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Yusaku Nishimura

Personal Details

First Name:Yusaku
Middle Name:
Last Name:Nishimura
Suffix:
RePEc Short-ID:pni230
[This author has chosen not to make the email address public]

Affiliation

Institute of International Economics
University of International Business and Economics (UIBE)

Beijing, China
http://iie.uibe.edu.cn/
RePEc:edi:iiuibcn (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Yusaku Nishimura & Yoshiro Tsutsui & Kenjiro Hirayama, 2017. "Do International Investors Cause Stock Market Comovements? Comparing Responses of Cross-Listed Stocks between Accessible and Inaccessible Markets," Discussion Papers in Economics and Business 17-01, Osaka University, Graduate School of Economics.
  2. Yusaku Nishimura & Yoshiro Tsutsui & Kenjiro Hirayama, 2014. "Intraday Return and Volatility Spillover Mechanism from Chinese to Japanese Stock Market," Discussion Papers in Economics and Business 14-01, Osaka University, Graduate School of Economics.
  3. Yusaku Nishimura & Yoshiro Tsutsui & Kenjiro Hirayama, 2012. "Return and Volatility Spillovers between Japanese and Chinese Stock Markets FAn Analysis of Overlapping Trading Hours with High-frequency Data," Discussion Papers in Economics and Business 12-01, Osaka University, Graduate School of Economics.
  4. Yusaku Nishimura & Yoshiro Tsutsui & Kenjiro Hirayama, 2010. "The Financial Crisis and Intraday Volatility: Comparative Analysis on China, Japan and the US Stock Markets," Discussion Papers in Economics and Business 10-29, Osaka University, Graduate School of Economics.

Articles

  1. Yusaku Nishimura & Xuyi Dong & Bianxia Sun, 2021. "Trump's tweets: Sentiment, stock market volatility, and jumps," Journal of Financial Research, Southern Finance Association;Southwestern Finance Association, vol. 44(3), pages 497-512, September.
  2. Nishimura, Yusaku & Sun, Bianxia, 2021. "President’s Tweets, US-China economic conflict and stock market Volatility: Evidence from China and G5 countries," The North American Journal of Economics and Finance, Elsevier, vol. 58(C).
  3. Kenta Funaoka & Yusaku Nishimura, 2019. "Private Information, Investor Sentiment, and IPO Pricing: Which Institutional Investors Are Better Informed?," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 55(8), pages 1722-1736, June.
  4. Nishimura, Yusaku & Tsutsui, Yoshiro & Hirayama, Kenjiro, 2018. "Do international investors cause stock market spillovers? Comparing responses of cross-listed stocks between accessible and inaccessible markets," Economic Modelling, Elsevier, vol. 69(C), pages 237-248.
  5. Yusaku Nishimura & Bianxia Sun, 2018. "China’s Exchange-Rate Regime Reform and Trade Between China and the Eurozone," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 54(2), pages 450-467, January.
  6. Nishimura, Yusaku & Sun, Bianxia, 2018. "The intraday volatility spillover index approach and an application in the Brexit vote," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 55(C), pages 241-253.
  7. Li, Daye & Nishimura, Yusaku & Men, Ming, 2016. "The long memory and the transaction cost in financial markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 442(C), pages 312-320.
  8. Li, Daye & Nishimura, Yusaku & Men, Ming, 2016. "Why the long-term auto-correlation has not been eliminated by arbitragers: Evidences from NYMEX," Energy Economics, Elsevier, vol. 59(C), pages 167-178.
  9. Yusaku Nishimura & Yoshiro Tsutsui & Kenjiro Hirayama, 2016. "The Chinese Stock Market Does not React to the Japanese Market: Using Intraday Data to Analyse Return and Volatility Spillover Effects," The Japanese Economic Review, Japanese Economic Association, vol. 67(3), pages 280-294, September.
  10. Nishimura, Yusaku & Tsutsui, Yoshiro & Hirayama, Kenjiro, 2015. "Intraday return and volatility spillover mechanism from Chinese to Japanese stock market," Journal of the Japanese and International Economies, Elsevier, vol. 35(C), pages 23-42.
  11. Li, Da-Ye & Nishimura, Yusaku & Men, Ming, 2014. "Fractal markets: Liquidity and investors on different time horizons," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 407(C), pages 144-151.
  12. Nishimura, Yusaku & Hirayama, Kenjiro, 2013. "Does exchange rate volatility deter Japan-China trade? Evidence from pre- and post-exchange rate reform in China," Japan and the World Economy, Elsevier, vol. 25, pages 90-101.
    RePEc:eme:ceftpp:v:3:y:2010:i:3:p:235-253 is not listed on IDEAS
  13. Yusaku Nishimura, 0. "New normal and new economy: a new growth engine for China," International Journal of Economic Policy Studies, Springer, vol. 0, pages 1-12.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Yusaku Nishimura & Yoshiro Tsutsui & Kenjiro Hirayama, 2017. "Do International Investors Cause Stock Market Comovements? Comparing Responses of Cross-Listed Stocks between Accessible and Inaccessible Markets," Discussion Papers in Economics and Business 17-01, Osaka University, Graduate School of Economics.

