Jun Nagayasu : Citation Profile


Tohoku University

11

H index

12

i10 index

414

Citations

RESEARCH PRODUCTION:

37

Articles

66

Papers

2

Chapters

RESEARCH ACTIVITY:

   26 years (1998 - 2024). See details.
   Cites by year: 15
   Journals where Jun Nagayasu has often published
   Relations with other researchers
   Recent citing documents: 15.    Total self citations: 35 (7.8 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pna93
   Updated: 2025-03-15    RAS profile: 2025-03-11    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Bazzaoui, Lamia (3)

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

Is cited by:

MacDonald, Ronald (9)

Cheung, Yin-Wong (8)

Chinn, Menzie (8)

Brown, Martin (8)

De Haas, Ralph (7)

Chang, Tsangyao (7)

Camarero, Mariam (6)

Tamarit, Cecilio (6)

Gray, David (5)

Bahmani-Oskooee, Mohsen (5)

Holmes, Mark (5)

Cites to:

Frankel, Jeffrey (39)

MacDonald, Ronald (37)

Pesaran, Mohammad (33)

Rogoff, Kenneth (28)

Wei, Shang-Jin (25)

Obstfeld, Maurice (22)

Ng, Serena (19)

Bai, Jushan (19)

Engel, Charles (18)

Taylor, Mark (18)

Campbell, John (17)

Main data


Production by document typearticlechapterpaper19981999200020012002200320042005200620072008200920102011201220132014201520162017201820192020202120222023202401020Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published199819992000200120022003200420052006200720082009201020112012201320142015201620172018201920202021202220232024050100150Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received19981999200020012002200320042005200620072008200920102011201220132014201520162017201820192020202120222023202420250102030Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year199819992000200120022003200420052006200720082009201020112012201320142015201620172018201920202021202220232024050100Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 11Most cited documents12345678910111213050100Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution201308201309201310201311201312201401201402201403201404201405201406201407201408201409201410201411201412201501201502201503201504201505201506201507201508201509201510201511201512201601201602201603201604201605201606201607201608201609201610201611201612201701201702201703201704201705201706201707201708201709201710201711201712201801201802201803201804201805201806201807201808201809201810201811201812201901201902201903201904201905201906201907201908201909201910201911201912202001202002202003202004202005202006202007202008202009202010202011202012202101202102202103202104202105202106202107202108202109202110202111202112202201202202202203202204202205202206202207202208202209202210202211202212202301202302202303202304202305202306202307202308202309202310202311202312202401202402202403202404202405202406202407202408202409202410202411202412202501202502202503051015h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Jun Nagayasu has published?


Journals with more than one article published# docs
Sustainability3
Finance Research Letters3
Journal of International Money and Finance3
Journal of Economic Integration2
International Review of Economics & Finance2
Japan and the World Economy2
Journal of International Financial Markets, Institutions and Money2
Bulletin of Economic Research2

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany24
DSSR Discussion Papers / Graduate School of Economics and Management, Tohoku University17
SIRE Discussion Papers / Scottish Institute for Research in Economics (SIRE)7
IMF Working Papers / International Monetary Fund7
Working Papers / University of Strathclyde Business School, Department of Economics5
TUPD Discussion Papers / Graduate School of Economics and Management, Tohoku University4
Working Papers / Business School - Economics, University of Glasgow2

Recent works citing Jun Nagayasu (2025 and 2024)


Year  ↓Title of citing document  ↓
2024Inflation and Spatial Spillovers in a Large Archipelago: Evidence from Indonesia. (2024). Aginta, Harry. In: Economic Papers. RePEc:bla:econpa:v:43:y:2024:i:1:p:91-103.

Full description at Econpapers || Download paper

2024.

Full description at Econpapers || Download paper

2024Asymmetric liquidity risk and currency returns before and during COVID-19 pandemic. (2024). Al-Faryan, Mamdouh Abdulaziz Sa ; Ur, Mobeen ; Kashif, Muhammad ; Palwishah, Rana. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004350.

