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J-GLOBAL ID：201801002611471573   Update date: Feb. 01, 2024

ONO SADAYUKI

オノ サダユキ | ONO SADAYUKI
Affiliation and department：
Hiroshima University .

About Hiroshima University .


Job title： 准教授
Research field  (1)： Money and finance
Research keywords  (3)： Asset Pricing ,  Learning ,  Return Forecasting
Research theme for competitive and other funds  (2)：
  • 2018 - 2021 金融政策のリスク資産に対する非対称的な経済波及効果に関する実証研究
  • 2012 - 2014 Theoretical and empirical investigation of rational and irrational leraning effects on bond prices and CDS
Papers (4)：
  • Term Structure Dynamics in a Monetary Economy with Learning. North American Journal of Economics and Finance. 2019. 48. 730-745
  • Guidolin, Massimo, Hyde, Stuart, McMillan, David, Ono, Sadayuki. Does the Macroeconomy Predict UK Asset Returns in a Nonlinear Fashion? Comprehensive Out-of-Sample Evidence. OXFORD BULLETIN OF ECONOMICS AND STATISTICS. 2014. 76. 4. 510-535
  • Non-Linear Predictability in Stock and Bond Returns: When and Where Is It Exploitable?. International Journal of Forecasting. 2009. 25. 2. 373-399
  • Are the Dynamic Linkages Between the Macroeconomy and Asset Prices Time-Varying?. Journal of Economics and Business. 2006. 58. 5-6. 480-518
Lectures and oral presentations  (4)：
  • Term Structure Dynamics in a Monetary Economy with Learning
    (The 50th Anniversary Meeting of the Eastern Finance Association 2014)
  • Option Pricing under Stochastic Volatility and Trading Volume
    (The 62nd European Meeting of the Econometric Society 2007)
  • The Fall and the Rise of the Dollar-Euro Exchange Rates: An Investigation of the Financial Linkages between the United States and Europe
    (The 68th Midwest Economics Association Annual Meeting 2004)
  • Time-Varying Linkages of Equity and Bond Markets in Partially Observable Monetary Economy
    (The Seventh Congress of SIMAI 2004)
Professional career (1)：
  • Doctor of Philosophy (University of Virginia)
Work history (6)：
  • 2020/04/01 - Hiroshima University Graduate School of Humanities and Social Sciences Associate Professor
  • 2014/04/01 - 2020/03/31 Hiroshima University Graduate School of Social Sciences Associate Professor
  • 2014/04/01 - Hiroshima University Graduate School of Social Sciences Associate Professor
  • 2010/11/01 - 2014/03/31 Hiroshima University Graduate School of Social Sciences Lecturer
  • 2010/11/01 - 2014/03/31 Hiroshima University Graduate School of Social Sciences Lecturer
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