| Byrne, Joseph and Sakemoto, Ryuta<\/td> | 2021<\/td> | The Conditional Volatility Premium on Currency Portfolios<\/td> | Journal of International Financial Markets<\/em>, Institutions and Money<\/em>, 74, 101415<\/td><\/tr>| Cai, Xiaojing, Cong, Yingnan and Sakemoto, Ryuta<\/td> | 2021<\/td> | COVID-19 and the forward-looking stock-bond return relationship<\/td> | Applied Economics Letters<\/em>
(forthcoming)<\/td><\/tr>| Akira Okamoto<\/td> | 2021<\/td> | Immigration Policy and Demographic Dynamics: Welfare Analysis of an Aging Japan<\/td> | Journal of the Japanese and International Economies 62, Article 101168<\/em><\/td><\/tr>| Rado, Istvan, Lin, I-Chen, Lu, Mei-Fei, and Aoo, Ken<\/td> | 2021<\/td> | Societal Entrepreneurship for Sustainable Asian Rural Societies: A Multi-Sectoral Social Capital Approach in Thailand, Taiwan, and Japan<\/td> | Sustainability<\/em>, 13(5)<\/td><\/tr>| Nakamura, Ryohei, Tadashi Ito and Manabu Morita<\/td> | 2021<\/td> | Wholesalers, indirect exports, geography, and economies of scope: Evidence from firm transaction data in Japan<\/td> | Japan and the World Economy<\/em>, 58, (forthcoming)<\/td><\/tr>| Mukunoki, Hiroshi and Hirofumi Okoshi<\/td> | 2021<\/td> | Rules of origin and consumer\u2010hurting free trade agreements.<\/td> | The World Economy<\/em>, 44(8), 2303-2318<\/td><\/tr>| Kim, Jiyoung, Satoshi Nakano and Kazuhiko Nishimura<\/td> | 2021<\/td> | The Role of ICT Productivity in Korea-Japan Multifactor CES Productions and Trades<\/td> | Applied Economics<\/em> (forthcoming)<\/td><\/tr>| Asano, Takao and Yusuke Osaki<\/td> | 2021<\/td> | Optimal Investment under Ambiguous Technology Shocks.<\/td> | European Journal of Operational Research, 293(1), 304-311<\/em><\/td><\/tr>| Sakemoto, Ryuta<\/td> | 2020<\/td> | Multi-scale inter-temporal capital asset pricing model<\/td> | International Journal of Finance & Economics<\/em>, (forthcoming)<\/td><\/tr>| Byrne, Joseph P., Ryuta Sakemoto, and Bing Xu<\/td> | 2020<\/td> | Commodity price co-movement: heterogeneity and the time-varying impact of fundamentals<\/td> | European Review of Agricultural Economics<\/em>, 47(2), 499-528.<\/td><\/tr>| Higashi, Yudai<\/td> | 2020<\/td> | Effects of region-specific shocks on labor market tightness and matching efficiency: Evidence from the 2011 Tohoku Earthquake in Japan.<\/td> | Annals of Regional Science<\/em>, 65(1), 193-219.<\/td><\/tr>| Asano, Takao and Yusuke Osaki<\/td> | 2020<\/td> | Portfolio Allocation Problems between Risky and Ambiguous Assets.<\/td> | Annals of Operations Research<\/em>, 284, 63-79.<\/td><\/tr>| Cai, Xiaojing, Fang Zheng, Chang Youngho and Hamori Shigeyuki<\/td> | 2020<\/td> | Co-movements and lead-lag effect in commodity prices: Wavelet coherence analysis and diversification benefits.<\/td> | Empirical Economics<\/em>, 58, 393-425.<\/td><\/tr>| Motegi, Kaiji, Xiaojing Cai, Hamori Shigeyuki and Haifeng Xu<\/td> | 2020<\/td> | Moving average threshold heterogeneous autoregressive (MAT-HAR) models.<\/td> | Journal of Forecasting<\/em>, 1-8.<\/td><\/tr>| Cai, Xioajing, Shigeyuki Hamori, Lu Yang, and Shuairu Tian<\/td> | 2020<\/td> | Multi-Horizon Dependence between Crude Oil and East Asian Stock Markets and Implications.