Personnel Information

写真a

Kikuchi Kentaro


Title

Associate Professor

Field

Field of Economics

Date of Birth

1976

Mail Address

E-mail address

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Research Interests 【 display / non-display 】

  • Financial Engineering

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Graduating School 【 display / non-display 】

  • The University of Tokyo， Faculty of Science

    University， 2000.03， Graduated， Japan

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Graduate School 【 display / non-display 】

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

    Master's Course， 2002， Other， Japan

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Campus Career 【 display / non-display 】

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

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

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External Career 【 display / non-display 】

  • Bank of Japan， 2002.04 - 2014.03

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Research Areas 【 display / non-display 】

  • Humanities & Social Sciences / Economic statistics

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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

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Review Papers 【 display / non-display 】

  • Money flow networks: Evidence from Japan， 2021.08

    Other, Multiple Authorship

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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

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Research Grants & Projects 【 display / non-display 】

  • ，Grant-in-Aid for Scientific Research(C)Grant-in-Aid for Scientific Research(C)，2020.04 - 2024.03

  • ，Joint researchJoint research，Collaboration in Japan，2017.12 - 2019.03

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

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

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Preferred joint research theme 【 display / non-display 】

  • リスク管理、データ分析、数理モデル, Cooperative Research with Industry-University research organizations and private agencies., Cooperative Research

  • 【キーワード】マイナス金利／金利期間構造モデル／非伝統的金融政策／リスク管理

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Charge of on-campus class subject 【 display / non-display 】

  • 専門演習Ⅳ，2024.10 - 2025.03

  • 特別演習Ⅱ，2024.04 - 2025.03

  • 金融工学リスク特殊講義，2024.04 - 2024.09

  • 専門演習Ⅲ，2024.04 - 2024.09

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Media Coverage 【 display / non-display 】

  • 2016.04

  • 2015.08

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