ワダ ケンジ 和 田 賢 治 教 授 【Webページ】
〔論文〕 1.Basu and Wada (2023),"Unconventional monetary policy and the bond market in Japan: A New Keynesian perspective",Japan & The World Economy67,101207. 2.Basu, Parantap, Andrei Semenov and Kenji Wada (2011), “Uninsurable Risk and Financial Market Puzzles”, Journal of International Money and Finance 30, 1055-1089. 3.Maki and Wada (2011), “Estimation of consumption-capital asset pricing model (C-CAPM) with two clusters of consumption expenditures”, Economics Bulletin 31, 1183-1187. 4.Kubota, Tokunaga and Wada (2008), “Consumption Behavior, Asset Returns, and Risk Aversion: Evidence from the Japanese Household Survey”, Japan and the World Economy 20, 1-18. 5.Wada(2006), “The Knightian Uncertainty and the Risk Premium and the Risk Free Rate Puzzles in Japan and the U.S.”, Economics Letters 95, 386- 393. 6.Basu and Wada(2006), “Is low International Risk Sharing Consistent with a High Equity Premium? A Reconciliation of Two Puzzles”, Economics Letters 93, 436-442. 7.Wada(2004), “Informational Content of Stock Exchanges vs. Over-the- Counter Markets: The Behavior of Stock indices around the Asian Financial Crisis in Japan and Korea” Applied Economics Letters 11, 949-955. 8.Takemori and Wada(2003), “Crisis and Creative Destruction: Cases of Korean and Japanese Stock Markets” Asia-Pacific Financial Markets 10, 301- 317. 9.Wada(2003), “Comparison of the Short-term and the Long-term Characteristics of the Japanese and the US Spot Interest Rate” in Japanese Financial Markets Corporate Finance and Capital Markets in Changing Japan, Elsevier Science 10.Sah and Wada(2003), “Can Government Collect Resources without Hurting Investors? Taxation of Returns from Assets” in Economics for an Imperfect World: Essays in Honor of Joseph Stiglitz, MIT Press 所属学会・団体: 現代ファイナンス編集者,MPT Forum特別会員 海外歴: 2011−2012コロンビア大学ビジネススクール 訪問研究員 2019-2020 ダーラム大学ビジネススクール 訪問教授 |