Access Statistics for Jun Nagayasu

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Dynamic Analysis of Chinese Yuan (RMB) Internationalization with Bayesian-Based Time Series Model 0 0 0 12 0 0 3 33
AI and Financial Systemic Risk in the Global Market 0 2 13 22 3 11 44 57
Agglomeration and Selection Effects in Privatized-SOEs: The Role of SOE Reforms 0 0 0 3 1 1 3 11
An Investigation of Housing Affordability in the UK Regions 1 1 1 62 1 1 2 132
An investigation of housing affordability in the UK regions 0 0 0 84 0 1 2 162
Analyzing the Effect of the Unfriendly Countries List of Russia on Global Trade through the Staggered Diference-in-Diferences Design in the Gravity Model 2 2 6 6 3 11 19 19
Causal and Frequency Analyses of Purchasing Power Parity 1 1 1 21 2 2 5 43
Co-movements in Real Effective Exchange Rates: Evidence from the Dynamic Hierarchical Factor Model 0 0 0 24 2 2 2 57
Co-movements in real effective exchange rates: evidence from the dynamic hierarchical factor model 0 0 1 55 3 3 4 101
Common and Idiosyncratic Factors of the Exchange Risk Premium in Emerging European Markets 0 0 0 13 2 2 2 64
Common and idiosyncratic factors of the exchange risk premium in emerging European markets 0 0 0 71 1 1 1 339
Common factors of the exchange risk premium in emerging European markets 0 0 0 54 0 0 2 127
Commonality and Heterogeneity in Real Effective Exchange Rates: Evidence from Advanced and Developing Countries 0 0 0 47 2 3 5 76
Condominium Prices and Inflation: The Role of Financial Inflows and Transaction Volumes in Japan 0 0 0 24 0 0 2 34
Credit Constraints, Corporate Transparency, and Export 0 0 0 12 0 3 7 23
Currency Crisis and Contagion: Evidence From Exchange Rates and Sectoral Stock Indices of the Philippines and Thailand 0 0 0 135 1 1 2 348
Currency Forecast Errors at Times of Low Interest Rates: Evidence from Survey Data on the Yen/Dollar Exchange Rate 0 0 0 37 1 3 4 112
Currency forecast errors at times of low interest rates: evidence from survey data on the Yen/Dollar exchange rate 0 0 0 41 0 0 1 115
Cyclical Reaction of Fiscal Policy and its Relationship with the Current Account Balance 0 1 2 32 1 2 7 96
Determinants of Angola’s Parallel Market Real Exchange Rate 0 0 0 52 2 2 2 301
Does Supply Chain Transparency Help Identify and Prevent Corporate Greenwashing? 1 2 6 21 1 4 23 47
Does the Long-Run Ppp Hypothesis Hold for Africa? Evidence From Panel Co-Integration Study 0 0 0 103 1 1 1 354
Domestic Capital Mobility: A Panel Data Approach 0 0 1 48 1 3 7 121
Economic Activities and Regional Correlation During Economic and Natural Disasters 0 0 0 15 1 2 5 30
Economic Activities and Regional Correlation During Economic and Natural Disasters 0 0 0 8 0 1 4 36
Economic Factors Contributing to Time-Varying Conditional Correlations in Stock Returns 0 0 0 35 2 3 5 79
Financial Flows, Global Interest Rates, and Political Integration 0 0 0 20 0 0 1 41
Financial Innovation and Regional Money 0 0 0 61 0 2 5 142
Financial Systemic Risk behind Artificial Intelligence:Evidence from China 0 0 9 28 2 4 29 56
Generative AI: The Transformative Impact of ChatGPT on Systemic Financial Risk in Chinese Banks 0 2 4 4 2 5 11 11
Global and country-specific factors in real effective exchange rates 0 0 1 35 1 1 3 72
Homeownership and Residential Mobility during the "Lost Decades" 0 0 0 24 3 4 6 31
Inflation and Bubbles in the Japanese Condominium Market 0 0 0 37 1 1 4 75
Interdependence in Real Effective Exchange Rates: Evidence from the Dynamic Hierarchical Factor Model 0 0 0 28 1 1 4 54
International and Interprefectural Migration in Japan: Implications for the Spatial Assimilation Theory 0 0 0 14 0 0 3 42
