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Information about:
Jun Nagayasu

Personal Details | Affiliation | Works
This is information that was supplied by Jun Nagayasu in registering through RePEc. If you are Jun Nagayasu , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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Personal Details

First Name: Jun
Middle Name:
Last Name: Nagayasu
Suffix:

RePEc Short-ID: pna93

Email:
Homepage: http://www.geocities.jp/jillnagayasu/Nagayasu.html
Postal Address: University of Tsukuba Graduate School of Systems and Information Engineering 1-1-1 Tennodai, Tsukuba, Ibaraki, 305-8573 Japan
Phone:

Affiliation

(in no particular order)

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Joseph P. Byrne & Jun Nagayasu, 2008. "Common and idiosyncratic factors of the exchange risk premium in emerging European markets," Working Papers 2008_28, Department of Economics, University of Glasgow. [Downloadable!]

  2. Joseph P. Byrne & Jun Nagayasu, 2008. "Structural Breaks in the Real Exchange Rate and Real Interest Rate Relationship," Working Papers 2008_29, Department of Economics, University of Glasgow. [Downloadable!]

  3. Jun Nagayasu, 2003. "The Term Structure of Interest Rates and Monetary Policy During A Zero-Interest-Rate Period," IMF Working Papers 03/208, International Monetary Fund. [Downloadable!]
    Published as:

  4. Jun Nagayasu, 2003. "The Efficiency of the Japanese Equity Market," IMF Working Papers 03/142, International Monetary Fund. [Downloadable!]

  5. Jun Nagayasu, 2000. "Currency Crisis and Contagion - Evidence from Exchange Rates and Sectoral Stock Indices of the Philippines and Thailand," IMF Working Papers 00/39, International Monetary Fund.
    Published as:

  6. E. Gelbard & Jun Nagayasu, 1999. "Determinants of Angola's Parallel Market Real Exchange Rate," IMF Working Papers 99/90, International Monetary Fund.

  7. Jun Nagayasu & Ronald MacDonald, 1999. "The Long-Run Relationship Between Real Exchange Rates and Real Interest Rate Differentials - A Panel Study," IMF Working Papers 99/37, International Monetary Fund.
    Published as:

  8. Jun Nagayasu, 1998. "Does the Long-Run PPP Hypothesis Hold for Africa? Evidence from Panel Co-Integration Study," IMF Working Papers 98/123, International Monetary Fund.

  9. Jun Nagayasu, 1998. "Japanese Effective Exchange Rates and Determinants-Prices, Real Interest Rates, and Actual and Optimal Current Accounts," IMF Working Papers 98/86, International Monetary Fund.

Articles

  1. Jun Nagayasu, 2008. "Japanese stock movements from 1991 to 2005: evidence from high- and low-frequency data," Applied Financial Economics, Taylor and Francis Journals, vol. 18(4), pages 295-307. [Downloadable!] (restricted)

  2. Nagayasu, Jun, 2007. "Putting the dividend-price ratio under the microscope," Finance Research Letters, Elsevier, vol. 4(3), pages 186-195, September. [Downloadable!] (restricted)

  3. Nagayasu, Jun, 2007. "Empirical analysis of the exchange rate channel in Japan," Journal of International Money and Finance, Elsevier, vol. 26(6), pages 887-904, October. [Downloadable!] (restricted)

  4. Nagayasu, Jun, 2004. "The Term Structure of Interest Rates and Monetary Policy during a Zero Interest Rate Period," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 22(2), pages 19-43, May. [Downloadable!]
    Other versions:

  5. Nagayasu, Jun, 2004. "The effectiveness of Japanese foreign exchange interventions during 1991-2001," Economics Letters, Elsevier, vol. 84(3), pages 377-381, September. [Downloadable!] (restricted)

  6. Nagayasu, Jun, 2003. "A re-examination of the Japanese money demand function and structural shifts," Journal of Policy Modeling, Elsevier, vol. 25(4), pages 359-375, June. [Downloadable!] (restricted)

  7. Nagayasu, Jun, 2003. "Asymmetric effects of monetary indicators on the Japanese yen," Japan and the World Economy, Elsevier, vol. 15(2), pages 143-159, April. [Downloadable!] (restricted)

  8. Nagayasu, Jun, 2002. "On the term structure of interest rates and inflation in Japan," Journal of Economics and Business, Elsevier, vol. 54(5), pages 505-523. [Downloadable!] (restricted)

  9. Nagayasu, Jun, 2002. "Does the Long-Run PPP Hypothesis Hold for Africa? Evidence from a Panel Cointegration Study," Bulletin of Economic Research, Blackwell Publishing, vol. 54(2), pages 181-87, April.

  10. Nagayasu, Jun, 2001. "Currency crisis and contagion: evidence from exchange rates and sectoral stock indices of the Philippines and Thailand," Journal of Asian Economics, Elsevier, vol. 12(4), pages 529-546. [Downloadable!] (restricted)
    Other versions:

  11. Ronald MacDonald & Jun Nagayasu, 2000. "The Long-Run Relationship Between Real Exchange Rates and Real Interest Rate Differentials: A Panel Study," IMF Staff Papers, Palgrave Macmillan Journals, vol. 47(1), pages 5. [Downloadable!] (restricted)
    Other versions:

  12. MacDonald, Ronald & Nagayasu, Jun, 1998. "On the Japanese Yen-U.S. Dollar Exchange Rate: A Structural Econometric Model Based on Real Interest Differentials," Journal of the Japanese and International Economies, Elsevier, vol. 12(1), pages 75-102, March. [Downloadable!] (restricted)
    Other versions:

NEP Fields

2 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CBA: Central Banking (1) 2008-11-18 Author is listed
  2. NEP-IFN: International Finance (2) 2008-11-18 2008-11-18 Author is listed
  3. NEP-OPM: Open MacroEconomics (2) 2008-11-18 2008-11-18 Author is listed
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This page was last updated on 2009-12-5.

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