Hiroshi Kamae

Hiroshi Kamae, PhD, is a professor of finance in the Graduate School of Commerce and Management at Hitotsubashi University, Japan. He teaches research methods and financial economics at the postgraduate level. Microstructure and time-series modeling of Japanese government bond (JGB) markets are some of his current research interests. He has a large number of publications in the econometric analysis of the cointegration of JGB markets, and in the efficiency of JGB futures markets. He published the books The Japanese Government Bond Secondary Markets (1993), Efficiency of the Japanese Financial and Monetary Markets (1999), and The Japanese Government Bond Markets and Information (2005). He is now a president of the Japan Society of Household Economics.

Publications

Information Technology and Economic Development
Information Technology and Economic Development
Yutaka Kurihara, Sadayoshi Takaya, Hisashi Harui, Hiroshi Kamae. © 2008. 404 pages.
Information technology has already changed the face of many activities in organizational, economic, and societal domains, and holds strong promise for future development....
Macroeconomic Announcements, Asymmetric Volatility, and IT: Evidence from JGB Futures
Macroeconomic Announcements, Asymmetric Volatility, and IT: Evidence from JGB Futures
Takeo Minaki, Ichihiro Uchida, Hiroshi Kamae. © 2008. 12 pages.
This study analyzes the impact of macroeconomic announcements on the conditional volatility of Japanese government bond (JGB) futures returns. As information technology continues...