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Value premium and implied equity duration in the Japanese stock market
Yuichi Fukuta, Akiko Yamane
Journal of International Financial Markets, Institutions and Money Vol. 39 p. 102-121 2015/11/01 Research paper (scientific journal)
Publisher: Elsevier Ltd
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The leading indicator property of the term spread and the monetary policy factors in Japan
Hiroshi Nakaota, Yuichi Fukuta
Japan and the World Economy Vol. 28 p. 85-98 2013/12 Research paper (scientific journal)
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The Leading Indicator Property of the Term Spread and the Monetary Policy Factors in Japan
Hiroshi Nakaota, Yuichi Fukuta
Discussion Papers In Economics And Business, Graduate School of Economics and Osaka School of International Public Policy (OSIPP), Osaka University 2013/07 Research paper (scientific journal)
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Implied Volatility Smiles in the Nikkei 225 Options
Yuichi Fukuta, Wenjie Ma
Applied Financial Economics 2013/05 Research paper (scientific journal)
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An Empirical Study on Stabilities of the Predictive Role of the Yield Spread for Future Economic Activity and the Monetary Policy Stance in Japan
Yuichi Fukuta, Hiroshi Nakaota
Discussion Papers In Economics And Business 2012/09 Research paper (scientific journal)
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An empirical analysis of information in the yield spread on future recessions in Japan
Masashi Hasegawa, Yuichi Fukuta
Applied Economics Vol. 43 No. 15 p. 1865-1881 2011/06 Research paper (scientific journal)
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The Leading Indicator Property of the Term Spread and the Monetary Policy Factors
Hiroshi Nakaota, Yuichi Fukuta
KIER Discussion Paper Series 2011/05 Research paper (scientific journal)
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An Empirical Investigation on Value Effects: An Approach based on Equity Duration
Yuichi Fukuta, Akiko Yamane
2011/02 Research paper (scientific journal)
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Value Effects - Consumption-based Asset Pricing Model and Implied Equity Duration
Yuichi Fukuta, Akiko Yamane
Securities Analysts Journal Vol. 48 No. 12 p. 39-46 2010/12 Research paper (scientific journal)
Publisher:
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An Empirical Study on Consumption Based Asset Pricing Models with habit Formation: An Application to Value Effects
Akiko Yamane, Yuichi Fukuta
No. 26 p. 3-23 2009/09 Research paper (scientific journal)
Publisher:
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How Many Times Did Structural Changes in the Relationship between the Term Spread and Future Real Economic Activity Occur in Japan?
Hiroshi Nakaota, Yuichi Fukuta
2008/02 Research paper (scientific journal)
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Forward Discount Puzzle and Official Interventions: An Empirical Note
Yuichi Fukuta, Makoto Saito
Osaka Economic Papers Vol. 57 No. 2 p. 25-34 2007/09 Research paper (scientific journal)
Publisher: The Economic Society of Osaka University
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Dynamic Asset Investment Analysis of Japanese Life Insurance Companies Under Regulations
Yuichi Fukuta, Hiroshi Osano
Problems and Perspectives in Manegement Vol. 1 No. 1 p. 42-57 2003/10 Research paper (scientific journal)
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Empirical Power of volatility tests and time series tests for rational bubbles
Yuichi Fukuta
Kokumin Keizai Zasshi Vol. 187 No. 5 p. 67-81 2003/05 Research paper (scientific journal)
Publisher: Kobe University
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新たな視点で経済政策を考察する，齊藤誠著『先を見よ，今を生きよ-市場と政策の経済学-』
福田祐一
経済セミナー 2002/10
Publisher: 日本評論社
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Credit Crunch and the BIS restiction
Yuichi Fukuta
Business Insight 2002/06
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証券市場論の課題
福田祐一
経営学研究のために（第8版） 2002/04
Publisher: 神戸大学経済経営学会
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Forward discount puzzle and liquidity effects: Some evidence from exchange rates among the United States, Canada, and Japan
Yuichi Fukuta, Makoto Saito
Journal of Money, Credit and Banking Vol. 34 No. 4 p. 1014-1033 2002 Research paper (scientific journal)
Publisher: Ohio State University Press
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ファイナンスＡで学ぶこと
福田祐一
経済学・経営学学習のために Vol. 2000 p. 29-35 2000/10
Publisher: 神戸大学経済経営学会
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A Simple Discrete-time Approximation of Continuous-time Bubbles
Yuichi Fukuta
Journal of Economic Dynamics and Control Vol. 22 No. 6 p. 937-954 1998/06 Research paper (scientific journal)
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証券論の課題
福田祐一
経営学研究のために（第7版） 1998/04
Publisher: 神戸大学経済経営学会
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ミクロの視点からマクロ経済を分析、羽森茂之著, 『消費者行動と日本の資産市場』
福田祐一
経済セミナー 1996/12
Publisher: 日本評論社
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Rational Bubbles and Non-Risk Neutral Investors in Japan
Yuichi Fukuta
Japan and the World Economy Vol. 8 No. 4 p. 459-473 1996/12 Research paper (scientific journal)
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動学的最適化のわかりやすい解説書、M. I. Kamien and N. L. Schwartz, Dynamic Optimization The Calculus of Variations and Optimal Control in Economics and Management
福田祐一
経済セミナー 1993/09
Publisher: 日本評論社
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合理的バブル論からのバブル現象の解明
福田祐一
ＥＳＰ 1992/11
