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The Chinese stock market does not react to the Japanese market : using intraday data to analyse return and volatility spillover effects
Nishimura, Yusaku; Tsutsui, Yoshirō; Hirayama, Kenjiro - In: The Japanese economic review : the journal of the … 67 (2016) 3, pp. 280-294
Persistent link: https://www.econbiz.de/10011720860
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Intraday return and volatility spillover mechanism from Chinese to Japanese stock market
Nishimura, Yusaku; Tsutsui, Yoshirō; Hirayama, Kenjiro - In: Journal of the Japanese and international economies : … 35 (2015), pp. 23-42
Persistent link: https://www.econbiz.de/10011380505
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Does exchange rate volatility deter Japan-China trade? : evidence from pre- and post-exchange rate reform in China
Nishimura, Yusaku; Hirayama, Kenjiro - In: Japan and the world economy : international journal of … 25/26 (2013), pp. 90-101
Persistent link: https://www.econbiz.de/10009762446
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The paradox of China's international stock market co-movement : evidence from volatility spillover effects between China and G5 stock markets
Nishimura, Yusaku; Men, Ming - In: Journal of Chinese economic and foreign trade studies 3 (2010) 3, pp. 235-253
Persistent link: https://www.econbiz.de/10008859380
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Why the long-term auto-correlation has not been eliminated by arbitragers : evidences from NYMEX
Li, Daye; Nishimura, Yusaku; Men, Ming - In: Energy economics 59 (2016), pp. 167-178
Persistent link: https://www.econbiz.de/10011699528
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Intraday volatility and volume in China's stock index and index futures markets
Nishimura, Yusaku; Sun, Bianxia - In: Asia-Pacific journal of financial studies 44 (2015) 6, pp. 932-955
Persistent link: https://www.econbiz.de/10011471124
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The intraday volatility spillover index approach and an application in the Brexit vote
Nishimura, Yusaku; Sun, Bianxia - In: Journal of international financial markets, … 55 (2018), pp. 241-253
Persistent link: https://www.econbiz.de/10011984139
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Impacts of Donald Trump's tweets on volatilities in the European stock markets
Nishimura, Yusaku; Sun, Bianxia - In: Finance research letters 72 (2025), pp. 1-8
Persistent link: https://www.econbiz.de/10015199617
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President's Tweets, US-China economic conflict and stock market Volatility : evidence from China and G5 countries
Nishimura, Yusaku; Sun, Bianxia - In: The North American journal of economics and finance : a … 58 (2021), pp. 1-12
Persistent link: https://www.econbiz.de/10013187621