6
H index
4
i10 index
124
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 (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2025 | SpotV2Net: Multivariate Intraday Spot Volatility Forecasting via Vol-of-Vol-Informed Graph Attention Networks. (2025). Toscano, Giacomo ; Brini, Alessio. In: Papers. RePEc:arx:papers:2401.06249. Full description at Econpapers || Download paper |
| 2024 | Monetary policy spillovers among five systemic economies: Evidence from the time and frequency domains. (2024). Li, Youshu ; Zhang, Weiran ; Guo, Junjie. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940824000019. Full description at Econpapers || Download paper |
| 2024 | Measuring market volatility connectedness to media sentiment. (2024). Sirnes, Espen ; Fjesme, Sturla ; Abdollahi, Hooman. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000159. Full description at Econpapers || Download paper |
| 2024 | Time and frequency spillovers and drivers between rare earth and energy, metals, green, and agricultural markets. (2024). Gao, Yang ; Liu, Xiaoyi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000536. Full description at Econpapers || Download paper |
| 2024 | Contagion among European financial indices, evidence from a quantile VAR approach. (2024). Tedeschi, Marco ; Palomba, Giulio. In: Economic Systems. RePEc:eee:ecosys:v:48:y:2024:i:2:s0939362524000050. Full description at Econpapers || Download paper |
| 2024 | Reflections of public perception of Russia-Ukraine conflict and Metaverse on the financial outlook of Metaverse coins: Fresh evidence from Reddit sentiment analysis. (2024). Garcia-Rubio, Noelia ; Gamez, Matias ; Ghosh, Indranil ; Alfaro-Cortes, Esteban. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001479. Full description at Econpapers || Download paper |
| 2025 | Impacts of Donald Trumps tweets on volatilities in the European stock markets. (2025). Sun, Bianxia ; Nishimura, Yusaku. In: Finance Research Letters. RePEc:eee:finlet:v:72:y:2025:i:c:s1544612324015204. Full description at Econpapers || Download paper |
| 2025 | SpotV2Net: Multivariate intraday spot volatility forecasting via vol-of-vol-informed graph attention networks. (2025). Toscano, Giacomo ; Brini, Alessio. In: International Journal of Forecasting. RePEc:eee:intfor:v:41:y:2025:i:3:p:1093-1111. Full description at Econpapers || Download paper |
| 2025 | Do Rare Earth Elements (REEs) hedge financial risk? A spillover and portfolio analysis in the context of the energy market. (2025). Tedeschi, Marco. In: Resources Policy. RePEc:eee:jrpoli:v:107:y:2025:i:c:s0301420725001540. Full description at Econpapers || Download paper |
| 2024 | Macroeconomic effects from media coverage of the China–U.S. trade war on selected EU countries. (2024). Czudaj, Robert ; Beckmann, Joscha ; Murach, Michael. In: European Journal of Political Economy. RePEc:eee:poleco:v:85:y:2024:i:c:s0176268024001137. Full description at Econpapers || Download paper |
| 2025 | The Diminishing Impact of Exchange Rates on China€™s Exports. (2025). Thorbecke, Willem ; Salike, Nimesh ; Chen, Chen. In: Discussion papers. RePEc:eti:dpaper:25010. Full description at Econpapers || Download paper |
| 2024 | Macroeconomic Effects from Media Coverage of the China-U.S. Trade War on selected EU Countries. (2024). Czudaj, Robert ; Beckmann, Joscha ; Murach, Michael. In: MPRA Paper. RePEc:pra:mprapa:121751. Full description at Econpapers || Download paper |
| 2025 | Research on the cross-contagion between international stock markets and geopolitical risks: the two-layer network perspective. (2025). Xiong, Xiong ; Ning, Hao-Yang ; Gong, Xiao-Li. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-024-00687-3. Full description at Econpapers || Download paper |
| 2025 | Adoption of digital transformation from a firm’s creation to decline: the role of China’s mass entrepreneur and innovation campaign. (2025). Ammar, R M ; Li, Qian ; Maqsood, Umer Sahil. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-024-00740-1. Full description at Econpapers || Download paper |
| 2024 | News sentiment and international equity markets during BREXIT period: A textual and connectedness analysis. (2024). Duc, Toan Luu ; Wang, Mei ; Koch, Alexander. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:1:p:5-34. 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 | 1 |
| 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 | 15 |
| 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 | 5 |
| 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 | 23 |
| 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 | 30 |
| 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 | 21 |
| 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: 21 | paper | |
| 2014 | Fractal markets: Liquidity and investors on different time horizons In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 8 |
| 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 | 4 |
| 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: 4 | 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 | 7 |
| 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: 7 | article |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team