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Fingerprint Dive into the research topics where Kenji Wada is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

  • 2 Similar Profiles
Japan Business & Economics
Pricing kernel Business & Economics
Stock index Business & Economics
Korea Business & Economics
Real exchange rate Business & Economics
Equity premium Business & Economics
Risk-free rate puzzle Business & Economics
Japanese stock market Business & Economics

Research Output 2004 2011

  • 6 Citations
  • 2 h-Index
  • 6 Article

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

Maki, A. & Wada, K., 2011, In : Economics Bulletin. 31, 2, p. 1183-1187 5 p.

Research output: Contribution to journalArticle

Capital asset pricing model
Expenditure
Time preference
Risk aversion
Testing
1 Citation (Scopus)

Uninsurable risk and financial market puzzles

Basu, P., Semenov, A. & Wada, K., 2011 Oct, In : Journal of International Money and Finance. 30, 6, p. 1055-1089 35 p.

Research output: Contribution to journalArticle

Financial markets
Risk sharing
Pricing kernel
Risk-free rate
Currency
3 Citations (Scopus)

The Knightian uncertainty and the risk premium and the risk free rate puzzles in Japan and the U.S.

Wada, K., 2007 Jun, In : Economics Letters. 95, 3, p. 386-393 8 p.

Research output: Contribution to journalArticle

Japan
Risk premium
Risk-free rate puzzle
Knightian uncertainty
Risk aversion
2 Citations (Scopus)

Is low international risk sharing consistent with a high equity premium? A reconciliation of two puzzles

Basu, P. & Wada, K., 2006 Dec, In : Economics Letters. 93, 3, p. 436-442 7 p.

Research output: Contribution to journalArticle

International risk sharing
Reconciliation
Equity premium
Real exchange rate
Pricing kernel

Crisis and creative destruction: Cases of Korean and Japanese stock markets

Takemori, S. & Wada, K., 2005 Aug, In : Asia-Pacific Financial Markets. 10, 4, p. 301-317 17 p.

Research output: Contribution to journalArticle

Korean stock market
Japanese stock market
Stock market
Creative destruction
Korea