Yusaku Nishimura

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

The intraday volatility spillover index approach and an application in the Brexit vote

Yusaku Nishimura, Bianxia Sun · Journal of International Financial Markets Institutions and Money · 2018 · 30 citations

Economics, Volatility Modeling, Financial Economics +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

The paradox of China's international stock market co‐movement

Yusaku Nishimura, Ming Men · Journal of Chinese Economic and Foreign Trade Studies · 2010 · 23 citations

G5 Countries, Volatility Modeling, Chinese Foreign Policy +20