    Cited by:

    1. Belhassine, Olfa, 2020. "Volatility spillovers and hedging effectiveness between the oil market and Eurozone sectors: A tale of two crises," Research in International Business and Finance, Elsevier, vol. 53(C).
    2. Zhou, Wei & Gu, Qinen & Chen, Jin, 2021. "From volatility spillover to risk spread: An empirical study focuses on renewable energy markets," Renewable Energy, Elsevier, vol. 180(C), pages 329-342.

  2. Yusaku Nishimura & Yoshiro Tsutsui & Kenjiro Hirayama, 2014. "Intraday Return and Volatility Spillover Mechanism from Chinese to Japanese Stock Market," Discussion Papers in Economics and Business 14-01, Osaka University, Graduate School of Economics.

    Cited by:

    1. Viorica Chirilă & Ciprian Chirilă, 2020. "Asymmetric Return and Volatility Transmission in Euro Zone and Baltic Countries Stock Markets," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(2), pages 2-11, December.
    2. Ahmed, Abdullahi D. & Huo, Rui, 2019. "Impacts of China's crash on Asia-Pacific financial integration: Volatility interdependence, information transmission and market co-movement," Economic Modelling, Elsevier, vol. 79(C), pages 28-46.
    3. Li, Yanshuang & Zhuang, Xintian & Wang, Jian & Zhang, Weiping, 2020. "Analysis of the impact of Sino-US trade friction on China’s stock market based on complex networks," The North American Journal of Economics and Finance, Elsevier, vol. 52(C).
    4. Sonali Agarwal, 2017. "Volatility in Stock Markets: A Comparison of Developed and Emerging Markets of the World," Indian Journal of Commerce and Management Studies, Educational Research Multimedia & Publications,India, vol. 8(2), pages 87-92, May.
    5. Mehmet Balcilar & Festus Victor Bekun, 2020. "Spillover dynamics across price inflation and selected agricultural commodity prices," Journal of Economic Structures, Springer;Pan-Pacific Association of Input-Output Studies (PAPAIOS), vol. 9(1), pages 1-17, December.
    6. Liao, Jia & Qian, Qi & Xu, Xiangyun, 2018. "Whether the fluctuation of China’s financial markets have impact on global commodity prices?," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 503(C), pages 1030-1040.
    7. Huang, Wei-Qiang & Wang, Dan, 2018. "A return spillover network perspective analysis of Chinese financial institutions’ systemic importance," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 509(C), pages 405-421.
    8. Yin, Kedong & Liu, Zhe & Jin, Xue, 2020. "Interindustry volatility spillover effects in China’s stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 539(C).
    9. Afees A. Salisu & Taofeek O. Ayinde, 2018. "Testing for spillovers in naira exchange rates: The role of electioneering & global financial crisis," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, vol. 18(4), pages 341-348, December.
    10. A. Can Inci, 2018. "Financials sector intraday volatility characteristics in the emerging Turkish economy," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 8(2), pages 215-229, August.
    11. Inci, A. Can & Ozenbas, Deniz, 2017. "Intraday volatility and the implementation of a closing call auction at Borsa Istanbul," Emerging Markets Review, Elsevier, vol. 33(C), pages 79-89.
    12. Hou, Yang & Li, Steven, 2016. "Information transmission between U.S. and China index futures markets: An asymmetric DCC GARCH approach," Economic Modelling, Elsevier, vol. 52(PB), pages 884-897.
    13. Zhang, Weiping & Zhuang, Xintian & Lu, Yang & Wang, Jian, 2020. "Spatial linkage of volatility spillovers and its explanation across G20 stock markets: A network framework," International Review of Financial Analysis, Elsevier, vol. 71(C).
    14. Ma, Xiuying & Yang, Zhihua & Xu, Xiangyun & Wang, Chengqi, 2018. "The impact of Chinese financial markets on commodity currency exchange rates," Global Finance Journal, Elsevier, vol. 37(C), pages 186-198.
    15. A. Can Inci & Andres Ramirez & Hakan Saraoglu, 2022. "Anatomy of intraday volatility at the Chilean stock exchange," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 46(1), pages 68-98, January.
    16. Huang, Wei-Qiang & Wang, Dan, 2018. "Systemic importance analysis of chinese financial institutions based on volatility spillover network," Chaos, Solitons & Fractals, Elsevier, vol. 114(C), pages 19-30.

