9
H index
9
i10 index
313
Citations
Tohoku University | 9 H index 9 i10 index 313 Citations RESEARCH PRODUCTION: 31 Articles 55 Papers RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Jun Nagayasu. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of International Money and Finance | 3 |
Finance Research Letters | 2 |
International Review of Economics & Finance | 2 |
Bulletin of Economic Research | 2 |
Japan and the World Economy | 2 |
Journal of Economic Integration | 2 |
Year | Title of citing document |
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2020 | Fourier nonlinear quantile unit root test and PPP in Africa. (2020). Bahmani-Oskooee, Mohsen ; Chang, Tsang Yao ; Bahmanioskooee, Mohsen ; Ranjbar, Omid ; Niroomand, Farhang. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:72:y:2020:i:4:p:451-481. Full description at Econpapers || Download paper |
2020 | Liquidity shocks: A new solution to the forward premium puzzle. (2020). Kumar, Vikram. In: Economic Modelling. RePEc:eee:ecmode:v:91:y:2020:i:c:p:445-454. Full description at Econpapers || Download paper |
2020 | Forex interventions and exchange rate exposure: Evidence from emerging market firms. (2020). Sikarwar, Ekta. In: Economic Modelling. RePEc:eee:ecmode:v:93:y:2020:i:c:p:69-81. Full description at Econpapers || Download paper |
2020 | Uncertainty aversion, carry trades and agent heterogeneity in the FX market. (2020). Zhou, Chunyang ; Tong, Bin ; Li, Xiaoping. In: Finance Research Letters. RePEc:eee:finlet:v:36:y:2020:i:c:s154461231930594x. Full description at Econpapers || Download paper |
2020 | The role of carry trades on the effectiveness of Japans quantitative easing. (2020). Chuffart, Thomas ; Dell'Eva, Cyril. In: International Economics. RePEc:eee:inteco:v:161:y:2020:i:c:p:30-40. Full description at Econpapers || Download paper |
2020 | Housing market shocks in italy: A GVAR approach. (2020). Parla, Fabio ; cipollini, andrea. In: Journal of Housing Economics. RePEc:eee:jhouse:v:50:y:2020:i:c:s1051137720300437. Full description at Econpapers || Download paper |
2020 | A lesson from the four recent large public Japanese FX interventions. (2020). Kitamura, Yoshihiro. In: Journal of the Japanese and International Economies. RePEc:eee:jjieco:v:57:y:2020:i:c:s0889158320300241. Full description at Econpapers || Download paper |
2020 | The Dollar Exchange Rates in the Covid-19 Era: Evidence from 5 Currencies. (2020). Daglis, Theodoros ; Pasiouras, Alexandros. In: European Research Studies Journal. RePEc:ers:journl:v:xxiii:y:2020:i:special2:p:352-361. Full description at Econpapers || Download paper |
2020 | Forward Rate Bias in Developed and Developing Countries: More Risky Not Less Rational. (2020). Goldberg, Michael D ; Ozabaci, Deniz ; Kozlova, Olesia. In: Econometrics. RePEc:gam:jecnmx:v:8:y:2020:i:4:p:43-:d:454906. Full description at Econpapers || Download paper |
2020 | The Ripple Effect and Spatiotemporal Dynamics of Intra-Urban Housing Prices at the Submarket Level in Shanghai, China. (2020). Yuan, Feng ; Cai, Yuanyuan ; Xiong, Xuelei ; Hu, Jin. In: Sustainability. RePEc:gam:jsusta:v:12:y:2020:i:12:p:5073-:d:374632. Full description at Econpapers || Download paper |
2020 | Commodity Prices in Empirical Research. (2020). Carpantier, Jean-Franois. In: Working Papers. RePEc:hal:wpaper:hal-02497404. Full description at Econpapers || Download paper |
2020 | Does Exchange Rate Volatility Affect Economic Growth in Nigeria?. (2020). Nathaniel, Gbadebo ; Fumilade, Onipede Samuel ; Uwawunkonye, Ebuh Godday ; Victor, Oboh Ugbem ; Moses, Tule Kpughur. In: International Journal of Economics and Finance. RePEc:ibn:ijefaa:v:12:y:2020:i:7:p:54. Full description at Econpapers || Download paper |
2020 | The spatial structure debate in spatial interaction modeling: 50 years on. (2020). Oshan, Taylor M. In: OSF Preprints. RePEc:osf:osfxxx:42vxn. Full description at Econpapers || Download paper |
2020 | . Full description at Econpapers || Download paper |
2020 | On the link between the exchange rates and interest rate differentials in China: evidence from an asymmetric wavelet analysis. (2020). Ge, Xinyu ; Li, Xiao-Lin ; Si, Deng-Kui. In: Empirical Economics. RePEc:spr:empeco:v:59:y:2020:i:6:d:10.1007_s00181-019-01803-4. Full description at Econpapers || Download paper |
2020 | Predicting exchange rates in Asia: New insights on the accuracy of survey forecasts. (2020). Kunze, Frederik. In: Journal of Forecasting. RePEc:wly:jforec:v:39:y:2020:i:2:p:313-333. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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2002 | Does the Long-Run PPP Hypothesis Hold for Africa? Evidence from a Panel Cointegration Study. In: Bulletin of Economic Research. [Citation analysis] | article | 42 |
1998 | Does 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 another version. Agregated cites: 42 | paper | |
2012 | COMMON FACTORS OF THE EXCHANGE RISK PREMIUM IN EMERGING EUROPEAN MARKETS In: Bulletin of Economic Research. [Full Text][Citation analysis] | article | 2 |
2011 | Common factors of the exchange risk premium in emerging European markets.(2011) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2011 | The Common Component in Forward Premiums: Evidence from the Asia–Pacific Region In: Review of International Economics. [Full Text][Citation analysis] | article | 1 |
