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Details about Akihiko Noda

Homepage:http://at-noda.com/
Workplace:Keio Economic Observatory, Keio University, (more information at EDIRC)
School of Commerce, Meiji University, (more information at EDIRC)

Access statistics for papers by Akihiko Noda.

Last updated 2024-06-08. Update your information in the RePEc Author Service.

Short-id: pno127


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Working Papers

2024

  1. Measuring the Time-Varying Market Efficiency in the Prewar and Wartime Japanese Stock Market, 1924-1943
    Papers, arXiv.org Downloads View citations (1)
  2. On the Time-Varying Structure of the Arbitrage Pricing Theory using the Japanese Sector Indices
    Papers, arXiv.org Downloads
  3. Time Instability of the Fama-French Multifactor Models: An International Evidence
    Papers, arXiv.org Downloads

2021

  1. Evaluating the Financial Market Function in Prewar Japan using a Time-Varying Parameter Model
    Papers, arXiv.org Downloads
  2. Examining the Dynamic Asset Market Linkages under the COVID-19 Global Pandemic
    Papers, arXiv.org Downloads
    See also Journal Article Examining the Dynamic Asset Market Linkages under the COVID-19 Global Pandemic, Economics Bulletin, AccessEcon (2022) Downloads (2022)

2020

  1. On the Evolution of Cryptocurrency Market Efficiency
    Papers, arXiv.org Downloads View citations (14)
    See also Journal Article On the evolution of cryptocurrency market efficiency, Applied Economics Letters, Taylor & Francis Journals (2021) Downloads View citations (13) (2021)

2018

  1. Discretion versus Policy Rules in Futures Markets: A Case of the Osaka-Dojima Rice Exchange, 1914-1939
    Papers, arXiv.org Downloads

2017

  1. An Alternative Estimation Method of a Time-Varying Parameter Model
    Papers, arXiv.org Downloads View citations (2)
  2. Market Efficiency and Government Interventions in Prewar Japanese Rice Futures Markets
    Papers, arXiv.org Downloads View citations (1)
    See also Journal Article Market efficiency and government interventions in prewar Japanese rice futures markets, Financial History Review, Cambridge University Press (2016) Downloads View citations (3) (2016)
  3. Market Integration in the Prewar Japanese Rice Markets
    Papers, arXiv.org Downloads View citations (1)
  4. The Futures Premium and Rice Market Efficiency in Prewar Japan
    Papers, arXiv.org Downloads View citations (4)
    See also Journal Article The futures premium and rice market efficiency in prewar Japan, Economic History Review, Economic History Society (2018) Downloads View citations (3) (2018)

2016

  1. A Test of the Adaptive Market Hypothesis using a Time-Varying AR Model in Japan
    Papers, arXiv.org Downloads View citations (39)
    See also Journal Article A test of the adaptive market hypothesis using a time-varying AR model in Japan, Finance Research Letters, Elsevier (2016) Downloads View citations (33) (2016)
  2. Time-Varying Comovement of Foreign Exchange Markets
    Papers, arXiv.org Downloads View citations (1)

2015

  1. The Evolution of Stock Market Efficiency in the US: A Non-Bayesian Time-Varying Model Approach
    Papers, arXiv.org Downloads View citations (3)
    See also Journal Article The evolution of stock market efficiency in the US: a non-Bayesian time-varying model approach, Applied Economics, Taylor & Francis Journals (2016) Downloads View citations (36) (2016)

2014

  1. International Stock Market Efficiency: A Non-Bayesian Time-Varying Model Approach
    Papers, arXiv.org Downloads View citations (33)
    See also Journal Article International stock market efficiency: a non-Bayesian time-varying model approach, Applied Economics, Taylor & Francis Journals (2014) Downloads View citations (33) (2014)

2010

  1. Addictive Behavior of Japanese Husbands and Wives
    Keio/Kyoto Joint Global COE Discussion Paper Series, Keio/Kyoto Joint Global COE Program Downloads
  2. The GEL Estimates Resolve the Risk-free Rate Puzzle in Japan
    Keio/Kyoto Joint Global COE Discussion Paper Series, Keio/Kyoto Joint Global COE Program Downloads
    See also Journal Article The GEL estimates resolve the risk-free rate puzzle in Japan, Applied Financial Economics, Taylor & Francis Journals (2012) Downloads (2012)

Journal Articles

2022

  1. An Alternative Estimation Method for Time-Varying Parameter Models
    Econometrics, 2022, 10, (2), 1-27 Downloads
  2. Examining the Dynamic Asset Market Linkages under the COVID-19 Global Pandemic
    Economics Bulletin, 2022, 42, (2), 653 - 661 Downloads
    See also Working Paper Examining the Dynamic Asset Market Linkages under the COVID-19 Global Pandemic, Papers (2021) Downloads (2021)

2021

  1. On the evolution of cryptocurrency market efficiency
    Applied Economics Letters, 2021, 28, (6), 433-439 Downloads View citations (13)
    See also Working Paper On the Evolution of Cryptocurrency Market Efficiency, Papers (2020) Downloads View citations (14) (2020)
  2. Time-Varying Comovement of Foreign Exchange Markets: A GLS-Based Time-Varying Model Approach
    Mathematics, 2021, 9, (8), 1-13 Downloads View citations (1)

2018

  1. The futures premium and rice market efficiency in prewar Japan
    Economic History Review, 2018, 71, (3), 909-937 Downloads View citations (3)
    See also Working Paper The Futures Premium and Rice Market Efficiency in Prewar Japan, Papers (2017) Downloads View citations (4) (2017)

2016

  1. A test of the adaptive market hypothesis using a time-varying AR model in Japan
    Finance Research Letters, 2016, 17, (C), 66-71 Downloads View citations (33)
    See also Working Paper A Test of the Adaptive Market Hypothesis using a Time-Varying AR Model in Japan, Papers (2016) Downloads View citations (39) (2016)
  2. Market efficiency and government interventions in prewar Japanese rice futures markets
    Financial History Review, 2016, 23, (3), 325-346 Downloads View citations (3)
    See also Working Paper Market Efficiency and Government Interventions in Prewar Japanese Rice Futures Markets, Papers (2017) Downloads View citations (1) (2017)
  3. The evolution of stock market efficiency in the US: a non-Bayesian time-varying model approach
    Applied Economics, 2016, 48, (7), 621-635 Downloads View citations (36)
    See also Working Paper The Evolution of Stock Market Efficiency in the US: A Non-Bayesian Time-Varying Model Approach, Papers (2015) Downloads View citations (3) (2015)

2014

  1. International stock market efficiency: a non-Bayesian time-varying model approach
    Applied Economics, 2014, 46, (23), 2744-2754 Downloads View citations (33)
    See also Working Paper International Stock Market Efficiency: A Non-Bayesian Time-Varying Model Approach, Papers (2014) Downloads View citations (33) (2014)

2012

  1. The GEL estimates resolve the risk-free rate puzzle in Japan
    Applied Financial Economics, 2012, 22, (5), 365-374 Downloads
    See also Working Paper The GEL Estimates Resolve the Risk-free Rate Puzzle in Japan, Keio/Kyoto Joint Global COE Discussion Paper Series (2010) Downloads (2010)

2011

  1. Testing the "Catching up with the Joneses" Model with Consumption Externality in Japan
    Economics Bulletin, 2011, 31, (2), 1648-1658 Downloads

2010

  1. Measuring the Intertemporal Elasticity of Substitution for Consumption: Some Evidence from Japan
    Economics Bulletin, 2010, 30, (1), 524-533 Downloads View citations (5)
 
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