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2017 Fiscal Year Annual Research Report

A Study on Time-Varying Structure of Market Integration and Market Efficiency in Modern Period: The Case of Rice Markets in Japan and Colonized Korea

Research Project

Project/Area Number 15K03542
Research InstitutionKyoto Sangyo University

Principal Investigator

野田 顕彦  京都産業大学, 経済学部, 准教授 (80610112)

Co-Investigator(Kenkyū-buntansha) 大豆生田 稔  東洋大学, 文学部, 教授 (20175251)
前田 廉孝  西南学院大学, 経済学部, 准教授 (90708398)
Project Period (FY) 2015-04-01 – 2018-03-31
Keywords計量ファイナンス / 日本経済史 / 市場効率性 / 先物取引 / 米穀法 / 米穀統制法 / 裁量性 / 朝鮮米
Outline of Annual Research Achievements

本年度は,本研究課題の最終年度として平成28年度までに得られた研究成果の発信を進めた.平成28年度までに本研究課題は,戦前期日本内地における米穀市場の情報効率性が,台鮮米と称された植民地米の取引所における取扱を規定した米穀政策・取引所政策の変遷に強く規定されて変動したことを示してきた.したがって,本研究課題の成果は日本経済史研究のみならず植民地史研究,朝鮮史研究,台湾史研究としても重要な意義を有している.そこで,本年度においては台湾・韓国の研究者と議論を重ねることに力点を置いた.そして,日本・京都(京都産業大学)と台湾・台北(国立台北大学)において,International Conference on Economic Historyと題した国際カンファレンスを開催することで日本人・韓国人・台湾人研究者から多様なコメントを受け,またアメリカ合衆国・サンディエゴで開催されたWestern Economic Association International 92nd Annual Conferenceにおいても研究報告を実施することで世界中から集まった研究者らと活発な議論を交わす機会を得た.以上の成果を踏まえ,本年度には平成30年度にアメリカ合衆国・ボストン(マサチューセッツ工科大学)で開催されるWorld Economic History Congressに応募し,採択を受けることができた.

  • Research Products

    (26 results)

All 2018 2017 Other

All Journal Article (9 results) (of which Peer Reviewed: 1 results) Presentation (13 results) (of which Int'l Joint Research: 10 results,  Invited: 4 results) Book (2 results) Remarks (1 results) Funded Workshop (1 results)

  • [Journal Article] 食料をめぐる経済政策と消費の嗜好性-戦前期日本の米穀・食塩を中心に2018

    • Author(s)
      前田廉孝
    • Journal Title

      嗜好品文化研究

      Volume: - Pages: -

  • [Journal Article] 『堂島米報』・『大阪米報』(1930~40年)掲載記事目録2018

    • Author(s)
      前田廉孝
    • Journal Title

      西南学院大学経済学論集

      Volume: 52 Pages: 39--109

  • [Journal Article] The Futures Premium and Rice Market Efficiency in Prewar Japan2017

    • Author(s)
      Mikio Ito, Kiyotaka Maeda, and Akihiko Noda
    • Journal Title

      Economic History Review

      Volume: - Pages: -

    • DOI

      DOI:10.1111/ ehr.12608

    • Peer Reviewed
  • [Journal Article] Discretion versus Policy Rules in Futures Markets: A Case of the Osaka-Dojima Rice Exchange, 1914-19392017

    • Author(s)
      Mikio Ito, Kiyotaka Maeda, and Akihiko Noda
    • Journal Title

      Quantitative Finance Papers, [arXiv:1704.00985]

      Volume: なし Pages: 1--32

  • [Journal Article] An Alternative Estimation Method of A Time-Varying Parameter Model2017

    • Author(s)
      Mikio Ito, Akihiko Noda, and Tatsuma Wada
    • Journal Title

      Statistical Methodology Papers, [arXiv:1707.06837]

      Volume: なし Pages: 1--35

  • [Journal Article] 戦間期日本における米穀先物取引の変動と記述史料:取引所作成史料の限界と大阪堂米会発行誌の意義2017

    • Author(s)
      前田廉孝
    • Journal Title

      西南学院大学経済学論集

      Volume: 51 Pages: 1--33

  • [Journal Article] 『大阪堂米会報』(1928~29 年)掲載記事目録2017

    • Author(s)
      前田廉孝
    • Journal Title

      西南学院大学経済学論集

      Volume: 52 Pages: 67--82

  • [Journal Article] 蔵書ギャラリー no.23 『専売局報』2017

    • Author(s)
      前田廉孝
    • Journal Title

      西南学院大学図書館報

      Volume: 183 Pages: 7

  • [Journal Article] 戦時期日本の占領地域における「学術調査」:1942 年 山西学術調査研究団を中心に2017

    • Author(s)
      前田廉孝
    • Journal Title

      柳沢遊・倉沢愛子編著『日本帝国の崩壊』

      Volume: なし Pages: 129--159

  • [Presentation] Market Integration in Japanese Rice Markets, 1880-19322017

    • Author(s)
      Mikio Ito, Kiyotaka Maeda, and Akihiko Noda
    • Organizer
      The 3rd International Conference on Economic History at National Taipei University
    • Int'l Joint Research / Invited
  • [Presentation] Financial Arrangements of Small and Medium Enterprises and Regional Capital Market in Prewar Japan2017

