(Last updated : 2020-05-08 15:31:44)
  Yamamura Yoshiro
   Department   Professional Graduate School  , Graduate School of Global Business
   Position   Professor
■ Books and Papers
1. 2019/07 Article Empirical Credit Risk Ratings of Individual Corporate Bonds and Derivation of Term Structures of Default Probabilities (Collaboration)  Link
2. 2018/03 Article Optimal Timing of Real Estate Development and Business Cycle (Single) 
3. 2016/09 Article Measuring Credit Risk of Individual Corporate Bonds in US Energy Sector (Collaboration)  Link
4. 2016/06 Article A Dynamic Bond Pricing Model with Application to the Japanese Government Bonds (Collaboration)  Link
5. 2016/03 Article Empirically Effective Bond Pricing Model for USGBs and Analysis on Term Structures of Implied Interest Rates in Financial Crisis (Collaboration)  Link
Display all(14)
■ Conference Presentations
1. 2019/09/09 Empirical Credit Risk Ratings of Individual Corporate Bonds and Derivation of Term Structures of Default Probabilities (2019年度統計関連学会連合大会) Link
2. 2019/04/25 Family Business Courses at Meiji Business School (FAMILY BUSINES ASIA PACIFIC SYMPOSIUM 2019) Link
3. 2019/02/13 Dynamics of Commercial Real Estate Market in Tokyo (ICMMA 2018 "Data Science, Time Series Modeling and Applications") Link
4. 2014/12/15 Empirical Credit Risk Analysis on Euro Government Bonds-Term Structures of Default Probabilities (The Quantitative Methods in Finance 2014 Conference(QMF2014))
5. 2014/09/14 (The 2014 Japanese Joint Statistical Meeting (82th Annual Meeting of the Japan Statistical Society))
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■ Academic Qualifications
1. 1996/03/26
Degree Acquisition
〔Doctoral course〕, Graduate School, Division of Science and Engineering, Tokyo Institute of Technology, Completed, PhD in Engineering
2. 1993/03/26
Degree Acquisition
〔Master degree program〕, Graduate School, Division of Integrated Science and Engineering, Tokyo Institute of Technology, Completed, Master of Engineering
3. Department of Social Engineering, Faculty of Engineering, Tokyo Institute of Technology, Graduated,
■ Academic Associations Membership
1. 2010/01~ Japanese Association of Financial Econometrics and Engineering Link
■ Research Topics, Consignment Studies & KAKENHI Researches
1. 2018/04~2021/03  Business Cycle in Real Estate Market  (Key Word : Real Estate Market, Real Option, Business Cycle)
2. 2000  analysys of real estate market  (Key Word : real estate,hedonic model,)
■ Email Addresses
  kyoin_mail
■ Current Specialized Field
Economic policy, Money and finance (Key Word:Real Estate Analysis, Urban Economics)