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Details about Jun Nagayasu

Workplace:Graduate School of Economics and Management, Tohoku University, (more information at EDIRC)

Access statistics for papers by Jun Nagayasu.

Last updated 2024-11-08. Update your information in the RePEc Author Service.

Short-id: pna93


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Working Papers

2024

  1. AI and Financial Systemic Risk in the Global Market
    TUPD Discussion Papers, Graduate School of Economics and Management, Tohoku University Downloads
  2. Credit Constraints, Corporate Transparency, and Export
    DSSR Discussion Papers, Graduate School of Economics and Management, Tohoku University Downloads
  3. Does Supply Chain Transparency Help Identify and Prevent Corporate Greenwashing?
    DSSR Discussion Papers, Graduate School of Economics and Management, Tohoku University Downloads
  4. Measuring Climate Policy Uncertainty with LLMs: New Insights into Corporate Bond Credit Spreads
    DSSR Discussion Papers, Graduate School of Economics and Management, Tohoku University Downloads

2023

  1. A Dynamic Analysis of Chinese Yuan (RMB) Internationalization with Bayesian-Based Time Series Model
    TUPD Discussion Papers, Graduate School of Economics and Management, Tohoku University Downloads
  2. Agglomeration and Selection Effects in Privatized-SOEs: The Role of SOE Reforms
    DSSR Discussion Papers, Graduate School of Economics and Management, Tohoku University Downloads
  3. Financial Systemic Risk behind Artificial Intelligence:Evidence from China
    TUPD Discussion Papers, Graduate School of Economics and Management, Tohoku University Downloads
  4. Regional Policies’ Impacts on Urban Migration:Evidence from Special Economic Zones in China
    TUPD Discussion Papers, Graduate School of Economics and Management, Tohoku University Downloads

2022

  1. Privatization's Influence on Agglomeration and Selection Effects: Evidence from China's Manufacturing Industry
    DSSR Discussion Papers, Graduate School of Economics and Management, Tohoku University Downloads
  2. The Non-monotonic Relationship Between ESG Disclosure and Stock Price Crash Risk
    DSSR Discussion Papers, Graduate School of Economics and Management, Tohoku University Downloads

2021

  1. Causal and Frequency Analyses of Purchasing Power Parity
    DSSR Discussion Papers, Graduate School of Economics and Management, Tohoku University Downloads View citations (5)
    See also Journal Article Causal and frequency analyses of purchasing power parity, Journal of International Financial Markets, Institutions and Money, Elsevier (2021) Downloads View citations (5) (2021)
  2. Cyclical Reaction of Fiscal Policy and its Relationship with the Current Account Balance
    DSSR Discussion Papers, Graduate School of Economics and Management, Tohoku University Downloads
  3. Is Corporate Environmental Responsibility More Valuable in the Shaky Period? The Moderating Effect of Ownership Type
    DSSR Discussion Papers, Graduate School of Economics and Management, Tohoku University Downloads

2020

  1. Economic Activities and Regional Correlation During Economic and Natural Disasters
    MPRA Paper, University Library of Munich, Germany Downloads
    Also in DSSR Discussion Papers, Graduate School of Economics and Management, Tohoku University (2020) Downloads
  2. International and Interprefectural Migration in Japan: Implications for the Spatial Assimilation Theory
    DSSR Discussion Papers, Graduate School of Economics and Management, Tohoku University Downloads

2019

  1. Is Inflation Fiscally Determined?
    MPRA Paper, University Library of Munich, Germany Downloads
    See also Journal Article Is Inflation Fiscally Determined?, Sustainability, MDPI (2021) Downloads (2021)
  2. Spatial Dependence, Social Networks, and Economic Structures in Regional Labor Migration
    MPRA Paper, University Library of Munich, Germany Downloads View citations (2)

2018

  1. Condominium Prices and Inflation: The Role of Financial Inflows and Transaction Volumes in Japan
    DSSR Discussion Papers, Graduate School of Economics and Management, Tohoku University Downloads
  2. Financial Flows, Global Interest Rates, and Political Integration
    DSSR Discussion Papers, Graduate School of Economics and Management, Tohoku University Downloads
    See also Journal Article Financial flows, global interest rates, and political integration, Finance Research Letters, Elsevier (2019) Downloads View citations (1) (2019)
  3. Homeownership and Residential Mobility during the "Lost Decades"
    DSSR Discussion Papers, Graduate School of Economics and Management, Tohoku University Downloads
  4. Intra-temporal Substitution between Tradable and Nontradable Goods: Evidence from the Japanese Cross-sectional Survey Data
    DSSR Discussion Papers, Graduate School of Economics and Management, Tohoku University Downloads
  5. Productivity Spillovers in the Global Market
    DSSR Discussion Papers, Graduate School of Economics and Management, Tohoku University Downloads
  6. Spatial Dependence and Social Networks in Regional Labor Migration
    DSSR Discussion Papers, Graduate School of Economics and Management, Tohoku University Downloads

