8
H index
6
i10 index
342
Citations
Yoshihiko Nishiyama : Citation Profile
Kyoto University | RESEARCH PRODUCTION: 17 Articles 27 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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29 years (1992 - 2021). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Yoshihiko Nishiyama. | Is cited by:
| Cites to:
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Main data
Where Yoshihiko Nishiyama has published?
| Journals with more than one article published | # docs |
|---|---|
| Mathematics and Computers in Simulation (MATCOM) | 4 |
| The North American Journal of Economics and Finance | 2 |
| Journal of the Japanese and International Economies | 2 |
| Econometrica | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| KIER Working Papers / Kyoto University, Institute of Economic Research | 8 |
| ERSA conference papers / European Regional Science Association | 2 |
Recent works citing Yoshihiko Nishiyama (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | On propensity score matching with a diverging number of matches. (2023). Han, Fang ; He, Yihui. In: Papers. RePEc:arx:papers:2310.14142. Full description at Econpapers || Download paper |
| 2023 | Quantile price convergence and spillover effects among Bitcoin, Fintech, and artificial intelligence stocks. (2023). Tiwari, Aviral ; Abakah, Emmanuel ; Ntowgyamfi, Matthew ; Lee, Chichuan ; Aikins, Emmanuel Joel. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:1:p:187-205. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | The impact of Twitter-based sentiment on US sectoral returns. (2023). Vo, Xuan Vinh ; Ahmad, Nasir ; Ur, Mobeen ; Zeitun, Rami. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822001826. Full description at Econpapers || Download paper |
| 2023 | Dynamic and asymmetric effects between carbon emission trading, financial uncertainties, and Chinese industry stocks: Evidence from quantile-on-quantile and causality-in-quantiles analysis. (2023). Liu, Jiatong ; Qiao, Xingzhi ; Mao, Weifang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:65:y:2023:i:c:s1062940823000062. Full description at Econpapers || Download paper |
| 2023 | Estimation and inference for policy relevant treatment effects. (2023). Sasaki, Yuya ; Ura, Takuya. In: Journal of Econometrics. RePEc:eee:econom:v:234:y:2023:i:2:p:394-450. Full description at Econpapers || Download paper |
| 2023 | Predictability of risk appetite in Turkey: Local versus global factors. (2023). Bouri, Elie ; Gok, Remzi ; Gemici, Eray. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014123000237. Full description at Econpapers || Download paper |
| 2023 | Financial technology stocks, green financial assets, and energy markets: A quantile causality and dependence analysis. (2023). Abakah, Emmanuel ; Ntowgyamfi, Matthew ; Le, Tn-Lan ; Shao, Xuefeng ; Aikins, Emmanuel Joel ; Tiwari, Aviral Kumar. In: Energy Economics. RePEc:eee:eneeco:v:118:y:2023:i:c:s0140988322006272. Full description at Econpapers || Download paper |
| 2023 | Exploring the dynamic connectedness among energy transition and its drivers: Understanding the moderating role of global geopolitical risk. (2023). Sinha, Avik ; Shahzad, Umer ; Zaman, Umer ; Chishti, Muhammad Zubair. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000683. Full description at Econpapers || Download paper |
| 2023 | How macroeconomic factors drive the linkages between inflation and oil markets in global economies? A multiscale analysis. (2023). Kim, Won Joong ; Vo, Xuan Vinh ; Hammoudeh, Shawkat ; Ur, Mobeen ; Mensi, Walid. In: International Economics. RePEc:eee:inteco:v:173:y:2023:i:c:p:212-232. Full description at Econpapers || Download paper |
| 2023 | Emerging interaction of artificial intelligence with basic materials and oil & gas companies: A comparative look at the Islamic vs. conventional markets. (2023). Sarker, Tapan ; Panait, Mirela ; Asl, Mahdi Ghaemi ; Shahzad, Umer ; Apostu, Simona Andreea. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006407. Full description at Econpapers || Download paper |
| 2023 | On the connection between international REITs and oil markets: The role of economic policy uncertainty. (2023). Oyewole, Oluwatomisin ; Fasanya, Ismail O. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000430. Full description at Econpapers || Download paper |