  3. Yusaku Nishimura & Yoshiro Tsutsui & Kenjiro Hirayama, 2012. "Return and Volatility Spillovers between Japanese and Chinese Stock Markets FAn Analysis of Overlapping Trading Hours with High-frequency Data," Discussion Papers in Economics and Business 12-01, Osaka University, Graduate School of Economics.

    Cited by:

    1. Henryk Gurgul & Robert Syrek, 2017. "Trading volume and volatility patterns across selected Central European stock markets from microstructural perspective," Managerial Economics, AGH University of Science and Technology, Faculty of Management, vol. 18(1), pages 87-102.
    2. Yusaku Nishimura & Yoshiro Tsutsui & Kenjiro Hirayama, 2014. "Intraday Return and Volatility Spillover Mechanism from Chinese to Japanese Stock Market," Discussion Papers in Economics and Business 14-01, Osaka University, Graduate School of Economics.

  4. Yusaku Nishimura & Yoshiro Tsutsui & Kenjiro Hirayama, 2010. "The Financial Crisis and Intraday Volatility: Comparative Analysis on China, Japan and the US Stock Markets," Discussion Papers in Economics and Business 10-29, Osaka University, Graduate School of Economics.

    Cited by:

    1. Yan Zhang, 2018. "China, Japan and the US Stock Markets and the Global Financial Crisis," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 25(1), pages 23-45, March.

Articles

  1. Kenta Funaoka & Yusaku Nishimura, 2019. "Private Information, Investor Sentiment, and IPO Pricing: Which Institutional Investors Are Better Informed?," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 55(8), pages 1722-1736, June.

    Cited by:

    1. Ping Wei & Xiaodan Mao & Xiaohong Chen, 2020. "Institutional investors' attention to environmental information, trading strategies, and market impacts: Evidence from China," Business Strategy and the Environment, Wiley Blackwell, vol. 29(2), pages 566-591, February.
    2. Narayan, Paresh Kumar & Narayan, Seema, 2021. "Do opinion polls on government preference influence stock returns?," Journal of Behavioral and Experimental Finance, Elsevier, vol. 30(C).
    3. Alexandre Ripamonti & Raphael Videira & Denis Ichimura, 2020. "Asymmetric information and daily stock prices in Brazil," Estudios Gerenciales, Universidad Icesi, vol. 36(157), pages 465-472, December.

  2. Nishimura, Yusaku & Tsutsui, Yoshiro & Hirayama, Kenjiro, 2018. "Do international investors cause stock market spillovers? Comparing responses of cross-listed stocks between accessible and inaccessible markets," Economic Modelling, Elsevier, vol. 69(C), pages 237-248.