2016

  1. Commonality and Heterogeneity in Real Effective Exchange Rates: Evidence from Advanced and Developing Countries
    MPRA Paper, University Library of Munich, Germany Downloads
  2. Inflation and Bubbles in the Japanese Condominium Market
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)

2015

  1. Global and country-specific factors in real effective exchange rates
    MPRA Paper, University Library of Munich, Germany Downloads
  2. Regional Inflation and Consumption Behaviors
    MPRA Paper, University Library of Munich, Germany Downloads

2014

  1. Regional inflation, spatial location and the Balassa-Samuelson effect
    MPRA Paper, University Library of Munich, Germany Downloads View citations (2)

2013

  1. An Investigation of Housing Affordability in the UK Regions
    SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) Downloads View citations (1)
    Also in Working Papers, University of Strathclyde Business School, Department of Economics (2013) Downloads View citations (1)
  2. Co-movements in Real Effective Exchange Rates: Evidence from the Dynamic Hierarchical Factor Model
    SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) Downloads
    Also in Working Papers, University of Strathclyde Business School, Department of Economics (2013) Downloads
  3. Currency Forecast Errors at Times of Low Interest Rates: Evidence from Survey Data on the Yen/Dollar Exchange Rate
    SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) Downloads
    Also in Working Papers, University of Strathclyde Business School, Department of Economics (2013) Downloads
  4. Interdependence in Real Effective Exchange Rates: Evidence from the Dynamic Hierarchical Factor Model
    MPRA Paper, University Library of Munich, Germany Downloads
  5. The Forward Premium Puzzle And The Euro
    MPRA Paper, University Library of Munich, Germany Downloads
    Also in Working Papers, University of Strathclyde Business School, Department of Economics (2013) Downloads
    SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) (2013) Downloads

    See also Journal Article The forward premium puzzle and the Euro, Journal of International Financial Markets, Institutions and Money, Elsevier (2014) Downloads View citations (2) (2014)
  6. UK House Prices: Convergence Clubs and Spillovers
    SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) Downloads View citations (1)
    Also in Working Papers, University of Strathclyde Business School, Department of Economics (2013) Downloads View citations (1)

    See also Journal Article UK house price convergence clubs and spillovers, Journal of Housing Economics, Elsevier (2015) Downloads View citations (37) (2015)

2012

  1. Long-Run Implications of the Covered Interest Rate Parity Condition: Evidence during the Recent Crisis and Non-Crisis Periods
    MPRA Paper, University Library of Munich, Germany Downloads
  2. Regional inflation and industrial structure in monetary union
    MPRA Paper, University Library of Munich, Germany Downloads View citations (4)
  3. The Forward Premium Puzzle And Risk Premiums
    MPRA Paper, University Library of Munich, Germany Downloads
  4. The threshold consumption correlation-based approach to international capital mobility: evidence from advanced and developing countries
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
    See also Journal Article The threshold consumption correlation-based approach to international capital mobility: Evidence from advanced and developing countries, Structural Change and Economic Dynamics, Elsevier (2012) Downloads View citations (1) (2012)

2011

  1. Common factors of the exchange risk premium in emerging European markets
    MPRA Paper, University Library of Munich, Germany Downloads View citations (2)
    See also Journal Article COMMON FACTORS OF THE EXCHANGE RISK PREMIUM IN EMERGING EUROPEAN MARKETS, Bulletin of Economic Research, Wiley Blackwell (2012) Downloads View citations (6) (2012)
  2. Financial Innovation and Regional Money
    MPRA Paper, University Library of Munich, Germany Downloads View citations (2)
    See also Journal Article Financial innovation and regional money, Applied Economics, Taylor & Francis Journals (2012) Downloads View citations (9) (2012)
  3. Regional deposits and demographic changes
    MPRA Paper, University Library of Munich, Germany Downloads
    See also Journal Article Regional deposits and demographic changes, Applied Economics Letters, Taylor & Francis Journals (2012) Downloads (2012)
  4. The threshold nonstationary panel data approach to forward premiums
    MPRA Paper, University Library of Munich, Germany Downloads

