Japan's main stock market index, the JP225, rose to 49553 points on December 2, 2025, gaining 0.51% from the previous session. Over the past month, the index has declined 3.78%, though it remains 26.25% higher than a year ago, according to trading on a contract for difference (CFD) that tracks this benchmark index from Japan. Japan Stock Market Index (JP225) - values, historical data, forecasts and news - updated on December of 2025.

Graph and download economic data for Nikkei Stock Average, Nikkei 225 (NIKKEI225) from 1949-05-16 to 2025-12-02 about stocks, stock market, Japan, and indexes.

ABSTRACT From 1953 to 1992, Japan reached the highest economic growth rates among industrialized countries. This performance was achieved despite two oil shocks and the endaka - the continuous rise of the yen vis-à-vis the dollar. This long-term growth cycle came to a sudden halt in early 90’s. Japanese economy stagnated while other industrialized countries continued growing. This was mainly due to the “economic bubkle” burst. From 1990 to 1992, the value of urban land and of the stock market index were cut to almost half. As a result, Japanese banks accumulated US$ 800 billion performing assets. This paper intends to analyse the Japanese “bubble economy crisis” and its long-term impacts on the Japanese economy, on its financial system and on its bilateral relations with the United States.

In 2024, the Tokyo Stock Price Index (TOPIX) hit a daily closing low of ******** points on August 5, when Japan's stock market experienced a historic crash. TOPIX is a free-float adjusted market capitalization-weighted index that has been published by the Tokyo Stock Exchange (TSE) since 1969. The market capitalization as of the base date (January 4, 1968) is set at 100 points.

The growing trend of interdependence between the international stock markets indicated the amalgamation of risk across borders that plays a significant role in portfolio diversification by selecting different assets from the financial markets and is also helpful for making extensive economic policy for the economies. By applying different methodologies, this study undertakes the volatility analysis of the emerging and OECD economies and analyzes the co-movement pattern between them. Moreover, with that motive, using the wavelet approach, we provide strong evidence of the short and long-run risk transfer over different time domains from Malaysia to its trading partners. Our findings show that during the Asian financial crisis (1997–98), Malaysia had short- and long-term relationships with China, Germany, Japan, Singapore, the UK, and Indonesia due to both high and low-frequency domains. Meanwhile, after the Global financial crisis (2008–09), it is being observed that Malaysia has long-term and short-term synchronization with emerging (China, India, Indonesia), OECD (Germany, France, USA, UK, Japan, Singapore) stock markets but Pakistan has the low level of co-movement with Malaysian stock market during the global financial crisis (2008–09). Moreover, it is being seen that Malaysia has short-term at both high and low-frequency co-movement with all the emerging and OECD economies except Japan, Singapore, and Indonesia during the COVID-19 period (2020–21). Japan, Singapore, and Indonesia have long-term synchronization relationships with the Malaysian stock market at high and low frequencies during COVID-19. While in a leading-lagging relationship, Malaysia’s stock market risk has both leading and lagging behavior with its trading partners’ stock market risk in the selected period; this behavior changes based on the different trade and investment flow factors. Moreover, DCC-GARCH findings shows that Malaysian market has both short term and long-term synchronization with trading partners except USA. Conspicuously, the integration pattern seems that the cooperation development between stock markets matters rather than the regional proximity in driving the cointegration. The study findings have significant implications for investors, governments, and policymakers around the globe.

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Automotive Crash Test Dummies Market Size 2025-2029

The automotive crash test dummies market size is valued to increase USD 17.2 million, at a CAGR of 2.9% from 2024 to 2029. Increasing need for crash and safety testing will drive the automotive crash test dummies market.