<\/td> | Risk Management<\/em>, Energies 13 (2), 294.<\/td><\/tr>| Sakemoto, Ryuta and Katsuya Ito<\/td> | 2020<\/td> | Direct Estimation of Lead\u2013Lag Relationships Using Multinomial Dynamic Time Warping.<\/td> | Asia-Pacific Financial Markets<\/em>, 27, 325-342.<\/td><\/tr>| Okamoto, Akira<\/td> | 2020<\/td> | Childcare Allowances and Public Pensions: Welfare and Demographic Effects in an Aging Japan.<\/td> | The B.E. Journal of Economic Analysis and Policy<\/em>, 20(2), 20190067.<\/td><\/tr>| Ryo Fukuda, Tetsuo Kidokoro, Fumihiko Seta, and Ryo Sato<\/td> | 2019<\/td> | Relocations are determined by firms\u2019 relationships with financing institutions: A paper based on network data for Japanese firms<\/td> | Papers in Regional Science<\/em>
98(4), 1685-1712<\/td><\/tr>| Sakemoto, Ryuta<\/td> | 2019<\/td> | Currency carry trades and the conditional factor model.<\/td> | International Review of Financial Analysis<\/em>, 63,198-208.<\/td><\/tr>| Yoshizawa, Hiroyuki, Toshikazu Yoshida, Hyun\u2010Jung Park, Makoto Nakajima, Miki Ozeki, and Chika Harada<\/td> | 2019<\/td> | Cross\u2010cultural Protective Effects of Neighborhood Collective Efficacy on Antisocial Behaviors: Mediating Role of Social Information Processing.<\/td> | Japanese Psychological Researcy <\/em>, 62(2), 116-130.<\/td><\/tr>| Kato, Hayato and Hirofumi Okoshi<\/td> | 2019<\/td> | Production location of multinational firms under transfer pricing: The impact of the arm’s length principle.<\/td> | International Tax and Public Finance<\/em>, 26(4), 835-871.<\/td><\/tr>| Byrne, Joseph P., Boulis Maher Ibrahim, and Ryuta Sakemoto<\/td> | 2019<\/td> | Carry trades and commodity risk factors.<\/td> | Journal of International Money and Finance<\/em>, 96, 121-129.<\/td><\/tr>| Asano, Takao and Hiroyuki Kojima<\/td> | 2019<\/td> | Consequentialism and Dynamic Consistency in Updating Ambiguous Beliefs.<\/td> | Economic Theory<\/em>, 68, 223-250.<\/td><\/tr>| Arai, Takuji, Takao Asano, and Katsumasa Nishide<\/td> | 2019<\/td> | Optimal Initial Capital Induced by the Optimized Certainty Equivalent.<\/td> | Insurance: Mathematics and Economics<\/em>, 85, 115-125.<\/td><\/tr>| Asano, Takao and Masanori Yokoo<\/td> | 2019<\/td> | Chaotic Dynamics of a Piecewise Linear Model of Credit Cycles.<\/td> | Journal of Mathematical Economics<\/em>, 80, 9-21.<\/td><\/tr>| Yoshizawa, Hiroyuki, Toshikazu Yoshida, Hyun-Jung Park, Makoto Nakajima, Miki Ozeki and Chika Harada<\/td> | 2019<\/td> | Cross\u2010cultural Protective Effects of Neighborhood Collective Efficacy on Antisocial Behaviors: Mediating Role of Social Information Processing.<\/td> | Japanese Psychological Research<\/em>, 62(2).<\/td><\/tr>| Luo, Zhaojie, Xiaojing Cai, Katsuyuki Tanaka, Tetsuya Takiguchi, Takuji Kinkyo and Shigeyuki Hamori<\/td> | 2019<\/td> | Can We Forecast Daily Oil Futures Prices? Experimental Evidence from Convolutional Neural Networks.<\/td> | Journal of Risk and Financial Management<\/em>, 12(1), 9-22.<\/td><\/tr>| Jinji, Naoto, Xingyuan Zhang, and Shoji Haruna<\/td> | 2019<\/td> | Does a Firm with Higher Tobin’s q Prefer Foreign Direct Investment to Foreign Outsourcing?