Akihiko Noda

发表

CCAPM with Time-Varying Parameters: Some Evidence from Japan

Mikio Ito, Akihiko Noda, 2011 .

The evolution of stock market efficiency in the US: a non-Bayesian time-varying model approach

Tatsuma Wada, Mikio Ito, Akihiko Noda, 2012, 1202.0100.

An Alternative Estimation Method for Time-Varying Parameter Models

Tatsuma Wada, Mikio Ito, Akihiko Noda, 2022, Econometrics.

Estimating the Time-Varying Structures of the Fama-French Multi-Factor Models

Akihiko Noda, 2022, 2208.01270.

Evaluating the Financial Market Function in Prewar Japan using a Time-Varying Parameter Model

Akihiko Noda, Kenichi Hirayama, 2020, 2008.00860.

International stock market efficiency: a non-Bayesian time-varying model approach

Tatsuma Wada, Mikio Ito, Akihiko Noda, 2012, 1203.5176.

Addictive Behavior of Japanese Husbands and Wives

Akihiko Noda, K. Kamimura, 2010 .

Time-Varying Comovement of Foreign Exchange Markets: A GLS-Based Time-Varying Model Approach

Tatsuma Wada, Mikio Ito, Akihiko Noda, 2021, Mathematics.

Market Integration in the Prewar Japanese Rice Markets

Kiyotaka Maeda, Mikio Ito, Akihiko Noda, 2016, 1604.00148.

Time-Varying Comovement of Foreign Exchange Markets

Tatsuma Wada, Mikio Ito, Akihiko Noda, 2016, 1610.04334.

On the Time-Varying Structure of the Arbitrage Pricing Theory using the Japanese Sector Indices

Akihiko Noda, Koichi Moriya, 2023, 2305.05998.

Discretion versus Policy Rules in Futures Markets: A Case of the Osaka-Dojima Rice Exchange, 1914-1939

Kiyotaka Maeda, Mikio Ito, Akihiko Noda, 2017, 1704.00985.

Testing Semi-Strong Form Efficiency of the Prewar Japanese Stock Market

Akihiko Noda, Kenichi Hirayama, 2020 .

The GEL estimates resolve the risk-free rate puzzle in Japan

Mikio Ito, Akihiko Noda, 2012 .

Testing the "Catching up with the Joneses" Model with Consumption Externality in Japan

Akihiko Noda, 2011 .

On the evolution of cryptocurrency market efficiency

Akihiko Noda, 2019 .

A test of the adaptive market hypothesis using a time-varying AR model in Japan

Akihiko Noda, 2012, 1207.1842.

On the Time-Varying Structure of the Arbitrage Pricing Theory using the Japanese Sector Indices

Akihiko Noda, Koichi Moriya, 2023, 2305.05998.

Examining the Dynamic Asset Market Linkages under the COVID-19 Global Pandemic (preprint)/ en

Akihiko Noda, 2021, 2109.02933.

Measuring the Time-Varying Market Efficiency in the Prewar Japanese Stock Market, 1924-1943

Akihiko Noda, Kenichi Hirayama, 2019, 1911.04059.

Measuring the Time-Varying Market Efficiency in the Prewar Japanese Stock Market

Akihiko Noda, 2019 .

On the Time-Varying Efficiency of Cryptocurrency Markets

Akihiko Noda, 2019, 1904.09403.

The Futures Premium and Rice Market Efficiency in Prewar Japan

Kiyotaka Maeda, Mikio Ito, Akihiko Noda, 2014, 1404.5381.

Dynamic Linkages Between Tokyo and Osaka Rice Futures Markets in Prewar Japan

Kiyotaka Maeda, Mikio Ito, Akihiko Noda, 2014 .

Market efficiency and government interventions in prewar Japanese rice futures markets

Kiyotaka Maeda, Mikio Ito, Akihiko Noda, 2014, Financial History Review.

An Alternative Estimation Method of a Time-Varying Parameter Model

Tatsuma Wada, Mikio Ito, Akihiko Noda, 2017, 1707.06837.

Futures Premium and Efficiency of the Rice Futures Markets in Prewar Japan

Kiyotaka Maeda, Mikio Ito, Akihiko Noda, 2014 .

KEIO/KYOTO JOINT GLOBAL CENTER OF EXCELLENCE PROGRAM Raising Market Quality-Integrated Design of “Market Infrastructure” KEIO/KYOTO GLOBAL COE DISCUSSION PAPER SERIES

Mikio Ito, Akihiko Noda, 2011 .