Kenjiro Hirayama : Citation Profile


Are you Kenjiro Hirayama?

Kwansei Gakuin University

5

H index

3

i10 index

76

Citations

RESEARCH PRODUCTION:

11

Articles

13

Papers

1

Chapters

RESEARCH ACTIVITY:

   23 years (1995 - 2018). See details.
   Cites by year: 3
   Journals where Kenjiro Hirayama has often published
   Relations with other researchers
   Recent citing documents: 29.    Total self citations: 9 (10.59 %)

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   Permalink: http://citec.repec.org/phi142
   Updated: 2020-02-22    RAS profile: 2016-04-05    
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Relations with other researchers


Works with:

Tsutsui, Yoshiro (6)

Nishimura, Yusaku (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Kenjiro Hirayama.

Is cited by:

Thorbecke, Willem (9)

Tsutsui, Yoshiro (4)

Clain-Chamosset-Yvrard, Lise (3)

Fukuda, Shin-ichi (3)

Kamihigashi, Takashi (3)

CAPELLE-BLANCARD, Gunther (2)

Kurihara, Yutaka (2)

Beine, Michel (2)

Chinn, Menzie (2)

Wada, Tatsuma (2)

Hellerstein, Rebecca (2)

Cites to:

Bollerslev, Tim (22)

Tsutsui, Yoshiro (21)

Engle, Robert (15)

Andersen, Torben (14)

Diebold, Francis (13)

Cheung, Yin-Wong (7)

Yilmaz, Kamil (7)

Karolyi, G. (7)

Hamao, Yasushi (6)

Kočenda, Evžen (6)

Nishimura, Yusaku (6)

Main data


Where Kenjiro Hirayama has published?


Journals with more than one article published# docs
The Japanese Economic Review2
Journal of the Japanese and International Economies2
Japan and the World Economy2

Working Papers Series with more than one paper published# docs
Discussion Papers in Economics and Business / Osaka University, Graduate School of Economics9
ISER Discussion Paper / Institute of Social and Economic Research, Osaka University2

Recent works citing Kenjiro Hirayama (2018 and 2017)


YearTitle of citing document
2017Trading volume and volatility patterns across selected Central European stock markets from microstructural perspective. (2017). Gurgul, Henryk ; Syrek, Robert. In: Managerial Economics. RePEc:agh:journl:v:18:y:2017:i:1:p:87-102.

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2018Testing for spillovers in Naira exchange rates: The role of electioneering& global financial crisis. (2018). Salisu, Afees ; Ayinde, Taofeek O. In: Working Papers. RePEc:cui:wpaper:0050.

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2018Investigating ASEAN’s electronic and labor-Intensive exports. (2018). Thorbecke, Willem. In: Journal of Asian Economics. RePEc:eee:asieco:v:55:y:2018:i:c:p:58-70.

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2019Impacts of Chinas crash on Asia-Pacific financial integration: Volatility interdependence, information transmission and market co-movement. (2019). Huo, Rui ; Ahmed, Abdullahi D. In: Economic Modelling. RePEc:eee:ecmode:v:79:y:2019:i:c:p:28-46.

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2019Analyzing exchange rate uncertainty and bilateral export growth in China: A multivariate GARCH-based approach. (2019). Smallwood, Aaron D. In: Economic Modelling. RePEc:eee:ecmode:v:82:y:2019:i:c:p:332-344.

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2017Intraday volatility and the implementation of a closing call auction at Borsa Istanbul. (2017). Inci, Can A ; Ozenbas, Deniz . In: Emerging Markets Review. RePEc:eee:ememar:v:33:y:2017:i:c:p:79-89.

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2018The impact of Chinese financial markets on commodity currency exchange rates. (2018). Ma, Xiuying ; Wang, Chengqi ; Xu, Xiangyun ; Yang, Zhihua. In: Global Finance Journal. RePEc:eee:glofin:v:37:y:2018:i:c:p:186-198.

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2018The intraday volatility spillover index approach and an application in the Brexit vote. (2018). Nishimura, Yusaku ; Sun, Bianxia. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:55:y:2018:i:c:p:241-253.

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2019Why Japan lost its comparative advantage in producing electronic parts and components. (2019). Thorbecke, Willem. In: Journal of the Japanese and International Economies. RePEc:eee:jjieco:v:54:y:2019:i:c:s0889158319300413.

