(Last updated : 2022-08-17 22:45:47)
   Department   Undergraduate School  , School of Commerce
   Position   Associate Professor
■ Books and Papers
1. 2022/08 Article Estimating the Time-Varying Structures of the Fama-French Multi-Factor Models Quantitative Finance Papers (arXiv.org)  (Single)  Link
2. 2022/04 Article An Alternative Estimation Method for Time-Varying Parameter Models Econometrics 10(2),pp.23 (Collaboration)  Link
3. 2022/04 Article Examining the Dynamic Asset Market Linkages under the COVID-19 Global Pandemic Economics Bulletin accepted (Single) 
4. 2021/04 Article Time-Varying Comovement of Foreign Exchange Markets: A GLS-Based Time-Varying Model Approach Mathematics 9(8),pp.849 (Collaboration)  Link
5. 2021/03 Article On the Time-Varying Market Efficiency of Cryptocurrencies Applied Economics Letters 28(6),pp.433-439 (Single)  Link
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■ Conference Presentations
1. 2022/07 Estimating the Time-Varying Structure of the Fama-French Multi-Factor Models (Western Economic Association International 97th Annual Conference)
2. 2021/10 Measuring the Time-Varying Efficiency of the Prewar Japanese Stock Market (日本金融学会2021年度秋季大会)
3. 2021/07 Evaluating the Financial Market Function in Prewar Japan using a Time-Varying Parameter Model (Western Economic Association International 96th Annual Conference)
4. 2020/11 Evaluating the Financial Market Function in Prewar Japan using a Time-Varying Parameter Model (日本金融学会2020年度秋季大会)
5. 2019/06 On the Time-Varying Efficiency of Cryptocurrency Markets (Western Economic Association International 94th Annual Conference)
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■ Academic Qualifications
1. 2007/04~2010/03 Graduate School of Business and Commerce, Keio University, Accomplished credits for doctoral program
2. 2012/01/12
Degree Acquisition
Keio University, Ph.D in Business and Commerce
■ Career History
1. 2021/04~ Meiji University School of Commerce Associate Professor
2. 2015/04~2021/03 Kyoto Sangyo University Faculty of Economics Associate Professor
3. 2014/04~2015/03 Wakayama University Graduate School of Economics Associate Professor
4. 2012/04~2014/03 Wakayama University Faculty of Economics Assistant Professor
5. 2011/04~2012/03 Toyo University Faculty of Economics Assistant Professor
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■ Academic Associations Membership
1. 2010/01~ Econometric Society
2. 2012/01~ Western Economic Association International
3. 2014/01~ Society for American Baseball Research
■ researchmap Researcher Code
■ Research Topics, Consignment Studies & KAKENHI Researches
1. 2019/04~2023/03  A Study on the Relationship between Time-Varying Structure of Anomalies and Speculative Bubbles in International Stock Markets  (Key Word : )
2. 2017/04~2021/03  Forecasting Exchange Rates using Time-Varying Econometric Models  (Key Word : )
3. 2017/04~2020/03  Price formation and market management in commodity exchanges after World War I: Empirical research by using the Dojima Kome Shijo Monjo  (Key Word : )
4. 2015/04~2018/03  A Study on Time-Varying Structure of Market Integration and Market Efficiency in Modern Period: The Case of Rice Markets in Japan and Colonized Korea  (Key Word : )
5. 2014/04~2017/03  A Study for the Time-Varying Structure of Foreign Exchange Markets using Non-Bayesian Time-Varying Econometric Models  (Key Word : )
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■ Web Sites
   Akihiko NODA's Homepage
■ Current Specialized Field
Money and finance, Economic statistics (Key Word:Financial Econometrics, Time Series Analysis, International Finance) 
■ KAKENHI Researcher Number
■ Courses and Lectures taught or delivered in the past
1. 計量経済学基礎(英語講義)(京都産業大学大学院経済学研究科)