Full description at Econpapers || Download paper

2024International interest rate arbitrage: Study on a novel strategy. (2024). Feng, Xuan ; Li, Zhuoran ; Wu, Wei. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006379.

Full description at Econpapers || Download paper

2024Impact of green credit on green finance and corporate emissions reduction. (2024). Gong, Xinshu ; Yan, Min. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323012722.

Full description at Econpapers || Download paper

2024Stock market response to public investment under the zero lower bound: Cross-industry evidence from Japan. (2024). Kozuka, Masafumi ; Hiraga, Kazuki ; Miyazaki, Tomomi. In: Journal of the Japanese and International Economies. RePEc:eee:jjieco:v:71:y:2024:i:c:s0889158323000576.

Full description at Econpapers || Download paper

2024Do the dynamics of macroeconomic attention drive the yen/dollar exchange market volatility?. (2024). Zhang, Lixia ; Sun, Huaping ; Luo, Tao ; Bai, Jiancheng. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pb:p:597-611.

Full description at Econpapers || Download paper

2024Spatiotemporal heterogeneities in the impact of the digital economy on carbon emission transfers in China. (2024). Han, Lei ; Shen, Shaowei ; Yu, Haijing ; Ouyang, Jian. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:200:y:2024:i:c:s004016252300851x.

Full description at Econpapers || Download paper

Works by Jun Nagayasu:


