Financial Network and Financial Public Good: DCC-GARCH,Network Theory,Aggregate Game
Project/Area Number |
26380403
|
Research Category |
Grant-in-Aid for Scientific Research (C)
|
Allocation Type | Multi-year Fund |
Section | 一般 |
Research Field |
Money/ Finance
|
Research Institution | Hosei University |
Principal Investigator |
|
Project Period (FY) |
2014-04-01 – 2018-03-31
|
Project Status |
Completed (Fiscal Year 2017)
|
Budget Amount *help |
¥4,680,000 (Direct Cost: ¥3,600,000、Indirect Cost: ¥1,080,000)
Fiscal Year 2016: ¥1,430,000 (Direct Cost: ¥1,100,000、Indirect Cost: ¥330,000)
Fiscal Year 2015: ¥1,430,000 (Direct Cost: ¥1,100,000、Indirect Cost: ¥330,000)
Fiscal Year 2014: ¥1,820,000 (Direct Cost: ¥1,400,000、Indirect Cost: ¥420,000)
|
Keywords | 金融ネットワーク / 動学的相関GARCH / 国際金融公共財 / 集計ゲーム / アジア金融市場 / ネットワーク理論 / 動学的相関GARCHモデル / 国際公共財 / 公共財の配置 / ネットワーク / 最短経路問題 / ノード / エッジ |
Outline of Final Research Achievements |
This project has theoretically and empirically examined Asian financial network during 2000 and 2017 by using DCCGARCH model. Moreover, we explored the economic policy to achieve network efficiency.
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Report
(5 results)
Research Products
(29 results)