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subject:"Japan"
isPartOf:"Journal of the Japanese and international economies : an international journal ; JJIE"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~subject:"ARCH model"
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Journal of the Japanese and international economies : an international journal ; JJIE
The North American journal of economics and finance : a journal of financial economics studies
Applied economics
100
RIETI discussion paper
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Energy economics
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66
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1
The fluctuation correlation between investor sentiment and stock index using VMD-LSTM : evidence from China stock market
Gao, Zhenbin
;
Zhang, Jie
- In:
The North American journal of economics and finance : a …
66
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014483735
Saved in:
2
Forecasting VIX using two-component realized EGARCH model
Wu, Xinyu
;
Zhao, An
;
Liu, Li
- In:
The North American journal of economics and finance : a …
67
(
2023
),
pp. 1-18
Persistent link: https://www.econbiz.de/10014484064
Saved in:
3
Cross-market information transmission and stock market volatility prediction
Wang, Yide
;
Chen, Zan
;
Ji, Xiaodong
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-14
Persistent link: https://www.econbiz.de/10014485465
Saved in:
4
Multiperiod portfolio allocation : a study of volatility clustering, non-normalities and predictable returns
Simonato, Jean-Guy
;
Denault, Michel
- In:
The North American journal of economics and finance : a …
68
(
2023
),
pp. 1-21
Persistent link: https://www.econbiz.de/10014486271
Saved in:
5
Do the self-employed underreport their income? : evidence from Japanese panel data
Niizeki, Takeshi
;
Hamaaki, Junya
- In:
Journal of the Japanese and international economies : …
67
(
2023
),
pp. 1-16
Persistent link: https://www.econbiz.de/10014252709
Saved in:
6
Time-varying risk spillovers in Chinese stock market : new evidence from high-frequency data
Zhou, Dong-hai
;
Liu, Xiao-xing
;
Tang, Chun
;
Yang, Guang-yi
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-15
Persistent link: https://www.econbiz.de/10014246902
Saved in:
7
Evolving United States stock market volatility : the role of conventional and unconventional monetary policies
Plakandaras, Vasilios
;
Gupta, Rangan
;
Balcilar, Mehmet
; …
- In:
The North American journal of economics and finance : a …
60
(
2022
),
pp. 1-21
Persistent link: https://www.econbiz.de/10013449139
Saved in:
8
The contagion effect of jump risk across Asian stock markets during the Covid-19 pandemic
Zhang, Yi
;
Zhou, Long
;
Chen, Yajiao
;
Liu, Fang
- In:
The North American journal of economics and finance : a …
61
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013449345
Saved in:
9
Cross-sectional quantile regression for estimating conditional VaR of returns during periods of high volatility
Vidal-Llana, Xenxo
;
Guillén, Montserrat
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-9
Persistent link: https://www.econbiz.de/10014225819
Saved in:
10
Understanding the conditional out-of-sample predictive impact of the price of crude oil on aggregate equity return volatility
Nonejad, Nima
- In:
The North American journal of economics and finance : a …
62
(
2022
),
pp. 1-25
Persistent link: https://www.econbiz.de/10013534202
Saved in:
11
Can child benefit reductions increase maternal employment? : evidence from Japan
Asakawa, Shinsuke
;
Sasaki, Masaru
- In:
Journal of the Japanese and international economies : …
66
(
2022
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013537633
Saved in:
12
A novel estimation of time-varying quantile correlation for financial contagion detection
Ye, Wuyi
;
Li, Mingge
;
Wu, Yuehua
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-24
Persistent link: https://www.econbiz.de/10014225731
Saved in:
13
Estimating yield spreads volatility using GARCH-type models
Kim, Jong-Min
;
Kim, Dong H.
;
Jung, Hojin
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012822078
Saved in:
14
Jump Interdependencies : stochastic linkages among international stock markets
Kshatriya, Saranya
;
Prasanna, Krishna
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012822184
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15
Testing the forward volatility unbiasedness hypothesis in exchange rates under long-range dependence
Pérez Rodríguez, Jorge V.
;
Andrada Félix, Julián
; …
- In:
The North American journal of economics and finance : a …
57
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012822266
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16
Does the productivity J-curve exist in Japan? : empirical studies based on the multiple q theory
Miyagawa, Tsutomu
;
Tonogi, Konomi
;
Ishikawa, Takayuki
- In:
Journal of the Japanese and international economies : …
61
(
2021
),
pp. 1-11
Persistent link: https://www.econbiz.de/10013276962
Saved in:
17
The macroeconomic effects of monetary policy : evidence from Japan
Nagao, Ryoya
;
Kondo, Yoshihiro
;
Nakazono, Yoshiyuki
- In:
Journal of the Japanese and international economies : …
61
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013277279
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18
Employer-provided training and productivity : evidence from a panel of Japanese firms
Morikawa, Masayuki
- In:
Journal of the Japanese and international economies : …
61
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013277295
Saved in:
19
Foreign ownership, exporting and gender wage gaps : evidence from Japanese linked employer-employee data
Greaney, Theresa M.
