Takashi Matsuki : Citation Profile

Are you Takashi Matsuki?

Osaka Gakuin University

4

H index

1

i10 index

77

Citations

RESEARCH PRODUCTION:

8

Articles

4

Papers

1

Chapters

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   14 years (2007 - 2021). See details.
   Cites by year: 5
   Journals where Takashi Matsuki has often published
   Relations with other researchers
   Recent citing documents: 26.    Total self citations: 4 (4.94 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pma861
   Updated: 2023-05-27    RAS profile: 2021-03-17    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Dufrénot, Gilles (2)

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

Is cited by:

Carpantier, Jean-François (3)

Liow, Kim (3)

Okimoto, Tatsuyoshi (3)

Takeda, Fumiko (2)

Papadamou, Stephanos (2)

Dagher, Leila (2)

MOUGOUE, Mbodja (2)

Kutan, Ali (2)

Salisu, Afees (2)

Ahmed, Walid (2)

giouvris, evangelos (1)

Cites to:

Pesaran, Mohammad (10)

Taylor, Mark (9)

Smeekes, Stephan (8)

Perron, Pierre (7)

Ng, Serena (7)

Kapetanios, George (6)

Barro, Robert (6)

shin, yongcheol (6)

Papell, David (6)

Sarno, Lucio (6)

Diebold, Francis (5)

Main data

Where Takashi Matsuki has published?

Journals with more than one article published# docs
Economic Modelling2

Working Papers Series with more than one paper published# docs
Post-Print / HAL2
MPRA Paper / University Library of Munich, Germany2

Recent works citing Takashi Matsuki (2022 and 2021)

YearTitle of citing document
2021Exchange rate pass?through to import prices: Evidence from a heterogeneous panel of West African countries. (2021). Barry, Hamidou ; Kinda, Mohamed Tidjane. In: Review of Development Economics. RePEc:bla:rdevec:v:25:y:2021:i:4:p:2454-2472.

Full description at Econpapers || Download paper

2021Supplementary Paper Series for the Assessment (1): The Effects of the Bank of Japans ETF Purchases on Risk Premia in the Stock Markets. (2021). Adachi, KO ; Kitamura, Tomiyuki ; Hiraki, Kazuhiro. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp21e03.

Full description at Econpapers || Download paper

2022Volatility spillovers among Northeast Asia and the US: Evidence from the global financial crisis and the COVID-19 pandemic. (2022). Choi, Sun-Yong. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:73:y:2022:i:c:p:179-193.

Full description at Econpapers || Download paper

2022Estimation of high-dimensional factor models with multiple structural changes. (2022). Wu, Jianhong ; Wang, LU. In: Economic Modelling. RePEc:eee:ecmode:v:108:y:2022:i:c:s0264999321003321.

Full description at Econpapers || Download paper

2022Return and volatility spillovers across the Western and MENA countries. (2022). Mohammadi, Hassan ; Habibi, Hamidreza. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:60:y:2022:i:c:s1062940822000031.

Full description at Econpapers || Download paper

2022The contagion effect of jump risk across Asian stock markets during the Covid-19 pandemic. (2022). Liu, Fang ; Chen, Yajiao ; Zhou, Long ; Zhang, YI. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:61:y:2022:i:c:s1062940822000432.

Full description at Econpapers || Download paper

2021Per capita carbon emissions convergence in developing Asia: A century of evidence from covariate unit root test with endogenous structural breaks. (2021). Pan, Lei ; Matsuki, Takashi. In: Energy Economics. RePEc:eee:eneeco:v:99:y:2021:i:c:s0140988321002322.

Full description at Econpapers || Download paper

2021Multidimensional risk spillovers among crude oil, the US and Chinese stock markets: Evidence during the COVID-19 epidemic. (2021). Lu, Tuantuan ; Wei, YU ; Tang, Yong ; Zhu, Pengfei. In: Energy. RePEc:eee:energy:v:231:y:2021:i:c:s036054422101197x.

Full description at Econpapers || Download paper

2021Which time-frequency domain dominates spillover in the Chinese energy stock market?. (2021). Guo, Sui ; An, Haizhong ; Gao, Xiangyun ; Sun, Qingru ; Wang, ZE ; Liu, Xueyong. In: International Review of Financial Analysis. RePEc:eee:finana:v:73:y:2021:i:c:s1057521920302842.

Full description at Econpapers || Download paper

2022International spillover effects of unconventional monetary policies of major central banks. (2022). Okimoto, Tatsuyoshi ; Inoue, Tomoo. In: International Review of Financial Analysis. RePEc:eee:finana:v:79:y:2022:i:c:s1057521921002854.

Full description at Econpapers || Download paper

2022Financial contagion effects of major crises in African stock markets. (2022). Bello, Jaliyyah ; Guo, Jiaqi ; Newaz, Mohammad Khaleq. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s1057521922000965.

Full description at Econpapers || Download paper

2021Return and volatility spillovers to African currencies markets. (2021). Mougoue, Mbodja ; Etoundi, Eric Martial. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:73:y:2021:i:c:s1042443121000676.

Full description at Econpapers || Download paper

2022Credit risk interdependence in global financial markets: Evidence from three regions using multiple and partial wavelet approaches. (2022). Choi, Sun-Yong. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:80:y:2022:i:c:s1042443122001093.

Full description at Econpapers || Download paper

2021Anything but gold - The golden constant revisited. (2021). Carpantier, Jean-François. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:24:y:2021:i:c:s2405851321000040.

Full description at Econpapers || Download paper

2021The changing role of foreign investors in Tokyo stock price formation. (2021). Iwatsubo, Kentaro ; Watkins, Clinton. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:67:y:2021:i:c:s0927538x2100055x.

