6
H index
4
i10 index
101
Citations
Yusaku Nishimura : Citation Profile
University of International Business and Economics (UIBE) | RESEARCH PRODUCTION: 16 Articles 5 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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11 years (2010 - 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 Yusaku Nishimura. | Is cited by:
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Main data
Where Yusaku Nishimura has published?
| Journals with more than one article published | # docs |
|---|---|
| Emerging Markets Finance and Trade | 3 |
| Physica A: Statistical Mechanics and its Applications | 2 |
| International Journal of Economic Policy Studies | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Discussion Papers in Economics and Business / Osaka University, Graduate School of Economics | 5 |
Recent works citing Yusaku Nishimura (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Research on tail risk contagion in international energy markets—The quantile time-frequency volatility spillover perspective. (2023). Xiong, Xiong ; Jia, Kai-Wen ; Wu, Zhuo-Cheng ; Zhao, Min ; Gong, Xiao-Li. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001767. Full description at Econpapers || Download paper |
| 2023 | Determinants of financial stability and risk transmission in dual financial system: Evidence from the COVID pandemic. (2023). Elsayed, Ahmed ; Helmi, Mohamad Husam ; Ahmed, Habib. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:85:y:2023:i:c:s1042443123000525. Full description at Econpapers || Download paper |
| 2023 | Risk spillover from international financial markets and Chinas macro-economy: A MIDAS-CoVaR-QR model. (2023). Yang, Lu ; Hamori, Shigeyuki ; Cui, Xue ; Cai, Xiaojing. In: International Review of Economics & Finance. RePEc:eee:reveco:v:84:y:2023:i:c:p:55-69. Full description at Econpapers || Download paper |
| 2023 | Post-Brexit exchange rate volatility and its impact on UK exports to eurozone countries: A bounds testing approach. (2023). Souk, Jana ; Montero, Jose-Maria ; el Khoury, Rim ; Naimy, Viviane. In: Oeconomia Copernicana. RePEc:pes:ieroec:v:14:y:2023:i:1:p:135-168. Full description at Econpapers || Download paper |
| 2023 | Jump volatility spillover network based measurement of systemic importance of Chinese financial institutions. (2023). Huang, Chuangxia ; Yang, Xiaoguang ; Liu, Hong ; Chen, Shan. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:2:p:1201-1213. Full description at Econpapers || Download paper |
| 2023 | Does financial leverage volatility induce systemic financial risk? Empirical insight based on the Chinese fintech sector. (2023). Bian, Yang ; Wu, Desheng ; Zhang, Mengting ; Yang, Yingjie ; He, Jian ; Zheng, Zhiyong ; Cao, Jianhong. In: Managerial and Decision Economics. RePEc:wly:mgtdec:v:44:y:2023:i:2:p:1142-1161. Full description at Econpapers || Download paper |
Works by Yusaku Nishimura:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2016 | The 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. [Full Text][Citation analysis] | article | 1 |
| 2016 | The Chinese Stock Market Does not React to the Japanese Market: Using Intraday Data to Analyse Return and Volatility Spillover Effects.(2016) In: The Japanese Economic Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
| 2021 | Trumps tweets: Sentiment, stock market volatility, and jumps In: Journal of Financial Research. [Full Text][Citation analysis] | article | 0 |
| 2018 | Do international investors cause stock market spillovers? Comparing responses of cross-listed stocks between accessible and inaccessible markets In: Economic Modelling. [Full Text][Citation analysis] | article | 11 |
| 2021 | President’s Tweets, US-China economic conflict and stock market Volatility: Evidence from China and G5 countries In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 0 |
| 2016 | Why the long-term auto-correlation has not been eliminated by arbitragers: Evidences from NYMEX In: Energy Economics. [Full Text][Citation analysis] | article | 4 |
| 2018 | The intraday volatility spillover index approach and an application in the Brexit vote In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 16 |
| 2013 | Does exchange rate volatility deter Japan-China trade? Evidence from pre- and post-exchange rate reform in China In: Japan and the World Economy. [Full Text][Citation analysis] | article | 28 |
| 2015 | Intraday return and volatility spillover mechanism from Chinese to Japanese stock market In: Journal of the Japanese and International Economies. [Full Text][Citation analysis] | article | 20 |
| 2014 | Intraday Return and Volatility Spillover Mechanism from Chinese to Japanese Stock Market.(2014) In: Discussion Papers in Economics and Business. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20 | paper | |
| 2014 | Fractal markets: Liquidity and investors on different time horizons In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 7 |
| 2016 | The long memory and the transaction cost in financial markets In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 1 |
| 2018 | China’s Exchange-Rate Regime Reform and Trade Between China and the Eurozone In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] | article | 0 |
| 2019 | Private Information, Investor Sentiment, and IPO Pricing: Which Institutional Investors Are Better Informed? In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] | article | 3 |
| 2020 | Private Information, Investor Sentiment, and IPO Pricing: Which Institutional Investors Are Better Informed?.(2020) In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
| 2010 | The Financial Crisis and Intraday Volatility: Comparative Analysis on China, Japan and the US Stock Markets In: Discussion Papers in Economics and Business. [Citation analysis] | paper | 1 |
| 2011 | The Financial Crisis and Intraday Volatility: Comparative Analysis on China, Japan and the US Stock Markets.(2011) In: Discussion Papers in Economics and Business. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2012 | Return 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. [Full Text][Citation analysis] | paper | 1 |
| 2017 | Do International Investors Cause Stock Market Comovements? Comparing Responses of Cross-Listed Stocks between Accessible and Inaccessible Markets In: Discussion Papers in Economics and Business. [Full Text][Citation analysis] | paper | 2 |
| 2020 | New normal and new economy: a new growth engine for China In: International Journal of Economic Policy Studies. [Full Text][Citation analysis] | article | 6 |
| New normal and new economy: a new growth engine for China.() In: International Journal of Economic Policy Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | article |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 10 2023. Contact: CitEc Team