;
Tanaka, Ayumu
- In:
Journal of the Japanese and international economies : …
61
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013277299
Saved in:
20
Predictability in international stock returns using currency fluctuations and forward rate forecasts
Wang, Jiexin
;
Han, Xue
;
Huang, Emily J.
;
Yost-Bremm, Chris
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-21
Persistent link: https://www.econbiz.de/10012656847
Saved in:
21
Impact of volatility jumps in a mean-reverting model : derivative pricing and empirical evidence
Chiu, Hsin-Yu
;
Chen, Ting-Fu
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-22
Persistent link: https://www.econbiz.de/10012656907
Saved in:
22
U.S. uncertainty and Asian stock prices : evidence from the asymmetric NARDL model
Liang, Chin Chia
;
Troy, Carol
;
Rouyer, Ellen
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-26
Persistent link: https://www.econbiz.de/10012659104
Saved in:
23
Are the interdependence characteristics of the US and Canadian energy equity sectors nonlinear and asymmetric?
Hanif, Waqas
;
Hernandez, Jose Arreola
;
Sadorsky, Perry A.
; …
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012659565
Saved in:
24
"Global factors, international spillovers, and the term structure of interest rates : new evidence for Asian Countries"
Guerello, Chiara
;
Tronzano, Marco
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012659596
Saved in:
25
A TVM-Copula-MIDAS-GARCH model with applications to VaR-based portfolio selection
Jiang, Cuixia
;
Ding, Xiaoyi
;
Xu, Qifa
;
Tong, Yongbo
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012659611
Saved in:
26
Forecasting risk in the US Dollar exchange rate under volatility shifts
Anjum, Hassan
;
Malik, Farooq
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012664814
Saved in:
27
Dynamic volatility transmission and portfolio management across major cryptocurrencies : evidence from hourly data
Mensi, Walid
;
Al-Yahyaee, Khamis Hamed
;
Al-Jarrah, …
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012665455
Saved in:
28
Improving the realized GARCH's volatility forecast for Bitcoin with jump-robust estimators
Hung, Jui-Cheng
;
Liu, Hung-Chun
;
Yang, Jimmy J.
- In:
The North American journal of economics and finance : a …
52
(
2020
),
pp. 1-11
Persistent link: https://www.econbiz.de/10012654833
Saved in:
29
Japanese foreign exchange interventions, 1971-2018 : estimating a reaction function using the best proxy
Itō, Takatoshi
;
Tomoyoshi, Yabu
- In:
Journal of the Japanese and international economies : …
58
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012654977
Saved in:
30
Job tasks and wages in the Japanese labor market : evidence from wage functions
Kobayashi, Toru
;
Yamamoto, Isamu
- In:
Journal of the Japanese and international economies : …
58
(
2020
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012654985
Saved in:
31
Asymmetric volatility in equity markets around the world
Horpestad, Jone B.
;
Lyócsa, Štefan
;
Molnár, Peter
; …
- In:
The North American journal of economics and finance : a …
48
(
2019
),
pp. 540-554
Persistent link: https://www.econbiz.de/10012120304
Saved in:
32
Forecasting aggregate equity return volatility using crude oil price volatility : The role of nonlinearities and asymmetries
Nonejad, Nima
- In:
The North American journal of economics and finance : a …
50
(
2019
),
pp. 1-20
Persistent link: https://www.econbiz.de/10012203664
Saved in:
33
Time-varying risk aversion and realized gold volatility
Demirer, Rıza
;
Gillas, Konstantinos Gkillas
;
Gupta, Rangan
- In:
The North American journal of economics and finance : a …
50
(
2019
)
101048
,
pp. 1-16
Persistent link: https://www.econbiz.de/10012204443
Saved in:
34
The impact of worker-financed training : evidence from early- and mid-career workers in Japan
Hara, Hiromi
- In:
Journal of the Japanese and international economies : …
51
(
2019
),
pp. 64-75
Persistent link: https://www.econbiz.de/10012260212
Saved in:
35
International spillovers into Asian stock markets under the unconventional monetary policies of advanced countries
Sugimoto, Kimiko
;
Matsuki, Takashi
- In:
Journal of the Japanese and international economies : …
52
(
2019
),
pp. 171-188
Persistent link: https://www.econbiz.de/10012260477
Saved in:
36
Firm predicted exchange rates and nonlinearities in pricing-to-market
Nguyen, Thi-Ngoc Anh
;
Satō, Kiyotaka
- In:
Journal of the Japanese and international economies : …
53
(
2019
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012260550
Saved in:
37
Has the Grexit news affected euro area financial markets?
