Advanced Search
MyIDEAS: Login to follow this author

Yusaku Nishimura

Contents:

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

Personal Details

First Name: Yusaku
Middle Name:
Last Name: Nishimura
Suffix:

RePEc Short-ID: pni230

Email: [This author has chosen not to make the email address public]
Homepage:
Postal Address:
Phone:

Affiliation

Institute of International Economics
University of International Business and Economics (UIBE)
Location: Beijing, China
Homepage: http://iie.uibe.edu.cn/
Email:
Phone: 86-10-64492251
Fax: 86-10-64493899
Postal: Beijing 100029
Handle: RePEc:edi:iiuibcn (more details at EDIRC)

Works

as in new window

Working papers

  1. 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 and Osaka School of International Public Policy (OSIPP).
  2. Yusaku Nishimura & Yoshiro Tsutsui & Kenjiro Hirayama, 2012. "Return and Volatility Spillovers between Japanese and Chinese Stock MarketsFAn Analysis of Overlapping Trading Hours with High-frequency Data," Discussion Papers in Economics and Business 12-01, Osaka University, Graduate School of Economics and Osaka School of International Public Policy (OSIPP).
  3. 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 and Osaka School of International Public Policy (OSIPP).

Articles

  1. 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.
  2. 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.
  3. Yusaku Nishimura & Ming Men, 2010. "The paradox of China's international stock market co-movement: Evidence from volatility spillover effects between China and G5 stock markets," Journal of Chinese Economic and Foreign Trade Studies, Emerald Group Publishing, vol. 3(3), pages 235-253, December.

NEP Fields

3 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-FMK: Financial Markets (1) 2014-01-24. Author is listed
  2. NEP-MST: Market Microstructure (3) 2010-12-18 2011-03-19 2014-01-24. Author is listed
  3. NEP-RMG: Risk Management (1) 2011-03-19. Author is listed

Statistics

Most cited item

Most downloaded item (past 12 months)

Access and download statistics for all items

Co-authorship network on CollEc

Corrections

For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Yusaku Nishimura should log into the RePEc Author Service

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.