Jun Nagayasu
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Jun |
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Nagayasu |
Identifer
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Affiliations
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Tohoku University
/ Graduate School of Economics and Management
Research profile
author of:
- Unknown item RePEc:ann:findec:book:y:2006:n:02:ch:12:mon (chapter)
- Does the Long-Run PPP Hypothesis Hold for Africa? Evidence from a Panel Cointegration Study (RePEc:bla:buecrs:v:54:y:2002:i:2:p:181-87)
by Nagayasu, Jun - Common Factors Of The Exchange Risk Premium In Emerging European Markets (RePEc:bla:buecrs:v:64:y:2012:i:s1:p:s71-s85)
by Joseph P. Byrne & Jun Nagayasu - The Common Component in Forward Premiums: Evidence from the Asia–Pacific Region (RePEc:bla:reviec:v:19:y:2011:i:4:p:750-762)
by Jun Nagayasu - An Investigation of Housing Affordability in the UK Regions (RePEc:edn:sirdps:453)
by Alberto, Montagnoli & Jun, Nagayasu - The Forward Premium Puzzle and The Euro (RePEc:edn:sirdps:490)
by Jun, Nagayasu - Co-movements in Real Effective Exchange Rates: Evidence from the Dynamic Hierarchical Factor Model (RePEc:edn:sirdps:491)
by Nagayasu, Jun - Currency Forecast Errors at Times of Low Interest Rates: Evidence from Survey Data on the Yen/Dollar Exchange Rate (RePEc:edn:sirdps:525)
by MacDonald, Ronald & Nagayasu, Jun - UK House Prices: Convergence Clubs and Spillovers (RePEc:edn:sirdps:526)
by Montagnoli, Alberto & Nagayasu, Jun - Common and Idiosyncratic Factors of the Exchange Risk Premium in Emerging European Markets (RePEc:edn:sirdps:62)
by Byrne, Joseph P. & Nagayasu, Jun - Structural Breaks in the Real Exchange Rate and Real Interest Rate Relationship (RePEc:edn:sirdps:65)
by Byrne, Joseph P. & Nagayasu, Jun - Currency crisis and contagion: evidence from exchange rates and sectoral stock indices of the Philippines and Thailand (RePEc:eee:asieco:v:12:y:2001:i:4:p:529-546)
by Nagayasu, Jun - The effectiveness of Japanese foreign exchange interventions during 1991-2001 (RePEc:eee:ecolet:v:84:y:2004:i:3:p:377-381)
by Nagayasu, Jun - Financial flows, global interest rates, and political integration (RePEc:eee:finlet:v:31:y:2019:i:c:s1544612318307670)
by Nagayasu, Jun - Putting the dividend-price ratio under the microscope (RePEc:eee:finlet:v:4:y:2007:i:3:p:186-195)
by Nagayasu, Jun - Is corporate environmental responsibility more valuable in the transitory period? The moderating effect of ownership type (RePEc:eee:finlet:v:53:y:2023:i:c:s1544612322007619)
by Zhou, Hui & Nagayasu, Jun - Structural breaks in the real exchange rate and real interest rate relationship (RePEc:eee:glofin:v:21:y:2010:i:2:p:138-151)
by Byrne, Joseph P. & Nagayasu, Jun - The forward premium puzzle and the Euro (RePEc:eee:intfin:v:32:y:2014:i:c:p:436-451)
by Nagayasu, Jun - Causal and frequency analyses of purchasing power parity (RePEc:eee:intfin:v:71:y:2021:i:c:s1042443121000068)
by Nagayasu, Jun - Asymmetric effects of monetary indicators on the Japanese yen (RePEc:eee:japwor:v:15:y:2003:i:2:p:143-159)
by Nagayasu, Jun - Macroeconomic interdependence in East Asia (RePEc:eee:japwor:v:22:y:2010:i:4:p:219-227)
by Nagayasu, Jun - On the term structure of interest rates and inflation in Japan (RePEc:eee:jebusi:v:54:y:2002:i:5:p:505-523)
by Nagayasu, Jun - UK house price convergence clubs and spillovers (RePEc:eee:jhouse:v:30:y:2015:i:c:p:50-58)
by Montagnoli, Alberto & Nagayasu, Jun - Empirical analysis of the exchange rate channel in Japan (RePEc:eee:jimfin:v:26:y:2007:i:6:p:887-904)