2010 | The Common Component in the Forward Premium: Evidence from the Asia-Pacific Region.(2010) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2013 | An Investigation of Housing Affordability in the UK Regions In: SIRE Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
2013 | An investigation of housing affordability in the UK regions.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2013 | The Forward Premium Puzzle and The Euro In: SIRE Discussion Papers. [Full Text][Citation analysis] | paper | 1 |
2014 | The forward premium puzzle and the Euro.(2014) In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | article | |
2013 | The Forward Premium Puzzle And The Euro.(2013) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2013 | The forward premium puzzle and the euro.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | paper | |
2013 | Co-movements in Real Effective Exchange Rates: Evidence from the Dynamic Hierarchical Factor Model In: SIRE Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2013 | Co-movements in real effective exchange rates: evidence from the dynamic hierarchical factor model.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2013 | Currency 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] | paper | 0 |
2013 | Currency 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 another version. Agregated cites: 0 | paper | |
2013 | UK House Prices: Convergence Clubs and Spillovers In: SIRE Discussion Papers. [Full Text][Citation analysis] | paper | 11 |
2015 | UK house price convergence clubs and spillovers.(2015) In: Journal of Housing Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | article | |
2013 | UK house prices: convergence clubs and spillovers.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
2008 | Common and Idiosyncratic Factors of the Exchange Risk Premium in Emerging European Markets In: SIRE Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
2008 | Common and idiosyncratic factors of the exchange risk premium in emerging European markets.(2008) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
2008 | Structural Breaks in the Real Exchange Rate and Real Interest Rate Relationship In: SIRE Discussion Papers. [Full Text][Citation analysis] | paper | 4 |
2010 | Structural breaks in the real exchange rate and real interest rate relationship.(2010) In: Global Finance Journal. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | article | |
2008 | Structural Breaks in the Real Exchange Rate and Real Interest Rate Relationship.(2008) In: Working Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 4 | paper | |
2001 | Currency 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] | article | 30 |
2000 | Currency 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 another version. Agregated cites: 30 | paper | |
2004 | The effectiveness of Japanese foreign exchange interventions during 1991-2001 In: Economics Letters. [Full Text][Citation analysis] | article | 19 |
2019 | Financial flows, global interest rates, and political integration In: Finance Research Letters. [Full Text][Citation analysis] | article | 0 |
2018 | Financial Flows, Global Interest Rates, and Political Integration.(2018) In: DSSR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2007 | Putting the dividend-price ratio under the microscope In: Finance Research Letters. [Full Text][Citation analysis] | article | 2 |
2003 | Asymmetric effects of monetary indicators on the Japanese yen In: Japan and the World Economy. [Full Text][Citation analysis] | article | 1 |
2010 | Macroeconomic interdependence in East Asia In: Japan and the World Economy. [Full Text][Citation analysis] | article | 0 |
2010 | Macroeconomic Interdependence in East Asia.(2010) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2002 | On the term structure of interest rates and inflation in Japan In: Journal of Economics and Business. [Full Text][Citation analysis] | article | 3 |
2007 | Empirical analysis of the exchange rate channel in Japan In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 6 |
2015 | Currency 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] | article | 5 |
2017 | Global and country-specific movements in real effective exchange rates: Implications for external competitiveness In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 0 |
1998 | On 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] | article | 19 |
2011 | Heterogeneity and convergence of regional inflation (prices) In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 12 |
2003 | A re-examination of the Japanese money demand function and structural shifts In: Journal of Policy Modeling. [Full Text][Citation analysis] | article | 16 |
2009 | PPP: Further evidence from Japanese regional data In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 10 |
2017 | Inflation and consumption of nontradable goods: Global implications from regional analyses In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 0 |
2012 | The 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] | article | 1 |
2012 | The 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 another version. Agregated cites: 1 | paper | |
2004 | The Term Structure of Interest Rates and Monetary Policy during a Zero Interest Rate Period In: Monetary and Economic Studies. [Full Text][Citation analysis] | article | 6 |
2003 | The 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 another version. Agregated cites: 6 | paper | |
1998 | Japanese Effective Exchange Rates and Determinants; Prices, Real Interest Rates, and Actual and Optimal Current Accounts In: IMF Working Papers. [Full Text][Citation analysis] | paper | 4 |
