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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

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

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

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

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

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

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

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

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

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

Purpose – The purpose of this paper is to examine the daily and overnight volatility spillover effects in common stock prices between China and G5 countries and explain their implications on the basis of empirical results. Design/methodology/approach – The analysis utilizes the exponential...

Persistent link: https://www.econbiz.de/10014847541