Rchr
J-GLOBAL ID:200901049831851713   Update date: Feb. 02, 2021

Kitamura Yoshihiro

キタムラ ヨシヒロ | Kitamura Yoshihiro
Affiliation and department:
Job title: Professor
Research field  (2): Public economics, labor economics ,  Money and finance
Research keywords  (1): International finance
Research theme for competitive and other funds  (7):
  • 2019 - 2023 ファイナンス理論の臨床性評価における深層学習の活用
  • 2019 - 2022 人工知能取引の影響を考慮した、価格発見過程の再検討
  • 2015 - 2018 Microstructure approach to the efficiency in the FX market
  • 2012 - 2015 Estimation of market expectation: A study in foreign exchange markets
  • A role of five segments in the yen/dollar foreign spot exchange rate market
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Papers (24):
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MISC (17):
Books (1):
  • 国際経済学 (第3章担当)
    ミネルヴァ書房 2010
Lectures and oral presentations  (13):
  • Simple Measures of Market Efficiency: A Study in Foreign Exchange Markets
    (Auckland Finance Meeting 2014)
  • Intraday Liquidity in Foreign Exchange Markets: An Application of the Markov-switching Model
    (Vietnam International Conference in Finance 2014)
  • A microstructural effect of Japanese official intervention in the yen/dollar foreign exchange market
    (2011)
  • Market expectation and dispersion in foreign exchange markets: A new approach
    (Australasian Finance & Banking Conference 2009)
  • The impact of order flow on the foreign exchange market: A copula approach
    (European Economic Association 2008)
more...
Education (2):
  • - 2002 Waseda University
  • - 1998 Waseda Univ.
Professional career (1):
  • Ph.D. in Economics (Waseda University)
Work history (7):
  • 2013 - 現在 Professor, Waseda University
  • 2011 - 2013 Associate Professor, Waseda University
  • 2008 - 2011 Associate Professor, University of Toyama
  • 2006 - 2008 Lecturer, University of Toyama
  • 2005 - 2006 Research Assistant, Waseda University
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Association Membership(s) (2):
日本金融学会 ,  日本経済学会
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