...Hiroyuki Kawakatsu; Mikiko Oliver Purpose This study aims to examine the relation between population composition and financial market variables in post-war Japan. Design/methodology/approach Cointegration and Granger causality tests are applied to annual data for the period 1948-2015...

... and their structural changes in response to changes in macroeconomic variables and monetary policies in the USA, the Euro area, and Japan. Findings Exchange rates have been influenced by macroeconomic fundamentals and have been impacted by the conduct of monetary policies in some cases. Some structural changes...

... international volatility transmission involving the stock and foreign exchange markets. This in turn can provide insight into investor behaviour. Mark J. Holmes can be contacted at: holmesmj@waikato.ac.nz © Emerald Group Publishing Limited 2011 Stock markets Foreign exchange Volatility Japan...

...Ahmed Shamiri; Zaidi Isa Purpose The purpose of this paper is to investigate the international information transmission of return and volatility spillovers from US and Japan markets to Asia‐Pacific markets using daily stock market return data covering the period (1991‐2004). Design/methodology...

...Yutaka Kurihara; Eiji Nezu Purpose This paper, using daily data, sets out to present an empirical analysis of the relationship between recent Japanese stock prices and macroeconomic variables under the quantitative easing policy in Japan. Design/methodology/approach The theoretical framework...