Year  ↓Title  ↓Type  ↓Cited  ↓
In: .
[Full Text][Citation analysis]
chapter0
2002Does the Long-Run PPP Hypothesis Hold for Africa? Evidence from a Panel Cointegration Study. In: Bulletin of Economic Research.
[Citation analysis]
article48
1998Does the Long-Run Ppp Hypothesis Hold for Africa? Evidence From Panel Co-Integration Study.(1998) In: IMF Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 48
paper
2012COMMON FACTORS OF THE EXCHANGE RISK PREMIUM IN EMERGING EUROPEAN MARKETS In: Bulletin of Economic Research.
[Full Text][Citation analysis]
article3
2011Common factors of the exchange risk premium in emerging European markets.(2011) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3
paper
2011The Common Component in Forward Premiums: Evidence from the Asia–Pacific Region In: Review of International Economics.
[Full Text][Citation analysis]
article1
2010The Common Component in the Forward Premium: Evidence from the Asia-Pacific Region.(2010) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1
paper
2013An Investigation of Housing Affordability in the UK Regions In: SIRE Discussion Papers.
[Full Text][Citation analysis]
paper1
2013An investigation of housing affordability in the UK regions.(2013) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1
paper
2013The Forward Premium Puzzle and The Euro In: SIRE Discussion Papers.
[Full Text][Citation analysis]
paper2
2014The forward premium puzzle and the Euro.(2014) In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2
article
2013The Forward Premium Puzzle And The Euro.(2013) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2
paper
2013The forward premium puzzle and the euro.(2013) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2
paper
2013Co-movements in Real Effective Exchange Rates: Evidence from the Dynamic Hierarchical Factor Model In: SIRE Discussion Papers.
[Full Text][Citation analysis]
paper0
2013Co-movements in real effective exchange rates: evidence from the dynamic hierarchical factor model.(2013) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2013Currency Forecast Errors at Times of Low Interest Rates: Evidence from Survey Data on the Yen/Dollar Exchange Rate In: SIRE Discussion Papers.
[Full Text][Citation analysis]
paper0
2013Currency forecast errors at times of low interest rates: evidence from survey data on the Yen/Dollar exchange rate.(2013) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2013UK House Prices: Convergence Clubs and Spillovers In: SIRE Discussion Papers.
[Full Text][Citation analysis]
paper38
2015UK house price convergence clubs and spillovers.(2015) In: Journal of Housing Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 38
article
2013UK house prices: convergence clubs and spillovers.(2013) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 38
paper
2008Common and Idiosyncratic Factors of the Exchange Risk Premium in Emerging European Markets In: SIRE Discussion Papers.
[Full Text][Citation analysis]
paper2
2008Common and idiosyncratic factors of the exchange risk premium in emerging European markets.(2008) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2
paper
2008Structural Breaks in the Real Exchange Rate and Real Interest Rate Relationship In: SIRE Discussion Papers.
[Full Text][Citation analysis]
paper5
2010Structural breaks in the real exchange rate and real interest rate relationship.(2010) In: Global Finance Journal.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5
article
2008Structural Breaks in the Real Exchange Rate and Real Interest Rate Relationship.(2008) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5
paper
2001Currency crisis and contagion: evidence from exchange rates and sectoral stock indices of the Philippines and Thailand In: Journal of Asian Economics.
[Full Text][Citation analysis]
article35
2000Currency Crisis and Contagion: Evidence From Exchange Rates and Sectoral Stock Indices of the Philippines and Thailand.(2000) In: IMF Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 35
paper
2004The effectiveness of Japanese foreign exchange interventions during 1991-2001 In: Economics Letters.
[Full Text][Citation analysis]
article21
2019Financial flows, global interest rates, and political integration In: Finance Research Letters.
[Full Text][Citation analysis]
article1
2018Financial Flows, Global Interest Rates, and Political Integration.(2018) In: DSSR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1
paper
2007Putting the dividend-price ratio under the microscope In: Finance Research Letters.
[Full Text][Citation analysis]
article2
2023Is corporate environmental responsibility more valuable in the transitory period? The moderating effect of ownership type In: Finance Research Letters.
[Full Text][Citation analysis]
article1
2021Causal and frequency analyses of purchasing power parity In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]
article5
2021Causal and Frequency Analyses of Purchasing Power Parity.(2021) In: DSSR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 5
paper
2003Asymmetric effects of monetary indicators on the Japanese yen In: Japan and the World Economy.
[Full Text][Citation analysis]
article1
2010Macroeconomic interdependence in East Asia In: Japan and the World Economy.
