Details about Akihiko Noda
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
- Measuring the Time-Varying Market Efficiency in the Prewar and Wartime Japanese Stock Market, 1924-1943
Papers, arXiv.org View citations (1)
- On the Time-Varying Structure of the Arbitrage Pricing Theory using the Japanese Sector Indices
Papers, arXiv.org
- Time Instability of the Fama-French Multifactor Models: An International Evidence
Papers, arXiv.org
2021
- Evaluating the Financial Market Function in Prewar Japan using a Time-Varying Parameter Model
Papers, arXiv.org
- Examining the Dynamic Asset Market Linkages under the COVID-19 Global Pandemic
Papers, arXiv.org 
See also Journal Article Examining the Dynamic Asset Market Linkages under the COVID-19 Global Pandemic, Economics Bulletin, AccessEcon (2022) (2022)
2020
- On the Evolution of Cryptocurrency Market Efficiency
Papers, arXiv.org View citations (14)
See also Journal Article On the evolution of cryptocurrency market efficiency, Applied Economics Letters, Taylor & Francis Journals (2021) View citations (13) (2021)
2018
- Discretion versus Policy Rules in Futures Markets: A Case of the Osaka-Dojima Rice Exchange, 1914-1939
Papers, arXiv.org
2017
- An Alternative Estimation Method of a Time-Varying Parameter Model
Papers, arXiv.org View citations (2)
- Market Efficiency and Government Interventions in Prewar Japanese Rice Futures Markets
Papers, arXiv.org 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) View citations (3) (2016)
- Market Integration in the Prewar Japanese Rice Markets
Papers, arXiv.org View citations (1)
- The Futures Premium and Rice Market Efficiency in Prewar Japan
Papers, arXiv.org View citations (4)
See also Journal Article The futures premium and rice market efficiency in prewar Japan, Economic History Review, Economic History Society (2018) View citations (3) (2018)
2016
- A Test of the Adaptive Market Hypothesis using a Time-Varying AR Model in Japan
Papers, arXiv.org 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) View citations (33) (2016)
- Time-Varying Comovement of Foreign Exchange Markets
Papers, arXiv.org View citations (1)
2015
- The Evolution of Stock Market Efficiency in the US: A Non-Bayesian Time-Varying Model Approach
Papers, arXiv.org 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) View citations (36) (2016)
2014
- International Stock Market Efficiency: A Non-Bayesian Time-Varying Model Approach
Papers, arXiv.org View citations (33)
See also Journal Article International stock market efficiency: a non-Bayesian time-varying model approach, Applied Economics, Taylor & Francis Journals (2014) View citations (33) (2014)
2010
- Addictive Behavior of Japanese Husbands and Wives
Keio/Kyoto Joint Global COE Discussion Paper Series, Keio/Kyoto Joint Global COE Program
- 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 
See also Journal Article The GEL estimates resolve the risk-free rate puzzle in Japan, Applied Financial Economics, Taylor & Francis Journals (2012) (2012)
Journal Articles
2022
- An Alternative Estimation Method for Time-Varying Parameter Models
Econometrics, 2022, 10, (2), 1-27
- Examining the Dynamic Asset Market Linkages under the COVID-19 Global Pandemic
Economics Bulletin, 2022, 42, (2), 653 - 661 
See also Working Paper Examining the Dynamic Asset Market Linkages under the COVID-19 Global Pandemic, Papers (2021) (2021)
2021
- On the evolution of cryptocurrency market efficiency
Applied Economics Letters, 2021, 28, (6), 433-439 View citations (13)
See also Working Paper On the Evolution of Cryptocurrency Market Efficiency, Papers (2020) View citations (14) (2020)
- Time-Varying Comovement of Foreign Exchange Markets: A GLS-Based Time-Varying Model Approach
Mathematics, 2021, 9, (8), 1-13 View citations (1)
2018
- The futures premium and rice market efficiency in prewar Japan
Economic History Review, 2018, 71, (3), 909-937 View citations (3)
See also Working Paper The Futures Premium and Rice Market Efficiency in Prewar Japan, Papers (2017) View citations (4) (2017)
2016
- A test of the adaptive market hypothesis using a time-varying AR model in Japan
Finance Research Letters, 2016, 17, (C), 66-71 View citations (33)
See also Working Paper A Test of the Adaptive Market Hypothesis using a Time-Varying AR Model in Japan, Papers (2016) View citations (39) (2016)
- Market efficiency and government interventions in prewar Japanese rice futures markets
Financial History Review, 2016, 23, (3), 325-346 View citations (3)
See also Working Paper Market Efficiency and Government Interventions in Prewar Japanese Rice Futures Markets, Papers (2017) View citations (1) (2017)
- The evolution of stock market efficiency in the US: a non-Bayesian time-varying model approach
Applied Economics, 2016, 48, (7), 621-635 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) View citations (3) (2015)
2014
- International stock market efficiency: a non-Bayesian time-varying model approach
Applied Economics, 2014, 46, (23), 2744-2754 View citations (33)
See also Working Paper International Stock Market Efficiency: A Non-Bayesian Time-Varying Model Approach, Papers (2014) View citations (33) (2014)
2012
- The GEL estimates resolve the risk-free rate puzzle in Japan
Applied Financial Economics, 2012, 22, (5), 365-374 
See also Working Paper The GEL Estimates Resolve the Risk-free Rate Puzzle in Japan, Keio/Kyoto Joint Global COE Discussion Paper Series (2010) (2010)
2011
- Testing the "Catching up with the Joneses" Model with Consumption Externality in Japan
Economics Bulletin, 2011, 31, (2), 1648-1658
2010
- Measuring the Intertemporal Elasticity of Substitution for Consumption: Some Evidence from Japan
Economics Bulletin, 2010, 30, (1), 524-533 View citations (5)
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