Rchr
J-GLOBAL ID：200901049831851713   Update date: Feb. 14, 2024

Kitamura Yoshihiro

キタムラ ヨシヒロ | Kitamura Yoshihiro
Affiliation and department：
Waseda University Faculty of Social Sciences School of Social Sciences

About Waseda University Faculty of Social Sciences School of Social Sciences


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
  • 2009 - 2011 Theoretical and empirical approaches to highly informational symmetric foreign exchange markets
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Papers (28)：
  • Jae H. Kim, Yoshihiro Kitamura. Estimating Systematic and Partial Exchange Rate Exposures: The Case of Japanese Firms. International Journal of Empirical Economics. 2022
  • Katsuki Ito, Hitoshi Iima, Yoshihiro Kitamura. LSTM forecasting foreign exchange rates using limit order book. Finance Research Letters. 2021. 102517-102517
  • Kitamura, Yoshihiro. A lesson from the four recent large public Japanese FX interventions. Journal of the Japanese and International Economies. 2020. 57
  • Yoshihiro Kitamura. A stopping time approach to assessing the effectiveness of foreign exchange intervention: An application to Japanese data. JOURNAL OF INTERNATIONAL MONEY AND FINANCE. 2017. 75. 32-46
  • Yoshihiro Kitamura. Simple measures of market efficiency: A study in foreign exchange markets. JAPAN AND THE WORLD ECONOMY. 2017. 41. 1-16
ｍore...
MISC (6)：
  • 北村能寛. 外国為替市場におけるボラティリティ波及効果に関する一考察. 金融・通貨制度の経済分析. 2008. 153-178
  • Akiba Hiroya, Iida Yukihiro, Kitamura Yoshihiro. Why is Managed Floating Adopted as a De Facto Exchange Rate Regime?. Working paper series. 2005. 502. 1-37
  • 北村能寛. 日次為替レート変化率とGARCH/EGARCH効果:円-ドル外国為替市場での考察. 早稲田経済学研究. 2005. 60. 25-39
  • 飯田幸裕, 北村能寛, 秋葉弘哉. 開放小国の最適な為替レート制度. マクロ経済学と経済制度. 2005. 179-197
  • 北村能寛. 日次為替レート変化率とボラティリティ・ショックの持続性:円-ドル外国為替市場での考察. 早稲田経済学研究. 2003. 57. 45-54
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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)
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Education (2)：
  • - 2002 Waseda University Graduate School, Division of Economics
  • - 1998 Waseda Univ. Faculty of Humanities and Social Sciences
Professional career (1)：
  • Ph.D. in Economics (Waseda University)
Work history (6)：
  • 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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