Kenjiro Hirayama

Does exchange rate volatility deter Japan-China trade? Evidence from pre- and post-exchange rate reform in China

Yusaku Nishimura, Kenjiro Hirayama · Japan and the World Economy · 2013 · 68 citations

Economics, International Finance, East Asian Studies +11

Threshold effect in international linkage of stock prices

Kenjiro Hirayama, Yoshiro Tsutsui · Japan and the World Economy · 1998 · 36 citations

Economics, Financial Economics, International Finance +7

Do international investors cause stock market spillovers? Comparing responses of cross-listed stocks between accessible and inaccessible markets

Yusaku Nishimura, Yoshiro Tsutsui, Kenjiro Hirayama · Economic Modelling · 2017 · 28 citations

Do International Investors, International Finance, Cross Listing +7

Intraday return and volatility spillover mechanism from Chinese to Japanese stock market

Yusaku Nishimura, Yoshiro Tsutsui, Kenjiro Hirayama · Journal of the Japanese and International Economies · 2014 · 27 citations

Empirical Finance, Volatility Modeling, Financial Economics +8

Appropriate lag specification for daily responses of international stock markets

Yoshiro Tsutsui, Kenjiro Hirayama · Applied Financial Economics · 2004 · 15 citations

Engineering, International Linkage, International Finance +18