{"created":"2023-05-15T09:31:36.215350+00:00","id":3023,"links":{},"metadata":{"_buckets":{"deposit":"2526d039-570c-4f44-b0d6-81f88527dad0"},"_deposit":{"created_by":14,"id":"3023","owners":[14],"pid":{"revision_id":0,"type":"depid","value":"3023"},"status":"published"},"_oai":{"id":"oai:icu.repo.nii.ac.jp:00003023","sets":["12:26:19:360"]},"author_link":["4384","4515","4389","4514","4513","2489"],"item_1_biblio_info_14":{"attribute_name":"書誌情報","attribute_value_mlt":[{"bibliographicIssueDates":{"bibliographicIssueDate":"2001-03-21","bibliographicIssueDateType":"Issued"},"bibliographicIssueNumber":"46","bibliographicPageEnd":"32","bibliographicPageStart":"23","bibliographic_titles":[{"bibliographic_title":"国際基督教大学学報. II-B, 社会科学ジャーナル"},{"bibliographic_title":"The Journal of Social Science","bibliographic_titleLang":"en"}]}]},"item_1_creator_6":{"attribute_name":"著者名(日)","attribute_type":"creator","attribute_value_mlt":[{"creatorNames":[{"creatorName":"竹澤, 直哉"}],"nameIdentifiers":[{"nameIdentifier":"4513","nameIdentifierScheme":"WEKO"}]},{"creatorNames":[{"creatorName":"竹澤, 伸哉"}],"nameIdentifiers":[{"nameIdentifier":"2489","nameIdentifierScheme":"WEKO"}]}]},"item_1_creator_7":{"attribute_name":"著者名よみ","attribute_type":"creator","attribute_value_mlt":[{"creatorNames":[{"creatorName":"タケザワ, ナオヤ"}],"nameIdentifiers":[{"nameIdentifier":"4514","nameIdentifierScheme":"WEKO"}]},{"creatorNames":[{"creatorName":"タケザワ, ノブヤ"}],"nameIdentifiers":[{"nameIdentifier":"4515","nameIdentifierScheme":"WEKO"}]}]},"item_1_creator_8":{"attribute_name":"著者名(英)","attribute_type":"creator","attribute_value_mlt":[{"creatorNames":[{"creatorName":"Takezawa, Naoya","creatorNameLang":"en"}],"nameIdentifiers":[{"nameIdentifier":"4389","nameIdentifierScheme":"WEKO"}]},{"creatorNames":[{"creatorName":"Takezawa, Nobuya","creatorNameLang":"en"}],"nameIdentifiers":[{"nameIdentifier":"4384","nameIdentifierScheme":"WEKO"}]}]},"item_1_description_1":{"attribute_name":"ページ属性","attribute_value_mlt":[{"subitem_description":"P(論文)","subitem_description_type":"Other"}]},"item_1_description_11":{"attribute_name":"抄録(日)","attribute_value_mlt":[{"subitem_description":"本研究は、Poitrasによって提唱された金先物とユーロ先物を利用したスプレ\nァドトレード（ゴールデンタートル）を複数の通貨に対して行うことで、利益\nを統計的に優位に得られることを実証研究を通して検証する。スプレッドトレ\nードは、先物の絶対価格ではなく、先物価格の相対的変化に注目するため、ト\nレードに必要な資金及びトレードによる利益のボラティリティーが少ないとい\nう特徴をもつ。こうした利点を持つために実務家の問で広く使われているが、\nこの分野についての研究はほとんど見られない。ゴールデンタートJレで使われ\nるスプレッドは、金先物の絶対的価格の損益変化を相殺する形を取り、テーリ\nングされたスプレッドと呼ばれ、また金先物のキャリーを表している。このキ\nャリーはユーロ先物のレートとテーリングされた国債のスプレッドの間を変化\nするという歴史的事実が存在する。Poitrasはこれらのキャリーの性質を利用し\nた裁定取引の可能性について述べた。本研究は、この取引をさらに拡張して、\n米ドルと金先物を使ったゴールデンタートルの他に、日本と金先物を利用した\n三つのゴールデンタートルを行った場合についての実証研究を行う。","subitem_description_type":"Other"}]},"item_1_identifier_registration":{"attribute_name":"ID登録","attribute_value_mlt":[{"subitem_identifier_reg_text":"10.34577/00002953","subitem_identifier_reg_type":"JaLC"}]},"item_1_source_id_13":{"attribute_name":"雑誌書誌ID","attribute_value_mlt":[{"subitem_source_identifier":"AN00088847","subitem_source_identifier_type":"NCID"}]},"item_1_text_2":{"attribute_name":"記事種別(日)","attribute_value_mlt":[{"subitem_text_value":"論説"}]},"item_1_text_9":{"attribute_name":"著者所属(日)","attribute_value_mlt":[{"subitem_text_value":"国際大学大学院国際経営学研究科講師"},{"subitem_text_value":"国際基督教大学国際関係学科準教授"}]},"item_files":{"attribute_name":"ファイル情報","attribute_type":"file","attribute_value_mlt":[{"accessrole":"open_date","date":[{"dateType":"Available","dateValue":"2015-03-20"}],"displaytype":"detail","filename":"Another Look at the Golden Turtle.pdf","filesize":[{"value":"176.0 kB"}],"format":"application/pdf","licensetype":"license_11","mimetype":"application/pdf","url":{"label":"Another Look at the Golden Turtle","url":"https://icu.repo.nii.ac.jp/record/3023/files/Another Look at the Golden Turtle.pdf"},"version_id":"b418f4d4-3e55-4d5d-96e2-a9b42ba7de7f"}]},"item_language":{"attribute_name":"言語","attribute_value_mlt":[{"subitem_language":"eng"}]},"item_resource_type":{"attribute_name":"資源タイプ","attribute_value_mlt":[{"resourcetype":"departmental bulletin paper","resourceuri":"http://purl.org/coar/resource_type/c_6501"}]},"item_title":"Another Look at the Golden Turtle","item_titles":{"attribute_name":"タイトル","attribute_value_mlt":[{"subitem_title":"Another Look at the Golden Turtle"},{"subitem_title":"Another Look at the Golden Turtle","subitem_title_language":"en"}]},"item_type_id":"1","owner":"14","path":["360"],"pubdate":{"attribute_name":"公開日","attribute_value":"2015-03-20"},"publish_date":"2015-03-20","publish_status":"0","recid":"3023","relation_version_is_last":true,"title":["Another Look at the Golden Turtle"],"weko_creator_id":"14","weko_shared_id":-1},"updated":"2023-09-25T06:45:51.533797+00:00"}