Rchr

J-GLOBAL ID：200901032284864597 Update date: Dec. 06, 2023

Fukuta Yuichi

フクタユウイチ | Fukuta Yuichi

Affiliation and department：

Research field (1)： Money and finance

Research theme for competitive and other funds (4)：

金融市場と流動性効果
合理的バブルに関する研究
Financial Markets and Liquidity Effects
Study on Rational Bubbles

Papers (23)：

Yuichi Fukuta, Akiko Yamane. Value premium and implied equity duration in the Japanese stock market. Journal of International Financial Markets, Institutions and Money. 2015. 39. 102-121
Hiroshi Nakaota, Yuichi Fukuta. The leading indicator property of the term spread and the monetary policy factors in Japan. Japan and the World Economy. 2013. 28. 85-98
Hiroshi Nakaota, Yuichi Fukuta. The Leading Indicator Property of the Term Spread and the Monetary Policy Factors in Japan. Discussion Papers In Economics And Business, Graduate School of Economics and Osaka School of International Public Policy (OSIPP), Osaka University. 2013
Yuichi Fukuta, Wenjie Ma. Implied Volatility Smiles in the Nikkei 225 Options. Applied Financial Economics. 2013
Yuichi Fukuta, Hiroshi Nakaota. An Empirical Study on Stabilities of the Predictive Role of the Yield Spread for Future Economic Activity and the Monetary Policy Stance in Japan. Discussion Papers In Economics And Business. 2012

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MISC (24)：

Yuichi Fukuta. A Test for Rational Bubbles in Stock Prices. Empirical Economics. 2002. 181. 3. 81-91
Yuichi Fukuta. A Test for Rational Bubbles in Austrarian Stock Prices. Kokumin Keizai Zasshi. 2000. 181. 3. 81-91
フォワード・ディスカウント・パズルと流動性効果:円ドルレートによる実証分析(共著). 現代の金融と政策,第1章,日本評論社. 2000
金利期間構造の将来インフレーションに関する情報含意について(共著). 現代の金融と政策,第2章,日本評論社. 2000
ファンダメンタルズと合理的バブル. 金融分析の最先端,第8章,東洋経済新報社. 2000

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Books (8)：

An Invitation to Applied Economics
2005 ISBN:4535554285
流動性の経済学,第8章,国債の価格形成とコンビーニエンス:1990年代後半の日本国債のケース
東洋経済新報社 2002
金融分析の最先端,第8章,株価のファンダメンタルズと合理的バブル
東洋経済新報社 2000
現代の金融と政策,第2章,金利期間構造の将来インフレーションに関する情報含意について
日本評論社 2000
現代の金融と政策,第1章,フォワード・ディスカウント・パズルと流動性効果:円ドルレートによる実証分析
日本評論社 2000

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Works (2)：

金融市場と流動性効果
1998 - 2000
Financial Markets and Liquidity Effects
1998 - 2000

Education (4)：

- 1995 Osaka University Graduate School of Economics
1991 - 1992 Osaka University Graduate School of Economics
1989 - 1991 Osaka University Graduate School of Economics Economics
1985 - 1989 Kyoto University Faculty of Economics Department of Economics

Professional career (1)：

Ph.D (Economics) (Osaka University)

Work history (9)：

2010/04 - 現在 Osaka University Graduate School of Economics Professor
2011/03 - 2012/02 Fulbright Visiting Scholar, Michael G. Foster School of Business, University of Washington
2007/04 - 2010/03 Osaka University Graduate School of Economics Associate Professor
2003/04 - 2007/03 Osaka University Graduate School of Economics Associate Professor
1999/04 - 2003/03 Kobe University Graduate School of Business Administration Associate Professor

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Association Membership(s) (2)：

Nippon Finance Association , Japanese Economic Association

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