Junji Shimada

Aoyama Gakuin University - School of Business

4-4-25 Shibuya, Shibuya-ku

Tokyo, 150-8366

Japan

SCHOLARLY PAPERS

4

DOWNLOADS

187

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (4)

1.

The Impact of Quantitative Easing and Carry Trade on the Real Estate Market in Hong Kong

International Review of Economics & Finance, Vol. 69, 2020, 958–97
Number of pages: 38 Posted: 07 Oct 2020
Osaka University, City University of Hong Kong (CityU) - Department of Economics & Finance, Aoyama Gakuin University - School of Business and affiliation not provided to SSRN
Downloads 70 (599,720)

Abstract:

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Quantitative easing, real estate prices, two channels, REIT markets, carry trade

2.

The Dynamic Effects of Quantitative Easing on Stock Price: Evidence from Asian Emerging Markets, 2001-2016

International Review of Economics and Finance, 49 May 2017: 548–567
Number of pages: 21 Posted: 24 Jun 2020
Tatsuyoshi Miyakoshi, Junji Shimada and Kui-Wai Li
Osaka University, Aoyama Gakuin University - School of Business and City University of Hong Kong (CityU) - Department of Economics & Finance
Downloads 59 (654,450)

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Advanced countries; Quantitative Easing; Asian stock markets

3.

Rational Expectation Bubbles: Evidence from Hong Kong's Sub-Indices

Applied Economics, Vol. 46, No. 20, 2014
Number of pages: 26 Posted: 15 Nov 2015
Tatsuyoshi Miyakoshi, Kui-Wai Li and Junji Shimada
Osaka University, City University of Hong Kong (CityU) - Department of Economics & Finance and Aoyama Gakuin University - School of Business
Downloads 37 (794,910)

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rational expectation; stock price bubbles; causality; foreign markets

4.

The Impacts of the 2008 and 2011 Crises on the Japan REIT Market

Journal of the Japanese and International Economies, Volume 41, September 2016, Pages 30-40
Number of pages: 24 Posted: 24 Jun 2020
Tatsuyoshi Miyakoshi, Junji Shimada and Kui-Wai Li
Osaka University, Aoyama Gakuin University - School of Business and City University of Hong Kong (CityU) - Department of Economics & Finance
Downloads 21 (932,739)

Abstract:

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Global Financial Crisis 2008; Great Earthquake 2011; Dynamic Effects; J-REIT prices; Stock price; Housing price, CC-EGARCH