経済学部

TOPリスク研究センター経済学部附属リスク研究センターリスク研開催イベント情報2019年度開催イベント ≫ RESSU2019 LINK PAGE

RESSU2019 LINK PAGE

11/28(THU)

Session 1

1.Title 2.Presenter 3.Go-authtor

Chair:Masahiro Yamada (Osaka University)

  • 9:20-10:00 Publication

  • Discussant:Takeshi Kobayashi(NUBC Business School)

  1. Modelling and forecasting the dollar-pound exchange rate in the presence of structural breaks

  2. Takamitsu Kurita(Fukuoka University)

  3. Jennifer L. Castle(Institute for New Economic Thinking & Magdalen College, University of Oxford7.

  • 10:00-10:40 Publication

  • Discussant:Kentaro Kikuchi(Shiga University)

  1. Global Bond Market Interaction: An Arbitrage-free Dynamic Nelson Siegel Modeling Approach

  2. Takeshi Kobayashi (NUBC Business School)

  • 10:40-11:20 Publication

  • Discussant:Fabien Rondeau (University of Rennes 1)

  1. Offshore Bond Issuance and Noncore Liability in China

  2. Shugo Yamamoto(Yamaguchi University)


Session 2

Chair: Jean-Christophe Poutineau (University of Rennes 1)

  • 11:40-12:20 Publication
  • Discussant:Yushi Yoshida(Shiga University)
  1. Why Japan Lost Its Comparative Advantage in Producing Electronic Parts and Components
  2. Willem Thorbecke(Research Institute of Economy, Trade and Industry)
  • 12:20-13:00 Publication
  • Discussant:Willem Thorbecke (RIETI)
  1. Production Chains, Exchange Rate Shocks, and Firm Performance
  2. Hongyong Zhang(Research Institute of Economy, Trade and Industry)
  3. LI Zhigang( Asian Development Bank),WEI Shang-Jin( Columbia University)

Keynote speech

Chair:Yushi Yoshida(Shiga University)

14:20-15:20 Publication

  1. A Jackknife Model Averaging Analysis of RMB Misalignment Estimates
  2. Yin-Wong Cheung(City U of Hong Kong)
  3. Wenhao Wang(City U of Hong Kong)

11/29(FRI)

Session 3

Chair: Kentaro Iwatsubo (Kobe Univercity)

  • 9:00-9:40 Publication
  • Discussant:Shugo Yamamoto(Yamaguchi University)
  1. Predictability of Extreme Daily Returns in Emerging Markets
  2. Fahad Ali(College of Economics Zhejiang University)
  • 9:40-10:20 Publication
  • Discussant:Kentaro Kikuchi(Shiga University)
  1. A New Asymmetric Copula with Sign-Reversible Correlation
  2. Masahito Kobayashi(Yokohama National University)


Session 4

Chair: Willem Thorbecke (RIETI)

  • 10:40-11:20 Publication
  • Discussant:Masahiro Yamada (Osaka University)
  1. The Changing Role of Foreign Investors in Tokyo Stock Price Formation
  2. Kentaro Iwatsubo(Kobe University)
  3. Clinton Watkins(Graduate School of Economics)

  • 11:20-12:00 Publication
  • Discussant:Takmitsu Kurita (Fukuoka University)
  1. Price Discovery and Liquidity Recovery: Forex Market Reactions to Macro Announcements
  2. Masahiro Yamada(Osaka University)
  3. Takatoshi Ito(School of International and Public Affairs, Columbia University)

Keynote speech

Chair:Yushi Yoshida(Shiga University)

13:10-14:10 Publication

  1. Negative Interest Rate Policy and the Influence of Macroeconomic News on Yields
  2. Rasmus Fatum( University of Alberta)
  3. Naoko Hara (Institute for Monetary and Economic Studies Bank of Japan ),Yohei Yamamoto(Department of Economics Hitotsubashi University )


Session 5

Chair:Yushi Yoshida(Shiga University)

  • 14:10-14:50 Publication
  • Discussant:Kentaro Iwatsubo (Kobe University)
  1. For Whom the Levy Tolls: The Case of a Macroprudential Stability Levy in South Korea
  2. Ahn,Jae Bin(Seoul National University)
  3. Hyunjoon Lim(Economic Research Institute, Bank of Korea)

Session 6

Chair:Ahn,Jae Bin(Seoul National University)

  • 15:10-15:50 Publication
  • Discussant:Jean-Christophe Poutineau (University of Rennes 1)
  1. Exchange rate pass-through on Japanese prices:Import price, producer price, and core CPI
  2. Yuri Sasaki(Meiji Gakuin University)
  3. Yushi Yoshida(Shiga University)
  • 15:50-16:30 Publication
  • Discussant:Ahn,Jae Bin(Seoul National University)
  1. Bilateral Synchronization in a Globalized World: a Global Macroeconomic Approach
  2. Jean-Christophe Poutineau(University of Rennes 1)
  3. J.-S. PENTECOTE(University of Normandy - Caen),T. RAZAFINDRABE(University of Rennes 1), F. RONDEAU(University of Rennes 1)