Research keywords (1):
"Financial Economics, Investments, Financial Engineering"
Research theme for competitive and other funds (9):
2013 - 2016 Setting of Long Term Objectives and Sustainable Growth of Firms: A Corporate Finance View
2009 - 2010 公社債流通市場における価格形成の特徴と債券運用への活用
2007 - 2010 The Impact of Financial Securitization on the Lending Behaviour and the Risk Management in the Financial Industries
2003 - 2005 公社債流通市場におけるLIBORスプレッドの最近の動向
2001 - 2004 Loan Examination and Credit Risk Management
2001 - 2002 スワップマーケット情報を用いた債券流通市場分析
1997 - 1999 金融仲介機関のリスク管理とALM
1991 - 1991 Economies of Scale and Scope in Financial Institutions
1990 - 1990 金融市場の地域特性の検証-金融市場の構造・成果分析を通じて-
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Papers (73):
Toyoharu Takahashi. Methods for Constructing a Yield Curve in the Japanese Government Bond Markets. 2023. 65. 3・4
Toyoharu Takahashi. A principal component analysis for hedging yield curve risk: An empirical comparison in AUD, CHF, EUR, GBP, JPY, and USD Interest Rate Swap markets. 2023. 65. 1・2. 1-36
Toyoharu TAKAHASHI. Measuring Yield Curve Movements in the Japanese Government Bond Markets (3) : A Principal Component Analysis of Spot Rate Level Changes in Long-term and Super Long-term JGB Market. 2023. 64. 5・6
Toyoharu TAKAHASHI. Measuring Yield Curve Movements in the Japanese Government Bond Markets(2) : A Principal Component Analysis of Spot Rate Level Changes in Super Long-term JGB Market. 2022. 64. 3・4
Toyoharu TAKAHASHI. Measuring Yield Curve Movements in the Japanese Government Bond Markets : A Principal Component Analysis of Spot Rate Level Changes in Long-term JGB Market. 2022. 64. 1・2
An Empirical Analysis of Pricing in the Japanese Bond Markets
(Australasian Finance and Banking Conference 2011)
The Pricing in the Japanese Bond Market
(Australian Conference of Economists 2011 2011)
The Challenge to Japan's Economy in the Global Setting
(The First Japanese Studies Centre-Mitsubishi Corporation Seminar Series: The Future of Japan - Economy, Science and Technology, Monash University 2011)
Two Financial Tsunami Hitting in Japan
(ACE10(Australian Conference of Economists 2010) 2010)
Two Financial Tsunami Hitting in Japan
(18th Annual Conference on PBFEAM 2010)
Nippon Finance Association
, American Finance Association
, Japan Society of Monetary Economics
, The Japan Society of Household Economics
, The Economic Society of Australia
, 日本経営財務研究学会
, 証券経済学会