    Cited by:

    1. Chu, Chien Chi & Chang, Chiao Yi & Zhou, Rui Jie, 2021. "The nonlinear connection between 52-week high and announcement effect of insider trading — Evidence from mainland China and Taiwan," Economic Modelling, Elsevier, vol. 94(C), pages 1043-1057.
    2. Belhassine, Olfa & Karamti, Chiraz, 2021. "Volatility spillovers and hedging effectiveness between oil and stock markets: Evidence from a wavelet-based and structural breaks analysis," Energy Economics, Elsevier, vol. 102(C).
    3. Faheem Aslam & Paulo Ferreira & Khurrum Shahzad Mughal & Beenish Bashir, 2021. "Intraday Volatility Spillovers among European Financial Markets during COVID-19," IJFS, MDPI, vol. 9(1), pages 1-19, January.
    4. Li, Songsong & Xu, Nan & Hui, Xiaofeng, 2020. "International investors and the multifractality property: Evidence from accessible and inaccessible market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 559(C).
    5. Lastrapes, William D. & Wiesen, Thomas F.P., 2021. "The joint spillover index," Economic Modelling, Elsevier, vol. 94(C), pages 681-691.
    6. Fengming Qin & Junru Zhang & Zhaoyong Zhang, 2018. "RMB Exchange Rates and Volatility Spillover across Financial Markets in China and Japan," Risks, MDPI, vol. 6(4), pages 1-26, October.
    7. Gong, Xiao-Li & Zhao, Min & Wu, Zhuo-Cheng & Jia, Kai-Wen & Xiong, Xiong, 2023. "Research on tail risk contagion in international energy markets—The quantile time-frequency volatility spillover perspective," Energy Economics, Elsevier, vol. 121(C).
    8. Shuangqi Li & Qi‐an Chen, 2021. "Do the Shanghai–Hong Kong & Shenzhen–Hong Kong Stock Connect programs enhance co‐movement between the Mainland Chinese, Hong Kong, and U.S. stock markets?," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(2), pages 2871-2890, April.
    9. Xuechun Zhang & Ruihui Xu & Xue Liu, 2022. "Premiums between Cross‐listed Shares: Determinants and Assessment of Financial Reform Policy Effectiveness," China & World Economy, Institute of World Economics and Politics, Chinese Academy of Social Sciences, vol. 30(3), pages 75-99, May.
    10. Li, Bin & Liang, Yilan & Shahab, Yasir & Gull, Ammar Ali & Ashraf, Naeem, 2022. "Parent-subsidiary dispersion, cost of debt and debt default: Evidence from China," Economic Modelling, Elsevier, vol. 107(C).
    11. Yang, Lu & Cui, Xue & Yang, Lei & Hamori, Shigeyuki & Cai, Xiaojing, 2023. "Risk spillover from international financial markets and China's macro-economy: A MIDAS-CoVaR-QR model," International Review of Economics & Finance, Elsevier, vol. 84(C), pages 55-69.

  3. Nishimura, Yusaku & Sun, Bianxia, 2018. "The intraday volatility spillover index approach and an application in the Brexit vote," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 55(C), pages 241-253.

    Cited by:

