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J-GLOBAL ID：200901037829641533
Update date: Oct. 10, 2024
Nagayasu Jun
Nagayasu Jun | Nagayasu Jun
Affiliation and department：
Job title：
Professor
Homepage URL (2)：
https://sites.google.com/site/nagayasujun/
,
https://sites.google.com/site/nagayasuj/home
Research field (2)：
Economic statistics
, Money and finance
Research keywords (3)：
International Finance
, Applied Economics
, International Economics
Research theme for competitive and other funds (17)：
- 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 The Current Account Surplus and the Budget Deficit in the Global Market: Cyclical and Categorical analysis
- 2017 - 2020 Consumption behaviors and real exchange rates (relative prices)
- 2013 - 2016 Exchange rate movements and spillovers: evidence from the dynamic hierarchical factor model
- 2012 - 2013 Domestic factor model approach to domestic capital market integration
- 2009 - 2011 The Global Crisis and the Asian Economies
- 2009 - 2011 Contagion effects : evidence from the foreign exchange market risk
- 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 The real exchange rate-interest rate relationship while accounting for structural shifts
- 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 The effects of private information on stock price volatility
- 2004 - 2005 Modeling and predicting daily Japanese stock returns based on the ARFIMA-FIGARCH
- 2004 - 2005 The determinants of the TOPIX
- 2004 - 2005 Empirical Analysis of Japanese Exchange Rates and Determinants
Show all
Papers (50)：
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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
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MISC (27)：
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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
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Books (2)：
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Introduction to International Finance
Yuhikaku 2015
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Macroprudential indicators of financial system soundness
IMF 2000
Lectures and oral presentations (67)：
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AI and Financial Systemic Risk in the Global Market
(Nippon Finance Association 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)
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Navigating risk: how AI shapes financial systemic risk--insights from 27 countries
(Cross Country Perspective in Finance Conference 2024)
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Financial Systemic Risk behind Artificial Intelligence: Evidence from China
(Nippon Finance Association 5th Fall Conference 2023)
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Education (4)：
- 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 - Sophia University Japan (BA Business & Economics)
Professional career (3)：
- PhD (Economics) (Scottish Graduate Programme in Economics (UK))
- MPhil(Economics) (University of Glasgow, UK)
- 学士(Business & Economics) (上智大学)
Work history (6)：
Association Membership(s) (3)：
Nippon Finance Association
, Japan Society for Monetary Economics
, Japanese Economic Association
