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J-GLOBAL ID：200901010008417672   Update date: Mar. 27, 2024

Munechika Midori

ムネチカ ミドリ | Munechika Midori
Affiliation and department：
Toyo University

About Toyo University


Job title： Professor
Research field  (2)： Money and finance ,  Public economics, labor economics
Research keywords  (6)： Financial crisis ,  Hedge funds ,  ファイナンス ,  国際金融 ,  Finance ,  International finance
Research theme for competitive and other funds  (6)：
  • 2005 - 2006 Dynamic Change on Asset Prices and the concept of "time"
  • 2003 - 2006 Dynamic Structural Change of Financial Intermediation and Restructuring of Business Models in the Japanese Banking Industry
  • 2004 - 2005 Capital Asset Pricing Theory and Behavioral Finance
  • 1996 - 1997 Developing Country Finance and Securitization
  • 1996 - 1996 途上国の資金調達とセキュリタイゼーション
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Papers (40)：
  • Midori Munechika. Hedge Fund Contagion during the Financial Crisis. The Economic Review of Toyo University. 2023. 48. 2. 45-67
  • Midori Munechika. Time Dependence Structure of Hedge Fund Index Returns: Regime Switching Volatility and Crisis State. The Economic Review of Toyo University. 2021. 46. 2. 97-120
  • 棟近 みどり. ヘッジファンドーダイナミックな投資戦略のパフォーマンス特性. 全国地方銀行協会『金融構造研究』. 2017. 39. 1-16
  • MUNECHIKA Midori. Performance Dynamics of Hedge Fund Index Investing. Performance Dynamics of Hedge Fund Index Investing. 2016. 7. 11. 1729-1742
  • MUNECHIKA Midori. Hedge Fund Index Investing: Asymmetric Volatility and News Impact Curves. The Journal of Contemporary Social Sciences. 2016. 13. 45-53
ｍore...
Books (15)：
  • 「国際金融論の基礎」(『グローバル・エコノミー入門』所収)
    勁草書房 2011
  • メキシコ通貨危機-証券化と金融自由化の狭間で-
    渡辺愼一編『金融危機と金融規制』アジア経済研究所 1998
  • The 1994 Mexican Crisis in the Context of Securitization and Financial Liberalization
    ┣DBFinancial Crises and Regulations(/)-┫DB, edited by Shinichi Watanabe 1998
  • 国際金融市場の構造変化と自己資本比率規制-リスク・アンバンドリングへの対応
    堀内昭義・山田俊一編『発展途上国の金融制度と自由化』アジア経済研究所 1997
  • Structural Changes in the International Financial Markets and the Bank Capital Regulation : Responses to Unbundling of the Financial Intermediation
    ┣DBFinancial System and Liberalization in Developing Countries(/)-┫DB, edited by Akiyoshi Horiuchi and Toshikazu Yamada 1997
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Lectures and oral presentations  (6)：
  • Analysis of Volatility and Contagion in Hedge Fund Strategies
    (The 11th Economics & Finance Conference, Rome, University of Rome La Sapienza, The International Institute of Social and economic Sciences 2019)
  • Analysis of Hedge Funds Volatility Subject to Change in Regime: A Markov Regime Switching Approach
    (The 25th Quantitative Methods in Finance Conference 2017)
  • Risk Analysis of Hedge Fund Index in a Changing Market Environment Using Rolling ARMA-GARCH Modeling
    (The 24th Quantitative Methods in Finance Conference 2016)
  • Performance Dynamics of Hedge Fund Index Investing
    (The 26th Asia-Pacific Conference on Economics and Finance, Singapore 2016)
  • Hedge Funds: Performance Dynamics of Investment Strategies
    (Regional Banks Association of Japan_Study Group on Financial Structure 2016)
ｍore...
Education (1)：
  • Sophia University
Professional career (2)：
  • Master of Economics
  • MSc in Financial Management
Work history (6)：
  • 米国コロンビア大学ビジネススクール日本経済研究所客員研究員
  • 英国ロンドン大学客員研究員
  • Mie University Faculty of Humanities, Law and Economics
  • Colombia University (U.S.A), Center of Japanese Economy and Business, Visiting Fellow
  • University of London(U.K.), Visiting Scholar
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Association Membership(s) (2)：
貨幣・マクロ及び金融研究グループ(Money・Macro & Finance Research Group)United Kingdom ,  金融学会
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