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2017International transmission of bubble crashes in a two-country overlapping generations model. (2017). Kamihigashi, Takashi ; Clain-Chamosset-Yvrard, Lise. In: Journal of Mathematical Economics. RePEc:eee:mateco:v:68:y:2017:i:c:p:115-126.

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2018Whether the fluctuation of China’s financial markets have impact on global commodity prices?. (2018). Liao, Jia ; Xu, Xiangyun ; Qian, QI. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:503:y:2018:i:c:p:1030-1040.

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2018A return spillover network perspective analysis of Chinese financial institutions’ systemic importance. (2018). Huang, Wei-qiang ; Wang, Dan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:509:y:2018:i:c:p:405-421.

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2020Interindustry volatility spillover effects in China’s stock market. (2020). Jin, Xue ; Liu, Zhe ; Yin, Kedong . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:539:y:2020:i:c:s0378437119316632.

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2017Co-movements of returns in the health care sectors from the US, UK, and Germany stock markets: Evidence from the continuous wavelet analyses. (2017). Chen, Mei-Ping ; Tseng, Tseng-Chan . In: International Review of Economics & Finance. RePEc:eee:reveco:v:49:y:2017:i:c:p:484-498.

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2018Asymmetric effects of exchange rate and income changes on maritime freight flows between Japan and the US. (2018). Chi, Junwook. In: Transport Policy. RePEc:eee:trapol:v:69:y:2018:i:c:p:158-169.

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2018Spillover Dynamics Across Price Inflation and Selected Agricultural Commodity Prices. (2018). Bekun, Festus ; Balcilar, Mehmet. In: Working Papers. RePEc:emu:wpaper:15-42.pdf.

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2019How Would a Slowdown in the Peoples Republic of China Affect its Trading Partners?. (2019). Thorbecke, Willem. In: Discussion papers. RePEc:eti:dpaper:19002.

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2019Why Japan Lost Its Comparative Advantage in Producing Electronic Parts and Components. (2019). Thorbecke, Willem. In: Discussion papers. RePEc:eti:dpaper:19035.

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2017Exchange Rate Volatility and Trade Flows. (2017). Alper, Ali Eren. In: Fiscaoeconomia. RePEc:fis:journl:170302.

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2018Determinants of Stock Market Co-Movements between Pakistan and Asian Emerging Economies. (2018). Aamir, Muhammad ; Ali, Syed Zulfiqar. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2018:i:3:p:32-:d:153714.

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2019Exchange Rate Volatility and Disaggregated Manufacturing Exports: Evidence from an Emerging Country. (2019). VO, ANH ; Zhang, Zhaoyong. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:12:y:2019:i:1:p:12-:d:196107.

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2018RMB Exchange Rates and Volatility Spillover across Financial Markets in China and Japan. (2018). Zhang, Zhaoyong ; Qin, Fengming. In: Risks. RePEc:gam:jrisks:v:6:y:2018:i:4:p:120-:d:175263.

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2018China, Japan and the US Stock Markets and the Global Financial Crisis. (2018). Zhang, Yan . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:25:y:2018:i:1:d:10.1007_s10690-018-9237-6.

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2018China’s Exchange-Rate Regime Reform and Trade Between China and the Eurozone. (2018). Nishimura, Yusaku ; Sun, Bianxia. In: Emerging Markets Finance and Trade. RePEc:mes:emfitr:v:54:y:2018:i:2:p:450-467.

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2019Are Exchange Rate, Exports and Domestic Investment in Tunisia Cointegrated? A Comparison of ECM and ARDL Model. (2019). Tiba, Sofien ; Bakari, Sayef. In: MPRA Paper. RePEc:pra:mprapa:96619.

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2017How Would a Slowdown in the People’s Republic of China Affect its Trading Partners?. (2017). Thorbecke, Willem. In: ADBI Working Papers. RePEc:ris:adbiwp:0634.

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2017Asymmetric Effect of Real Exchange Rate Volatility on Agricultural Products Export: A Case Study. (2017). Alegwu, Friday O ; Asogwa, Benjamin C ; Aye, Goodness C. In: Economia Internazionale / International Economics. RePEc:ris:ecoint:0803.

