11
H index
12
i10 index
410
Citations
Jun Nagayasu : Citation Profile
Tohoku University | RESEARCH PRODUCTION: 37 Articles 66 Papers 2 Chapters RESEARCH ACTIVITY:
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26 years (1998 - 2024). Relations with other researchers
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Authors registered in RePEc who have co-authored more than one work in the last five years with Jun Nagayasu. | Is cited by:
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Main data
Where Jun Nagayasu has published?
Recent works citing Jun Nagayasu (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | PURCHASING POWER PARITY IN RUSSIA AND THE TRANSITIONING ECONOMY 1990-1995. (2023). Eberle, Paul B ; Bradley, Thomas L. In: Review of Economic and Business Studies. RePEc:aic:revebs:y:2023:j:31:bradleyt. Full description at Econpapers || Download paper |
| 2024 | Inflation 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 | Asymmetric 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 |
| 2024 | Impact 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 |
| 2024 | Stock 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 |
| 2023 | Forecasting exchange rate: A bibliometric and content analysis. (2023). Junior, Eli Hadad ; de Souza, Camila. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:607-628. Full description at Econpapers || Download paper |
| 2023 | Interest margins, lending rates and bank productivity among Chinese provinces. (2023). Menna, Lorenzo ; Zhang, Lin ; Jiang, Lunan ; Dia, Enzo. In: International Review of Economics & Finance. RePEc:eee:reveco:v:84:y:2023:i:c:p:104-127. Full description at Econpapers || Download paper |
| 2024 | Do 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 |
| 2024 | Spatiotemporal 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 |
| 2023 | Power Laws and Inequalities: The Case of British District House Price Dispersion. (2023). Gray, David Paul. In: Risks. RePEc:gam:jrisks:v:11:y:2023:i:7:p:136-:d:1199398. Full description at Econpapers || Download paper |
| 2023 | Oil and Non-Oil Determinants of Saudi Arabia’s International Competitiveness: Historical Analysis and Policy Simulations. (2023). Razek, Noha ; Hasanov, Fakhri J. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:11:p:9011-:d:1162758. Full description at Econpapers || Download paper |
| 2023 | Regional inflation spillovers in Turkey. (2023). Çakır, Mustafa ; Akir, Mustafa. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:56:y:2023:i:2:d:10.1007_s10644-022-09455-8. Full description at Econpapers || Download paper |
| 2023 | The Bank of Japan’s exchange traded fund purchases: a help or hindrance to market efficiency?. (2023). Steyn, Conrad Alexander ; Charteris, Ailie. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:3:d:10.1057_s41260-023-00307-2. Full description at Econpapers || Download paper |
| 2023 | Do trade frictions distort the purchasing power parity (PPP) hypothesis? A closer look.. (2023). Bonga-Bonga, Lumengo. In: MPRA Paper. RePEc:pra:mprapa:119196. Full description at Econpapers || Download paper |
| 2023 | House price convergence: evidence from India. (2023). Rath, Deba Prasad ; Rajesh, Raj. In: Asia-Pacific Journal of Regional Science. RePEc:spr:apjors:v:7:y:2023:i:3:d:10.1007_s41685-023-00285-8. Full description at Econpapers || Download paper |
| 2023 | Mind the gap: city-level inflation synchronization. (2023). Cevik, Serhan. In: International Review of Economics. RePEc:spr:inrvec:v:70:y:2023:i:1:d:10.1007_s12232-023-00412-z. Full description at Econpapers || Download paper |
Works by Jun Nagayasu:
| Year | Title | Type | Cited |
|---|---|---|---|
| In: . [Full Text][Citation analysis] | chapter | 0 | |
| 2002 | Does the Long-Run PPP Hypothesis Hold for Africa? Evidence from a Panel Cointegration Study. In: Bulletin of Economic Research. [Citation analysis] | article | 48 |
| 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 nother version. Agregated cites: 48 | paper | |
| 2012 | COMMON FACTORS OF THE EXCHANGE RISK PREMIUM IN EMERGING EUROPEAN MARKETS In: Bulletin of Economic Research. [Full Text][Citation analysis] | article | 3 |
| 2011 | Common 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 | |
| 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 nother 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 nother version. Agregated cites: 1 | paper | |
| 2013 | The Forward Premium Puzzle and The Euro In: SIRE Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
| 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 nother version. Agregated cites: 2 | article | |
| 2013 | The Forward Premium Puzzle And The Euro.(2013) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2013 | The forward premium puzzle and the euro.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | 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 nother 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 nother version. Agregated cites: 0 | paper | |
| 2013 | UK House Prices: Convergence Clubs and Spillovers In: SIRE Discussion Papers. [Full Text][Citation analysis] | paper | 37 |
| 2015 | UK house price convergence clubs and spillovers.(2015) In: Journal of Housing Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 37 | article | |
| 2013 | UK house prices: convergence clubs and spillovers.(2013) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 37 | 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 nother 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 | 5 |
| 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 nother version. Agregated cites: 5 | 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 nother version. Agregated cites: 5 | 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 | 34 |