by Nagayasu, Jun - Currency forecast errors and carry trades at times of low interest rates: Evidence from survey data on the yen/dollar exchange rate (RePEc:eee:jimfin:v:53:y:2015:i:c:p:1-19)
by MacDonald, Ronald & Nagayasu, Jun - Global and country-specific movements in real effective exchange rates: Implications for external competitiveness (RePEc:eee:jimfin:v:76:y:2017:i:c:p:88-105)
by Nagayasu, Jun - On the Japanese Yen-U.S. Dollar Exchange Rate: A Structural Econometric Model Based on Real Interest Differentials (RePEc:eee:jjieco:v:12:y:1998:i:1:p:75-102)
by MacDonald, Ronald & Nagayasu, Jun - Heterogeneity and convergence of regional inflation (prices) (RePEc:eee:jmacro:v:33:y:2011:i:4:p:711-723)
by Nagayasu, Jun - A re-examination of the Japanese money demand function and structural shifts (RePEc:eee:jpolmo:v:25:y:2003:i:4:p:359-375)
by Nagayasu, Jun - PPP: Further evidence from Japanese regional data (RePEc:eee:reveco:v:18:y:2009:i:3:p:419-427)
by Nagayasu, Jun & Inakura, Noriko - Inflation and consumption of nontradable goods: Global implications from regional analyses (RePEc:eee:reveco:v:48:y:2017:i:c:p:478-491)
by Nagayasu, Jun - The threshold consumption correlation-based approach to international capital mobility: Evidence from advanced and developing countries (RePEc:eee:streco:v:23:y:2012:i:3:p:256-263)
by Nagayasu, Jun - Is Inflation Fiscally Determined? (RePEc:gam:jsusta:v:13:y:2021:i:20:p:11306-:d:655296)
by Lamia Bazzaoui & Jun Nagayasu - Toward Coexistence of Immigrants and Local People in Japan: Implications from Spatial Assimilation Theory (RePEc:gam:jsusta:v:13:y:2021:i:7:p:3849-:d:527482)
by Koji Murayama & Jun Nagayasu - Spatial Dependence, Social Networks, and Economic Structures in Japanese Regional Labor Migration (RePEc:gam:jsusta:v:14:y:2022:i:3:p:1865-:d:743392)
by Koji Murayama & Jun Nagayasu & Lamia Bazzaoui - Common and idiosyncratic factors of the exchange risk premium in emerging European markets (RePEc:gla:glaewp:2008_28)
by Joseph P. Byrne & Jun Nagayasu - Structural Breaks in the Real Exchange Rate and Real Interest Rate Relationship (RePEc:gla:glaewp:2008_29)
by Joseph P. Byrne & Jun Nagayasu - The Term Structure of Interest Rates and Monetary Policy during a Zero Interest Rate Period (RePEc:ime:imemes:v:22:y:2004:i:2:p:19-43)
by Nagayasu, Jun - Japanese Effective Exchange Rates and Determinants: Prices, Real Interest Rates, and Actual and Optimal Current Accounts (RePEc:imf:imfwpa:1998/086)
by Mr. Jun Nagayasu - Does the Long-Run Ppp Hypothesis Hold for Africa? Evidence From Panel Co-Integration Study (RePEc:imf:imfwpa:1998/123)
by Mr. Jun Nagayasu - The Long-Run Relationship Between Real Exchange Rates and Real Interest Rate Differentials: A Panel Study (RePEc:imf:imfwpa:1999/037)
by Mr. Jun Nagayasu & Mr. Ronald MacDonald - Determinants of Angola’s Parallel Market Real Exchange Rate (RePEc:imf:imfwpa:1999/090)
by Mr. Jun Nagayasu & Mr. Enrique A Gelbard - Currency Crisis and Contagion: Evidence From Exchange Rates and Sectoral Stock Indices of the Philippines and Thailand (RePEc:imf:imfwpa:2000/039)
by Mr. Jun Nagayasu - The Efficiency of the Japanese Equity Market (RePEc:imf:imfwpa:2003/142)
by Mr. Jun Nagayasu - The Term Structure of Interest Rates and Monetary Policy During a Zero-Interest-Rate Period (RePEc:imf:imfwpa:2003/208)
by Mr. Jun Nagayasu - Life Cycles and Gender in Residential Mobility Decisions (RePEc:kap:jrefec:v:62:y:2021:i:3:d:10.1007_s11146-019-09743-7)
by Jun Nagayasu - The Long-Run Relationship Between Real Exchange Rates and Real Interest Rate Differentials: A Panel Study (RePEc:pal:imfstp:v:47:y:2000:i:1:p:5)