| 2023 | Do geopolitical oil price risk influence stock market returns and volatility of Pakistan: Evidence from novel non-parametric quantile causality approach. (2023). Ozkan, Oktay ; Saleem, Asima ; Khan, Nasir. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000636. Full description at Econpapers || Download paper |
| 2023 | Uncertainty due to infectious diseases and bitcoin-gold nexus: Evidence from a non-parametric causality-in-quantiles approach. (2023). Oyewole, Oluwatomisin ; Fasanya, Ismail O ; Dauda, Mariam. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s030142072300260x. Full description at Econpapers || Download paper |
| 2023 | Geopolitical risks and tourism stocks: New evidence from causality-in-quantile approach. (2023). le Roux, Sara ; Raheem, Ibrahim D. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:88:y:2023:i:c:p:1-7. Full description at Econpapers || Download paper |
| 2023 | The differential influence of social media sentiment on cryptocurrency returns and volatility during COVID-19. (2023). Tzeremes, Panayiotis ; Corbet, Shaen ; Papadamou, Stephanos ; Kyriazis, Nikolaos. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:89:y:2023:i:c:p:307-317. Full description at Econpapers || Download paper |
| 2023 | Whats at Stake? The empirical importance of government revenue and debt and renewable energy for environmental neutrality in the US economy. (2023). Adebayo, Tomiwa Sunday ; Iqbal, Hafiz Arslan ; Abbasi, Kashif Raza ; Ramzan, Muhammad. In: Renewable Energy. RePEc:eee:renene:v:205:y:2023:i:c:p:475-489. Full description at Econpapers || Download paper |
| 2023 | Can cryptocurrencies provide a viable hedging mechanism for benchmark index investors?. (2023). Tzeremes, Panayiotis ; Corbet, Shaen ; Papadamou, Stephanos ; Kyriazis, Nikolaos. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002185. Full description at Econpapers || Download paper |
| 2023 | New evidence of extreme risk transmission between financial stress and international crude oil markets. (2023). Zhang, Yaojie ; Wang, LU ; Li, Pan ; Hong, Yanran. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002392. Full description at Econpapers || Download paper |
| 2023 | The Asymmetric Effects of Extreme Climate Risk Perception on Coal Futures Return Dynamics: Evidence from Nonparametric Causality-In-Quantiles Tests. (2023). Yang, Shixiong ; Wei, Jiajia ; Gao, Wang. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:10:p:8156-:d:1149155. Full description at Econpapers || Download paper |
| 2023 | Quantile Dependence between Crude Oil and China’s Biofuel Feedstock Commodity Market. (2023). Huang, KE ; Shahbaz, Muhammad ; Zhu, Huiming ; Hau, Liya. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:11:p:8980-:d:1162316. Full description at Econpapers || Download paper |
| 2023 | Increasing shareholder focus: the repercussions of the 2015 corporate governance reform in Japan. (2023). Puawska, Karolina ; Osiichuk, Dmytro ; Mielcarz, Pawe. In: Journal of Management & Governance. RePEc:kap:jmgtgv:v:27:y:2023:i:3:d:10.1007_s10997-021-09619-0. Full description at Econpapers || Download paper |
| 2023 | Monetary Policy Shocks and Multi-Scale Positive and Negative Bubbles in an Emerging Country: The Case of India. (2023). GUPTA, RANGAN ; Nielsen, Joshua ; Nel, Jacobus ; Cepni, Oguzhan. In: Working Papers. RePEc:pre:wpaper:202305. Full description at Econpapers || Download paper |
| 2023 | Stock Market Volatility and Multi-Scale Positive and Negative Bubbles. (2023). Pierdzioch, Christian ; Nielsen, Joshua ; Nel, Jacobus ; Gupta, Rangan. In: Working Papers. RePEc:pre:wpaper:202310. Full description at Econpapers || Download paper |
| 2023 | Gold-to-Platinum Price Ratio and the Predictability of Bubbles in Financial Markets. (2023). Demirer, Riza ; Nielsen, Joshua ; Gupta, Rangan ; Gabauer, David. In: Working Papers. RePEc:pre:wpaper:202317. Full description at Econpapers || Download paper |
| 2023 | Housing Search Activity and Quantiles-Based Predictability of Housing Price Movements in the United States. (2023). Moodley, Damien ; Gupta, Rangan. In: Working Papers. RePEc:pre:wpaper:202335. Full description at Econpapers || Download paper |
