2017 Fiscal Year Final Research Report
Financial Network and Financial Public Good: DCC-GARCH,Network Theory,Aggregate Game
| Project/Area Number |
26380403
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| Research Category |
Grant-in-Aid for Scientific Research (C)
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| Allocation Type | Multi-year Fund |
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| Section | 一般 |
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| Research Field |
Money/ Finance
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| Research Institution | Hosei University |
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Principal Investigator |
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| Project Period (FY) |
2014-04-01 – 2018-03-31
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| 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 |
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| 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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| Free Research Field |
金融論
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