1999 | The Long-Run Relationship Between Real Exchange Rates and Real Interest Rate Differentials; A Panel Study In: IMF Working Papers. [Full Text][Citation analysis] | paper | 76 |
2000 | The 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 another version. Agregated cites: 76 | article | |
1999 | Determinants of Angola’s Parallel Market Real Exchange Rate In: IMF Working Papers. [Full Text][Citation analysis] | paper | 5 |
2003 | The Efficiency of the Japanese Equity Market In: IMF Working Papers. [Full Text][Citation analysis] | paper | 9 |
2020 | Economic Activities and Regional Correlation During Economic and Natural Disasters In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2020 | Economic Activities and Regional Correlation During Economic and Natural Disasters.(2020) In: DSSR Discussion Papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
2009 | Regional Inflation in China In: MPRA Paper. [Full Text][Citation analysis] | paper | 3 |
2010 | Regional Inflation (Price) Behaviors: Heterogeneity and Convergence In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2010 | Domestic Capital Mobility: A Panel Data Approach In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
2010 | Economic Factors Contributing to Time-Varying Conditional Correlations in Stock Returns In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2011 | Financial Innovation and Regional Money In: MPRA Paper. [Full Text][Citation analysis] | paper | 8 |
2012 | Financial innovation and regional money.(2012) In: Applied Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 8 | article | |
2011 | Regional deposits and demographic changes In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2012 | Regional deposits and demographic changes.(2012) In: Applied Economics Letters. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
2011 | The threshold nonstationary panel data approach to forward premiums In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2012 | Regional inflation and industrial structure in monetary union In: MPRA Paper. [Full Text][Citation analysis] | paper | 2 |
2012 | Long-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] | paper | 0 |
2012 | The Forward Premium Puzzle And Risk Premiums In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2013 | Interdependence in Real Effective Exchange Rates: Evidence from the Dynamic Hierarchical Factor Model In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2014 | Regional inflation, spatial location and the Balassa-Samuelson effect In: MPRA Paper. [Full Text][Citation analysis] | paper | 3 |
2015 | Global and country-specific factors in real effective exchange rates In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2015 | Regional Inflation and Consumption Behaviors In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2016 | Commonality and Heterogeneity in Real Effective Exchange Rates: Evidence from Advanced and Developing Countries In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2016 | Inflation and Bubbles in the Japanese Condominium Market In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2019 | Spatial Dependence, Social Networks, and Economic Structures in Regional Labor Migration In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
2019 | Is Inflation Fiscally Determined? In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2008 | Relative Prices and Wages in China: Evidence from a Panel of Provincial Data In: Journal of Economic Integration. [Citation analysis] | article | 2 |
2013 | Asia-Pacific Stock Returns around the Lehman Shock and Beyond: time-varying conditional correlations In: Journal of Economic Integration. [Full Text][Citation analysis] | article | 3 |
2017 | Regional inflation, spatial locations and the Balassa-Samuelson effect: Evidence from Japan In: Urban Studies. [Full Text][Citation analysis] | article | 1 |
2013 | A dynamic factor approach to domestic capital mobility In: Empirical Economics. [Full Text][Citation analysis] | article | 0 |
2008 | Japanese stock movements from 1991 to 2005: evidence from high- and low-frequency data In: Applied Financial Economics. [Full Text][Citation analysis] | article | 1 |
2020 | International and Interprefectural Migration in Japan : Implications for the Spatial Assimilation Theory In: DSSR Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2021 | Cyclical Reaction of Fiscal Policy and its Relationship with the Current Account Balance In: DSSR Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2021 | Causal and Frequency Analyses of Purchasing Power Parity In: DSSR Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2018 | Condominium Prices and Inflation: The Role of Financial Inflows and Transaction Volumes in Japan In: DSSR Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2018 | Intra-temporal Substitution between Tradable and Nontradable Goods: Evidence from the Japanese Cross-sectional Survey Data In: DSSR Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2018 | Productivity Spillovers in the Global Market In: DSSR Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2018 | Spatial Dependence and Social Networks in Regional Labor Migration In: DSSR Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2018 | Homeownership and Residential Mobility during the Lost Decades In: DSSR Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
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