| 2023 | Interaction among geopolitical risk, trade openness, economic growth, carbon emissions and Its implication on climate change in india. (2023). Odu, Ada Tony ; Riti, Joshua Sunday ; Akadiri, Seyi Saint ; Adebayo, Tomiwa Sunday. In: Energy & Environment. RePEc:sae:engenv:v:34:y:2023:i:5:p:1305-1326. Full description at Econpapers || Download paper |
| 2023 | Testing the role of economic complexity on the ecological footprint in China: a nonparametric causality-in-quantiles approach. (2023). Adebayo, Tomiwa Sunday ; Akadiri, Seyi Saint ; Oji-Okoro, Izuchukwu ; Onuogu, Ijeoma Christina ; Asuzu, Obioma Chinenyenwa. In: Energy & Environment. RePEc:sae:engenv:v:34:y:2023:i:7:p:2290-2316. Full description at Econpapers || Download paper |
| 2023 | The asymmetric relationship between Baltic Dry Index and commodity spot prices: evidence from nonparametric causality-in-quantiles test. (2023). Rajib, Prabina ; Bandyopadhyay, Arunava. In: Mineral Economics. RePEc:spr:minecn:v:36:y:2023:i:2:d:10.1007_s13563-021-00287-y. Full description at Econpapers || Download paper |
| 2023 | Dynamic causality between PPI and CPI in China: A rolling window bootstrap approach. (2023). Mu, Hairong ; Miao, Jichao ; Cheng, Xin ; Xu, Jinhui ; Sun, Jing. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:2:p:1279-1289. Full description at Econpapers || Download paper |
| 2023 | Uncertainties and green bond markets: Evidence from tail dependence. (2023). Lin, Boqiang ; Su, Tong. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:4:p:4458-4475. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
Works by Yoshihiko Nishiyama:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2020 | Efficiency of the Retail Industry and Inelastic Supply In: Advances in Decision Sciences. [Full Text][Citation analysis] | article | 0 |
| 2011 | A Goodness of Fit Test for Ergodic Markov Processes In: ANU Working Papers in Economics and Econometrics. [Full Text][Citation analysis] | paper | 0 |
| 2011 | A GOODNESS OF FIT TEST FOR ERGODIC MARKOV PROCESSES.(2011) In: KIER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2008 | OLS ESTIMATION AND THE t TEST REVISITED IN RANK?SIZE RULE REGRESSION* In: Journal of Regional Science. [Full Text][Citation analysis] | article | 22 |
| 2010 | Moment Restriction-based Econometric Methods: An Overview In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
| 2010 | Moment Restriction-based Econometric Methods: An Overview.(2010) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2010 | Moment Restriction-based Econometric Methods: An Overview.(2010) In: KIER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 1999 | Edgeworth Expansions for Semiparametric Averaged Derivatives - (Now published in Econometrica, 68 (2000), pp.931-979.) In: STICERD - Econometrics Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 1999 | Studentization in Edgworth Expansions for Estimates of Semiparametric Index Models - (Now published in C Hsiao, K Morimune and J Powell (eds): Nonlinear Statistical Modeling (Festschrift for Takeshi A In: STICERD - Econometrics Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2005 | The Bootstrap and the Edgeworth Correction for Semiparametric Averaged Derivatives In: STICERD - Econometrics Paper Series. [Full Text][Citation analysis] | paper | 21 |
| 2005 | The Bootstrap and the Edgeworth Correction for Semiparametric Averaged Derivatives.(2005) In: Econometrica. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 21 | article | |
| 2005 | The bootstrap and the Edgeworth correction for semiparametric averaged derivatives.(2005) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 21 | paper | |
| 2004 | The bootstrap and the Edgeworth correction for semiparametric averaged derivatives.(2004) In: CeMMAP working papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 21 | paper | |
| 2008 | A PUZZLING PHENOMENON IN SEMIPARAMETRIC ESTIMATION PROBLEMS WITH INFINITE-DIMENSIONAL NUISANCE PARAMETERS In: Econometric Theory. [Full Text][Citation analysis] | article | 14 |
| 2000 | Edgeworth Expansions for Semiparametric Averaged Derivatives In: Econometrica. [Citation analysis] | article | 32 |
| 1999 | Edgeworth expansions for semiparametric averaged derivatives.(1999) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 32 | paper | |