    • Author(s)
      Kiyotaka Maeda
    • Organizer
      The 3rd International Conference on Economic History at National Taipei University
    • Int'l Joint Research / Invited
  • [Presentation] 明治・大正期における植民地産品需給とその政策的調整-塩専売制度下食塩市場を事例に2017

    • Author(s)
      前田廉孝
    • Organizer
      政治経済学・経済史学会2017年度秋季学術大会,大阪商業大学
  • [Presentation] Market Efficiency and Price Stabiliza-tion Policy in Interwar Osaka-Dojima Rice Exchange2017

    • Author(s)
      Mikio Ito, Kiyotaka Maeda, and Akihiko Noda
    • Organizer
      日本経済学会2017年度秋季大会,青山学院大学(東京都,渋谷区)
  • [Presentation] Financial Arrangements of Small and Medium Enterprises and Regional Economic Growth in Japan: Trans-formations in the Salt Producing Region, 1890s-1910s2017

    • Author(s)
      Kiyotaka Maeda
    • Organizer
      European Business History Associa-tion 21st Annual Congress, Vienna University of Economics and Business (Wein, Austria)
    • Int'l Joint Research
  • [Presentation] Market Efficiency and Price Stabilization Policy in Interwar Osaka-Dojima Rice Exchange2017

    • Author(s)
      Mikio Ito, Kiyotaka Maeda, and Akihiko Noda
    • Organizer
      Western Economic Association International 92nd Annual Conference (San Diego, U.S.)
    • Int'l Joint Research
  • [Presentation] An Alternative Estimation Method of A Time-Varying Parameter Model2017

    • Author(s)
      Mikio Ito, Akihiko Noda, and Tatsuma Wada
    • Organizer
      Western Economic Association International 92nd Annual Conference (San Diego, U.S.)
    • Int'l Joint Research
  • [Presentation] Time-Varying Comovement of Foreign Exchange Markets2017

    • Author(s)
      Mikio Ito, Akihiko Noda, and Tatsuma Wada
    • Organizer
      Western Economic Association International 92nd Annual Conference (San Diego, U.S.)
    • Int'l Joint Research
  • [Presentation] An Alternative Estimation Method of A Time-Varying Parameter Model2017

    • Author(s)
      Mikio Ito, Akihiko Noda, and Tatsuma Wada
    • Organizer
      The 1st International Conference on Econometrics and Statistics at The Hong Kong University of Science and Technology (Hong Kong, China)
    • Int'l Joint Research
  • [Presentation] Market Integration in Japanese Rice Markets, 1880-19322017

    • Author(s)
      Mikio Ito, Kiyotaka Maeda, and Akihiko Noda
    • Organizer
      The 2nd International Conference on Economic History at Kyoto Sangyo University (Kyoto, Japan)
    • Int'l Joint Research / Invited
  • [Presentation] Financial Arrangements of Small and Medium Enterprises and Regional Economic Growth in Japan: Trans-formations in the Salt Producing Region, 1890s-1910s2017

    • Author(s)
      Kiyotaka Maeda
    • Organizer
      The 2nd International Conference on Economic History at Kyoto Sangyo University (Kyoto, Japan)
    • Int'l Joint Research / Invited
  • [Presentation] 戦間期大阪堂島米穀取引所における先物市場の価格形成と米穀政策2017

    • Author(s)
      伊藤幹夫・前田廉孝・野田顕彦
    • Organizer
      社会経済史学会第86回全国大会,慶應義塾大学(東京都,港区)
  • [Presentation] Historical Documents on Rice Futures Trading in Interwar Japan2017

    • Author(s)
      Kiyotaka Maeda
    • Organizer
      The Association of Japanology in East Asia Spring Meeting in 2017, Kangwon National University (Gangwon, Korea)
    • Int'l Joint Research
  • [Book] 日本経済史1600-20152017

    • Author(s)
      浜野潔・井奥成彦・中村宗悦,岸田真,永江雅和・牛島利明
    • Total Pages
      367
    • Publisher
      慶應義塾出版会
    • ISBN
      4766423356
  • [Book] 時代を超えた経営者たち2017

    • Author(s)
      井奥成彦
    • Total Pages
      336
    • Publisher
      日本経済評論社
    • ISBN
      4818824623
  • [Remarks] JSPS Research Projects

    • URL

      http://at-noda.com/jsps/

  • [Funded Workshop] The 2nd International Conference on Economic History at Kyoto Sangyo University2017

URL: 

Published: 2018-12-17  

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