J-GLOBAL ID:200901010008417672   Update date: Mar. 11, 2020

Munechika Midori

ムネチカ ミドリ | Munechika Midori
Affiliation and department:
Job title: Professor
Research field  (2): Money and finance ,  Public economics, labor economics
Research keywords  (4): Financial crisis ,  Hedge funds ,  Finance ,  International finance
Research theme for competitive and other funds  (5):
  • 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
  • 1991 - 1992 Securitization in Euromarkets
Papers (29):
  • 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
  • MUNECHIKA Midori. Persistence and Volatility of Hedge Fund Returns: ARMA-GARCH Modeling. The Economic Review of Toyo University. 2015. 40. 2
  • MUNECHIKA Midori. Hedge Fund Leverage and Systemic Risk-Endogeneous Vulunerabilities via Pledged Collateral-. The Economic Journal of Toyo University. 2013. 38. 2. 243-261
  • MUNECHIKA Midori. Systemic Risk and Hedge Funds-A Network View of Hedge Fund Strategies-. Institute of Social Sciences, Toyo University. 2013. 1202. 1-16
Books (7):
  • The 1994 Mexican Crisis in the Context of Securitization and Financial Liberalization
    ┣DBFinancial Crises and Regulations(/)-┫DB, edited by Shinichi Watanabe 1998
  • 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
  • "Financial Liberalization and Fiscal Deficit in Mexico" (┣DBFinancial Reform and Internationalization of Developing Countries(/)-┫DB, Chapter 5)
    the Institute of Developing Economies 1995
  • The birth and development of the Euromarkets
    S. Onoc. eds. , ┣DBInternational finance(/)-┫DB, Minerva 1993
  • Macroeconomic Policy Management since Debt Crisis : The Experience in Mexico
    the Institute of Developing Economies 1991
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)
Professional career (2):
  • Master of Economics
  • MSc in Financial Management
Work history (4):
  • Mie University
  • Colombia University (U.S.A), Center of Japanese Economy and Business, Visiting Fellow
  • University of London(U.K.), Visiting Scholar
  • Mie University, Lecturer, Associate Professor
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