2001年10月 - 2008年03月 Japan Broadcasting CorporationInternational DivisionResearcher in Central Asia (p.t.)
2001年09月 - 2008年03月 タジキスタン科学アカデミー経済研究所研究者
学歴
2009年04月 - 2013年03月 神戸大学 大学院経済学研究科 博士課程
2008年04月 - 2009年03月 神戸大学 大学院経済学研究科 研究生
1996年09月 - 2001年06月 Institute of Entrepreneurship and Service (International University of Tourism and Entrepreneurship of Tajikistan) World Economy Five-year university
所属学協会
Japan Economic Policy Association Western Economic Association International Japan Association for Comparative Economic Studies
研究活動情報
論文
Exploring the Macroeconomic Effects of Renewable Energy in Tajikistan: An Empirical Analysis
Japan Society for the Promotion of Science:Grants-in-Aid for Scientific Research
研究期間 : 2019年04月 -2022年03月
代表者 : Sultonov Mirzosaid (Principal Investigator)
I conducted my research on the impact of news about important political and economic events on Japanese financial markets. I examined how news about the results of the Brexit referendum (BR) and the United States presidential election (USE) in 2016 affected foreign exchange rates and stock market indexes. I employed the exponential generalised autoregressive conditional heteroscedasticity (EGARCH) model, the cross-correlation function, and the daily logarithmic returns of JPY, Nikkei, TOPIX and the TOPIX components in estimations. This research revealed evidence of statistically significant changes in exchange rates and stock market indexes within two weeks after the BR and USE, and demonstrated how the impact of news about the results of BR and USE might spread among the variables indirectly within a week.