<\/td> | North American Journal of Economics and Finance<\/em>, 50, 101044.<\/td><\/tr>| Jinji, Naoto, Xingyuan Zhang, and Shoji Haruna<\/td> | 2019<\/td> | Do Deeper Regional Trade Agreements Enhance International Technology Spillovers?<\/td> | The World Economy<\/em>, 42, 2326-2363.<\/td><\/tr>| Jiang, Jiaming, Rajeev Goel, and Xingyuan Zhang<\/td> | 2019<\/td> | Knowledge flows from business method software patents: influence of firms\u2019 global social networks.<\/td> | Journal of Technology Transfer<\/em>, 44, 1070-1096.<\/td><\/tr>| Umezuki, Yosuke and Masanori Yokoo<\/td> | 2019<\/td> | A Simple Model of Growth Cycles with Technology Choice.<\/td> | Journal of Economic Dynamics and Control<\/em>, 100, 164-175.<\/td><\/tr>| Takao Asano and Masanori Yokoo<\/td> | 2019<\/td> | Chaotic Dynamics of a Piecewise Linear Model of Credit Cycles.<\/td> | Journal of Mathematical Economics<\/em>, 80, 9-21.<\/td><\/tr>| Higashi, Yudai<\/td> | 2018<\/td> | Spatial spillovers in job matching: Evidence from the Japanese local labor markets.<\/td> | Journal of the Japanese and International Economies<\/em>, 50, 1-15.<\/td><\/tr>| Sakemoto, Ryuta<\/td> | 2018<\/td> | The intertemporal relation between expected returns and conditional correlations between precious metals and the stock market.<\/td> | Economics and Business Letters<\/em>, 7(1), 24-35.<\/td><\/tr>| Sakemoto, Ryuta<\/td> | 2018<\/td> | Do precious and industrial metals act as hedges and safe havens for currency portfolios?<\/td> | Finance Research Letters<\/em>, 24, 256-262.<\/td><\/tr>| Sakemoto, Ryuta, Joseph P. Byrne, and Boulis Maher Ibrahim<\/td> | 2018<\/td> | Common information in carry trade risk factors.<\/td> | Journal of International Financial Markets, Institutions and Money<\/em>, 52, 37-47.<\/td><\/tr>| Sakemoto, Ryuta<\/td> | 2018<\/td> | Co-movement between equity and bond markets.<\/td> | International Review of Economics and Finance<\/em>, 53, 25-38.<\/td><\/tr>| Xie, He, Cai Xiaojing amd Hamori Shigeyuki<\/td> | 2018<\/td> | Bank Credit and Housing Prices in China: Evidence from a TVP-VAR model with stochastic volatility.<\/td> | Journal of Risk and Financial Management<\/em>, 90-106.<\/td><\/tr>| Guizhou, Liu, Cai Xiaojing and Hamori Shigeyuki<\/td> | 2018<\/td> | Modeling the Dependence Structure of Share Prices among Three Chinese City Banks.<\/td> | Journal of Risk and Financial Management<\/em>, 11(4), 57-75.<\/td><\/tr>| Lu, Yang, Cai Xiaojing and Hamori Shigeyuki<\/td> | 2018<\/td> | What determines the long-term correlation between oil price and exchange rate?<\/td> | The North American Journal of Economics and Finance<\/em>, 44, 140-152.<\/td><\/tr>| Kitamura, Hiroshi, Noroaki Matsuhima and Misato Sato<\/td> | 2018<\/td> | Exclusive Contracts with Complementary Inputs.<\/td> | International Journal of Industrial Organization<\/em>, 56, 145-167.<\/td><\/tr>| Narukawa, Masaki and Nohara Katsuhito<\/td> | 2018<\/td> | Zero-truncated panel Poisson mixture models: Estimating the impact on tourism benefits in Fukushima Prefecture.<\/td> | Journal of Environmental Management<\/em>, 211, 238-246.