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J-GLOBAL ID：201501097841561723   Update date: Apr. 11, 2024

AKIHIKO NODA

ノダ アキヒコ | AKIHIKO NODA
Affiliation and department：
Meiji University School of Commerce

About Meiji University School of Commerce


Job title： Professor
Homepage URL  (1)： https://at-noda.com/
Research field  (2)： Money and finance ,  Economic statistics
Research keywords  (3)： Financial Econometrics ,  Time Series Analysis ,  International Finance
Research theme for competitive and other funds  (11)：
  • 2023 - 2028 A Comprehensive Study on the Construction of Very Long-Term Time Series Data and Price Formation Function in Japanese Financial Markets
  • 2019 - 2023 A Study on the Relationship between Time-Varying Structure of Anomalies and Speculative Bubbles in International Stock Markets
  • 2018 - 2021 Quantitative analysis on integration and price formation of Tokyo and Osaka stock markets before the Second World War
  • 2017 - 2020 Price formation and market management in commodity exchanges after World War I: Empirical research by using the Dojima Kome Shijo Monjo
  • 2017 - 2020 時変計量経済モデルを用いた為替レート予測に関する研究
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Papers (18)：
  • Mikio Ito, Akihiko Noda, Tatsuma Wada. An Alternative Estimation Method for Time-Varying Parameter Models. Econometrics. 2022. 10. 2. 23-23
  • Akihiko Noda. Examining the Dynamic Asset Market Linkages under the COVID-19 Global Pandemic. Economics Bulletin. 2022. 42. 2. 653-661
  • Mikio Ito, Akihiko Noda, Tatsuma Wada. Time-Varying Comovement of Foreign Exchange Markets: A GLS-Based Time-Varying Model Approach. Mathematics. 2021. 9. 8. 849-849
  • Akihiko Noda. On the Evolution of Cryptocurrency Market Efficiency. Applied Economics Letters. 2021. 28. 6. 433-439
  • Kenichi Hirayama, Akihiko Noda. Evaluating the Financial Market Function in Prewar Japan using a Time-Varying Parameter Model. arXiv:2008.00860. 2020
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Books (2)：
  • 喫煙習慣のパネル分析:合理的依存症モデルの検証
    慶應義塾大学出版会 2011
  • 家計の借入行動と景気変動
    慶應義塾大学出版会 2010
Lectures and oral presentations  (39)：
  • Evaluating the Financial Market Function in Prewar Japan using a Time-Varying Parameter Model
    (日本経済学会2022年度秋季大会 2022)
  • Estimating the Time-Varying Structure of the Fama-French Multi-Factor Models
    (Western Economic Association International 97th Annual Conference 2022)
  • Measuring the Time-Varying Market Efficiency in Prewar Japanese Stock Markets
    (2021)
  • Evaluating the Financial Market Function in Prewar Japan using a Time-Varying Parameter Model
    (Western Economic Association International 96th Annual Conference 2021)
  • Evaluating the Financial Market Function in Prewar Japan using a Time-Varying Parameter Model,
    (2020)
ｍore...
Work history (7)：
  • 2023/04 - 現在 Meiji University School of Commerce Professor
  • 2021/04 - 2023/03 Meiji University School of Commerce Associate Professor
  • 2015/04 - 2021/03 Kyoto Sangyo University Faculty of Economics Associate Professor
  • 2014/04 - 2015/03 Wakayama University Faculty of Economics Associate Professor
  • 2012/04 - 2014/03 Wakayama University Faculty of Economics Senior Assistant Professor
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Committee career (1)：
  • 2018/10/24 - 2019/01/28 Department of Economics and Finance, La Trobe School of Business, La Trobe University 博士論文外部審査員
Awards (1)：
  • 2017/02 - 大阪銀行協会 大銀協フォーラム奨励賞
Association Membership(s) (6)：
日本経済学会 ,  日本ファイナンス学会 ,  Econometric Society ,  Western Economic Association International ,  Society for American Baseball Research ,  社会経済史学会
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