2010

  1. Domestic Capital Mobility: A Panel Data Approach
    MPRA Paper, University Library of Munich, Germany Downloads View citations (2)
  2. Economic Factors Contributing to Time-Varying Conditional Correlations in Stock Returns
    MPRA Paper, University Library of Munich, Germany Downloads
  3. Macroeconomic Interdependence in East Asia
    MPRA Paper, University Library of Munich, Germany Downloads
    See also Journal Article Macroeconomic interdependence in East Asia, Japan and the World Economy, Elsevier (2010) Downloads (2010)
  4. Regional Inflation (Price) Behaviors: Heterogeneity and Convergence
    MPRA Paper, University Library of Munich, Germany Downloads View citations (2)
  5. The Common Component in the Forward Premium: Evidence from the Asia-Pacific Region
    MPRA Paper, University Library of Munich, Germany Downloads View citations (2)
    See also Journal Article The Common Component in Forward Premiums: Evidence from the Asia–Pacific Region, Review of International Economics, Wiley Blackwell (2011) Downloads View citations (5) (2011)

2009

  1. Regional Inflation in China
    MPRA Paper, University Library of Munich, Germany Downloads View citations (4)

2008

  1. Common and Idiosyncratic Factors of the Exchange Risk Premium in Emerging European Markets
    SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) Downloads View citations (2)
    Also in Working Papers, Business School - Economics, University of Glasgow (2008) Downloads View citations (2)
  2. Structural Breaks in the Real Exchange Rate and Real Interest Rate Relationship
    Working Papers, Business School - Economics, University of Glasgow Downloads View citations (1)
    Also in SIRE Discussion Papers, Scottish Institute for Research in Economics (SIRE) (2008) Downloads View citations (1)

    See also Journal Article Structural breaks in the real exchange rate and real interest rate relationship, Global Finance Journal, Elsevier (2010) Downloads View citations (8) (2010)

2003

  1. The Efficiency of the Japanese Equity Market
    IMF Working Papers, International Monetary Fund Downloads View citations (15)
  2. The Term Structure of Interest Rates and Monetary Policy During a Zero-Interest-Rate Period
    IMF Working Papers, International Monetary Fund Downloads View citations (3)
    See also Journal Article 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 (2004) Downloads View citations (6) (2004)

2000

  1. Currency Crisis and Contagion: Evidence From Exchange Rates and Sectoral Stock Indices of the Philippines and Thailand
    IMF Working Papers, International Monetary Fund Downloads View citations (8)
    See also Journal Article Currency crisis and contagion: evidence from exchange rates and sectoral stock indices of the Philippines and Thailand, Journal of Asian Economics, Elsevier (2001) Downloads View citations (29) (2001)

1999

  1. Determinants of Angola’s Parallel Market Real Exchange Rate
    IMF Working Papers, International Monetary Fund Downloads View citations (6)
  2. The Long-Run Relationship Between Real Exchange Rates and Real Interest Rate Differentials: A Panel Study
    IMF Working Papers, International Monetary Fund Downloads View citations (28)
    See also Journal Article The Long-Run Relationship Between Real Exchange Rates and Real Interest Rate Differentials: A Panel Study, IMF Staff Papers, Palgrave Macmillan (2000) Downloads View citations (84) (2000)

1998

  1. Does the Long-Run Ppp Hypothesis Hold for Africa? Evidence From Panel Co-Integration Study
    IMF Working Papers, International Monetary Fund Downloads View citations (29)
    See also Journal Article Does the Long-Run PPP Hypothesis Hold for Africa? Evidence from a Panel Cointegration Study, Bulletin of Economic Research, Wiley Blackwell (2002) View citations (28) (2002)
  2. Japanese Effective Exchange Rates and Determinants: Prices, Real Interest Rates, and Actual and Optimal Current Accounts
    IMF Working Papers, International Monetary Fund Downloads View citations (4)

Journal Articles

2023

  1. Is corporate environmental responsibility more valuable in the transitory period? The moderating effect of ownership type
    Finance Research Letters, 2023, 53, (C) Downloads View citations (1)

2022

  1. Spatial Dependence, Social Networks, and Economic Structures in Japanese Regional Labor Migration
    Sustainability, 2022, 14, (3), 1-31 Downloads View citations (2)