| 2013 | Implied Sharpe ratios of portfolios with options: Application to Nikkei futures and listed options In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 7 |
| 2013 | Quantitative evaluation of contingent capital and its applications In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 8 |
| 2011 | A consistent nonparametric test for nonlinear causality—Specification in time series regression In: Journal of Econometrics. [Full Text][Citation analysis] | article | 166 |
| 1992 | Corporate hierarchy, promotion, and firm growth: Japanese internal labor market in transition In: Journal of the Japanese and International Economies. [Full Text][Citation analysis] | article | 25 |
| 1995 | Recent Changes in the Internal Structure of Wages and Employment in Japan In: Journal of the Japanese and International Economies. [Full Text][Citation analysis] | article | 1 |
| 2004 | Minimum normal approximation error bandwidth selection for averaged derivatives In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 0 |
| 2005 | Kernel order selection by minimum bootstrapped MSE for density weighted averages In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 0 |
| 2008 | Maximum empirical likelihood estimation of continuous-time models with conditional characteristic functions In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 1 |
| 2009 | Hypothesis testing in rank-size rule regression In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 1 |
| 2015 | Volatility forecast of stock indices by model averaging using high-frequency data In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 9 |
| 1999 | Studentization in Edgworth expansions for estimates of semiparametric index models In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] | paper | 3 |
| 2010 | Productivity of Service Providers: Microeconometric measurement in the case of hair salons In: Discussion papers. [Full Text][Citation analysis] | paper | 6 |
| 2011 | An Econometric Analysis of Firm Specific Productivities: Evidence from Japanese plant level data In: Discussion papers. [Full Text][Citation analysis] | paper | 4 |
| 2012 | Determinants of Transport Costs for Inter-regional Trade In: Discussion papers. [Full Text][Citation analysis] | paper | 5 |
| 2013 | Determinants of Transport Costs for Inter-regional Trade.(2013) In: ERSA conference papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
| 2013 | Decomposition of Supply and Demand Shocks in the Production Function using the Current Survey of Production In: Discussion papers. [Full Text][Citation analysis] | paper | 2 |
| 2014 | Measuring the Value of Time in Freight Transportation In: Discussion papers. [Full Text][Citation analysis] | paper | 5 |
| 2016 | Efficiency of the Retail Industry: Case of inelastic supply functions In: Discussion papers. [Full Text][Citation analysis] | paper | 1 |
| 2019 | Comparison of Inbound and Domestic Tourists Destinations in Japan from 2011 to 2017: Zipfs law and Gibrats law (Japanese) In: Discussion Papers (Japanese). [Full Text][Citation analysis] | paper | 0 |
| 2008 | Hypothesis Testing in Rank Size Regression In: Economic Review. [Full Text][Citation analysis] | article | 0 |
| 2018 | Sequential test for unit root in AR(1) model In: KIER Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2020 | Optimal Minimax Rates against Non-smooth Alternatives In: KIER Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2021 | Optimal Minimax Rates of Specification Testing with Data-driven Bandwidth In: KIER Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2021 | Joint Asymptotic Properties of Stopping Times and Sequential Estimators for Stationary First-order Autoregressive Models In: KIER Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2005 | A Consistent Nonparametric Test for Causality In: KIER Working Papers. [Citation analysis] | paper | 0 |
| 2018 | Rate Optimal Specification Test When the Number of Instruments is Large In: KIER Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2008 | Nonparametric Estimation Methods of Integrated Multivariate Volatilities In: Econometric Reviews. [Full Text][Citation analysis] | article | 5 |
| 2014 | Measuring the value of transport time for inter-regional trade In: ERSA conference papers. [Full Text][Citation analysis] | paper | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 10 2023. Contact: CitEc Team