11/28(THU)
Session 1
1.Title 2.Presenter 3.Go-authtor
Chair:Masahiro Yamada (Osaka University)
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9:20-10:00 Publication
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Discussant:Takeshi Kobayashi(NUBC Business School)
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Modelling and forecasting the dollar-pound exchange rate in the presence of structural breaks
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Takamitsu Kurita(Fukuoka University)
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Jennifer L. Castle(Institute for New Economic Thinking & Magdalen College, University of Oxford7.
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10:00-10:40 Publication
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Discussant:Kentaro Kikuchi(Shiga University)
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Global Bond Market Interaction: An Arbitrage-free Dynamic Nelson Siegel Modeling Approach
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Takeshi Kobayashi (NUBC Business School)
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10:40-11:20 Publication
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Discussant:Fabien Rondeau (University of Rennes 1)
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Offshore Bond Issuance and Noncore Liability in China
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Shugo Yamamoto(Yamaguchi University)
Session 2
Chair: Jean-Christophe Poutineau (University of Rennes 1)
- 11:40-12:20 Publication
- Discussant:Yushi Yoshida(Shiga University)
- Why Japan Lost Its Comparative Advantage in Producing Electronic Parts and Components
- Willem Thorbecke(Research Institute of Economy, Trade and Industry)
- 12:20-13:00 Publication
- Discussant:Willem Thorbecke (RIETI)
- Production Chains, Exchange Rate Shocks, and Firm Performance
- Hongyong Zhang(Research Institute of Economy, Trade and Industry)
- LI Zhigang( Asian Development Bank),WEI Shang-Jin( Columbia University)
Keynote speech
Chair:Yushi Yoshida(Shiga University)
14:20-15:20 Publication
- A Jackknife Model Averaging Analysis of RMB Misalignment Estimates
- Yin-Wong Cheung(City U of Hong Kong)
- 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)
- Predictability of Extreme Daily Returns in Emerging Markets
- Fahad Ali(College of Economics Zhejiang University)
- 9:40-10:20 Publication
- Discussant:Kentaro Kikuchi(Shiga University)
- A New Asymmetric Copula with Sign-Reversible Correlation
- Masahito Kobayashi(Yokohama National University)
Session 4
Chair: Willem Thorbecke (RIETI)
- 10:40-11:20 Publication
- Discussant:Masahiro Yamada (Osaka University)
- The Changing Role of Foreign Investors in Tokyo Stock Price Formation
- Kentaro Iwatsubo(Kobe University)
- Clinton Watkins(Graduate School of Economics)
- 11:20-12:00 Publication
- Discussant:Takmitsu Kurita (Fukuoka University)
- Price Discovery and Liquidity Recovery: Forex Market Reactions to Macro Announcements
- Masahiro Yamada(Osaka University)
- Takatoshi Ito(School of International and Public Affairs, Columbia University)
Keynote speech
Chair:Yushi Yoshida(Shiga University)
- Negative Interest Rate Policy and the Influence of Macroeconomic News on Yields
- Rasmus Fatum( University of Alberta)
- 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)
- For Whom the Levy Tolls: The Case of a Macroprudential Stability Levy in South Korea
- Ahn,Jae Bin(Seoul National University)
- 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)
- Exchange rate pass-through on Japanese prices:Import price, producer price, and core CPI
- Yuri Sasaki(Meiji Gakuin University)
- Yushi Yoshida(Shiga University)
- 15:50-16:30 Publication
- Discussant:Ahn,Jae Bin(Seoul National University)
- Bilateral Synchronization in a Globalized World: a Global Macroeconomic Approach
- Jean-Christophe Poutineau(University of Rennes 1)
- J.-S. PENTECOTE(University of Normandy - Caen),T. RAZAFINDRABE(University of Rennes 1), F. RONDEAU(University of Rennes 1)