| 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 nother version. Agregated cites: 34 | paper | |
| 2004 | The effectiveness of Japanese foreign exchange interventions during 1991-2001 In: Economics Letters. [Full Text][Citation analysis] | article | 21 |
| 2019 | Financial flows, global interest rates, and political integration In: Finance Research Letters. [Full Text][Citation analysis] | article | 1 |
| 2018 | Financial 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 | |
| 2007 | Putting the dividend-price ratio under the microscope In: Finance Research Letters. [Full Text][Citation analysis] | article | 2 |
| 2023 | Is corporate environmental responsibility more valuable in the transitory period? The moderating effect of ownership type In: Finance Research Letters. [Full Text][Citation analysis] | article | 1 |
| 2021 | Causal and frequency analyses of purchasing power parity In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 5 |
| 2021 | Causal 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 | |
| 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 nother 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 | 7 |
| 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 | 11 |
| 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 | 1 |
| 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 | 20 |
| 2011 | Heterogeneity and convergence of regional inflation (prices) In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 19 |
| 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 | 12 |
| 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 nother version. Agregated cites: 1 | paper | |
| 2021 | Is Inflation Fiscally Determined? In: Sustainability. [Full Text][Citation analysis] | article | 0 |
| 2019 | Is Inflation Fiscally Determined?.(2019) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2021 | Toward Coexistence of Immigrants and Local People in Japan: Implications from Spatial Assimilation Theory In: Sustainability. [Full Text][Citation analysis] | article | 1 |
| 2022 | Spatial Dependence, Social Networks, and Economic Structures in Japanese Regional Labor Migration In: Sustainability. [Full Text][Citation analysis] | article | 1 |
| 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 nother 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 | 91 |
| 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 nother version. Agregated cites: 91 | article | |
| 1999 | Determinants of Angola’s Parallel Market Real Exchange Rate In: IMF Working Papers. [Full Text][Citation analysis] | paper | 6 |
| 2003 | The Efficiency of the Japanese Equity Market In: IMF Working Papers. [Full Text][Citation analysis] | paper | 15 |
| 2021 | Life Cycles and Gender in Residential Mobility Decisions In: The Journal of Real Estate Finance and Economics. [Full Text][Citation analysis] | article | 0 |
| 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 nother version. Agregated cites: 0 | paper | |
| 2009 | Regional Inflation in China In: MPRA Paper. [Full Text][Citation analysis] | paper | 4 |
| 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 | 10 |
| 2012 | Financial innovation and regional money.(2012) In: Applied Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | 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 nother 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 | 2 |
| 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 |
| 2008 | Relative Prices and Wages in China: Evidence from a Panel of Provincial Data In: Journal of Economic Integration. [Citation analysis] | article | 3 |
| 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 | 4 |
| 2021 | Detecting 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] | chapter | 0 |
| 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 | 2 |
| 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 | Is Corporate Environmental Responsibility More Valuable in the Shaky Period? The Moderating Effect of Ownership Type In: DSSR Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2022 | Privatizations Influence on Agglomeration and Selection Effects: Evidence from Chinas Manufacturing Industry In: DSSR Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2022 | The Non-monotonic Relationship Between ESG Disclosure and Stock Price Crash Risk In: DSSR Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2023 | Agglomeration and Selection Effects in Privatized-SOEs: The Role of SOE Reforms In: DSSR Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2024 | Credit Constraints, Corporate Transparency, and Export In: DSSR Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2024 | Does Supply Chain Transparency Help Identify and Prevent Corporate Greenwashing? In: DSSR Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2024 | Measuring Climate Policy Uncertainty with LLMs: New Insights into Corporate Bond Credit Spreads 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 |
| 2023 | A Dynamic Analysis of Chinese Yuan (RMB) Internationalization with Bayesian-Based Time Series Model In: TUPD Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2023 | Financial Systemic Risk behind Artificial Intelligence:Evidence from China In: TUPD Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2023 | Regional Policies’ Impacts on Urban Migration:Evidence from Special Economic Zones in China In: TUPD Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2024 | AI and Financial Systemic Risk in the Global Market In: TUPD Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
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