Meiji Gakuin University — Japan
Economics, Econometrics and Finance · Social Sciences
4h-index38citations8works0.02yr avg
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Research Topics
Stochastic processes and financial applications(4), Market Dynamics and Volatility(4), Financial Risk and Volatility Modeling(3), Monetary Policy and Economic Impact(1), Corporate Finance and Governance(1)
Publications8 total
Review of Pacific Basin Financial Markets and Policies·2012· 10 cited
The KOSPI200 Implied Volatility Index: Evidence of Regime Switches in Volatility Expectations *
2007· 12 cited
OUKA (Osaka University Knowledge Archive) (Osaka University)·2006· 11 citedOpen Access
Japanese Economic Review·1997· 4 cited
Applied Financial Economics·1994· 1 cited
Econometric Reviews·1987
On a Stable Portfolio Problem
大阪大學經濟學·1986
DSpace@MIT (Massachusetts Institute of Technology)·1981Open Access
Frequent Co-authors
Nabil Maghrebi(3), Moo‐Sung Kim(2), Mark J. Holmes(1), Maghrebi Nabil(1), Fumio Funaoka(1), Takaaki Wakasugi(1), Fumiko Kon-Ya(1), Yoshio Tabata(1)