Yuji Sakurai

Phone: 310-825-8160

yuji.sakurai.2015@anderson.ucla.edu

Place of Origin
Tokyo, Japan

Education
M.S, Mathematics, 2007, University of Tokyo, Japan
B.A., Mathematics, 2005, University of Tokyo, Japan

Primary Research Interests
Asset Pricing, International Finance, Banking

Publications
"When and How US Dollar Shortages Evolved into a Full Crisis: Evidence from the Cross-Currency Swap Market" with Naohiko Baba, 2011, Journal of Banking and Finance
"Predicting Regime Switches in the VIX Index with Macroeconomic Variables" with Naohiko Baba, 2011, Applied Economics Letters
"Foreign Exchange Forwards, Futures and Swaps" Handbook of Exchange Rates, Edited by Jessica James, Zan Marsh, Lucio Sarno, John Willey and Sons, 2012 (co-author: Naohiko Baba, Frank Packer)

Website
https://sites.google.com/site/yujisakurai2011/

Entered program in 2011