    1. Shi, Huai-Long & Zhou, Wei-Xing, 2022. "Factor volatility spillover and its implications on factor premia," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 80(C).
    2. Li, Yingli & Huang, Jianbai & Chen, Jinyu, 2021. "Dynamic spillovers of geopolitical risks and gold prices: New evidence from 18 emerging economies," Resources Policy, Elsevier, vol. 70(C).
    3. Sarwar, Ghulam, 2020. "Interrelations in market fears of U.S. and European equity markets," The North American Journal of Economics and Finance, Elsevier, vol. 52(C).
    4. Dao, Thong M. & McGroarty, Frank & Urquhart, Andrew, 2019. "The Brexit vote and currency markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 59(C), pages 153-164.
    5. Alessio Brini & Giacomo Toscano, 2024. "SpotV2Net: Multivariate Intraday Spot Volatility Forecasting via Vol-of-Vol-Informed Graph Attention Networks," Papers 2401.06249, arXiv.org.
    6. ZHANG, Ping & WANG, Yiru & ZHAO, Min & YANG, Tzu-Yi, 2021. "Measuring Systemic Risk Of China'S Listed Banks," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", vol. 25(3), pages 6-28, September.
    7. Li, Yanshuang & Zhuang, Xintian & Wang, Jian & Zhang, Weiping, 2020. "Analysis of the impact of Sino-US trade friction on China’s stock market based on complex networks," The North American Journal of Economics and Finance, Elsevier, vol. 52(C).
    8. Elsayed, Ahmed H. & Ahmed, Habib & Husam Helmi, Mohamad, 2023. "Determinants of financial stability and risk transmission in dual financial system: Evidence from the COVID pandemic," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 85(C).
    9. Zhou, Mei-Jing & Huang, Jian-Bai & Chen, Jin-Yu, 2022. "Time and frequency spillovers between political risk and the stock returns of China's rare earths," Resources Policy, Elsevier, vol. 75(C).
    10. Afees A. Salisu & Taofeek O. Ayinde, 2018. "Testing for spillovers in naira exchange rates: The role of electioneering & global financial crisis," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, vol. 18(4), pages 341-348, December.
    11. Li, Hong, 2020. "Volatility spillovers across European stock markets under the uncertainty of Brexit," Economic Modelling, Elsevier, vol. 84(C), pages 1-12.
    12. Fu Qiao & Yan Yan, 2020. "How does stock market reflect the change in economic demand? A study on the industry-specific volatility spillover networks of China's stock market during the outbreak of COVID-19," Papers 2007.07487, arXiv.org.
    13. Huang, Jianbai & Dong, Xuesong & Zhang, Hongwei & Liu, Jia & Gao, Wang, 2022. "Dynamic and frequency-domain spillover among within and cross-country policy uncertainty, crude oil and gold market: Evidence from US and China," Resources Policy, Elsevier, vol. 78(C).
    14. Canyu Zhang & Guixian Tian & Yongchao Tao, 2022. "The Spillover Effect of Agricultural Product Market Price Fluctuation Based on Fourier Analysis," International Journal of Information Systems and Supply Chain Management (IJISSCM), IGI Global, vol. 15(5), pages 1-17, June.
    15. Alexander Koch & Toan Luu Duc Huynh & Mei Wang, 2024. "News sentiment and international equity markets during BREXIT period: A textual and connectedness analysis," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 29(1), pages 5-34, January.
    16. Xin Yang & Shan Chen & Hong Liu & Xiaoguang Yang & Chuangxia Huang, 2023. "Jump volatility spillover network based measurement of systemic importance of Chinese financial institutions," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(2), pages 1201-1213, April.
    17. Abuzayed, Bana & Al-Fayoumi, Nedal & Bouri, Elie, 2022. "Hedging UK stock portfolios with gold and oil: The impact of Brexit," Resources Policy, Elsevier, vol. 75(C).
    18. Li, Yanshuang & Zhuang, Xintian & Wang, Jian, 2021. "Analysis of the cross-region risk contagion effect in stock market based on volatility spillover networks: Evidence from China," The North American Journal of Economics and Finance, Elsevier, vol. 56(C).

  4. Li, Daye & Nishimura, Yusaku & Men, Ming, 2016. "The long memory and the transaction cost in financial markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 442(C), pages 312-320.

    Cited by:

    1. Mahata, Ajit & Bal, Debi Prasad & Nurujjaman, Md, 2020. "Identification of short-term and long-term time scales in stock markets and effect of structural break," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 545(C).

  5. Li, Daye & Nishimura, Yusaku & Men, Ming, 2016. "Why the long-term auto-correlation has not been eliminated by arbitragers: Evidences from NYMEX," Energy Economics, Elsevier, vol. 59(C), pages 167-178.