Full description at Econpapers || Download paper

2023Dynamic integration and transmission channels among interest rates and oil price shocks. (2023). Dagher, Leila ; Abid, Ilyes ; Guesmi, Khaled ; Urom, Christian. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:87:y:2023:i:c:p:296-317.

Full description at Econpapers || Download paper

2022Exchange rate forecasting with real-time data: Evidence from Western offshoots. (2022). Matsuki, Takashi ; Chang, Ming-Jen. In: Research in International Business and Finance. RePEc:eee:riibaf:v:59:y:2022:i:c:s0275531921001598.

Full description at Econpapers || Download paper

2021The Regime-Switching Behaviour of Exchange Rates and Frontier Stock Market Prices in Sub-Saharan Africa. (2021). giouvris, evangelos ; Korley, Maud. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:3:p:122-:d:517039.

Full description at Econpapers || Download paper

2021Macroeconomic Effects of Quantitative Easing Using Mid-sized Bayesian Vector Autoregressions. (2021). Stefaski, Maciej. In: Working Papers. RePEc:sgh:kaewps:2021068.

Full description at Econpapers || Download paper

2021Return and volatility spillovers to African equity markets and their determinants. (2021). MOUGOUE, Mbodja ; Etoundi, Eric Martial. In: Empirical Economics. RePEc:spr:empeco:v:61:y:2021:i:2:d:10.1007_s00181-020-01881-9.

Full description at Econpapers || Download paper

2022How does unconventional monetary policy affect the global financial markets?. (2022). Okimoto, Tatsuyoshi ; Inoue, Tomoo. In: Empirical Economics. RePEc:spr:empeco:v:62:y:2022:i:3:d:10.1007_s00181-021-02067-7.

Full description at Econpapers || Download paper

2022A regime-switching skew-normal model of contagion in some selected stock markets. (2022). Bashir, Nafiu A ; Onipede, Samuel F ; Omoregie, David E ; Jamaladeen, Abubakar. In: SN Business & Economics. RePEc:spr:snbeco:v:2:y:2022:i:12:d:10.1007_s43546-022-00357-5.

Full description at Econpapers || Download paper

2021Fracking and Asset Prices: The Role of Health Indicators for House Prices Across Oklahoma’s Counties. (2021). Ghosh Dastidar, Sayantan ; Apergis, Nicholas ; Mustafa, Ghulam. In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. RePEc:spr:soinre:v:154:y:2021:i:2:d:10.1007_s11205-020-02544-z.

Full description at Econpapers || Download paper

2021Application of Google Trends?based sentiment index in exchange rate prediction. (2021). Takeda, Fumiko ; Naito, Ayaka ; Masuda, Motoki. In: Journal of Forecasting. RePEc:wly:jforec:v:40:y:2021:i:7:p:1154-1178.

Full description at Econpapers || Download paper

2022Do sentiment indices always improve the prediction accuracy of exchange rates?. (2022). Takeda, Fumiko ; Ito, Takumi. In: Journal of Forecasting. RePEc:wly:jforec:v:41:y:2022:i:4:p:840-852.

Full description at Econpapers || Download paper

2022COVID?19 crisis and risk spillovers to developing economies: Evidence from Africa. (2022). Zopounidis, Constantin ; Boubaker, Sabri ; Benkraiem, Ramzi ; Akhtaruzzaman, MD. In: Journal of International Development. RePEc:wly:jintdv:v:34:y:2022:i:4:p:898-918.

Full description at Econpapers || Download paper

Takashi Matsuki has edited the books:

YearTitleTypeCited

Works by Takashi Matsuki:

YearTitleTypeCited
2016Out-of-Sample Exchange Rate Forecasting and Macroeconomic Fundamentals: The Case of Japan In: Australian Economic Papers.
[Full Text][Citation analysis]		article3
2013Stationarity of Asian real exchange rates: An empirical application of multiple testing to nonstationary panels with a structural break In: Economic Modelling.
[Full Text][Citation analysis]		article2
2019Per capita output convergence across Asian countries: Evidence from covariate unit root test with an endogenous structural break In: Economic Modelling.
[Full Text][Citation analysis]		article2
2015Effects of the Bank of Japan’s current quantitative and qualitative easing In: Economics Letters.
[Full Text][Citation analysis]		article6
2019International spillovers into Asian stock markets under the unconventional monetary policies of advanced countries In: Journal of the Japanese and International Economies.
[Full Text][Citation analysis]		article6
2021Quantile and Copula Spectrum: A New Approach to Investigate Cyclical Dependence in Economic Time Series In: Post-Print.
[Citation analysis]		paper0
2021Quantile and Copula Spectrum: A New Approach to Investigate Cyclical Dependence in Economic Time Series.(2021) In: Dynamic Modeling and Econometrics in Economics and Finance.
[Citation analysis]
This paper has another version. Agregated cites: 0		chapter
2021Recent Econometric Techniques for Macroeconomic and Financial Data In: Post-Print.
[Citation analysis]		paper2
2008Long-run growth patterns within Asian NIEs: Empirical analysis based on the panel unit root test, allowing the heterogeneity of time trend and endogenous multiple structural breaks In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2013The global financial crisis: An analysis of the spillover effects on African stock markets In: MPRA Paper.
[Full Text][Citation analysis]		paper49
2016Linear and nonlinear comovement in Southeast Asian local currency bond markets: a stepwise multiple testing approach In: Empirical Economics.
[Full Text][Citation analysis]		article1
2007Over-rejections by the weighted symmetric unit root test in multiple structural breaks In: Applied Economics Letters.
[Full Text][Citation analysis]		article0
2009Chinas regional convergence in panels with multiple structural breaks In: Applied Economics.
[Full Text][Citation analysis]		article4

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated April, 29 2023. Contact: CitEc Team