Amane Saito / 齋藤周

  Current position

I currently work in the public financial institution in Japan, in addition to conducting independent academic research. For details on my current professional affiliation, please refer to the orcid link below. Feel free to reach out regarding my published research; please note that I may not be able to discuss matters related to my current employer.

  Research Fields

Econometrics, Finance, Macroeconomics

  Education

• Graduate School of Economics, The University of Osaka (Osaka University), Ph.D. in Economics, March 2024.
• Graduate School of Economics, The University of Osaka (Osaka University), M.A., March 2013.
• School of Human Sciences, The University of Osaka (Osaka University), B.A., March 2011.

  Recent Papers

• EU carbon price volatility from the COVID-19 pandemic. (with Hisashi Tanizaki), SN Business & Economics, 5, 197, 05 Nov 2025.
• Impact of macroeconomic news on asset returns and portfolio risk. (with Koichi Miyazaki), GPIF Working Paper, 19 Mar 2025.
• Real estate fund returns and debt ratio (leverage). (with Koichi Miyazaki), GPIF Working Paper, 7 Jun 2024.
• Volatility and returns of ESG indices: evidence from Japan. (with Hisashi Tanizaki), SN Business & Economics, 4, 34, 14 Feb 2024.
• The Dot Plot and Dynamics of Financial Markets and Economy. (with Koichi Miyazaki, Genzo Kimura, Yuki Abe), GPIF Working Paper, 28 Dec 2022.
• Disentangling the effect of home ownership on household stockholdings: Evidence from Japanese micro data.(with Tokuo Iwaisako, Arito Ono, Hidenobu Tokuda), Real Estate Economics, 50(1), 268–295, 15 Feb 2021.

  Related Links

• ORCID
• Research Gate
• Google Scholar

  Contact

asaito.econ[at]outlook.jp