Researcher Information - SHIMADA Junji |

SHIMADA Junji

Department / Course

Aoyama Gakuin University School of Business Department of Marketing

Job Professor

Book and thesis
1.	Papers	A Network Analysis on Country and Financial Center Attractiveness: Evidence from Asian Economies, 2001-2018 International Review of Economics and Finance 87,pp.418-432 (Co-authored) 2023/04
2.	Papers	Network analysis of local currency Asian government bond markets: Assessments of the ABFI and the ABMI North American Journal of Economics and Finance 62 (Co-authored) 2022/11
3.	Papers	Who is the Center of Local Currency Asian Government Bond Markets? Japan and the World Economy 59 (Co-authored) 2021/09
4.	Papers	The Impact of Quantitative Easing and Carry Trade on the Real Estate Market in Hong Kong International Review of Economics and Finance 69,pp.958-976 (Co-authored) 2020/06
5.	Papers	The Multivariate GARCH Model and Its Application to East Asian Financial Market Integration Handbook of Financial Econometrics, Mathematics, Statistics and Machine Learning, Vol.4,pp.4209-4254 (Co-authored) 2020/04
6.	Papers	Bond Market Integration in East Asia: A Multivariate GARCH with Dynamic Conditional Correlations Approach International Review of Economics and Finance 51,pp.193-213 (Co-authored) 2017/05
7.	Papers	The Dynamic Effects of Quantitative Easing on Stock Price: Evidence from Asian Emerging Markets, 2001-2016 International Review of Economics and Finance 49,pp.548-567 (Co-authored) 2017/03
8.	Papers	The Impacts of the 2008 and 2011 Crises on the Japan REIT Market Journal of the Japanese and International Economies 41,pp.30-40 (Co-authored) 2016/09
9.	Papers	Magnitudes of Market Inefficiency: Theory and Application Japan and the World Economy 39,pp.23-36 (Co-authored) 2016/09
10.	Papers	The dynamic contagion of the global financial crisis into Japanese markets Japan and the World Economy 31,pp.47-53 (Co-authored) 2014/08
11.	Papers	Rational Expectation Bubbles: Evidence from Hong Kong's Sub-Indices Applied Economics 46 (20),pp.2429-2440 (Co-authored) 2014/04
12.	Papers	The Impacts of The IMF-Supported Structural Reform Program on Asian Stock Market Efficiency The Singapore Economic Review 57 (4) (Co-authored) 2012/12
13.	Papers	An Empirical Analysis of Japanese Interest Rate Swap Spread Recent Advances in Financial Engineering 2011,pp.111-131 (Co-authored) 2012/08
14.	Papers	The Dynamic Welfare Cost of Stagnation: An Alternative Measure to the Lucas-Obstfeld Model Pacific Economic Review 16 (2),pp.168-191 (Co-authored) 2011/05
15.	Papers	Dynamic Welfare Costs of the 1997 Asian Crisis Empirical Economics (Springer),pp.73-92 (Co-authored) 2009/06
16.	Papers	Asymmetric International Transmission in the Conditional Mean and Volatility to the Japanese Market from the US: the EGARCH vs. SV Models The Singapore Economic Review 54 (1),pp.123-134 (Co-authored) 2009/04
17.	Papers	Laplace Approximation for Asymmetric SV model,pp.251-264 (Sole-authored) 2007/07
18.	Papers	Dynamic Efficiency in the East European Emerging Markets Asia-Pacific Financial Markets 12 (2),pp.159-179 (Co-authored) 2006/03
19.	Papers	Estimation of stochastic volatility models: an approximation to the nonlinear state space representation Communications in Statistics: Simulation and Computation 34 (2),pp.429-450 (Co-authored) 2005/06
20.	Papers	An EGARCH Model with Possible Asymmetric Error Distribution and Its Application to TOPIX Proceedings of The 5th JAFEE International Conference(JAFEE),pp.131-148 (Co-authored) 1999/03