    Cited by:

    1. Fernandes, Leonardo H.S. & de Araújo, Fernando H.A. & Silva, Igor E.M., 2020. "The (in)efficiency of NYMEX energy futures: A multifractal analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 556(C).
    2. Proelss, Juliane & Schweizer, Denis & Seiler, Volker, 2020. "The economic importance of rare earth elements volatility forecasts," International Review of Financial Analysis, Elsevier, vol. 71(C).
    3. Kristoufek, Ladislav, 2019. "Are the crude oil markets really becoming more efficient over time? Some new evidence," Energy Economics, Elsevier, vol. 82(C), pages 253-263.

  6. Yusaku Nishimura & Yoshiro Tsutsui & Kenjiro Hirayama, 2016. "The Chinese Stock Market Does not React to the Japanese Market: Using Intraday Data to Analyse Return and Volatility Spillover Effects," The Japanese Economic Review, Japanese Economic Association, vol. 67(3), pages 280-294, September.

    Cited by:

    1. Osabuohien-Irabor Osarumwense, 2021. "Testing for causality-in-mean and in-variance among the U.S., China, and some Africa capital markets: A CCF approach," Journal of Economics and Management, Sciendo, vol. 43(1), pages 131-153, January.
    2. Nishimura, Yusaku & Sun, Bianxia, 2018. "The intraday volatility spillover index approach and an application in the Brexit vote," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 55(C), pages 241-253.

  7. Nishimura, Yusaku & Tsutsui, Yoshiro & Hirayama, Kenjiro, 2015. "Intraday return and volatility spillover mechanism from Chinese to Japanese stock market," Journal of the Japanese and International Economies, Elsevier, vol. 35(C), pages 23-42.
    See citations under working paper version above.
  8. Li, Da-Ye & Nishimura, Yusaku & Men, Ming, 2014. "Fractal markets: Liquidity and investors on different time horizons," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 407(C), pages 144-151.

    Cited by:

    1. He, Kaijian & Tso, Geoffrey K.F. & Zou, Yingchao & Liu, Jia, 2018. "Crude oil risk forecasting: New evidence from multiscale analysis approach," Energy Economics, Elsevier, vol. 76(C), pages 574-583.
    2. Mahdi Moradi & Mehdi Jabbari Nooghabi & Mohammad Mahdi Rounaghi, 2021. "Investigation of fractal market hypothesis and forecasting time series stock returns for Tehran Stock Exchange and London Stock Exchange," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(1), pages 662-678, January.
    3. Li, Daye & Nishimura, Yusaku & Men, Ming, 2016. "The long memory and the transaction cost in financial markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 442(C), pages 312-320.
    4. Li, Daye & Nishimura, Yusaku & Men, Ming, 2016. "Why the long-term auto-correlation has not been eliminated by arbitragers: Evidences from NYMEX," Energy Economics, Elsevier, vol. 59(C), pages 167-178.
    5. Daye Li & Rongrong Li & Qiankun Sun, 2017. "How the heterogeneity in investment horizons affects market trends," Applied Economics, Taylor & Francis Journals, vol. 49(15), pages 1473-1482, March.
    6. Faheem Aslam & Paulo Ferreira & Haider Ali & Sumera Kauser, 2022. "Herding behavior during the Covid-19 pandemic: a comparison between Asian and European stock markets based on intraday multifractality," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 12(2), pages 333-359, June.
    7. Chakrabarty, Anindya & De, Anupam & Gunasekaran, Angappa & Dubey, Rameshwar, 2015. "Investment horizon heterogeneity and wavelet: Overview and further research directions," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 429(C), pages 45-61.
    8. Li, Daye & Kou, Zhun & Sun, Qiankun, 2015. "The scale-dependent market trend: Empirical evidences using the lagged DFA method," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 433(C), pages 26-35.
    9. Wang, Xiao-Tian & Zhao, Zhong-Feng & Fang, Xiao-Fen, 2015. "Option pricing and portfolio hedging under the mixed hedging strategy," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 424(C), pages 194-206.

  9. Nishimura, Yusaku & Hirayama, Kenjiro, 2013. "Does exchange rate volatility deter Japan-China trade? Evidence from pre- and post-exchange rate reform in China," Japan and the World Economy, Elsevier, vol. 25, pages 90-101.