2021

  1. Causal and frequency analyses of purchasing power parity
    Journal of International Financial Markets, Institutions and Money, 2021, 71, (C) Downloads View citations (5)
    See also Working Paper Causal and Frequency Analyses of Purchasing Power Parity, DSSR Discussion Papers (2021) Downloads View citations (5) (2021)
  2. Is Inflation Fiscally Determined?
    Sustainability, 2021, 13, (20), 1-26 Downloads
    See also Working Paper Is Inflation Fiscally Determined?, MPRA Paper (2019) Downloads (2019)
  3. Life Cycles and Gender in Residential Mobility Decisions
    The Journal of Real Estate Finance and Economics, 2021, 62, (3), 370-401 Downloads
  4. Toward Coexistence of Immigrants and Local People in Japan: Implications from Spatial Assimilation Theory
    Sustainability, 2021, 13, (7), 1-16 Downloads View citations (1)

2019

  1. Financial flows, global interest rates, and political integration
    Finance Research Letters, 2019, 31, (C) Downloads View citations (1)
    See also Working Paper Financial Flows, Global Interest Rates, and Political Integration, DSSR Discussion Papers (2018) Downloads (2018)

2017

  1. Global and country-specific movements in real effective exchange rates: Implications for external competitiveness
    Journal of International Money and Finance, 2017, 76, (C), 88-105 Downloads View citations (1)
  2. Inflation and consumption of nontradable goods: Global implications from regional analyses
    International Review of Economics & Finance, 2017, 48, (C), 478-491 Downloads
  3. Regional inflation, spatial locations and the Balassa-Samuelson effect: Evidence from Japan
    Urban Studies, 2017, 54, (6), 1482-1499 Downloads View citations (6)

2015

  1. Currency forecast errors and carry trades at times of low interest rates: Evidence from survey data on the yen/dollar exchange rate
    Journal of International Money and Finance, 2015, 53, (C), 1-19 Downloads View citations (11)
  2. UK house price convergence clubs and spillovers
    Journal of Housing Economics, 2015, 30, (C), 50-58 Downloads View citations (37)
    See also Working Paper UK House Prices: Convergence Clubs and Spillovers, SIRE Discussion Papers (2013) Downloads View citations (1) (2013)

2014

  1. The forward premium puzzle and the Euro
    Journal of International Financial Markets, Institutions and Money, 2014, 32, (C), 436-451 Downloads View citations (2)
    See also Working Paper The Forward Premium Puzzle And The Euro, MPRA Paper (2013) Downloads (2013)

2013

  1. A dynamic factor approach to domestic capital mobility
    Empirical Economics, 2013, 44, (2), 685-700 Downloads
  2. Asia-Pacific Stock Returns around the Lehman Shock and Beyond: time-varying conditional correlations
    Journal of Economic Integration, 2013, 28, 412-440 Downloads View citations (3)

2012

  1. COMMON FACTORS OF THE EXCHANGE RISK PREMIUM IN EMERGING EUROPEAN MARKETS
    Bulletin of Economic Research, 2012, 64, (Supplement 1), s71-s85 Downloads View citations (6)
    See also Working Paper Common factors of the exchange risk premium in emerging European markets, MPRA Paper (2011) Downloads View citations (2) (2011)
  2. Financial innovation and regional money
    Applied Economics, 2012, 44, (35), 4617-4629 Downloads View citations (9)
    See also Working Paper Financial Innovation and Regional Money, MPRA Paper (2011) Downloads View citations (2) (2011)
  3. Regional deposits and demographic changes
    Applied Economics Letters, 2012, 19, (10), 939-942 Downloads
    See also Working Paper Regional deposits and demographic changes, MPRA Paper (2011) Downloads (2011)
  4. The threshold consumption correlation-based approach to international capital mobility: Evidence from advanced and developing countries
    Structural Change and Economic Dynamics, 2012, 23, (3), 256-263 Downloads View citations (1)
    See also Working Paper The threshold consumption correlation-based approach to international capital mobility: evidence from advanced and developing countries, MPRA Paper (2012) Downloads View citations (1) (2012)

