研究者
J-GLOBAL ID：200901037829641533
更新日: 2024年11月17日
永易 淳
Nagayasu Jun | Nagayasu Jun
所属機関・部署：
職名：
教授
ホームページURL (2件)：
https://sites.google.com/site/nagayasujun/
,
https://sites.google.com/site/nagayasuj/home
研究分野 (2件)：
経済統計
, 金融、ファイナンス
研究キーワード (3件)：
国際金融
, 応用経済
, 国際経済
競争的資金等の研究課題 (17件)：
- 2024 - 2029 国際金融市場におけるAIの普及とシステミック・リスク
- 2020 - 2023 グローバル市場における経常収支黒字と財政赤字の並存:周期・項目別分析
- 2017 - 2020 消費者行動と実質為替レート(相対価格)
- 2013 - 2016 ダイナミック階層ファクター・モデルによる為替レートの変動と伝播効果の解明
- 2012 - 2013 ダイナミック・ファクター・モデルによる国内金融市場統合の分析
- 2009 - 2011 グローバル危機とアジア経済
- 2009 - 2011 外国為替市場におけるリスクから考察した伝播効果
- 2006 - 2008 情報と投資家行動の実証分析
- 2006 - 2007 Purchasing power parity: further evidence from Japanese municipal data
- 2006 - 2007 実質為替レートと金利の非線形関係の実証分析
- 2007 - 2007 Investors and information
- 2007 - 2007 Purchasing power parity: evidence from Japanese municipal data
- 2006 - 2006 Purchasing power parity: further evidence from Chinese provincial data
- 2005 - 2006 投資家の情報量が株価ボラティリティ-に与える影響
- 2004 - 2005 東京株価指数の決定要因の再分析:ARFIMA-FIGARCH
- 2004 - 2005 東証株価指数(TOPIX)の決定要因の再分析:ビジネスサイクルと株価
- 2004 - 2005 Empirical Analysis of Japanese Exchange Rates and Determinants
全件表示
論文 (50件)：
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Hui Zhou, Jun Nagayasu. Is Corporate Environmental Responsibility More Valuable in the Transitory Period? The Moderating Effect of Ownership Type. Finance Research Letters. 2023. 53. 103585
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Hui Zhou, Jun Nagayasu. The non-monotonic relationship between ESG disclosure and stock price crash risk. Topical Issues in Development Economics: An International Perspective. Eds by D. Avom, G. Dufrenot. 2023
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Koji Murayama, Jun Nagayasu, Lamia Bazzaoui. Spatial Dependence, Social Networks, and Economic Structures in Japanese Regional Labor Migration. Sustainability. 2022. 14. 3. 1865-1865
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Lamia Bazzaoui, Jun Nagayasu. Is Inflation Fiscally Determined?. Sustainability. 2021. 13. 20. 11306-11306
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Jun Nagayasu. Life Cycles and Gender in Residential Mobility Decisions. Journal of Real Estate Finance and Economics. 2021. 62. 3. 370-401
もっと見る
MISC (27件)：
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Y Zhao, J Nagayasu, X. Geng. Measuring Climate Policy Uncertainty with LLM: New Inslights into Corporate Bond Credit Spreads. Tohoku University Center for Data Science and Service Research Discussion Paper. 2024
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Jingyi Tian, Jun Nagayasu. AI and Financial Systemic Risk in the Global Market. Tohoku University Research Center for Policy Design Discussion Paper. 2024. 10. 1-44
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Y Zhao, J Nagayasu. Does supply chain transparency help indentify and prevent corporate greenwashing?. DSSR Discussion Paper, Graduate School of Economics and Management, Tohoku University. 2024. 140. 1-46
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Y Zhao, R Sun, J Nagayasu. Credit Constraints, Corporate Transparency, and Export. DSSR Discussion Paper, Graduate School of Economics and Management, Tohoku University. 2024. 139. 1-50
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Zhang Shutong, Jun Nagayasu. Regional Policies’ Impacts on Urban Migration: Evidence from Special Economic Zones in China. TUPD Discussion Paper 14, Graduate School of Economics and Management, Tohoku University. 2023
もっと見る
書籍 (2件)：
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はじめて学ぶ国際金融論
有斐閣 2015
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Macroprudential indicators of financial system soundness
IMF 2000
講演・口頭発表等 (69件)：
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Searching for Safe Haven Currencies: A Risk Premium Review
(The Ninth (2024) December Cross Country Perspective in Finance Conference 2024)
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AI and Financial Systemic Risk in the Global Market
(The Ninth (2024) December Cross Country Perspective in Finance Conference 2024)
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AI and Financial Systemic Risk in the Global Market
(日本ファイナンス学会秋季大会 2024)
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Searching for safe heaven currencies: a risk premium view
(International Conference on Empirical Economics 2024)
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Searching for safe haven currencies: a risk premium view
(Cross Country Perspective in Finance Conference 2024)
もっと見る
学歴 (4件)：
- 1998 - Scottish Graduate Programme in Economics UK (PhD Economics, Strathclyde) UK
- 1994 - Scottish Graduate Programme in Economics (MSc Economics, Glasgow) UK
- 1993 - University of Glasgow (MPhil Economics) UK
- 1991 - 上智大学 (学士 Business & Economics)
学位 (3件)：
- PhD(Economics) (Scottish Graduate Programme in Economics, Strathclyde, UK)
- MPhil(Economics) (University of Glasgow, UK)
- 学士(Business & Economics) (上智大学)
経歴 (6件)：
所属学会 (3件)：
日本ファイナンス学会
, 日本金融学会
, 日本経済学会
