Faculty Database - NODA AKIHIKO

■ Books and Papers

1.	2023/05	Article	On the Time-Varying Structure of the Arbitrage Pricing Theory using the Japanese Sector Indices Statistical Finance Papers (arXiv.org) (Collaboration)
2.	2022/08	Article	Estimating the Time-Varying Structures of the Fama-French Multi-Factor Models Quantitative Finance Papers (arXiv.org) (Single)
3.	2022/04	Article	An Alternative Estimation Method for Time-Varying Parameter Models Econometrics 10(2),pp.23 (Collaboration)
4.	2022/04	Article	Examining the Dynamic Asset Market Linkages under the COVID-19 Global Pandemic Economics Bulletin 42(2),pp.653-661 (Single)
5.	2021/04	Article	Time-Varying Comovement of Foreign Exchange Markets: A GLS-Based Time-Varying Model Approach Mathematics 9(8),pp.849 (Collaboration)
6.	2021/03	Article	On the Time-Varying Market Efficiency of Cryptocurrencies Applied Economics Letters 28(6),pp.433-439 (Single)
7.	2020/11	Article	Evaluating the Financial Market Function in Prewar Japan using a Time-Varying Parameter Model Quantitative Finance Papers (arXiv.org) (Collaboration)
8.	2019/11	Article	Measuring the Time-Varying Market Efficiency in the Prewar Japanese Stock Market Quantitative Finance Papers (arXiv.org) (Collaboration)
9.	2018/08	Article	The Futures Premium and Rice Market Efficiency in Prewar Japan Economic History Review 71(3),pp.909-937 (Collaboration)
10.	2017/04	Article	Discretion versus Policy Rules in Commodity Markets: A Case of the Osaka-Dojima Rice Exchange, 1914-1939 Quantitative Finance Papers (arXiv.org) (Collaboration)
11.	2016/05	Article	A Test of the Adaptive Market Hypothesis using a Time-Varying AR Model in Japan Finance Research Letters 17,pp.66-71 (Single)
12.	2016/04	Article	Market Integration in Japanese Rice Markets, 1880–1932 Quantitative Finance Papers (arXiv.org) (Collaboration)
13.	2016/12	Article	Market Efficiency and Government Interventions in Prewar Japanese Rice Futures Markets Financial History Review 23(3),pp.325-346 (Collaboration)
14.	2016/02	Article	The Evolution of Stock Market Efficiency in the US: A Non-Bayesian Time-Varying Model Approach Applied Economics 48(7),pp.621-635 (Collaboration)
15.	2014/08	Article	International Stock Market Efficiency: A Non-Bayesian Time-Varying Model Approach Applied Economics 46(23),pp.2744-2754 (Collaboration)
16.	2013/08	Article	A Survey on the Estimation of CCAPMs via Moment Restrictions: The Case of Japan Keio Economic Studies 49,pp.69-91 (Single)
17.	2012/03	Article	The GEL Estimates Resolve the Risk-free Rate Puzzle in Japan Applied Financial Economics 22(5),pp.365-374 (Collaboration)
18.	2011/06	Article	Testing the "Catching up with the Joneses" Model with Consumption Externality: Some Evidence from Japan Economics Bulletin 31(2),pp.1648-1658 (Single)
19.	2010/02	Article	Measuring the Intertemporal Elasticity of Substitution for Consumption: Some Evidence from Japan Economics Bulletin 30(1),pp.524-533 (Collaboration)
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■ Conference Presentations