[Full Text][Citation analysis]
article0
2010Macroeconomic Interdependence in East Asia.(2010) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2002On the term structure of interest rates and inflation in Japan In: Journal of Economics and Business.
[Full Text][Citation analysis]
article3
2007Empirical analysis of the exchange rate channel in Japan In: Journal of International Money and Finance.
[Full Text][Citation analysis]
article7
2015Currency forecast errors and carry trades at times of low interest rates: Evidence from survey data on the yen/dollar exchange rate In: Journal of International Money and Finance.
[Full Text][Citation analysis]
article12
2017Global and country-specific movements in real effective exchange rates: Implications for external competitiveness In: Journal of International Money and Finance.
[Full Text][Citation analysis]
article1
1998On the Japanese Yen-U.S. Dollar Exchange Rate: A Structural Econometric Model Based on Real Interest Differentials In: Journal of the Japanese and International Economies.
[Full Text][Citation analysis]
article20
2011Heterogeneity and convergence of regional inflation (prices) In: Journal of Macroeconomics.
[Full Text][Citation analysis]
article19
2003A re-examination of the Japanese money demand function and structural shifts In: Journal of Policy Modeling.
[Full Text][Citation analysis]
article16
2009PPP: Further evidence from Japanese regional data In: International Review of Economics & Finance.
[Full Text][Citation analysis]
article12
2017Inflation and consumption of nontradable goods: Global implications from regional analyses In: International Review of Economics & Finance.
[Full Text][Citation analysis]
article0
2012The threshold consumption correlation-based approach to international capital mobility: Evidence from advanced and developing countries In: Structural Change and Economic Dynamics.
[Full Text][Citation analysis]
article1
2012The threshold consumption correlation-based approach to international capital mobility: evidence from advanced and developing countries.(2012) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1
paper
2021Is Inflation Fiscally Determined? In: Sustainability.
[Full Text][Citation analysis]
article0
2019Is Inflation Fiscally Determined?.(2019) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2021Toward Coexistence of Immigrants and Local People in Japan: Implications from Spatial Assimilation Theory In: Sustainability.
[Full Text][Citation analysis]
article1
2022Spatial Dependence, Social Networks, and Economic Structures in Japanese Regional Labor Migration In: Sustainability.
[Full Text][Citation analysis]
article1
2004The Term Structure of Interest Rates and Monetary Policy during a Zero Interest Rate Period In: Monetary and Economic Studies.
[Full Text][Citation analysis]
article6
2003The Term Structure of Interest Rates and Monetary Policy During a Zero-Interest-Rate Period.(2003) In: IMF Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6
paper
1998Japanese Effective Exchange Rates and Determinants: Prices, Real Interest Rates, and Actual and Optimal Current Accounts In: IMF Working Papers.
[Full Text][Citation analysis]
paper4
1999The Long-Run Relationship Between Real Exchange Rates and Real Interest Rate Differentials: A Panel Study In: IMF Working Papers.
[Full Text][Citation analysis]
paper91
2000The Long-Run Relationship Between Real Exchange Rates and Real Interest Rate Differentials: A Panel Study.(2000) In: IMF Staff Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 91
article
1999Determinants of Angola’s Parallel Market Real Exchange Rate In: IMF Working Papers.
[Full Text][Citation analysis]
paper6
2003The Efficiency of the Japanese Equity Market In: IMF Working Papers.
[Full Text][Citation analysis]
paper15
2021Life Cycles and Gender in Residential Mobility Decisions In: The Journal of Real Estate Finance and Economics.
[Full Text][Citation analysis]
article0
2020Economic Activities and Regional Correlation During Economic and Natural Disasters In: MPRA Paper.
[Full Text][Citation analysis]
paper0
2020Economic Activities and Regional Correlation During Economic and Natural Disasters.(2020) In: DSSR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2009Regional Inflation in China In: MPRA Paper.
[Full Text][Citation analysis]
paper4
2010Regional Inflation (Price) Behaviors: Heterogeneity and Convergence In: MPRA Paper.
[Full Text][Citation analysis]
paper0
2010Domestic Capital Mobility: A Panel Data Approach In: MPRA Paper.
[Full Text][Citation analysis]
paper1
2010Economic Factors Contributing to Time-Varying Conditional Correlations in Stock Returns In: MPRA Paper.
[Full Text][Citation analysis]
paper0
2011Financial Innovation and Regional Money In: MPRA Paper.
[Full Text][Citation analysis]
paper10
2012Financial innovation and regional money.(2012) In: Applied Economics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 10
article
2011Regional deposits and demographic changes In: MPRA Paper.
[Full Text][Citation analysis]
paper0
2012Regional deposits and demographic changes.(2012) In: Applied Economics Letters.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
article
2011The threshold nonstationary panel data approach to forward premiums In: MPRA Paper.
