Journal Title
  
  日本ファイナンス学会第27回大会予稿集
  
  Volume: 1
- Data Source
  KAKENHI-PROJECT-19K13745
[Journal Article] Bond portfolio optimization using regime switching dynamic Nelson Siegel models2018
- Author(s)
  Takeshi Kobayashi and Naoki Makimoto
- Journal Title
  
  JAFEE2017冬季大会予稿集
  
  Volume: 1 Pages: 1-11
- Data Source
  KAKENHI-PROJECT-16K01234
[Journal Article] Regime-switching dynamic Nelson-Siegel modeling to corporate bond yield spreads with time-varying transition probabilities2017
- Author(s)
  Takeshi Kobayashi
- Journal Title
  
  Journal of Applied Business and Economics
  
  Volume: 19(5) Pages: 10-28
- Peer Reviewed
- Data Source
  KAKENHI-PROJECT-16K01234
[Presentation] Decomposing the Term Structure of Credit Spreads and Predicting the Macroeconomy in Japan2024
- Author(s)
  小林武
- Organizer
  2024年度日本ファイナンス学会第32回大会
- Data Source
  KAKENHI-PROJECT-19K13745
[Presentation] Estimation of Common and Credit Quality Factors using Term Structure of Credit Spreads2024
- Author(s)
  小林武
- Organizer
  第60回　2023年度冬季JAFEE（日本金融・証券計量・工学学会）大会
- Data Source
  KAKENHI-PROJECT-19K13745
[Presentation] Term Premium in International Yield Curves: Role of Global and Local Factors2023
- Author(s)
  小林武
- Organizer
  日本金融学会2023年度秋季大会
- Data Source
  KAKENHI-PROJECT-22K01565
[Presentation] Estimation of common factors using large sets of yield curves2023
- Author(s)
  小林武
- Organizer
  2023年度統計関連学会連合大会
- Data Source
  KAKENHI-PROJECT-22K01565
[Presentation] Decomposing Asian Countries Yield Curve Comovement2023
- Author(s)
  小林武
- Organizer
  第58回　2022年度冬季JAFEE大会
- Data Source
  KAKENHI-PROJECT-22K01565
[Presentation] グローバルな債券市場を統一的に評価する期間構造モデル2023
- Author(s)
  小林武
- Organizer
  一橋大学金融ワークショップ
- Data Source
  KAKENHI-PROJECT-22K01565
[Presentation] Term Premium in International Yield Curves: Role of Global and Local Factors2023
- Author(s)
  小林武
- Organizer
  2023年度日本ファイナンス学会第31回大会
- Data Source
  KAKENHI-PROJECT-22K01565
[Presentation] Term Premium in International Yield Curves:Role of Global and Local Factors2023
- Author(s)
  小林武
- Organizer
  The 17th International Conference on Computational and Financial Econometrics (CFE 2023)
- Data Source
  KAKENHI-PROJECT-22K01565
[Presentation] Global Factors and Bond Portfolio Management2022
- Author(s)
  小林武
- Organizer
  日本ファイナンス学会第30回大会
- Data Source
  KAKENHI-PROJECT-22K01565
[Presentation] Yield Curve Estimation and Liquidity Risk in Corporate Bond Market2022
- Author(s)
  小林武
- Organizer
  The 16th International Conference on Computational and Financial Econometrics (CFE 2022)
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19K13745
[Presentation] Decomposing Asian Countries Yield Curve Comovement2022
- Author(s)
  小林武
- Organizer
  日本ファイナンス学会第4回秋季大会
- Data Source
  KAKENHI-PROJECT-22K01565
[Presentation] Global Bond Market Interaction: An Arbitrage-free Dynamic Nelson Siegel Modeling Approach2022
- Author(s)
  小林武
- Organizer
  金融工学・数理計量ファイナンスの諸問題 2022 大阪大学
- Data Source
  KAKENHI-PROJECT-22K01565
[Presentation] Comparison of Zero Coupon Yield Curve Estimation Methods Using Japanese Corporate Bond Price Data2021
- Author(s)
  小林武
- Organizer
  日本金融・証券計量・工学学会(JAFEE) 2021年夏季大会
- Data Source
  KAKENHI-PROJECT-19K13745
[Presentation] Comparison of Zero Coupon Yield Curve Estimation Methods Using Japanese Corporate Bond Price Data2021
- Author(s)
  小林武
- Organizer
  日本ファイナンス学会第29回大会
- Data Source
  KAKENHI-PROJECT-19K13745
[Presentation] Global and Regional Factors and the Term Structure of Interest Rates: Some Evidence from Asian Countries2021
- Author(s)
  小林武
- Organizer
  15th International Conference on Computational and Financial Econometrics (CFE 2021)
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19K13745
[Presentation] Yield Curve Estimation in Japanese Corporate Bond Market2021
- Author(s)
  小林武
- Organizer
  日本保険・年金リスク学会（JARIP）2021年全国大会
- Data Source
  KAKENHI-PROJECT-19K13745
[Presentation] Comparison of Zero Coupon Yield Curve Estimation Methods Using Japanese Corporate Bond Price Data2021
- Author(s)
  小林武
- Organizer
  日本経営財務研究学会(JFA) 2021年全国大会
- Data Source
  KAKENHI-PROJECT-19K13745
[Presentation] Global Bond Market Interaction: An Arbitrage-free Dynamic Nelson Siegel Modeling Approach2020
- Author(s)
  小林武
