School personnel information

写真b

FUKUTA Yuichi


Keyword

Financial Economics

Organization 【 display / non-display

  • 1992.06.01 - 2003.03.31, School of Economics, Research Assistant

  • 2003.04.01 - 2003.09.30, Economics, Graduate School of Economics, Associate Professor

  • 2003.10.01 - 2005.08.31, Business and Management, Graduate School of Economics, Associate Professor

  • 2005.09.01 - 2007.03.31, Economics, Graduate School of Economics, Associate Professor

  • 2007.04.01 - 2010.03.31, Economics, Graduate School of Economics, Associate Professor

  • 2010.04.01 - , Economics, Graduate School of Economics, Professor

Education 【 display / non-display

Kyoto University Faculty of Economics  Graduated 1989.03
Osaka University Graduate School, Division of Economics  Completed 1991.03
Osaka University Graduate School, Division of Economics  Unfinished 1992.05
Osaka University   Completed 1995.11

Employment Record 【 display / non-display

Research Associate, Faculty of Economics, Osaka University 1992.06 - 1995.03
Lecturer, Faculty of Economics, Wakayama University 1995.04 - 1997.03
Associate Professor, Graduate School of Business Administration, Kobe University 1997.04 - 2003.03
CJR Visiting Scholar, University of British Columbia 2001.03 - 2001.06
Associate Professor, Graduate School of Economics, Osaka University 2003.04 - 2010.03
Professor, Graduate School of Economics, Osaka University 2010.04 -
Fulbright Visiting Scholar, Michael G. Foster School of Business, University of Washington 2011.03 - 2012.02

Research topics 【 display / non-display

  • Financial Economics, Finance
    Public economics and labor economics-related

Academic Society Membership 【 display / non-display

  • Nippon Finance Association

  • Japanese Economic Association

 

Academic Papers 【 display / non-display

  • 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, pp.102-121, 2015.11, Papers

  • 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, pp.85-98, 2013.12, Papers

  • Implied Volatility Smiles in the Nikkei 225 Options, Yuichi Fukuta, Wenjie Ma, Applied Financial Economics,Vol.23, Issue.9, pp.789-804, 2013.05, Papers

  • An Empirical Analysis of Information in the Yield Spread on Future Recessions in Japan, Masashi Hasegawa, Yuichi Fukuta, Applied Economics,Vol.43, Issue 15, pp.1865-1881, 2011.06, Papers

  • An Empirical Study on Consumption Based Asset Pricing Models with habit Formation: An Application to Value Effects, Akiko Yamane, Yuichi Fukuta,No.26,3-23頁, 2009.09, Papers(In Japanese)

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Books 【 display / non-display

  • Special, An Invitation to Applied Economics, ISBN, 4-535-55428-5, 2005.10