SADAYUKI ONO (Graduate School of Humanities and Social Sciences)

Basic Information

2020/04/01, Hiroshima University, Graduate School of Humanities and Social Sciences, Associate Professor
2014/04/01, 2020/03/31, Hiroshima University, Graduate School of Social Sciences, Associate Professor
2010/11/01, 2014/03/31, Hiroshima University, Graduate School of Social Sciences, Lecturer
2004/09/01, 2010/10/08, University of York, United Kingdom, Department of Economics and Related Studies, Lecturer

Term Structure Dynamics in a Monetary Economy with Learning, North American Journal of Economics and Finance, 48, 730-745, 201904
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Does the Macroeconomy Predict UK Asset Returns in a Nonlinear Fashion? Comprehensive Out-of-Sample Evidence, OXFORD BULLETIN OF ECONOMICS AND STATISTICS, 76(4), 510-535, 201408
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Non-Linear Predictability in Stock and Bond Returns: When and Where Is It Exploitable?, International Journal of Forecasting, 25(2), 373-399, 200904
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Are the Dynamic Linkages Between the Macroeconomy and Asset Prices Time-Varying?, Journal of Economics and Business, 58(5-6), 480-518, 200610
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Essays on Asset Pricing, Ph.D. Dissertation (University of Virginia), 200405

Term Structure Dynamics in a Monetary Economy with Learning, Sadayuki Ono, The 50th Anniversary Meeting of the Eastern Finance Association, 2014/04, Without Invitation, English, Pittsburgh, United States
Option Pricing under Stochastic Volatility and Trading Volume, Sadayuki Ono, The 62nd European Meeting of the Econometric Society, 2007/08, Without Invitation, English, Budapest, Hungary
Time-Varying Linkages of Equity and Bond Markets in Partially Observable Monetary Economy, Sadayuki Ono, Massimo Guidolin, The Seventh Congress of SIMAI, 2004/08, Without Invitation, English, Venice, Italy
The Fall and the Rise of the Dollar-Euro Exchange Rates: An Investigation of the Financial Linkages between the United States and Europe, Sadayuki Ono, Ming Lo, Massimo Guidolin, The 68th Midwest Economics Association Annual Meeting, 2004/08, Without Invitation, English, Chicago, United States

KAKENHI expert committee, 2019/12, 2020/11, The Japan Society for the Promotion of Science (JSPS)
KAKENHI expert committee, 2018/12, 2019/11, The Japan Society for the Promotion of Science (JSPS)
KAKENHI expert committee, 2017/12, 2018/11, The Japan Society for the Promotion of Science (JSPS)