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Publications

by members of

Akita International University → Global Business Research Group

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.
| Working papers | Journal articles | Chapters |

Working papers

2021

  1. Kentaro Iwatsubo & Clinton Watkins, 2021, "The Changing Role of Foreign Investors in Tokyo Stock Price Formation," Discussion Papers, Graduate School of Economics, Kobe University, number 2106, Feb.

2019

  1. McAleer, M.J. & Nakamura, T. & Watkins, C., 2019, "Size, Internationalization and University Rankings: Evaluating and Predicting Times Higher Education (THE) Data for Japan," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2019-12, Mar.

2018

  1. McAleer, M.J. & Nakamura, T. & Watkins, C., 2018, "Size, Internationalization and University Rankings: Evaluating Times Higher Education (THE) Data for Japan," Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute, number EI2018-43, Sep.
  2. Kentaro Iwatsubo & Clinton Watkins, 2018, "Who Influences the Fundamental Value of Commodity Futures in Japan?," Discussion Papers, Graduate School of Economics, Kobe University, number 1830, Dec.

2017

  1. Kentaro IWATSUBO & Clinton WATKINS & Tao XU, 2017, "Intraday Seasonality in Efficiency, Liquidity, Volatility, and Volume: Platinum and gold futures in Tokyo and New York," Discussion papers, Research Institute of Economy, Trade and Industry (RIETI), number 17120, Nov.

2003

  1. Clinton Watkins & Michael McAleer, 2003, "Pricing of Non-ferrous Metals Futures on the London Metal Exchange," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-213, Mar.

2002

  1. Clinton WATKINS & Michael McALEER, 2002, "Volatility of a Market Index and its Components: An Application to Commodity Markets," Computing in Economics and Finance 2002, Society for Computational Economics, number 18, Jul.

Journal articles

2022

  1. Graham Bird & Wenti Du & Eric Pentecost, 2022, "Is Another Eurozone Crisis Coming?," World Economics, World Economics, 1 Ivory Square, Plantation Wharf, London, United Kingdom, SW11 3UE, volume 23, issue 3, pages 29-48, July.
  2. Hiroki, Takashi & Iwatsubo, Kentaro & Watkins, Clinton, 2022, "Does firm-level productivity predict stock returns?," Pacific-Basin Finance Journal, Elsevier, volume 72, issue C, DOI: 10.1016/j.pacfin.2022.101710.
  3. Kentaro Iwatsubo & Clinton Watkins, 2022, "Causality between Arbitrage and Liquidity in Platinum Futures," JRFM, MDPI, volume 15, issue 12, pages 1-17, December.

2021

  1. Du, Wenti & Pentecost, Eric J., 2021, "New “News” for the news model of the spot exchange rate," Economics Letters, Elsevier, volume 200, issue C, DOI: 10.1016/j.econlet.2021.109770.
  2. Wenti Du, 2021, "News and Market Efficiency in the Japanese Stock Market," Journal of Behavioral Finance, Taylor & Francis Journals, volume 22, issue 3, pages 306-319, July, DOI: 10.1080/15427560.2020.1774886.
  3. Iwatsubo, Kentaro & Watkins, Clinton, 2021, "The changing role of foreign investors in Tokyo stock price formation," Pacific-Basin Finance Journal, Elsevier, volume 67, issue C, DOI: 10.1016/j.pacfin.2021.101548.

2020

  1. Iwatsubo, Kentaro & Watkins, Clinton, 2020, "Who influences the fundamental value of commodity futures in Japan?," International Review of Financial Analysis, Elsevier, volume 67, issue C, DOI: 10.1016/j.irfa.2019.101404.

2019

  1. Eric J. Pentecost & Wenti Du & Graham Bird & Thomas Willett, 2019, "Contagion from the crises in the Euro-zone: where, when and why?," The European Journal of Finance, Taylor & Francis Journals, volume 25, issue 14, pages 1309-1327, September, DOI: 10.1080/1351847X.2019.1589552.
  2. Michael McAleer & Tamotsu Nakamura & Clinton Watkins, 2019, "Size, Internationalization, and University Rankings: Evaluating and Predicting Times Higher Education (THE) Data for Japan," Sustainability, MDPI, volume 11, issue 5, pages 1-12, March.