2011

  1. Heterogeneity and convergence of regional inflation (prices)
    Journal of Macroeconomics, 2011, 33, (4), 711-723 Downloads View citations (24)
  2. The Common Component in Forward Premiums: Evidence from the Asia–Pacific Region
    Review of International Economics, 2011, 19, (4), 750-762 Downloads View citations (5)
    See also Working Paper The Common Component in the Forward Premium: Evidence from the Asia-Pacific Region, MPRA Paper (2010) Downloads View citations (2) (2010)

2010

  1. Macroeconomic interdependence in East Asia
    Japan and the World Economy, 2010, 22, (4), 219-227 Downloads
    See also Working Paper Macroeconomic Interdependence in East Asia, MPRA Paper (2010) Downloads (2010)
  2. Structural breaks in the real exchange rate and real interest rate relationship
    Global Finance Journal, 2010, 21, (2), 138-151 Downloads View citations (8)
    See also Working Paper Structural Breaks in the Real Exchange Rate and Real Interest Rate Relationship, Working Papers (2008) Downloads View citations (1) (2008)

2009

  1. PPP: Further evidence from Japanese regional data
    International Review of Economics & Finance, 2009, 18, (3), 419-427 Downloads View citations (18)

2008

  1. Japanese stock movements from 1991 to 2005: evidence from high- and low-frequency data
    Applied Financial Economics, 2008, 18, (4), 295-307 Downloads View citations (2)
  2. Relative Prices and Wages in China: Evidence from a Panel of Provincial Data
    Journal of Economic Integration, 2008, 23, 183-203 View citations (6)

2007

  1. Empirical analysis of the exchange rate channel in Japan
    Journal of International Money and Finance, 2007, 26, (6), 887-904 Downloads View citations (7)
  2. Putting the dividend-price ratio under the microscope
    Finance Research Letters, 2007, 4, (3), 186-195 Downloads View citations (2)

2004

  1. The Term Structure of Interest Rates and Monetary Policy during a Zero Interest Rate Period
    Monetary and Economic Studies, 2004, 22, (2), 19-43 Downloads View citations (6)
    See also Working Paper The Term Structure of Interest Rates and Monetary Policy During a Zero-Interest-Rate Period, IMF Working Papers (2003) Downloads View citations (3) (2003)
  2. The effectiveness of Japanese foreign exchange interventions during 1991-2001
    Economics Letters, 2004, 84, (3), 377-381 Downloads View citations (22)

2003

  1. A re-examination of the Japanese money demand function and structural shifts
    Journal of Policy Modeling, 2003, 25, (4), 359-375 Downloads View citations (19)
  2. Asymmetric effects of monetary indicators on the Japanese yen
    Japan and the World Economy, 2003, 15, (2), 143-159 Downloads View citations (4)

2002

  1. Does the Long-Run PPP Hypothesis Hold for Africa? Evidence from a Panel Cointegration Study
    Bulletin of Economic Research, 2002, 54, (2), 181-87 View citations (28)
    See also Working Paper Does the Long-Run Ppp Hypothesis Hold for Africa? Evidence From Panel Co-Integration Study, IMF Working Papers (1998) Downloads View citations (29) (1998)
  2. On the term structure of interest rates and inflation in Japan
    Journal of Economics and Business, 2002, 54, (5), 505-523 Downloads View citations (4)

2001

  1. Currency crisis and contagion: evidence from exchange rates and sectoral stock indices of the Philippines and Thailand
    Journal of Asian Economics, 2001, 12, (4), 529-546 Downloads View citations (29)
    See also Working Paper Currency Crisis and Contagion: Evidence From Exchange Rates and Sectoral Stock Indices of the Philippines and Thailand, IMF Working Papers (2000) Downloads View citations (8) (2000)

2000

  1. The Long-Run Relationship Between Real Exchange Rates and Real Interest Rate Differentials: A Panel Study
    IMF Staff Papers, 2000, 47, (1), 5 Downloads View citations (84)
    See also Working Paper The Long-Run Relationship Between Real Exchange Rates and Real Interest Rate Differentials: A Panel Study, IMF Working Papers (1999) Downloads View citations (28) (1999)

1998

  1. 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, 1998, 12, (1), 75-102 Downloads View citations (20)

Chapters

2021

  1. Detecting Tranquil and Bubble Periods in Housing Markets: A Review and Application of Statistical Methods
    Springer

2006

  1. Modeling and Predicting Japanese Stock Returns Based on the ARFIMA-FIGARCH
    Chapter 12 in FindEcon Monograph Series: Advances in Financial Market Analysis, 2006, vol. 2, pp 209-220 Downloads
 
Page updated 2025-02-14