SUGIYAMA Shunsuke

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Comments are welcome. If you are interested in Datasets and R Programs used in these papers, please E-mail me (My E-mail address is available at the Top page) .



Published


''Measuring the Degree of Time Varying Market Inefficiency''
(With Mikio Ito), Economics Letters, 103 (2009), pp. 62-64. [PDF (Accepted Version at 2009/01/24))]

''Measuring the Intertemporal Elasticity of Substitution for Consumption: Some Evidence from Japan'' 〜New! (Updated at 2010/2/8)〜
(With Akihiko Noda), Economics Bulletin, Vol. 30 no.1 (2010), pp. 524-533.[PDF]



Not Published







Presentations


2007 Nippon Finance Association, Keio University (Tokyo, Japan) 『市場効率性の時変構造(Time Varying Structure of Market Efficiency)』