Rchr
J-GLOBAL ID：200901093223498430
Update date: Jan. 30, 2024
Shimada Junji
シマダ ジュンジ | Shimada Junji
Affiliation and department：
Job title：
Professor
Research field (2)：
Economic statistics
, Money and finance
Research keywords (5)：
時系列分析
, ファイナンス
, 統計学
, 計量経済学
, 計量ファイナンス
Research theme for competitive and other funds (2)：
- 2018 - 2022 中国一帯一路政策とアジア債券市場構想の政策的親和性:国際公共財・ネットワーク理論
- ファイナンス計量分析
Papers (19)：
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Tatsuyoshi Miyakoshi, Junji Shimada, Kui-Wai Li. A network analysis on country and financial center attractiveness: Evidence from Asian economies, 2001-2018. INTERNATIONAL REVIEW OF ECONOMICS & FINANCE. 2023. 87. 418-432
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Tatsuyoshi Miyakoshi, Junji Shimada. Network analysis of local currency Asian government bond markets: Assessments of the ABFI and the ABMI. NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE. 2022. 62
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Junji Shimada, Yoshihiko Tsukuda, Tatsuyoshi Miyakoshi. Who is the center of local currency Asian government bond markets?. Japan and the World Economy. 2021. 59. 101075-101075
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Yoshihiko Tsukuda, Junji Shimada, Tatsuyoshi Miyakoshi. The Multivariate GARCH Model and its Application to East Asian Financial Market Integration. Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning. 2020. 4209-4254
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Tatsuyoshi Miyakoshi, Kui-Wai Li, Junji Shimada, Yoshihiko Tsukuda. The impact of quantitative easing and carry trade on the real estate market in Hong Kong. International Review of Economics & Finance. 2020. 69. 958-976
ｍore...
Education (3)：
- 1998 - 2001 Tohoku University Graduate School of Economics and Management
- 1996 - 1998 Tohoku University Graduate School of Economics and Management
- 1992 - 1996 Tohoku University Faculty of Economics
Professional career (1)：
Work history (4)：
- 2013/04 - 現在 Aoyama Gakuin University School of Business
- 2007/04 - 2013/03 Aoyama Gakuin University School of Business
- 2004/04 - 2007/03 Aoyama Gakuin University School of Business
- 2001/04 - 2002/03 Tohoku University Graduate School of Economics and Management
Association Membership(s) (4)：
Econometric Society
, 日本経済学会
, 日本統計学会
, 日本金融・証券計量・工学学会