<\/td><\/tr>| Kim, Jiyoung, Satoshi Nakano and Kazuhiko Nishimura<\/td> | 2017<\/td> | Multifactor CES General Equilibrium: Models and Applications.<\/td> | Economic Modeling<\/em>, 63, 115-127.<\/td><\/tr>| Lu, Yang, Cai Xiaojing and Hamori Shigeyuki<\/td> | 2017<\/td> | Does the crude oil price influence the exchange rates of oil-importing and oil-exporting countries differently? A wavelet coherence analysis.<\/td> | International Review of Economics & Finance<\/em>, 49, 536-547.<\/td><\/tr>| Cai, Xiaojing, Tian Shuairu, Yuan Nannan and Hamori Shigeyuki<\/td> | 2017<\/td> | Interdependence between oil and East Asian stock markets: Evidence from wavelet coherence analysis.<\/td> | Journal of International Financial Markets, Institutions & Money<\/em>, 48, 206-223.<\/td><\/tr>| Kitamura, Hiroshi, Noroaki Matsuhima and Misato Sato<\/td> | 2017<\/td> | Exclusive Contracts and Bargaining Power.<\/td> | Economics Letters<\/em>, 151, 1-3.<\/td><\/tr>| Higashi, Youichiro, Kazuya Hyogo, Norio Takeoka and Hiroyuki Tanaka<\/td> | 2017<\/td> | Comparative impatience under random discounting.<\/td> | Economic Theory<\/em>, 63, 621-651.<\/td><\/tr>| Lu, Yang, Cai Xiaojing, Zhang Huimin and Hamori Shigeyuki<\/td> | 2016<\/td> | Interdependence of foreign exchange markets: A wavelet coherence analysis.<\/td> | Economic Modelling<\/em>, 55, 6-14.<\/td><\/tr>| Cai, Xiaojing, Shuairu Tian and Shigeyuki Hamori<\/td> | 2016<\/td> | Dynamic correlation and equicorrelation analysis of global financial turmoil: evidence from emerging East Asian stock markets.<\/td> | Applied Economics<\/em>, 48, 3789-3803.<\/td><\/tr>| Kitamura, Hiroshi, Akira Miyaoka and Misato Sato<\/td> | 2016<\/td> | Relationship-specific Investment as a Barrier to Entry.<\/td> | Journal of Economics<\/em>, 119(1), 17-45.<\/td><\/tr>| Goel, Rajeev K., James W. Saunoris and Xingyuan Zhang<\/td> | 2016<\/td> | Intranational and International Knowledge Flows: Effects on the Formal and Informal Sectors.<\/td> | Contemporary Economic Policy<\/em>, 34, 297-311.<\/td><\/tr>| Narukawa, Masaki<\/td> | 2016<\/td> | Semiparametric Whittle estimation of a cyclical long-memory time series based on generalised exponential models.<\/td> | Journal of Nonparametric Statistics<\/em>, 28, 272-295.<\/td><\/tr>| Murai, Joshin<\/td> | 2016<\/td> | A model of transaction signs with order splitting and public information.<\/td> | Evolutionary and Institutional Economics Review<\/em>, 13, 469-480.<\/td><\/tr>| Nakai, Miwa, Yamaguchi, Keiko and Kenji Takeuchi<\/td> | 2016<\/td> | Can SRI Funds Better Resist Global Financial Crisis? Evidence from Japan.<\/td> | International Review of Financial Analysis<\/em>, 48, 12-20.<\/td><\/tr>| Yamaguchi, Keiko and Kenji Takeuchi<\/td> | 2016<\/td> | Consumer Preferences for Reduced Packaging under Economic Instruments and Recycling Policy.<\/td> | Waste Management<\/em>. 48, 540-547.<\/td><\/tr>| Asano, Takao, Hiroko Okudaira and Masaru Sasaki<\/td> | 2015<\/td> | An Experimental Test of a Search Model under Ambiguity.<\/td> | Theory and Decision<\/em>, 79, 627-637.<\/td><\/tr> | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | | |