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 4 33
AI and Financial Systemic Risk in the Global Market 2 4 22 22 5 13 51 51
Agglomeration and Selection Effects in Privatized-SOEs: The Role of SOE Reforms 0 0 0 3 0 0 3 10
An Investigation of Housing Affordability in the UK Regions 0 0 0 61 0 0 2 131
An investigation of housing affordability in the UK regions 0 0 0 84 0 0 1 161
Analyzing the Effect of the Unfriendly Countries List of Russia on Global Trade through the Staggered Diference-in-Diferences Design in the Gravity Model 0 1 4 4 6 8 14 14
Causal and Frequency Analyses of Purchasing Power Parity 0 0 0 20 0 1 3 41
Co-movements in Real Effective Exchange Rates: Evidence from the Dynamic Hierarchical Factor Model 0 0 0 24 0 0 0 55
Co-movements in real effective exchange rates: evidence from the dynamic hierarchical factor model 0 1 1 55 0 1 1 98
Common and Idiosyncratic Factors of the Exchange Risk Premium in Emerging European Markets 0 0 0 13 0 0 0 62
Common and idiosyncratic factors of the exchange risk premium in emerging European markets 0 0 0 71 0 0 0 338
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 0 1 2 73
Condominium Prices and Inflation: The Role of Financial Inflows and Transaction Volumes in Japan 0 0 0 24 0 2 2 34
Credit Constraints, Corporate Transparency, and Export 0 0 0 12 0 3 4 20
Currency Crisis and Contagion: Evidence From Exchange Rates and Sectoral Stock Indices of the Philippines and Thailand 0 0 0 135 0 0 1 347
Currency Forecast Errors at Times of Low Interest Rates: Evidence from Survey Data on the Yen/Dollar Exchange Rate 0 0 1 37 1 2 3 110
Currency forecast errors at times of low interest rates: evidence from survey data on the Yen/Dollar exchange rate 0 0 0 41 0 1 2 115
Cyclical Reaction of Fiscal Policy and its Relationship with the Current Account Balance 1 1 3 32 1 2 7 95
Determinants of Angola’s Parallel Market Real Exchange Rate 0 0 0 52 0 0 0 299
Does Supply Chain Transparency Help Identify and Prevent Corporate Greenwashing? 0 1 8 19 2 11 31 45
Does the Long-Run Ppp Hypothesis Hold for Africa? Evidence From Panel Co-Integration Study 0 0 0 103 0 0 0 353
Domestic Capital Mobility: A Panel Data Approach 0 0 1 48 0 1 4 118
Economic Activities and Regional Correlation During Economic and Natural Disasters 0 0 0 15 0 0 3 28
Economic Activities and Regional Correlation During Economic and Natural Disasters 0 0 0 8 0 1 7 35
Economic Factors Contributing to Time-Varying Conditional Correlations in Stock Returns 0 0 0 35 0 0 2 76
Financial Flows, Global Interest Rates, and Political Integration 0 0 0 20 0 1 1 41
Financial Innovation and Regional Money 0 0 0 61 1 1 4 141
Financial Systemic Risk behind Artificial Intelligence:Evidence from China 0 0 10 28 1 10 29 53
Generative AI: The Transformative Impact of ChatGPT on Systemic Financial Risk in Chinese Banks 2 2 4 4 3 5 9 9
Global and country-specific factors in real effective exchange rates 0 0 1 35 0 0 3 71
Homeownership and Residential Mobility during the "Lost Decades" 0 0 0 24 1 2 3 28
Inflation and Bubbles in the Japanese Condominium Market 0 0 0 37 0 1 3 74
Interdependence in Real Effective Exchange Rates: Evidence from the Dynamic Hierarchical Factor Model 0 0 1 28 0 0 4 53
International and Interprefectural Migration in Japan: Implications for the Spatial Assimilation Theory 0 0 0 14 0 1 3 42
Intra-temporal Substitution between Tradable and Nontradable Goods: Evidence from the Japanese Cross-sectional Survey Data 0 0 1 23 0 0 1 46
Is Corporate Environmental Responsibility More Valuable in the Shaky Period? The Moderating Effect of Ownership Type 0 0 1 17 0 2 5 31
Is Inflation Fiscally Determined? 0 0 0 52 1 3 7 107
Japanese Effective Exchange Rates and Determinants: Prices, Real Interest Rates, and Actual and Optimal Current Accounts 0 0 0 63 0 0 0 283
Long-Run Implications of the Covered Interest Rate Parity Condition: Evidence during the Recent Crisis and Non-Crisis Periods 0 0 0 45 0 1 3 118
Macroeconomic Interdependence in East Asia 0 0 0 43 0 0 4 146
Measuring Climate Policy Uncertainty with LLMs: New Insights into Corporate Bond Credit Spreads 0 0 12 12 3 4 27 27
Privatization's Influence on Agglomeration and Selection Effects: Evidence from China's Manufacturing Industry 0 0 0 27 0 1 3 47
Productivity Spillovers in the Global Market 0 0 0 26 0 2 5 97
Regional Inflation (Price) Behaviors: Heterogeneity and Convergence 0 0 1 93 3 3 9 171
Regional Inflation and Consumption Behaviors 0 0 0 50 0 0 0 70
Regional Inflation in China 0 0 1 105 0 0 2 264
Regional Policies’ Impacts on Urban Migration:Evidence from Special Economic Zones in China 0 0 2 13 0 1 6 26
Regional deposits and demographic changes 0 0 0 26 2 2 3 73
Regional inflation and industrial structure in monetary union 0 0 0 80 0 0 4 251
Regional inflation, spatial location and the Balassa-Samuelson effect 0 0 2 82 0 1 5 154
Spatial Dependence and Social Networks in Regional Labor Migration 0 0 0 50 0 1 1 46
Spatial Dependence, Social Networks, and Economic Structures in Regional Labor Migration 0 0 0 70 0 0 1 61
Structural Breaks in the Real Exchange Rate and Real Interest Rate Relationship 0 0 0 142 0 0 1 364
Structural Breaks in the Real Exchange Rate and Real Interest Rate Relationship 0 0 0 24 0 1 3 97
The Common Component in the Forward Premium: Evidence from the Asia-Pacific Region 0 0 0 39 0 0 0 103
The Efficiency of the Japanese Equity Market 0 0 0 160 0 1 5 418
The Forward Premium Puzzle And Risk Premiums 0 0 0 42 0 0 0 128
The Forward Premium Puzzle And The Euro 0 0 1 52 0 0 2 84
The Forward Premium Puzzle and The Euro 0 0 0 26 0 0 1 72
The Long-Run Relationship Between Real Exchange Rates and Real Interest Rate Differentials: A Panel Study 0 0 0 251 1 1 2 824
The Non-monotonic Relationship Between ESG Disclosure and Stock Price Crash Risk 0 1 1 15 0 6 9 41
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 0 0 1 68
The threshold nonstationary panel data approach to forward premiums 0 0 0 13 0 0 0 63
UK House Prices: Convergence Clubs and Spillovers 0 0 1 79 0 0 5 137
UK house prices: convergence clubs and spillovers 0 0 0 86 0 0 2 106
What Makes the Oil Pricing Center? The Impact of Futures Markets and Production 0 0 2 2 0 1 3 3
Total Working Papers 5 11 81 3,311 31 99 328 8,535


