Yuji Sakurai

Phone: 310-825-8160


Place of Origin
Tokyo, Japan

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

Primary Research Interests
Asset Pricing, International Finance, Banking

"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)


Entered program in 2011