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2017Exchange rate volatility and bilateral exports of Malaysia to Singapore, China, Japan, the USA and Korea. (2017). Wong, Hock Tsen . In: Empirical Economics. RePEc:spr:empeco:v:53:y:2017:i:2:d:10.1007_s00181-016-1129-x.

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2018Financials sector intraday volatility characteristics in the emerging Turkish economy. (2018). Inci, Can A. In: Eurasian Economic Review. RePEc:spr:eurase:v:8:y:2018:i:2:d:10.1007_s40822-017-0085-x.

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Works by Kenjiro Hirayama:


YearTitleTypeCited
2007Special Quotes Invoke Autocorrelation in Japanese Stock Prices * In: Asian Economic Journal.
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article0
2010HOW FAST DO TOKYO AND NEW YORK STOCK EXCHANGES RESPOND TO EACH OTHER? AN ANALYSIS WITH HIGH‐FREQUENCY DATA In: The Japanese Economic Review.
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article6
2008How Fast Do Tokyo and New York Stock Exchanges Respond to Each Other?: An Analysis with High-Frequency Data.(2008) In: Discussion Papers in Economics and Business.
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paper
2016The Chinese Stock Market Does not React to the Japanese Market: Using Intraday Data to Analyse Return and Volatility Spillover Effects In: The Japanese Economic Review.
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article1
2004Market Efficiency and International Linkage of Stock Prices: An Analysis with High-Frequency Data In: ISER Discussion Paper.
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paper1
2003Market Efficiency and International Linkage of Stock Prices: An Analysis with High Frequency Data.(2003) In: Discussion Papers in Economics and Business.
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paper
2004Market Efficiency and International Linkage of Stock Prices: An Analysis with High-Frequency Data.(2004) In: Discussion Papers in Economics and Business.
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paper
2005Can We Make Money with Fifth-order Autocorrelation in Japanese Stock Prices? In: ISER Discussion Paper.
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paper0
2018Do international investors cause stock market spillovers? Comparing responses of cross-listed stocks between accessible and inaccessible markets In: Economic Modelling.
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article1
1998Threshold effect in international linkage of stock prices In: Japan and the World Economy.
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article8
2013Does exchange rate volatility deter Japan-China trade? Evidence from pre- and post-exchange rate reform in China In: Japan and the World Economy.
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article23
2005Estimation of the common and country-specific shock to stock prices In: Journal of the Japanese and International Economies.
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article4
2015Intraday return and volatility spillover mechanism from Chinese to Japanese stock market In: Journal of the Japanese and International Economies.
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article10
2014Intraday Return and Volatility Spillover Mechanism from Chinese to Japanese Stock Market.(2014) In: Discussion Papers in Economics and Business.
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2004Are international portfolio adjustments a cause of comovements in stock prices? In: Pacific-Basin Finance Journal.
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article3
1995Monetary Autonomy in the Presence of Capital Flows: And Never the Twain Shall Meet, Except in Asia? In: California Davis - Institute of Governmental Affairs.
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paper2
1995Monetary Autonomy in the Presence of Capital Flows: And Never the Twain Shall Meet, Except in Asia?.(1995) In: Department of Economics.
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1996Monetary Autonomy in the Presence of Capital Flows: And Never the Twain Shall Meet, Except in East Asia? In: NBER Chapters.
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chapter4
2009Are Chinese Stock Investors Watching Tokyo? An Analysis of Intraday High-Frequency Data from Two Chinese Stock Markets and the Tokyo Stock In: Discussion Papers in Economics and Business.
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paper0
2010The Financial Crisis and Intraday Volatility: Comparative Analysis on China, Japan and the US Stock Markets In: Discussion Papers in Economics and Business.
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paper1
2011The Financial Crisis and Intraday Volatility: Comparative Analysis on China, Japan and the US Stock Markets.(2011) In: Discussion Papers in Economics and Business.
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2012Return and Volatility Spillovers between Japanese and Chinese Stock Markets FAn Analysis of Overlapping Trading Hours with High-frequency Data In: Discussion Papers in Economics and Business.
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paper1
2017Do International Investors Cause Stock Market Comovements? Comparing Responses of Cross-Listed Stocks between Accessible and Inaccessible Markets In: Discussion Papers in Economics and Business.
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2004Appropriate lag specification for daily responses of international stock markets In: Applied Financial Economics.
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article10
2013International Stock Price Co-movement In: Asian Economic Papers.
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article1

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