Google Scholar Citations

<Refereed journal articles>
  1. Goto, M., K. Nishide and R. Takashima (2017), "Leaders, Followers and Equity Risk Premiums in Booms and Busts," Journal of Banking and Finance, 81, 207-220.
  2. Elliott, R.J., K. Nishide and C.-J. U. Osakwe (2016), "Heston-Type Stochastic Volatility with a Markov Switching Regime," Journal of Futures Markets, 36(9), 902-919.
  3. Nishide, K. and K. Yagi (2016), "Investment under Regime Uncertainty: Impact of Competition and Preemption," International Journal of Industrial Organization, 45, 47-58.
  4. Elliott, R.J. and K. Nishide (2014), "Pricing of Discount Bonds with a Markov Switching Regime," Annals of Finance, 10(3), 509-522.
  5. Ishii, R. and K. Nishide (2013), "Concentrated Equilibrium and Intraday Pattern in Financial Markets," Applied Mathematical Finance, 20(1), 50-68.
  6. Nishide, K. and L.C.G. Rogers (2011), "Market Selection: Hungry Misers and Bloated Bankrupts," Mathematics and Financial Economics, 5(1), 47-66.
  7. Kijima, M., K. Nishide and A. Ohyama (2011), "EKC-Type Transitions and Environmental Policy under Pollutant Uncertainty and Cost Irreversibility," Journal of Economic Dynamics and Control, 35(5), 746-763.
  8. Nishide, K. and L.C.G Rogers (2011), "Optimal Time to Exchange Two Baskets," Journal of Applied Probability, 48(1), 21-30.
  9. Nishide, K. and Y. Tian (2011), "Compensation Measures for Alliance Formation: A Real Options Analysis," Economic Modelling, 28(1-2), 219-228.
  10. Kijima, M., K. Nishide and A. Ohyama (2010), "Economic Models for the Environmental Kuznets Curve: A Survey," Journal of Economic Dynamics and Control, 34(7), 1187-1201.
  11. Kijima, M., A. Maeda and K. Nishide (2010), "Equillibrum Pricing of Contingent Claims in Tradable Permit Markets," Journal of Futures Markets, 30(6), 559-589.
  12. Nishide, K. and A. Ohyama (2009), "Using Real Options Theory to a Country's Environmental Policy: Considering the Economic Size and Growth," Operational Research: An International Journal, 9(3), 229-250.
  13. Nishide, K. and E.K. Nomi (2009), "Regime Uncertainty and Optimal Investment Timing," Journal of Economic Dynamics and Control, 33(10), 1796-1807.
  14. Nishide, K. (2009), "Insider Trading with Correlation between Liqiudity Trading and a Public Signal," Quantitative Finance, 9(3), 297-304.
  15. Nishide, K. (2005), "Price Formation in a Competitive Market When the Payoff of an Asset Depends on the Market Price," Kyoto Economic Review, 74(1), 143-161.
<Refereed conference proceedings papers>
  1. Fujiwara, H., M. Kijima and K. Nishide (2009), "Estimation of the Local Volatility of Discount Bonds Using Market Quates for Coupon-Bond Options," Recent Advances in Financial Engineering: Proceedings of the 2008 Daiwa International Workshop on FInancial Engineering, 49-69.
  2. Nishide, K. (2009), "The Impact of Momentum Trading on the Market Price and Trades," Recent Advances in Financial Engineering: Proceedings of the 2008 Daiwa International Workshop on Financial Engineering, 135-159.
<Other publications>
  1. Nishide, K. (2015), "Credit Risk Evaluation in the Presence of Cross-Holdings of Claims and Debts," Discussion Paper Series 2015-J-6, Bank of Japan (in Japanese).
  2. Nishide, K. (2013), "Wrong Way Risk in the CVA Evaluation," NLI Rearch Institute (in Japanese).
  3. Nishide, K. (2011), "A Note on Trade Regulations," Yu-Cho Foundation (in Japanese).
  4. Nishide, K. (2011), "Evaluation of Risk Premium for CAT Bonds," NLI Rearch Institute (in Japanese).
  5. Nishide, K. (2004), "On the Structure of Securities Exchange: Auction Markets and Dealer Markets," NLI Rearch Institute (in Japanese).
  6. Nishide, K. (2004), "Japan's New Inflation-Indexed Government Bonds," NLI Research Institute (in Japanese).
<Working papers and work in progess>
  1. Monopolistic Dealer versus Broker: Impact of Proprietary Trading with Transaction Fees (with Y. Tian).
  2. Default Contagion and Systemic Risk in the Financial Market with Credit Default Swap (with T. Suzuki and K. Yagi)
  3. Demand Uncertainty, Product Differentiation, and Entry Timing under Spacial Competition (with T. Ebina and N. Matsushima).
  4. Optimal Initial Capital Induced by Optimized Certainty Equivalent (with T. Arai and T. Asano).
  5. Money Supply, Asset Prices and Interest Rates within a General Equilibrium Framework (with H. Morita).
  6. High Frequency Trading with Asymmetric Information (with Y. Sato).
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