by Ronald MacDonald & Jun Nagayasu - Economic Activities and Regional Correlation During Economic and Natural Disasters (RePEc:pra:mprapa:103084)
by Nagayasu, Jun - The Common Component in the Forward Premium: Evidence from the Asia-Pacific Region (RePEc:pra:mprapa:24549)
by Nagayasu, Jun - Regional Inflation in China (RePEc:pra:mprapa:24722)
by Nagayasu, Jun - Regional Inflation (Price) Behaviors: Heterogeneity and Convergence (RePEc:pra:mprapa:25430)
by Nagayasu, Jun - Macroeconomic Interdependence in East Asia (RePEc:pra:mprapa:27129)
by Nagayasu, Jun - Domestic Capital Mobility: A Panel Data Approach (RePEc:pra:mprapa:27720)
by Nagayasu, Jun - Economic Factors Contributing to Time-Varying Conditional Correlations in Stock Returns (RePEc:pra:mprapa:28391)
by Nagayasu, Jun - Financial Innovation and Regional Money (RePEc:pra:mprapa:29194)
by Nagayasu, Jun - Regional deposits and demographic changes (RePEc:pra:mprapa:31363)
by Nagayasu, Jun - Common factors of the exchange risk premium in emerging European markets (RePEc:pra:mprapa:31393)
by Byrne, Joseph P & Nagayasu, Jun - The threshold nonstationary panel data approach to forward premiums (RePEc:pra:mprapa:34265)
by Nagayasu, Jun - The threshold consumption correlation-based approach to international capital mobility: evidence from advanced and developing countries (RePEc:pra:mprapa:36215)
by Nagayasu, Jun - Regional inflation and industrial structure in monetary union (RePEc:pra:mprapa:37310)
by Nagayasu, Jun - Long-Run Implications of the Covered Interest Rate Parity Condition: Evidence during the Recent Crisis and Non-Crisis Periods (RePEc:pra:mprapa:41566)
by Nagayasu, Jun - The Forward Premium Puzzle And Risk Premiums (RePEc:pra:mprapa:42472)
by Nagayasu, Jun - The Forward Premium Puzzle And The Euro (RePEc:pra:mprapa:45746)
by Nagayasu, Jun - Interdependence in Real Effective Exchange Rates: Evidence from the Dynamic Hierarchical Factor Model (RePEc:pra:mprapa:45955)
by Nagayasu, Jun - Regional inflation, spatial location and the Balassa-Samuelson effect (RePEc:pra:mprapa:59220)
by Nagayasu, Jun - Global and country-specific factors in real effective exchange rates (RePEc:pra:mprapa:64217)
by Nagayasu, Jun - Regional Inflation and Consumption Behaviors (RePEc:pra:mprapa:68566)
by Nagayasu, Jun - Commonality and Heterogeneity in Real Effective Exchange Rates: Evidence from Advanced and Developing Countries (RePEc:pra:mprapa:70078)
by Nagayasu, Jun - Inflation and Bubbles in the Japanese Condominium Market (RePEc:pra:mprapa:71192)
by Nagayasu, Jun - Spatial Dependence, Social Networks, and Economic Structures in Regional Labor Migration (RePEc:pra:mprapa:95691)
by Murayama, Koji & Nagayasu, Jun - Is Inflation Fiscally Determined? (RePEc:pra:mprapa:95753)
by Bazzaoui, Lamia & Nagayasu, Jun - Relative Prices and Wages in China: Evidence from a Panel of Provincial Data (RePEc:ris:integr:0431)
by Nagayasu, Jun & Liu, Ying - Asia-Pacific Stock Returns around the Lehman Shock and Beyond: time-varying conditional correlations (RePEc:ris:integr:0607)
by Nagayasu, Jun - Regional inflation, spatial locations and the Balassa-Samuelson effect: Evidence from Japan (RePEc:sae:urbstu:v:54:y:2017:i:6:p:1482-1499)
by Jun Nagayasu - Detecting Tranquil and Bubble Periods in Housing Markets: A Review and Application of Statistical Methods (RePEc:spr:dymchp:978-3-030-54252-8_4)
by Jun Nagayasu - A dynamic factor approach to domestic capital mobility (RePEc:spr:empeco:v:44:y:2013:i:2:p:685-700)
by Jun Nagayasu - An investigation of housing affordability in the UK regions (RePEc:str:wpaper:1316)
