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Yusaku Nishimura

作者:  来源:  发布日期:2018-07-07

Yusaku Nishimura

Yusaku Nishimura is a professor of the Institute of International Economy at the University of International Business and Economics (UIBE) in China, where he was awarded a Ph.D. (Economics) in 2010. He was awarded the second prize at the national Doctoral Forum of China in 2008 and his doctoral dissertation was awarded as the best Ph.D thesis in UIBE. 

 

Research Interests

High-frequency volatility estimation; International linkage of stock prices and volatility 

 

Publications

  1. “Do international Investors Cause Stock Market Spillovers? Comparing Responses of Cross-listed Stocks between Accessible and Inaccessible Markets,” Economic Modelling, Vol.69, pp.237-248, 2018. First Author (Yusaku Nishimura, Yoshiro Tsutsui and Kenjiro Hirayama)

  2. “China’s Exchange-Rate Regime Reform and Trade between China and the Eurozone,” Emerging Markets Finance and Trade, Vol.54, Issue 2, pp.450-467, 2018. First Author (Yusaku Nishimura and Bianxia Sun)

  3. “Why the Long-term Auto-correlation Has Not Been Eliminated by Arbitragers: Evidences from NYMEX,” Energy Economics Vol.59, pp.167-178, 2016. Second Author (Da-Ye Li Yusaku Nishimura and Ming Men)

  4. “The Chinese Stock Market does not React to the Japanese Market: Using Intraday Data to Analyze Return and Volatility Spillover Effects,” The Japanese Economic Review, Vol. 67, No.3, pp.280-294, 2016. First Author (Yusaku Nishimura, Yoshiro Tsutsui and Kenjiro Hirayama)

  5. “The Long Memory and the Transaction Cost in Financial Markets,” Physica A: Statistical Mechanics and its Applications Vol.442, pp.312-320, 2016. Second Author (Da-Ye Li Yusaku Nishimura and Ming Men)

  6.  “Intraday Volatility and Volume in China’s Stock Index and Index Futures Markets,” Asia-Pacific Journal of Financial Studies, Vol.44, Issue 6, pp.932–955, 2015. First Author (Yusaku Nishimura and Bianxia Sun)

  7. “Intraday Return and Volatility Spillover Mechanism from Chinese to Japanese Stock Market,” Journal of the Japanese and International Economies, Vol.35, pp.23-42, 2015. First Author (Yusaku Nishimura, Yoshiro Tsutsui and Kenjiro Hirayama)

  8.  “Fractal Markets: Liquidity and Investors on Different Time Horizons,” Physica A: Statistical Mechanics and its Applications, Vol.407, pp.144-151, 2014. Second Author (Da-Ye Li Yusaku Nishimura and Ming Men)

  9. “Does Exchange Rate Volatility Deter Japan-China Trade? Evidence from Pre- and Post-Exchange Rate Reform in China,” Japan and the World Economy, Vol. 25-26, pp.90-101, 2013. First Author (Yusaku Nishimura and Kenjiro Hirayama)

 

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