Intra-temporal Substitution between Tradable and Nontradable Goods: Evidence from the Japanese Cross-sectional Survey Data 1 1 2 24 1 1 2 47
Is Corporate Environmental Responsibility More Valuable in the Shaky Period? The Moderating Effect of Ownership Type 0 0 1 17 2 3 6 34
Is Inflation Fiscally Determined? 0 0 0 52 5 7 13 113
Japanese Effective Exchange Rates and Determinants: Prices, Real Interest Rates, and Actual and Optimal Current Accounts 0 0 0 63 2 2 2 285
Long-Run Implications of the Covered Interest Rate Parity Condition: Evidence during the Recent Crisis and Non-Crisis Periods 0 0 0 45 1 1 4 119
Macroeconomic Interdependence in East Asia 0 0 0 43 2 3 6 149
Measuring Climate Policy Uncertainty with LLMs: New Insights into Corporate Bond Credit Spreads 0 0 8 12 1 8 19 32
Privatization's Influence on Agglomeration and Selection Effects: Evidence from China's Manufacturing Industry 0 0 0 27 1 1 3 48
Productivity Spillovers in the Global Market 0 0 0 26 0 2 7 99
Regional Inflation (Price) Behaviors: Heterogeneity and Convergence 1 1 2 94 1 7 13 175
Regional Inflation and Consumption Behaviors 1 1 1 51 2 3 3 73
Regional Inflation in China 0 0 1 105 1 3 5 267
Regional Policies’ Impacts on Urban Migration:Evidence from Special Economic Zones in China 1 1 3 14 4 4 9 30
Regional deposits and demographic changes 0 0 0 26 0 3 4 74
Regional inflation and industrial structure in monetary union 0 0 0 80 1 1 5 252
Regional inflation, spatial location and the Balassa-Samuelson effect 0 0 2 82 3 3 8 157
Spatial Dependence and Social Networks in Regional Labor Migration 0 0 0 50 0 0 1 46
Spatial Dependence, Social Networks, and Economic Structures in Regional Labor Migration 0 0 0 70 1 1 2 62
Structural Breaks in the Real Exchange Rate and Real Interest Rate Relationship 0 0 0 142 2 2 2 366
Structural Breaks in the Real Exchange Rate and Real Interest Rate Relationship 0 0 0 24 1 2 5 99
The Common Component in the Forward Premium: Evidence from the Asia-Pacific Region 0 0 0 39 2 3 3 106
The Efficiency of the Japanese Equity Market 0 0 0 160 0 0 3 418
The Forward Premium Puzzle And Risk Premiums 0 0 0 42 1 2 2 130
The Forward Premium Puzzle And The Euro 0 0 1 52 2 2 4 86
The Forward Premium Puzzle and The Euro 0 0 0 26 0 1 2 73
The Long-Run Relationship Between Real Exchange Rates and Real Interest Rate Differentials: A Panel Study 0 0 0 251 0 1 2 824
The Non-monotonic Relationship Between ESG Disclosure and Stock Price Crash Risk 0 0 1 15 2 3 10 44
The Term Structure of Interest Rates and Monetary Policy During a Zero-Interest-Rate Period 0 0 0 163 0 0 0 581
The forward premium puzzle and the euro 0 0 0 40 0 0 0 47
The threshold consumption correlation-based approach to international capital mobility: evidence from advanced and developing countries 0 0 0 18 2 2 3 70
The threshold nonstationary panel data approach to forward premiums 0 0 0 13 1 1 1 64
UK House Prices: Convergence Clubs and Spillovers 0 0 0 79 2 2 5 139
UK house prices: convergence clubs and spillovers 0 0 0 86 2 3 5 109
What Makes the Oil Pricing Center? The Impact of Futures Markets and Production 0 0 2 2 1 2 5 5
Total Working Papers 9 15 69 3,321 87 160 394 8,664


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A dynamic factor approach to domestic capital mobility 0 0 0 20 1 2 3 85
A re-examination of the Japanese money demand function and structural shifts 0 0 2 44 2 3 7 183
Asia-Pacific Stock Returns around the Lehman Shock and Beyond: time-varying conditional correlations 0 0 0 17 0 0 1 80
Asymmetric effects of monetary indicators on the Japanese yen 0 0 0 18 1 1 1 113