by Alberto Montagnoli & Jun Nagaysu - The forward premium puzzle and the euro (RePEc:str:wpaper:1317)
by Jun Nagayasu - Co-movements in real effective exchange rates: evidence from the dynamic hierarchical factor model (RePEc:str:wpaper:1318)
by Jun Nagayasu - Currency forecast errors at times of low interest rates: evidence from survey data on the Yen/Dollar exchange rate (RePEc:str:wpaper:1321)
by Ronald MacDonald & Jun Nagayasu - UK house prices: convergence clubs and spillovers (RePEc:str:wpaper:1322)
by Alberto Montagnoli & Jun Nagayasu - Regional deposits and demographic changes (RePEc:taf:apeclt:v:19:y:2012:i:10:p:939-942)
by Jun Nagayasu - Unknown item RePEc:taf:apfiec:v:18:y:2008:i:4:p:295-307 (article)
- Financial innovation and regional money (RePEc:taf:applec:44:y:2012:i:35:p:4617-4629)
by Jun Nagayasu - International and Interprefectural Migration in Japan : Implications for the Spatial Assimilation Theory (RePEc:toh:dssraa:116)
by Koji Murayama & Jun Nagayasu - Economic Activities and Regional Correlation During Economic and Natural Disasters (RePEc:toh:dssraa:117)
by Jun Nagayasu - Cyclical Reaction of Fiscal Policy and its Relationship with the Current Account Balance (RePEc:toh:dssraa:118)
by Lamia Bazzaoui & Jun Nagayasu & Ronald MacDonald - Causal and Frequency Analyses of Purchasing Power Parity (RePEc:toh:dssraa:119)
by Jun Nagayasu - Is Corporate Environmental Responsibility More Valuable in the Shaky Period? The Moderating Effect of Ownership Type (RePEc:toh:dssraa:121)
by Zhou Hui & Jun Nagayasu - Privatization's Influence on Agglomeration and Selection Effects: Evidence from China's Manufacturing Industry (RePEc:toh:dssraa:126)
by Yikai Zhao & Jun Nagayasu - The Non-monotonic Relationship Between ESG Disclosure and Stock Price Crash Risk (RePEc:toh:dssraa:134)
by Hui Zhou & Jun Nagayasu - Agglomeration and Selection Effects in Privatized-SOEs: The Role of SOE Reforms (RePEc:toh:dssraa:137)
by Yikai Zhao & Jun Nagayasu - Credit Constraints, Corporate Transparency, and Export (RePEc:toh:dssraa:139)
by Yikai Zhao & Rui Sun & Jun Nagayasu - Does Supply Chain Transparency Help Identify and Prevent Corporate Greenwashing? (RePEc:toh:dssraa:140)
by Yikai Zhao & Jun Nagayasu - Measuring Climate Policy Uncertainty with LLMs: New Insights into Corporate Bond Credit Spreads (RePEc:toh:dssraa:143)
by Yikai Zhao & Jun Nagayasu & Xinyi Geng - Financial Flows, Global Interest Rates, and Political Integration (RePEc:toh:dssraa:75)
by Jun Nagayasu - Condominium Prices and Inflation: The Role of Financial Inflows and Transaction Volumes in Japan (RePEc:toh:dssraa:76)
by Jun Nagayasu - Intra-temporal Substitution between Tradable and Nontradable Goods: Evidence from the Japanese Cross-sectional Survey Data (RePEc:toh:dssraa:77)
by Jun Nagayasu - Productivity Spillovers in the Global Market (RePEc:toh:dssraa:87)
by Nazmus Sadat Khan & Jun Nagayasu - Spatial Dependence and Social Networks in Regional Labor Migration (RePEc:toh:dssraa:88)
by Koji Murayama & Jun Nagayasu - Homeownership and Residential Mobility during the "Lost Decades" (RePEc:toh:dssraa:89)
by Jun Nagayasu - A Dynamic Analysis of Chinese Yuan (RMB) Internationalization with Bayesian-Based Time Series Model (RePEc:toh:tupdaa:33)
by Zihe Li & Jun Nagayasu - Financial Systemic Risk behind Artificial Intelligence:Evidence from China (RePEc:toh:tupdaa:44)
by Jingyi Tian & Jun Nagayasu - Regional Policies’ Impacts on Urban Migration:Evidence from Special Economic Zones in China (RePEc:toh:tupdaa:45)
by Shutong Zhang & Jun Nagayasu - AI and Financial Systemic Risk in the Global Market (RePEc:toh:tupdaa:55)
by Jingyi TIAN & Jun NAGAYASU