Personnel Information

写真a

Kikuchi Kentaro


Title

Associate Professor

Field

Field of Economics

Date of Birth

1976

Mail Address

E-mail address

Seeds

https://www.shiga-u.ac.jp/wp/wp-content/uploads/seeds17-57.pdf

Research Interests 【 display / non-display

  • Financial Engineering

Graduating School 【 display / non-display

  • The University of Tokyo, Faculty of Science

    University, 2000.03, Graduated, Japan

Graduate School 【 display / non-display

  • Tokyo Institute of Technology, Graduate School, Division of Science and Engineering

    Master's Course, 2002, Other, Japan

Campus Career 【 display / non-display

  • Shiga University Faculty of Economics,Associate Professor, 2015.04 -

  • Shiga University Faculty of Economics,Instructor, 2014.04 - 2015.03

External Career 【 display / non-display

  • Bank of Japan, 2002.04 - 2014.03

Research Areas 【 display / non-display

  • Humanities & Social Sciences / Economic statistics

 

Papers 【 display / non-display

  • Quadratic Gaussian Joint Pricing Model for Stocks and Bonds: Theory and Empirical Analysis (14) , 2015.01, Kentaro Kikuchi

    Research paper (conference, symposium, etc.), Single Author

  • A Survey of Systemic Risk Measures: Methodology and Application to the Japanese Market, vol.2014, 2014.04, Akio Hattori, Kentaro Kikuchi, Fuminori Niwa, and Yoshihiko Uchida

    Research paper (conference, symposium, etc.), Multiple Authorship

  • Design and Estimation of a Quadratic Term Structure Model with a Mixture of Normal Distributions, Bank of Japan IMES Discussion Paper Series (8) , 2012.06, Kentaro Kikuchi

    Research paper (conference, symposium, etc.), Single Author

Review Papers 【 display / non-display

  • Money flow networks: Evidence from Japan, 2021.08

    Other, Multiple Authorship

Presentations 【 display / non-display

  • International presentation, 2016.02, Risk Premium Estimation for U.S. Stocks and Bonds using a Quadratic Gaussian Joint Pricing Model, Oral presentation (general)

  • Quantitative Methods in Finance 2015, International presentation, 2015.12, The U.S. Equity and Bond Risk Premiums in a Quadratic Gaussian Joint Pricing Model, Oral presentation (general)

  • Domestic presentation, 2015.08, Estimating the U.S. Equity and Bond Risk Premiums Using a Quadratic Gaussian Joint Pricing Model, Oral presentation (general)

  • Quantitative Methods in Finance 2014, International presentation, 2014.12, A Quadratic Gaussian Joint Model of Stocks and Bonds: Modeling and Estimation, Oral presentation (general)

  • TMU Finance Workshop 2014, International presentation, 2014.11, Quadratic Gaussian joint pricing model for stocks and bonds: theory and application to Japanese data, Oral presentation (general)

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Committee Memberships 【 display / non-display

  • International Conference on Asian Financial Markets and Economic Development, 2017.01

Research Grants & Projects 【 display / non-display

  • Grant-in-Aid for Scientific Research(C),2020.04 - 2023.03

  • Grant-in-Aid for Scientific Research(C),2017.04 - 2020.03

  • Grant-in-Aid for Young Scientists(B),2015.04 - 2017.03

  • Joint research,2017.12 - 2019.03,Collaboration in Japan

 
 
 

Media Coverage 【 display / non-display

  • 2016.04

  • 2015.08