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 0 1 1 83
A re-examination of the Japanese money demand function and structural shifts 0 0 2 44 1 1 5 181
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 0 0 0 112
COMMON FACTORS OF THE EXCHANGE RISK PREMIUM IN EMERGING EUROPEAN MARKETS 0 0 0 7 1 1 5 43
Causal and frequency analyses of purchasing power parity 0 0 5 19 0 0 8 67
Currency crisis and contagion: evidence from exchange rates and sectoral stock indices of the Philippines and Thailand 0 0 0 67 0 1 1 253
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 0 0 3 166
Does the Long-Run PPP Hypothesis Hold for Africa? Evidence from a Panel Cointegration Study 0 0 0 0 0 0 0 390
Empirical analysis of the exchange rate channel in Japan 0 0 1 91 0 3 4 200
Financial flows, global interest rates, and political integration 0 0 0 5 0 1 1 22
Financial innovation and regional money 0 0 0 19 0 0 1 66
Generative AI: The transformative impact of ChatGPT on systemic financial risk in Chinese banks 0 0 0 0 0 0 0 0
Global and country-specific movements in real effective exchange rates: Implications for external competitiveness 0 0 0 7 0 0 2 38
Heterogeneity and convergence of regional inflation (prices) 0 0 2 49 0 1 5 135
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 0 0 4 27
Is corporate environmental responsibility more valuable in the transitory period? The moderating effect of ownership type 0 0 0 3 0 1 5 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 1 2 5 33
Macroeconomic interdependence in East Asia 0 0 0 17 0 1 4 114
On the Japanese Yen-U.S. Dollar Exchange Rate: A Structural Econometric Model Based on Real Interest Differentials 0 0 0 102 0 1 12 661
On the term structure of interest rates and inflation in Japan 0 0 0 69 0 1 3 306
PPP: Further evidence from Japanese regional data 0 0 1 42 0 0 2 141
Putting the dividend-price ratio under the microscope 0 0 0 26 0 0 2 92
Regional deposits and demographic changes 0 0 0 8 0 0 2 36
Regional inflation, spatial locations and the Balassa-Samuelson effect: Evidence from Japan 0 1 1 19 0 1 3 56
Relative Prices and Wages in China: Evidence from a Panel of Provincial Data 0 0 0 0 0 1 1 40
Spatial Dependence, Social Networks, and Economic Structures in Japanese Regional Labor Migration 0 0 0 3 0 2 2 12
Structural breaks in the real exchange rate and real interest rate relationship 0 0 0 79 1 1 5 233
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 0 0 1 805 0 0 7 2,434
The Term Structure of Interest Rates and Monetary Policy during a Zero Interest Rate Period 0 0 0 64 0 1 1 244
The effectiveness of Japanese foreign exchange interventions during 1991-2001 0 0 0 48 0 1 3 117
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 1 1 1 55
Toward Coexistence of Immigrants and Local People in Japan: Implications from Spatial Assimilation Theory 0 0 1 4 0 0 4 17
UK house price convergence clubs and spillovers 0 0 0 28 1 1 3 137
Total Journal Articles 0 1 14 1,821 6 24 106 6,834


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 1 4 31
Modeling and Predicting Japanese Stock Returns Based on the ARFIMA-FIGARCH 0 0 0 0 0 0 0 4
Total Chapters 0 0 0 1 0 1 4 35


Statistics updated 2025-10-06