NISHIDE Katsumasa

J-GLOBAL         Last updated: Sep 28, 2019 at 02:42
 
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Name
NISHIDE Katsumasa
E-mail
k.nishider.hit-u.ac.jp
URL
http://www1.econ.hit-u.ac.jp/nishide/
Affiliation
Hitotsubashi University
Section
Graduate School of Economics
Job title
Professor
Research funding number
40410683
ORCID ID
0000-0002-0664-7230

Research Areas

 
 

Academic & Professional Experience

 
Apr 2005
 - 
Mar 2006
Assistant Professor, Faculty of Accounting and Finance, Nagoya University of Commerce and Business
 
Apr 2006
 - 
Oct 2007
Associate Professor, Graduate School of Economics, Kyoto University
 
Nov 2007
 - 
Mar 2010
Assistant Professor, Interdisciplinary Research Center, Yokohama National University
 
Apr 2010
 - 
Mar 2015
Associate Professor, Internatnioal Graduate School of Social Sciences, Yokohama National University
 
Apr 2015
 - 
Mar 2016
Professor, Faculty of International Social Sciences, Yokohama National University
 

Education

 
 
 - 
Mar 1992
Faculty of Law, Hitotsubashi University
 
 
 - 
Mar 2001
Faculty of Economics, Kyoto University
 
 
 - 
Mar 2003
Graduate School, Division of Economics, Kyoto University
 
 
 - 
Mar 2006
Graduate School, Division of Economics, Kyoto University
 

Published Papers

 
Katsumasa Nishide
Kyoto Economic Review   74(1) 143-161   Jun 2005   [Refereed]
Katsumasa Nishide
Quantitative Finance   9(3) 297-304   Apr 2009   [Refereed]
Hajime Fujiwara, Masaaki Kijima, Katsumasa Nishide
Recent Advances in Financial Engineering: Proceedings of the 2008 Daiwa International Workshop on Financial Engineering   49-69   Jun 2009   [Refereed][Invited]
Katsumasa Nishide
Recent Advances in Financial Engineering: Proceedings of the 2008 Daiwa International Workshop on Financial Engineering   135-159   Jun 2009   [Refereed][Invited]
Katsumasa Nishide, Ernesto Kazuhiro Nomi
Journal of Economic Dynamics and Control   33(10) 1796-1807   Oct 2009   [Refereed]

Books etc

 
Handbooks in Operations Research and Management Science: Financial Engineering (Translation)
Jun 2009   

Conference Activities & Talks

 
Monopolistic Dealer versus Broker: Impact of Proprietary Trading with Transaction Fees
Katsumasa Nishide
The 7th International IFABS Conference   27 Jun 2015   International Finance and Banking Society
Heston-Type Stochastic Volatility with a Markov Switching Regime
Katsumasa Nishide
The 27th European Conference on Operational Research   12 Jul 2015   Association of European Operational Research Societies
Heston-Type Stochastic Volatility with a Markov Switching Regime [Invited]
西出 勝正
University of Michigan Math Seminar   26 Aug 2015   Department of Mathematics, Univesity of Michigan, Ann Arbor, USA
Monopolistic Dealer versus Broker: Impact of Proprietary Trading with Transaction Fees [Invited]
Katsumasa Nishide
AJRC and HIAS Joint Conference on Recent Issues in Finance and Macroeconomics   21 Mar 2016   Crawford School of Public Policy Australian National University, Hitotsubashi Institute for Advanced Study
Money Supply, Asset Prices and Interest Rates within a General Equilibrium Framework
Katsumasa Nishide
Ninth World Congress of Bachelier Finance Society   15 Jul 2016   Bachelier Finance Society

Research Grants & Projects

 
quantitative analysis of financial markets
International Joint Research Projects
Project Year: Apr 2003 - Today
Evaluation method for the investment in infrastructure business
Shimizu Corporation: Joint Research(Commissioned research from business sector)
Project Year: Apr 2017 - Mar 2018    Investigator(s): Katsumasa Nishide