[Full Text][Citation analysis]
paper0
2012Regional inflation and industrial structure in monetary union In: MPRA Paper.
[Full Text][Citation analysis]
paper2
2012Long-Run Implications of the Covered Interest Rate Parity Condition: Evidence during the Recent Crisis and Non-Crisis Periods In: MPRA Paper.
[Full Text][Citation analysis]
paper0
2012The Forward Premium Puzzle And Risk Premiums In: MPRA Paper.
[Full Text][Citation analysis]
paper0
2013Interdependence in Real Effective Exchange Rates: Evidence from the Dynamic Hierarchical Factor Model In: MPRA Paper.
[Full Text][Citation analysis]
paper0
2014Regional inflation, spatial location and the Balassa-Samuelson effect In: MPRA Paper.
[Full Text][Citation analysis]
paper2
2015Global and country-specific factors in real effective exchange rates In: MPRA Paper.
[Full Text][Citation analysis]
paper0
2015Regional Inflation and Consumption Behaviors In: MPRA Paper.
[Full Text][Citation analysis]
paper0
2016Commonality and Heterogeneity in Real Effective Exchange Rates: Evidence from Advanced and Developing Countries In: MPRA Paper.
[Full Text][Citation analysis]
paper0
2016Inflation and Bubbles in the Japanese Condominium Market In: MPRA Paper.
[Full Text][Citation analysis]
paper0
2019Spatial Dependence, Social Networks, and Economic Structures in Regional Labor Migration In: MPRA Paper.
[Full Text][Citation analysis]
paper2
2008Relative Prices and Wages in China: Evidence from a Panel of Provincial Data In: Journal of Economic Integration.
[Citation analysis]
article3
2013Asia-Pacific Stock Returns around the Lehman Shock and Beyond: time-varying conditional correlations In: Journal of Economic Integration.
[Full Text][Citation analysis]
article3
2017Regional inflation, spatial locations and the Balassa-Samuelson effect: Evidence from Japan In: Urban Studies.
[Full Text][Citation analysis]
article4
2021Detecting Tranquil and Bubble Periods in Housing Markets: A Review and Application of Statistical Methods In: Dynamic Modeling and Econometrics in Economics and Finance.
[Citation analysis]
chapter0
2013A dynamic factor approach to domestic capital mobility In: Empirical Economics.
[Full Text][Citation analysis]
article0
2008Japanese stock movements from 1991 to 2005: evidence from high- and low-frequency data In: Applied Financial Economics.
[Full Text][Citation analysis]
article2
2020International and Interprefectural Migration in Japan : Implications for the Spatial Assimilation Theory In: DSSR Discussion Papers.
[Full Text][Citation analysis]
paper0
2021Cyclical Reaction of Fiscal Policy and its Relationship with the Current Account Balance In: DSSR Discussion Papers.
[Full Text][Citation analysis]
paper0
2021Is Corporate Environmental Responsibility More Valuable in the Shaky Period? The Moderating Effect of Ownership Type In: DSSR Discussion Papers.
[Full Text][Citation analysis]
paper0
2022Privatizations Influence on Agglomeration and Selection Effects: Evidence from Chinas Manufacturing Industry In: DSSR Discussion Papers.
[Full Text][Citation analysis]
paper0
2022The Non-monotonic Relationship Between ESG Disclosure and Stock Price Crash Risk In: DSSR Discussion Papers.
[Full Text][Citation analysis]
paper0
2023Agglomeration and Selection Effects in Privatized-SOEs: The Role of SOE Reforms In: DSSR Discussion Papers.
[Full Text][Citation analysis]
paper0
2024Credit Constraints, Corporate Transparency, and Export In: DSSR Discussion Papers.
[Full Text][Citation analysis]
paper0
2024Does Supply Chain Transparency Help Identify and Prevent Corporate Greenwashing? In: DSSR Discussion Papers.
[Full Text][Citation analysis]
paper0
2024Measuring Climate Policy Uncertainty with LLMs: New Insights into Corporate Bond Credit Spreads In: DSSR Discussion Papers.
[Full Text][Citation analysis]
paper0
2018Condominium Prices and Inflation: The Role of Financial Inflows and Transaction Volumes in Japan In: DSSR Discussion Papers.
[Full Text][Citation analysis]
paper0
2018Intra-temporal Substitution between Tradable and Nontradable Goods: Evidence from the Japanese Cross-sectional Survey Data In: DSSR Discussion Papers.
[Full Text][Citation analysis]
paper0
2018Productivity Spillovers in the Global Market In: DSSR Discussion Papers.
[Full Text][Citation analysis]
paper0
2018Spatial Dependence and Social Networks in Regional Labor Migration In: DSSR Discussion Papers.
[Full Text][Citation analysis]
paper0
2018Homeownership and Residential Mobility during the Lost Decades In: DSSR Discussion Papers.
[Full Text][Citation analysis]
paper0
2023A Dynamic Analysis of Chinese Yuan (RMB) Internationalization with Bayesian-Based Time Series Model In: TUPD Discussion Papers.
[Full Text][Citation analysis]
paper0
2023Financial Systemic Risk behind Artificial Intelligence:Evidence from China In: TUPD Discussion Papers.
[Full Text][Citation analysis]
paper0
2023Regional Policies’ Impacts on Urban Migration:Evidence from Special Economic Zones in China In: TUPD Discussion Papers.
[Full Text][Citation analysis]
paper0
2024AI and Financial Systemic Risk in the Global Market In: TUPD Discussion Papers.
[Full Text][Citation analysis]
paper0

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated February, 4 2025. Contact: CitEc Team