In this paper, we analyse the response of Japan’s foreign exchange and stock markets to the outcomes of the Brexit … impact of the Brexit referendum. …

research, we investigate the impacts of international information (news) on the financial markets in Japan. We examine how news … about the results of the Brexit referendum (BR) and the United States presidential election (USE) affected foreign exchange …

Japan and its economic partners, namely, the United States, the Eurozone, and the United Kingdom. First, we apply a … housing prices. Second, we analyze the volatility spillover in housing prices between Japan and its economic partners using … bubble migration with time-varying coefficients. We document two historical bubble episodes from 1970 to 2018 in Japan …

This paper applies long-memory techniques (both parametric and semi-parametric) to examine whether Brexit has led to … Brexit referendum, and find an increase in the degree of persistence in all cases except for the British pound-yen IV, whose … persistence has declined after Brexit. These findings highlight the importance of completing swiftly the negotiations with the EU …

This paper applies long-memory techniques (both parametric and semi-parametric) to examine whether Brexit has led to … Brexit referendum, and find an increase in the degree of persistence in all cases except for the British pound-yen IV, whose … persistence has declined after Brexit. These findings highlight the importance of completing swiftly the negotiations with the EU …

This paper applies long-memory techniques (both parametric and semi-parametric) to examine whether Brexit has led to … of the series under investigation before and after the Brexit referendum, and find an increase in the degree of … persistence in all cases except for the British pound-yen IV, whose persistence has declined after Brexit. These findings …