- Organizer
  Workshop on Financial Risks and Their Management Ryukoku University
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19K13745
[Presentation] A Global Model of International Yield Curves: Regime-Switching Dynamic Nelson Siegel Modeling Approach2020
- Author(s)
  小林武
- Organizer
  JAFEE 2020年　夏季大会
- Data Source
  KAKENHI-PROJECT-19K13745
[Presentation] A Global Model of International Yield Curves: Regime-Switching Dynamic Nelson Siegel Modeling Approach2020
- Author(s)
  小林武
- Organizer
  日本金融学会2020年春季大会
- Data Source
  KAKENHI-PROJECT-19K13745
[Presentation] A Global Model of International Yield Curves: Regime-Switching Dynamic Nelson Siegel Modeling Approach2020
- Author(s)
  小林武
- Organizer
  日本経営財務研究学会44回全国大会
- Data Source
  KAKENHI-PROJECT-19K13745
[Presentation] A Global Model of International Yield Curves: Regime-Switching Dynamic Nelson Siegel Modeling Approach2020
- Author(s)
  Takeshi Kobayashi
- Organizer
  14th International Conference on Computational Finance Econometrics
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19K13745
[Presentation] A Global Model of International Yield Curves: Regime-Switching Dynamic Nelson Siegel Modeling Approach2020
- Author(s)
  小林武
- Organizer
  日本オペレーションズ・リサーチ学会2020年春季研究発表会
- Data Source
  KAKENHI-PROJECT-19K13745
[Presentation] Global and Regional Factors and the Term Structure of Interest Rates: Some Evidence from Asian Countries2020
- Author(s)
  小林武
- Organizer
  日本経済学会2020年秋季大会
- Data Source
  KAKENHI-PROJECT-19K13745
[Presentation] Global Factors and the Term Structure of Intere4st Rates: Some Evidence from Asian Countries2020
- Author(s)
  小林武
- Organizer
  日本ファイナンス学会第28回大会
- Data Source
  KAKENHI-PROJECT-19K13745
[Presentation] Global Bond Market Interaction: An Arbitrage-free Dynamic Nelson Siegel Modeling Approach2019
- Author(s)
  小林武
- Organizer
  名古屋大学ファイナンスワークショップ
- Data Source
  KAKENHI-PROJECT-19K13745
[Presentation] Global Bond Market Interaction: An Arbitrage-free Dynamic Nelson Siegel Modeling Approach2019
- Author(s)
  小林武
- Organizer
  日本金融・証券計量・工学学会2019夏季大会
- Data Source
  KAKENHI-PROJECT-19K13745
[Presentation] Global Bond Market Interaction: An Arbitrage-free Dynamic Nelson Siegel Modeling Approach2019
- Author(s)
  小林武
- Organizer
  日本経済学会2019年度秋季大会
- Data Source
  KAKENHI-PROJECT-19K13745
[Presentation] Global Bond Market Interaction: An Arbitrage-free Dynamic Nelson Siegel Modeling Approach2019
- Author(s)
  小林武
- Organizer
  日本ファイナンス学会第27回大会
- Data Source
  KAKENHI-PROJECT-19K13745
[Presentation] Global Bond Market Interaction: An Arbitrage-free Dynamic Nelson Siegel Modeling Approach2019
- Author(s)
  小林武
- Organizer
  13th International Conference on Computational Finance Econometrics
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19K13745
[Presentation] A Global Model of International Yield Curves: Regime-Switching Dynamic Nelson Siegel Modeling Approach2019
- Author(s)
  小林武
- Organizer
  日本保険・年金リスク学会2019年研究発表大会
- Data Source
  KAKENHI-PROJECT-19K13745
[Presentation] Global Bond Market Interaction: An Arbitrage-free Dynamic Nelson Siegel Modeling Approach2019
- Author(s)
  小林武
- Organizer
  滋賀大学リスク研究センター第3回RESSU
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-19K13745
[Presentation] Bond portfolio optimization using regime switching Nelson Siegel models2018
- Author(s)
  Takeshi Kobayashi, Naoki Makimoto
- Organizer
  12th International Conference on Computational and Financial Economics
- Int'l Joint Research
- Data Source
  KAKENHI-PROJECT-16K01234
[Presentation] Bond portfolio optimization using regime switching dynamic Nelson Siegel models2017
- Author(s)
  Takeshi Kobayashi, Naoki Makimoto
- Organizer
  日本ファイナンス学会第25回大会
- Place of Presentation
  千葉工業大学（千葉県習志野市）
- Year and Date
  2017-06-03
- Data Source
  KAKENHI-PROJECT-16K01234
[Presentation] Bond portfolio optimization using regime switching dynamic Nelson Siegel models2017
- Author(s)
  Takeshi Kobayashi and Naoki Makimoto
- Organizer
  日本保険・年金リスク学会研究発表大会
- Data Source
  KAKENHI-PROJECT-16K01234
[Presentation] Bond portfolio optimization under regime switching dynamic Nelson Siegel model2017
- Author(s)
  Takeshi Kobayashi and Naoki Makimoto
- Organizer
  日本ファイナンス学会第25回大会
- Data Source
  KAKENHI-PROJECT-16K01234