2018

  1. Du, Wenti, 2018, "Who carried more credibility?: An analysis of the market responses to news from the Japanese government, the Japanese central bank and international credit rating agencies," Journal of Economics and Business, Elsevier, volume 98, issue C, pages 32-39, DOI: 10.1016/j.jeconbus.2018.05.002.
  2. Iwatsubo, Kentaro & Watkins, Clinton & Xu, Tao, 2018, "Intraday seasonality in efficiency, liquidity, volatility and volume: Platinum and gold futures in Tokyo and New York," Journal of Commodity Markets, Elsevier, volume 11, issue C, pages 59-71, DOI: 10.1016/j.jcomm.2018.05.001.

2017

  1. Graham Bird & Wenti Du & Eric Pentecost & Thomas Willett, 2017, "Was it different the second time? An empirical analysis of contagion during the crises in Greece 2009–15," The World Economy, Wiley Blackwell, volume 40, issue 12, pages 2530-2542, December.
  2. Graham Bird & Wenti Du & Thomas Willett, 2017, "Behavioral Finance and Efficient Markets: What does the Euro Crisis Tell us?," Open Economies Review, Springer, volume 28, issue 2, pages 273-295, April, DOI: 10.1007/s11079-017-9436-1.
  3. Graham Bird & Wenti Du & Eric Pentecost & Thomas Willett, 2017, "Safe haven or contagion? The disparate effects of Euro-zone crises on non-Euro-zone neighbours," Applied Economics, Taylor & Francis Journals, volume 49, issue 59, pages 5895-5904, December, DOI: 10.1080/00036846.2017.1358445.

2008

  1. Watkins, Clinton & McAleer, Michael, 2008, "How has volatility in metals markets changed?," Mathematics and Computers in Simulation (MATCOM), Elsevier, volume 78, issue 2, pages 237-249, DOI: 10.1016/j.matcom.2008.01.015.

2006

  1. Clinton Watkins & Michael McAleer, 2006, "Pricing of non-ferrous metals futures on the London Metal Exchange," Applied Financial Economics, Taylor & Francis Journals, volume 16, issue 12, pages 853-880, DOI: 10.1080/09603100600756514.

2005

  1. Watkins, Clinton & McAleer, Michael, 2005, "Related commodity markets and conditional correlations," Mathematics and Computers in Simulation (MATCOM), Elsevier, volume 68, issue 5, pages 567-579, DOI: 10.1016/j.matcom.2005.02.016.

2004

  1. Clinton Watkins & Michael McAleer, 2004, "Econometric modelling of non‐ferrous metal prices," Journal of Economic Surveys, Wiley Blackwell, volume 18, issue 5, pages 651-701, December, DOI: 10.1111/j.1467-6419.2004.00233.x.

2002

  1. Watkins, Clinton & McAleer, Michael, 2002, "Cointegration analysis of metals futures," Mathematics and Computers in Simulation (MATCOM), Elsevier, volume 59, issue 1, pages 207-221.

1997

  1. Watkins, Clinton, 1997, "The term structure of interest rates and economic activity: An empirical critique," Mathematics and Computers in Simulation (MATCOM), Elsevier, volume 43, issue 3, pages 487-493, DOI: 10.1016/S0378-4754(97)00036-0.

Chapters

2010

  1. Alain Janvry & Hideyuki Nakagawa & Elisabeth Sadoul, 2010, "Poverty, Politics and Projects under Community Participation in Zambia," Palgrave Macmillan Books, Palgrave Macmillan, chapter 10, in: Keijiro Otsuka & Kaliappa Kalirajan, "Community, Market and State in Development", DOI: 10.1057/9780230295018_10.

2008

  1. Clinton Watkins, 2008, "Using financial market information in monetary policy: some examples from New Zealand," BIS Papers chapters, Bank for International Settlements, in: Bank for International Settlements, "Financial market developments and their implications for monetary policy".

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