    Cited by:

    1. Chi, Junwook, 2018. "Asymmetric effects of exchange rate and income changes on maritime freight flows between Japan and the US," Transport Policy, Elsevier, vol. 69(C), pages 158-169.
    2. Willem THORBECKE, 2016. "Understanding the Flow of Electronic Parts and Components in East Asia," Discussion papers 16072, Research Institute of Economy, Trade and Industry (RIETI).
    3. Unggul Heriqbaldi & Miguel Angel Esquivias & Rossanto Dwi Handoyo & Alfira Cahyaning Rifami & Hilda Rohmawati, 2022. "Exchange rate volatility and trade flows in Indonesia and ten main trade partners: asymmetric effects," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 40(4), pages 708-739, October.
    4. Smallwood, Aaron D., 2019. "Analyzing exchange rate uncertainty and bilateral export growth in China: A multivariate GARCH-based approach," Economic Modelling, Elsevier, vol. 82(C), pages 332-344.
    5. Jia Xu & Mohsen Bahmani‐Oskooee & Huseyin Karamelikli, 2022. "On the link between U.S.‐China commodity trade and exchange rate uncertainty: An asymmetric analysis," Australian Economic Papers, Wiley Blackwell, vol. 61(1), pages 87-137, March.
    6. Duc Hong Vo & Anh The Vo & Zhaoyong Zhang, 2019. "Exchange Rate Volatility and Disaggregated Manufacturing Exports: Evidence from an Emerging Country," JRFM, MDPI, vol. 12(1), pages 1-25, January.
    7. Wong Hock Tsen, 2016. "Exchange rate volatilities and disaggregated bilateral exports of Malaysia to the United States: empirical evidence," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 6(2), pages 289-314, August.
    8. Willem Thorbecke & Nimesh Salike, 2016. "Understanding FDI and production networks in East Asia," Asian-Pacific Economic Literature, The Crawford School, The Australian National University, vol. 30(2), pages 57-71, November.
    9. Ali Eren ALPER, 2017. "Exchange Rate Volatility and Trade Flows," Fiscaoeconomia, Tubitak Ulakbim JournalPark (Dergipark), issue 3.
    10. Willem THORBECKE, 2019. "How Would a Slowdown in the People's Republic of China Affect its Trading Partners?," Discussion papers 19002, Research Institute of Economy, Trade and Industry (RIETI).
    11. Thorbecke, Willem, 2019. "Why Japan lost its comparative advantage in producing electronic parts and components," Journal of the Japanese and International Economies, Elsevier, vol. 54(C).
    12. Willem Thorbecke, 2015. "Understanding Japan's Capital Goods Exports," The Japanese Economic Review, Japanese Economic Association, vol. 66(4), pages 536-549, December.
    13. Upadhyaya, Kamal & Bhandari, Rabindra & Mixon, Franklin G. JR., 2020. "Exchange Rate Volatility and its Impact on China's Trade with the United States," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 73(3), pages 373-388.
    14. Nobuaki Hamaguchi & Silvio Miyazaki & Leonardo Correia, 2014. "State Space Application to Recent Automobile Sector Triangle Trade between Japan and Latin America," Discussion Paper Series DP2014-05, Research Institute for Economics & Business Administration, Kobe University.
    15. Viviane Naimy & Rim El Khoury & José-María Montero & Jana Souk, 2023. "Post-Brexit exchange rate volatility and its impact on UK exports to eurozone countries: A bounds testing approach," Oeconomia Copernicana, Institute of Economic Research, vol. 14(1), pages 135-168, March.
    16. Thorbecke, Willem, 2016. "Understanding Chinese consumption goods imports," Journal of Policy Modeling, Elsevier, vol. 38(1), pages 96-102.
    17. Hock Tsen Wong, 2017. "Exchange rate volatility and bilateral exports of Malaysia to Singapore, China, Japan, the USA and Korea," Empirical Economics, Springer, vol. 53(2), pages 459-492, September.
    18. Thorbecke, Willem, 2018. "Investigating ASEAN’s electronic and labor-Intensive exports," Journal of Asian Economics, Elsevier, vol. 55(C), pages 58-70.
    19. Bakari, Sayef & Tiba, Sofien, 2019. "Are Exchange Rate, Exports and Domestic Investment in Tunisia Cointegrated? A Comparison of ECM and ARDL Model," MPRA Paper 96619, University Library of Munich, Germany.
    20. Innocent U Duru & Millicent Adanne Eze & Abubakar Sadiq Saleh & Benedict I Uzoechina & Gabriel O Ebenyi & Ekechi Chukwuka, 2022. "Exchange Rate Volatility and Exports: The Nigerian Scenario," Asian Journal of Empirical Research, Asian Economic and Social Society, vol. 12(1), pages 11-28.
    21. Yusaku Nishimura & Bianxia Sun, 2018. "China’s Exchange-Rate Regime Reform and Trade Between China and the Eurozone," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 54(2), pages 450-467, January.
    22. Rossanto Dwi Handoyo & Agustin Dwi Prihandika Sari & Kabiru Hannafi Ibrahim & Tamat Sarmidi, 2022. "The Volatility of Rupiah Exchange Rate Impact on Main Commodity Exports to the OIC Member States," Economies, MDPI, vol. 10(4), pages 1-18, March.
    23. Alegwu, Friday O. & Aye, Goodness C. & Asogwa, Benjamin C., 2017. "Asymmetric Effect of Real Exchange Rate Volatility on Agricultural Products Export: A Case Study," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 70(3), pages 261-279.
    24. Hooy, Chee-Wooi & Siong-Hook, Law & Tze-Haw, Chan, 2015. "The impact of the Renminbi real exchange rate on ASEAN disaggregated exports to China," Economic Modelling, Elsevier, vol. 47(C), pages 253-259.
    25. Megdam Khalil Ibrahim Khalil & Li Xiumin, 2014. "Identifying the Impact of RMB and SDG Exchange Rate Variability on the Trade Value between China and Sudan (1986-2012)," Journal of Empirical Economics, Research Academy of Social Sciences, vol. 2(3), pages 141-158.

