大桥 和彦

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RIETI在职期间（截至2018年3月31日）的信息。可能与最新信息有出入。

大桥 和彦顔写真

大桥 和彦 OHASHI Kazuhiko

教职研究员（至2018年3月31日）

一桥大学研究生院国际企业战略研究科教授

在RIETI的活动

研究领域

金融（商品市场、证券创新与金融中介、J-REIT等）

在RIETI的研究课题

学历

1993年 麻省理工大学斯隆商学院博士课程毕业，获得Ph.D（（Finance）学位
1988年 一桥大学研究生院硕士课程毕业
1986年 一桥大学经济系毕业

工作简历

2010-2012年 日本银行金融研究所客座研究员
2007年- 一桥大学研究生院国际企业战略研究科教授
1999-2007年 一桥大学研究生院国际企业战略研究科副教授
1999-2000年 芝加哥大商学院客座研究员
1996-1999年 一桥大学商学系副教授
1994-1996年 筑波大学社会工学系专任讲师

主要著作

Working Papers

  • "Multiple Lenders, Temporary Debt Restructuring, and Firm Performance: Evidence from contract-level data," 2016, RIETI Discussion Paper Series 16-E-030 (co-authored with Daisuke Miyakawa)
  • "Detrimental Effects of Retention Regulation: Incentives for Loan Screening in Securitization under Asymmetric Information," 2011, IMES Discussion Paper Series 2011-E-17, Institute for Monetary and Economic Studies, Bank of Japan (co-authored with Masazumi Hattori)

Papers Published in Refereed Journals

  • "Increasing Trends in the Excess Comovement of Commodity Prices," Journal of Commodity Markets Vol. 1, 2016, pp.48-64, DOI: 10.1016/j.jcomm.2016.02.001 (Co-authored with Tatsuyoshi Okimoto)
  • "Commodity Spread Option with Cointegration," Asian-Pacific Financial Markets Vol. 23, March 2016, pp.1-44, DOI: 10.1007/s10690-015-9207-1 (Co-authored with Katsushi Nakajima)
  • "The Relative Asset Pricing Model: Toward a Unified Theory of Asset Pricing," (2014) Journal of Investment Consulting Vol. 15 (1), pp.51-66 (Co-authored with Arun Muralidhar and Sunghwan Shin) (Awarded IMCA（Investment Management Consultants Association）2015 Edward D. Baker III Journal Award Honorable Distinction)
  • "Emission Allowance as a Derivative on Commodity-Spread," 2013, Asia-Pacific Financial Markets Vol.20, pp.183-217 (Co-authored with Katsushi Nakajima)
  • "A Cointegrated Commodity Pricing Model," 2012, Journal of Futures Markets 32, pp.995-1033 (Co-authored with Katsushi Nakajima)
  • "Pricing Summer Days Options by Good-Deal Bounds," 2009, Energy Economics 31, pp.289-297 (Co-authored with Takashi Kanamura)
  • "On Transition Probabilities of Regime Switching in Electricity Prices," 2008, Energy Economics 30, pp.1158-1172 (Co-authored with Takashi Kanamura)
  • "A structural model for electricity prices with spikes: Measurement of spike risk and optimal policies for hydropower plant operation," 2007, Energy Economics 29, pp.1010-1032 (Co-authored with Takashi Kanamura)
  • "Security-Innovation on Several Assets under Asymmetric Information," 1999, Japanese Economic Review, Vol.50, pp.76‐96
  • "Optimal Futures Innovation in a Dynamic Economy - The Discrete Time Case -," 1997, Journal of Economic Theory, Vol.74, pp.448‐465
  • "Endogenous Determination of the Degree of Market-Incompleteness in Futures Innovation," 1995, Journal of Economic Theory, Vol.65, pp.198-217
  • "A Note on the Terminal Date Security Prices in a Continuous Time trading Model with Dividends," 1991, Journal of Mathematical Economics, Vol.20, pp.219-323

其他

2015年- 日本证券结算机构 公司外董事
2011年- 不动产证券化协会 研究员
2008-10年以及2014-16年 日本金融学会 会长