Details about Kentaro Kikuchi

Access statistics for papers by Kentaro Kikuchi.

Last updated 2026-05-11. Update your information in the RePEc Author Service.

Short-id: pki712

Working Papers

2021

1. Money Flow Network Among Firms' Accounts in a Regional Bank of Japan
   Discussion papers, Research Institute of Economy, Trade and Industry (RIETI) View citations (1)

2015

2. Quadratic Gaussian Joint Pricing Model for Stocks and Bonds: Theory and Empirical Analysis
   Discussion Papers CRR Discussion Paper Series B: Financial, Shiga University, Faculty of Economics,Center for Risk Research
   See also Chapter Quadratic Gaussian Joint Pricing Model for Stocks and Bonds: Theory and Empirical Analysis*, World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd. (2016) View citations (1) (2016)

2014

3. A Survey of Systemic Risk Measures: Methodology and Application to the Japanese Market
   IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan View citations (7)

2012

4. Comparative Analysis of Zero Coupon Yield Curve Estimation Methods Using JGB Price Data
   IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan View citations (15)
   See also Journal Article Comparative Analysis of Zero Coupon Yield Curve Estimation Methods Using JGB Price Data, Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan (2012) View citations (16) (2012)
5. Design and Estimation of a Quadratic Term Structure Model with a Mixture of Normal Distributions
   IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan View citations (2)

Undated

6. A Global Joint Pricing Model of Stocks and Bonds Based on the Quadratic Gaussian Approach
   Discussion Papers CRR Discussion Paper Series B: Financial, Shiga University, Faculty of Economics,Center for Risk Research View citations (1)
7. A Semi-analytical Solution to Consumption and International Asset Allocation Problem
   Discussion Papers CRR Discussion Paper Series B: Financial, Shiga University, Faculty of Economics,Center for Risk Research
8. A Term Structure Interest Rate Model with the Exit Time from the Negative Interest Rate Policy
   Discussion Papers CRR Discussion Paper Series B: Financial, Shiga University, Faculty of Economics,Center for Risk Research

Journal Articles

2025

1. Strategic international asset allocation under a quadratic model with exchange rate and inflation-deflation risks
   Decisions in Economics and Finance, 2025, 48, (2), 1991-2024

2024

2. A term structure interest rate model with the Brownian bridge lower bound
   Annals of Finance, 2024, 20, (3), 301-328 View citations (2)

2012

3. Comparative Analysis of Zero Coupon Yield Curve Estimation Methods Using JGB Price Data
   Monetary and Economic Studies, 2012, 30, 75-122 View citations (16)
   See also Working Paper Comparative Analysis of Zero Coupon Yield Curve Estimation Methods Using JGB Price Data, IMES Discussion Paper Series (2012) View citations (15) (2012)

Chapters

2016

1. Quadratic Gaussian Joint Pricing Model for Stocks and Bonds: Theory and Empirical Analysis*
   Chapter 6 in RECENT ADVANCES IN FINANCIAL ENGINEERING 2014 Proceedings of the TMU Finance Workshop 2014, 2016, pp 107-131 View citations (1)
   See also Working Paper Quadratic Gaussian Joint Pricing Model for Stocks and Bonds: Theory and Empirical Analysis, Shiga University, Faculty of Economics,Center for Risk Research (2015) (2015)