Gregori, Wildmer Daniel
;
Sacchi, Agnese
- In:
The North American journal of economics and finance : a …
49
(
2019
),
pp. 71-84
Persistent link: https://www.econbiz.de/10012269153
Saved in:
38
The demand for banking and shadow banking services
Serletis, Apostolos
;
Xu, Libo
- In:
The North American journal of economics and finance : a …
47
(
2019
),
pp. 132-146
Persistent link: https://www.econbiz.de/10012117824
Saved in:
39
International portfolio of stock indices with spatiotemporal correlations : Can investors still benefit from portfolio, when and where?
Mo, Guoli
;
Tan, Chunzhi
;
Zhang, Weiguo
;
Liu, Fang
- In:
The North American journal of economics and finance : a …
47
(
2019
),
pp. 168-183
Persistent link: https://www.econbiz.de/10012117833
Saved in:
40
Sluggish private investment in Japan's Lost Decade : mixed frequency vector autoregression approach
Motegi, Kaiji
;
Sadahiro, Akira
- In:
The North American journal of economics and finance : a …
43
(
2018
),
pp. 118-128
Persistent link: https://www.econbiz.de/10012036270
Saved in:
41
The "Sell in May" effect : a review and new empirical evidence
Degenhardt, Thomas
;
Auer, Benjamin R.
- In:
The North American journal of economics and finance : a …
43
(
2018
),
pp. 169-205
Persistent link: https://www.econbiz.de/10012036281
Saved in:
42
Volatility spillovers among the U.S. and Asian stock markets : a comparison between the periods of Asian currency crisis and subprime credit crisis
Lien, Da-hsiang Donald
;
Lee, Geul
;
Li, Yang
;
Zhang, Yuyin
- In:
The North American journal of economics and finance : a …
46
(
2018
),
pp. 187-201
Persistent link: https://www.econbiz.de/10012036617
Saved in:
43
International evidence on firm level decisions in response to the crisis : shareholders vs. other stakeholders
Allen, Franklin
;
Carletti, Elena
;
Grinstein, Yaniv
- In:
Journal of the Japanese and international economies : …
47
(
2018
),
pp. 3-16
Persistent link: https://www.econbiz.de/10012111312
Saved in:
44
Spatial spillovers in job matching : evidence from the Japanese local labor markets
Higashi, Yudai
- In:
Journal of the Japanese and international economies : …
50
(
2018
),
pp. 1-15
Persistent link: https://www.econbiz.de/10012111523
Saved in:
45
The effect of school quality on housing rents : evidence from Matsue city in Japan
Kuroda, Yuta
- In:
Journal of the Japanese and international economies : …
50
(
2018
),
pp. 16-25
Persistent link: https://www.econbiz.de/10012111526
Saved in:
46
Evaluating the predicting power of ordered probit models for multiple business cycle phases in the U.S. and Japan
Proaño Acosta, Christian
;
Tarassow, Artur
- In:
Journal of the Japanese and international economies : …
50
(
2018
),
pp. 60-71
Persistent link: https://www.econbiz.de/10012111864
Saved in:
47
Bubble contagion : evidence from Japan's asset price bubble of the 1980-90s
Hu, Yang
;
Oxley, Les
- In:
Journal of the Japanese and international economies : …
50
(
2018
),
pp. 89-95
Persistent link: https://www.econbiz.de/10012111868
Saved in:
48
Dependence structures between Chinese stock markets and the international financial market : evidence from a wavelet-based quantile regression approach
Yang, Lu
;
Tian, Shuairu
;
Yang, Wei
;
Xu, Mingli
;
Hamori, …
- In:
The North American journal of economics and finance : a …
45
(
2018
),
pp. 116-137
Persistent link: https://www.econbiz.de/10012117763
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49
Assessing the effects of reducing standard hours : regression discontinuity evidence from Japan
Kawaguchi, Daiji
;
Naitō, Hisahiro
;
Yokoyama, Izumi
- In:
Journal of the Japanese and international economies : …
43
(
2017
),
pp. 59-76
Persistent link: https://www.econbiz.de/10011878414
Saved in:
50
Pair trading based on quantile forecasting of smooth transition GARCH models
Chen, Cathy W. S.
;
Wang, Zona
;
Songsak Sriboonchitta
; …
- In:
The North American journal of economics and finance : a …
39
(
2017
),
pp. 38-55
Persistent link: https://www.econbiz.de/10011878579
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