  10. Yusaku Nishimura, 0. "New normal and new economy: a new growth engine for China," International Journal of Economic Policy Studies, Springer, vol. 0, pages 1-12.

    Cited by:

    1. Jun Wang & Guixiang Zhang, 2022. "Can Environmental Regulation Improve High-Quality Economic Development in China? The Mediating Effects of Digital Economy," Sustainability, MDPI, vol. 14(19), pages 1-21, September.
    2. Zhang, Hongyan & Chen, Suisui & Wang, Shuhong, 2022. "Impact of economic growth and labor productivity dispersion on energy intensity in China," Energy, Elsevier, vol. 242(C).
    3. Kamal Abubker Abrahim Sleiman & Lan Juanli & Hongzhen Lei & Ru Liu & Yuanxin Ouyang & Wenge Rong, 2021. "User Trust levels and Adoption of Mobile Payment Systems in China: An Empirical Analysis," SAGE Open, , vol. 11(4), pages 21582440211, November.
    4. Xiuxiu Jiang & Xia Wang & Jia Ren & Zhimin Xie, 2021. "The Nexus between Digital Finance and Economic Development: Evidence from China," Sustainability, MDPI, vol. 13(13), pages 1-17, June.
    5. Tomoko Kinugasa, 2020. "Special Issue: Population and economic development in East Asia 2," International Journal of Economic Policy Studies, Springer, vol. 14(2), pages 297-299, August.
    6. Zhiyong Zheng & Jian He & Yingjie Yang & Mengting Zhang & Desheng Wu & Yang Bian & Jianhong Cao, 2023. "Does financial leverage volatility induce systemic financial risk? Empirical insight based on the Chinese fintech sector," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 44(2), pages 1142-1161, March.

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 4 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MST: Market Microstructure (3) 2010-12-18 2011-03-19 2014-01-24
  2. NEP-CNA: China (1) 2017-01-22
  3. NEP-FMK: Financial Markets (1) 2014-01-24
  4. NEP-RMG: Risk Management (1) 2011-03-19

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