COMMON FACTORS OF THE EXCHANGE RISK PREMIUM IN EMERGING EUROPEAN MARKETS 0 0 0 7 0 1 5 43
Causal and frequency analyses of purchasing power parity 0 1 3 20 2 3 8 70
Currency crisis and contagion: evidence from exchange rates and sectoral stock indices of the Philippines and Thailand 0 0 0 67 0 2 3 255
Currency forecast errors and carry trades at times of low interest rates: Evidence from survey data on the yen/dollar exchange rate 0 0 0 60 1 1 3 167
Does the Long-Run PPP Hypothesis Hold for Africa? Evidence from a Panel Cointegration Study 0 0 0 0 1 2 2 392
Empirical analysis of the exchange rate channel in Japan 1 1 1 92 2 3 6 203
Financial flows, global interest rates, and political integration 0 0 0 5 0 2 3 24
Financial innovation and regional money 0 0 0 19 1 1 2 67
Generative AI: The transformative impact of ChatGPT on systemic financial risk in Chinese banks 1 1 1 1 4 4 4 4
Global and country-specific movements in real effective exchange rates: Implications for external competitiveness 0 0 0 7 1 1 3 39
Heterogeneity and convergence of regional inflation (prices) 0 0 1 49 2 3 5 138
Inflation and consumption of nontradable goods: Global implications from regional analyses 0 0 0 19 0 0 0 70
Is Inflation Fiscally Determined? 0 0 0 10 3 4 6 31
Is corporate environmental responsibility more valuable in the transitory period? The moderating effect of ownership type 0 0 0 3 0 0 3 10
Japanese stock movements from 1991 to 2005: evidence from high- and low-frequency data 0 0 0 18 0 0 0 79
Life Cycles and Gender in Residential Mobility Decisions 0 0 0 10 0 2 6 34
Macroeconomic interdependence in East Asia 0 0 0 17 0 2 5 116
On the Japanese Yen-U.S. Dollar Exchange Rate: A Structural Econometric Model Based on Real Interest Differentials 0 0 0 102 2 2 6 663
On the term structure of interest rates and inflation in Japan 0 0 0 69 0 2 4 308
PPP: Further evidence from Japanese regional data 0 0 1 42 0 1 3 142
Putting the dividend-price ratio under the microscope 0 0 0 26 1 4 4 96
Regional deposits and demographic changes 0 0 0 8 1 1 3 37
Regional inflation, spatial locations and the Balassa-Samuelson effect: Evidence from Japan 0 0 1 19 1 1 4 57
Relative Prices and Wages in China: Evidence from a Panel of Provincial Data 0 0 0 0 0 0 1 40
Spatial Dependence, Social Networks, and Economic Structures in Japanese Regional Labor Migration 0 0 0 3 1 1 3 13
Structural breaks in the real exchange rate and real interest rate relationship 0 0 0 79 3 4 8 236
The Common Component in Forward Premiums: Evidence from the Asia–Pacific Region 0 0 0 9 0 0 0 34
The Long-Run Relationship Between Real Exchange Rates and Real Interest Rate Differentials: A Panel Study 1 1 1 806 3 4 8 2,438
The Term Structure of Interest Rates and Monetary Policy during a Zero Interest Rate Period 0 0 0 64 0 0 1 244
The effectiveness of Japanese foreign exchange interventions during 1991-2001 0 0 0 48 0 0 2 117
The forward premium puzzle and the Euro 0 0 0 7 0 0 0 50
The threshold consumption correlation-based approach to international capital mobility: Evidence from advanced and developing countries 0 0 0 8 0 2 2 56
Toward Coexistence of Immigrants and Local People in Japan: Implications from Spatial Assimilation Theory 0 0 1 4 2 2 5 19
UK house price convergence clubs and spillovers 0 0 0 28 0 2 3 138
Total Journal Articles 3 4 12 1,825 35 63 133 6,891


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Detecting Tranquil and Bubble Periods in Housing Markets: A Review and Application of Statistical Methods 0 0 0 1 0 0 3 31
Modeling and Predicting Japanese Stock Returns Based on the ARFIMA-FIGARCH 0 0 0 0 1 1 1 5
Total Chapters 0 0 0 1 1 1 4 36


Statistics updated 2025-12-06