Rchr
J-GLOBAL ID:200901010008417672   Update date: Jun. 05, 2019

MUNECHIKA Midori

ムネチカ ミドリ | MUNECHIKA Midori
Affiliation and department:
Job title: Professor
Research field  (1): Public finance/Monetary economics
Research keywords  (4): Financial crisis ,  Hedge funds ,  International finance ,  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. Systemic Risk and Hedge Funds-A Network View of Hedge Fund Strategies-. Institute of Social Sciences, Toyo University. 2013. 1202. 1-16
  • MUNECHIKA Midori. Hedge Fund Leverage and Systemic Risk-Endogeneous Vulunerabilities via Pledged Collateral-. The Economic Journal of Toyo University. 2013. 38. 2. 243-261
more...
Books (7):
  • Developing Country finance and Securitizatuion in the Euromarkets
    the Institute of Developing Economies 1990
  • Structure f the Mexican Debt Crisis : External Shocks and Domestic Macroeconomic Policy
    the Institute of Developing Economies 1990
  • Macroeconomic Policy Management since Debt Crisis : The Experience in Mexico
    the Institute of Developing Economies 1991
  • The birth and development of the Euromarkets
    S. Onoc. eds. , ┣DBInternational finance(/)-┫DB, Minerva 1993
  • "Financial Liberalization and Fiscal Deficit in Mexico" (┣DBFinancial Reform and Internationalization of Developing Countries(/)-┫DB, Chapter 5)
    the Institute of Developing Economies 1995
more...
Lectures and oral presentations  (6):
  • Persistence and Volatility of Hedge Fund Returns: ARMA-GARCH Modeling
    (Joint Conference on Institutional Investors and Emerging Market Finance, Ghent University, Belgium, September 17-18, 2015 2015)
  • 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)
  • ヘッジファンド-ダイナミックな投資戦略のパフォーマンス特性-
    (全国地方銀行協会『金融構造研究会』 2016)
  • Analysis of Hedge Funds Volatility Subject to Change in Regime: A Markov Regime Switching Approach
    (The 25th Quantitative Methods in Finance Conference 2017)
more...
Professional career (2):
  • Master of Economics
  • MSc in Financial Management
Work history (3):
  • Mie University, Lecturer, Associate Professor
  • University of London(U.K.), Visiting Scholar
  • Colombia University (U.S.A), Center of Japanese Economy and Business, Visiting Fellow
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