Amane Saito / 齋藤周

  Refereed articles

  1. Volatility and returns of ESG indices: evidence from Japan. (with Hisashi Tanizaki), SN Business & Economics, 4(34), 14 February 2024.
  2. 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 February 2021.

  Working papers

  1. Impact of macroeconomic news on asset returns and portfolio risk. (with Koichi Miyazaki), GPIF Working Paper, 19 Mar 2025.
  2. Real estate fund returns and debt ratio (leverage). (with Koichi Miyazaki), GPIF Working Paper, 7 Jun 2024.
  3. The Dot Plot and Dynamics of Financial Markets and Economy. (with Koichi Miyazaki, Genzo Kimura, Yuki Abe), GPIF Working Paper, 28 December 2022.
  4. Disentangling the Effect of Home Ownership on Household Stock-holdings: Evidence from Japanese microdata,(with Tokuo Iwaisako, Arito Ono, Hidenobu Tokuda), RIETI Discussion Paper Series, 19-E-007, February 2019．