-
FUJII, Eiji
Professor
Research Keywords
International Finance, International Macroeconomics, Applied Econometrics
Recent Research Interests
My research interests lie mainly in the fields of international finance and international macroeconomics. While we live in an era of so-called globalizing economy, there are various puzzles and anomalies regarding how markets are organized and prices function to allocate resources across countries. To better understand them, I have conducted empirical research on real exchange rate dynamics, currency misalignment, and real and financial market integration.
Selected Publications
- “What Does Trade Openness Measure?” Oxford Bulletin of Economics and Statistics, v.81, n.4, pp.868-888, August 2019.
- “The Penn Effect within a Country: Evidence from Japan” (with Yin-Wong Cheung) Oxford Economic Papers, v. 66, pp. 1070-1089, October 2014.
- “The Overvaluation of Renminbi Undervaluation” (with Yin-Wong Cheung and Menzie Chinn) Journal of International Money and Finance, v. 26, n. 5, September 2007, pp. 762-85.
- “Intra and Inter-Regional Causal Linkages of Emerging Stock Markets: Evidence from Asia and Latin America in and out of Crises” Journal of International Financial Markets, Institutions & Money, v. 15, n. 4, October 2005, pp. 315-342.