1.	2023/09	On the Time-Varying Structure of the Arbitrage Pricing Theory using the Japanese Sector Indices (日本金融学会2023年度秋季大会)
2.	2022/07	Estimating the Time-Varying Structure of the Fama-French Multi-Factor Models (Western Economic Association International 97th Annual Conference)
3.	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)
4.	2021/07	Evaluating the Financial Market Function in Prewar Japan using a Time-Varying Parameter Model (Western Economic Association International 96th Annual Conference)
5.	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)
6.	2019/06	On the Time-Varying Efficiency of Cryptocurrency Markets (Western Economic Association International 94th Annual Conference)
7.	2018/09	Discretion versus Policy Rules in Commodity Markets: A Case of the Osaka-Dojima Rice Exchange, 1914-1939 (日本経済学会2018年度秋季大会)
8.	2018/06	An Alternative Estimation for Time-Varying Parameter Models (The 2nd International Conference on Econometrics and Statistics)
9.	2018/06	Discretion versus Policy Rules in Futures Markets: A Case of the Osaka-Dojima Rice Exchange, 1914-1939 (World Economic History Congress 2018)
10.	2018/06	Discretion versus Policy Rules in Futures Markets: A Case of the Osaka-Dojima Rice Exchange, 1914-1939 (Western Economic Association International 93rd Annual Conference)
11.	2017/06	An Alternative Estimation for Time-Varying Parameter Models (Western Economic Association International 92nd Annual Conference)
12.	2017/06	Market Efficiency and Price Stabilization Policy in Interwar Osaka-Dojima Rice Exchange (Western Economic Association International 92nd Annual Conference)
13.	2017/06	Time-Varying Comovement of Foreign Exchange Markets (Western Economic Association International 92nd Annual Conference)
14.	2016/10	Time-Varying Comovement of Foreign Exchange Markets (Midwest Econometrics Group 26th Annual Meeting)
15.	2016/09	Market Integration in the Prewar Japanese Rice Markets (日本経済学会2016年度秋季大会)
16.	2016/06	Market Integration in the Prewar Japanese Rice Markets (Western Economic Association International 91st Annual Conference)
17.	2016/06	Time-Varying Comovement of Foreign Exchange Markets (Western Economic Association International 91st Annual Conference)
18.	2015/10	The Futures Premium and Rice Market Efficiency in Prewar Japan (日本経済学会2015年度秋季大会)
19.	2014/10	The Futures Premium and Rice Market Efficiency in Prewar Japan (日本経済学会2014年度秋季大会)
20.	2014/07	Market Efficiency and Government Interventions in Prewar Japanese Rice Futures Markets (Western Economic Association International 89th Annual Conference)
21.	2014/06	Market Efficiency and Government Interventions in Prewar Japanese Rice Futures Markets (日本経済学会2014年度春季大会)
22.	2013/09	International Stock Market Efficiency: A Non-Bayesian Time-Varying Model Approach (日本経済学会2013年度秋季大会)
23.	2013/03	International Stock Market Efficiency: A Non-Bayesian Time-Varying Model Approach (Western Economic Association International 10th Biennial Pacific Rim Conference)
24.	2012/10	International Stock Market Efficiency: A Non-Bayesian Time-Varying Model Approach (日本経済学会2012年度秋季大会)
25.	2012/06	The Evolution of Stock Market Efficiency in the US: A Non-Bayesian Time-Varying Model Approach (Western Economic Association International 87th Annual Conference)
26.	2012/05	The Evolution of Stock Market Efficiency in the US: A Non-Bayesian Time-Varying Model Approach (日本ファイナンス学会第19回大会)
27.	2011/10	CCAPM with Time-Varying Parameters: Some Evidence from Japan (日本経済学会2011年度秋季大会)
28.	2011/05	CCAPM with Time-Varying Parameters: Some Evidence from Japan (日本ファイナンス学会第18回大会)
29.	2010/05	The GEL Estimates Resolve the Risk-free Rate Puzzle in Japan (日本ファイナンス学会第17回大会)
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■ Academic Qualifications

1.	2007/04～2010/03	〔Doctorial Course (2nd Semester)〕, 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.	2023/04～	Meiji University School of Commerce Professor
2.	2021/04～2023/03	Meiji University School of Commerce Associate Professor
3.	2015/04～2021/03	Kyoto Sangyo University Faculty of Economics Associate Professor
4.	2014/04～2015/03	Wakayama University Graduate School of Economics Associate Professor
5.	2012/04～2014/03	Wakayama University Faculty of Economics Assistant Professor
6.	2011/04～2012/03	Toyo University Faculty of Economics Assistant Professor
7.	2010/04～2011/03	Keio University Keio Advanced Research Centers Research Associate
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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

7000011214

■ Research Topics, Consignment Studies & KAKENHI Researches

1.	2023/04～2028/03	A Comprehensive Study on the Construction of Very Long-Term Time Series Data and Price Formation Function in Japanese Financial Markets (Key Word : )
2.	2019/04～2023/03	A Study on the Relationship between Time-Varying Structure of Anomalies and Speculative Bubbles in International Stock Markets (Key Word : )
3.	2017/04～2021/03	Forecasting Exchange Rates using Time-Varying Econometric Models (Key Word : )
4.	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 : )
5.	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 : )
6.	2014/04～2017/03	A Study for the Time-Varying Structure of Foreign Exchange Markets using Non-Bayesian Time-Varying Econometric Models (Key Word : )
7.	2012/04～2015/03	Measuring the Time-Varying Efficiency and Market Linkages in Modern Japanese Rice Markets (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

80610112

■ Courses and Lectures taught or delivered in the past

1.	（Graduate School of Commerce, Meiji University）
2.	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）