• Search Research Projects
  • Search Researchers
  • How to Use
  1. Back to project page

2016 Fiscal Year Final Research Report

The analysis of the effect of regime uncertainty on financial markets

Research Project

  • PDF
Project/Area Number 26380390
Research Category

Grant-in-Aid for Scientific Research (C)

Allocation TypeMulti-year Fund
Section一般
Research Field Money/ Finance
Research InstitutionHitotsubashi University (2016)
Yokohama National University (2014-2015)

Principal Investigator

Nishide Katsumasa  一橋大学, 大学院経済学研究科, 教授 (40410683)

Project Period (FY) 2014-04-01 – 2017-03-31
Keywordsファイナンス / 投資戦略 / 証券の価格付け / レジーム変化
Outline of Final Research Achievements

In this project, I study with theoretical models the effect of regime uncertainty on the firm's investment strategy, the asset price, and so on.It was found that the effect cannot be negligible, which indicates that we should take regime uncertainty into account when considering the above problems.

Free Research Field

ファイナンス

URL: 

Published: 2018-03-22  

Information User Guide FAQ News Terms of Use Attribution of KAKENHI

Powered by NII kakenhi