Papers - Wada, Kenji

Estimation of consumption-capital asset pricing model (C-CAPM) with two clusters of consumption expenditures

MAKI ATSUSHI,WADA KENJI

Economics Bulletin 31   1183-1187 2011

Research paper (scientific journal), Joint Work, Accepted

Uninsurable Risk and Financial Market Puzzles

Basu, Parantap, Andrei Semenov and Kenji Wada

to appear in Journal of International Money and Finance  2010

Research paper (scientific journal), Joint Work, Accepted

Consumption Behavior, Asset Returns, and Risk Aversion: Evidence from the Japanese Household Survey

Keiichi Kubota,Toshifumi Tokunaga,and Kenji Wada

Japan and the World Economy 20   1-18 2008

Research paper (scientific journal), Joint Work, Accepted

The Knightian Uncertainty and the Risk Premium and the Risk Free Rate Puzzles in Japan and the U.S

Kenji Wada

Economics Letters 95   386-393 2006

Research paper (scientific journal), Single Work, Accepted

Is low International Risk Sharing Consistent with a High Equity Premium? A Reconciliation of Two Puzzles

Parantap　Basu, and Kenji Wada

Economics Letters 93   436-442 2006

Research paper (scientific journal), Joint Work, Accepted

Informational content of stock exchanges versus over-the-counter markets: the behavior of stock indices around the Asian financial crisis in Japan and Korea

Kenji Wada

Applied Economics Letters 11   949-955 2004

Research paper (scientific journal), Single Work, Accepted

Comparison of the Short-term and the Long-term Characteristics of the Japanese and the US Spot Interest Rate

Kenji Wada

The Japanese Finance: Corporate Finance and Capital Markets in Chaniging Japan  2003

Research paper (conference, symposium, etc.), Single Work, Accepted

Can Government Collect Resources without Hurting Investors? Taxation of Returns from Assets

Raaj Sah, and Kenji Wada

Economics for an Imperfect World: Essays in Honor of Joseph Stiglitz    419-438 2003

Research paper (conference, symposium, etc.), Joint Work, Accepted

Crisis and Creative Destruction: Cases of Korean and Japanese Stock Markets

Sumpei Takemori, and Kenji Wada

Asia-Pacific Financial Markets 10   301-317 2003

Research paper (scientific journal), Joint Work, Accepted