1. Makimoto Naoki (90242263)

# of Collaborated Projects: 1 results

# of Collaborated Products: 5 results

Kobayashi Takeshi 小林 武

小林 武 コバヤシ タケシ

Research Projects

Research Products

Co-Researchers

Modeling the term structure in global bond markets in a unified manner and bond investment strategiesPrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Review Section

Research Institution

Term Structure of Credit Spreads and the Macroeconomy in JapanPrincipal Investigator

Principal Investigator

Project Period (FY)

Research Category

Review Section

Research Institution

Investment strategy with factor model under style rotation

Principal Investigator

Project Period (FY)

Research Category

Research Field

Research Institution

[Journal Article] Estimation of Common and Credit Quality Factors using Term Structure of Credit Spreads2024

Author(s)

Journal Title

Data Source

[Journal Article] 外国債券のスマートベータ戦略に関する研究2023

Author(s)

Journal Title

Data Source

[Journal Article] Decomposing Asian Countries Yield Curve Comovement2023

Author(s)

Journal Title

Data Source

[Journal Article] グローバルな債券市場を統一的に評価する期間構造モデルと外国債券投資の応用に関する研究2022

Author(s)

Journal Title

Data Source

[Journal Article] Common Factors in the Term Structure of Credit Spreads and Predicting the Macroeconomy in Japan2021

Author(s)

Journal Title

DOI

Data Source

[Journal Article] A Global Model of International Yield Curves: Regime-Switching Dynamic Nelson Siegel Modeling Approach2020

Author(s)

Journal Title

Data Source

[Journal Article] A Global Model of International Yield Curves: Regime-Switching Dynamic Nelson Siegel Modeling Approach2020

Author(s)

Journal Title

Data Source

[Journal Article] A study on the relationship between the term structure of Japanese corporate bond spreads and the macro economy2020

Author(s)

Journal Title

DOI

Data Source

[Journal Article] Global Factors and the Term Structure of Interest Rates: Some Evidence from Asian Countries2020

Author(s)

Journal Title

Data Source

[Journal Article] A Global Model of International Yield Curves: Regime-Switching Dynamic Nelson Siegel Modeling Approach2020

Author(s)

Journal Title

Data Source

[Journal Article] Global Bond Market Interaction: An Arbitrage-free Dynamic Nelson Siegel Modeling Approach2019

Author(s)

Journal Title

Data Source

[Journal Article] A Global Model of International Yield Curves: Regime-Switching Dynamic Nelson Siegel Modeling Approach2019

Author(s)

Journal Title

Data Source

[Journal Article] Global Bond Market Interaction: An Arbitrage-free Dynamic Nelson Siegel Modeling Approach2019

Author(s)

Journal Title

Data Source

[Journal Article] Global Bond Market Interaction: An Arbitrage-free Dynamic Nelson Siegel Modeling Approach2019

Author(s)

Journal Title

Kobayashi Takeshi 小林武

小林武コバヤシタケシ