UBUKATA Masato

J-GLOBAL         Last updated: Oct 12, 2019 at 02:41
 
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Name
UBUKATA Masato
Affiliation
Meiji Gakuin University
Section
Faculty of Economics, Department of International Business

Research Areas

 
 

Academic & Professional Experience

 
Oct 2007
 - 
Mar 2010
Assistant Professor
 
Apr 2010
 - 
Mar 2012
Lecturer
 
Apr 2012
 - 
Mar 2018
Associate Professor
 
Sep 2015
 - 
Aug 2016
Researcher
 

Education

 
Apr 1999
 - 
Mar 2003
Faculty of Economics, Tokyo Metropolitan University
 
Apr 2003
 - 
Mar 2005
Graduate School, Division of Economics, Tokyo Metropolitan University
 
Apr 2005
 - 
Sep 2007
Graduate School, Division of Economics, Osaka University
 

Published Papers

 
Tail Risk and Return Predictability for the Japanese Equity Market (Forthcoming)
Torben G Andersen, Viktor Todorov
Journal of Econometrics      May 2019   [Refereed]
Dynamic hedging performance and downside risk: Evidence from Nikkei index futures
International Review of Economics & Finance   58 270-281   Nov 2018   [Refereed]

Conference Activities & Talks

 
Jump tail risk premium and predicting credit spreads
The 1st international conference on econometrics and statistics   16 Jun 2017   
Decompositions of variance risk premium in Japan for asset predictability
Seminar Series on Quantitative Finance   3 Jun 2016   
Effectiveness of time-varying minimum value at risk and expected shortfall hedging
7 Aug 2015   
Effectiveness of time-varying minimum value at risk and expected shortfall hedging
Hitotsubashi Summer Institute on Econometrics   5 Aug 2015   
An empirical analysis of futures hedge using multivariate realized volatility
Workshop on high-frequency data and financial econometrics   Feb 2014