Major Market Trends & Insights

Europe dominated the market and accounted for a 44% growth during the forecast period.
By Product - Male crash test dummy segment was valued at USD 78.30 million in 2023
By Application - Passenger vehicle segment accounted for the largest market revenue share in 2023

Market Size & Forecast

Market Opportunities: USD 27.68 million
Market Future Opportunities: USD 17.20 million
CAGR : 2.9%
Europe: Largest market in 2023

Market Summary

The market encompasses the production and distribution of advanced testing solutions designed to evaluate the safety and durability of vehicles in collisions. This market is driven by the increasing need for stringent crash and safety testing, with a focus on both occupant and pedestrian protection systems. One notable trend is the rising popularity of crash test simulators, which offer more precise and cost-effective testing capabilities than traditional methods. According to a recent study, the global market share for crash test dummies is projected to reach 35% by 2026, reflecting a significant growth trajectory.
Core technologies, such as biomechanical modeling and advanced sensor systems, continue to evolve, enabling more accurate and comprehensive testing. Regulations, including mandatory safety standards and increasing consumer expectations, also play a crucial role in shaping market dynamics.

What will be the Size of the Automotive Crash Test Dummies Market during the forecast period?

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How is the Automotive Crash Test Dummies Market Segmented and what are the key trends of market segmentation?

The automotive crash test dummies industry research report provides comprehensive data (region-wise segment analysis), with forecasts and estimates in 'USD million' for the period 2025-2029, as well as historical data from 2019-2023 for the following segments.

Product

  Male crash test dummy
  Female crash test dummy
  Child crash test dummy


Application

  Passenger vehicle
  Commercial vehicle


Type

  Frontal Impact Testing
  Side Impact Testing
  Rear Impact Testing
  Pedestrian Impact Testing


End-user Industry

  Automotive Manufacturers
  Government & Regulatory Agencies and Research
  Testing Centers


Geography

  North America

    US
    Canada


  Europe

    France
    Germany
    Italy
    UK


  Middle East and Africa

    UAE


  APAC

    China
    India
    Japan
    South Korea


  South America

    Brazil


  Rest of World (ROW)

By Product Insights

The male crash test dummy segment is estimated to witness significant growth during the forecast period.

The automotive crash testing industry is driven by the continuous evolution of vehicle safety standards and the increasing demand for improved occupant protection. According to recent studies, the market for crash test dummies experienced a 21.3% increase in sales last year, with an anticipated expansion of 25.6% in the coming years. This growth is attributed to the development of advanced anthropomorphic dummies, which simulate human body responses to various impact forces during crashworthiness testing. These dummies are designed to measure injuries such as pelvis, neck, head, and leg injuries, as well as chest deceleration and abdominal impact.

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The Male crash test dummy segment was valued at USD 78.30 million in 2019 and showed a gradual increase during the forecast period.

Crash test sensors, including accelerometers, load cells, and strain gauges, are integrated into the dummies to collect data during collision dynamics. This information is then analyzed using simulation software and finite element analysis to predict injuries and optimize vehicle safety features. Furthermore, the industry is expanding beyond traditional male crash test dummies. Manufacturers like Humanetics are addressing the need for more diverse body structures by producing female and child crash test dummies. These dummies are essential for side impact protection and pedestrian protection testing. Moreover, the industry is focusing on improving biofidelity testing, which measures the correlation between dummy response and human response.

This is crucial for accurately predicting injuries and ensuring the effectiveness of safety regulations. The future of crash test dummies lies in their ability to provide accurate, reliable, and comprehensive injury prediction, ultimately enhancing overall vehicle safety.

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Regional Analysis

Europe is estimated to contribute 44% to the growt

The growing trend of interdependence between the international stock markets indicated the amalgamation of risk across borders that plays a significant role in portfolio diversification by selecting different assets from the financial markets and is also helpful for making extensive economic policy for the economies. By applying different methodologies, this study undertakes the volatility analysis of the emerging and OECD economies and analyzes the co-movement pattern between them. Moreover, with that motive, using the wavelet approach, we provide strong evidence of the short and long-run risk transfer over different time domains from Malaysia to its trading partners. Our findings show that during the Asian financial crisis (1997–98), Malaysia had short- and long-term relationships with China, Germany, Japan, Singapore, the UK, and Indonesia due to both high and low-frequency domains. Meanwhile, after the Global financial crisis (2008–09), it is being observed that Malaysia has long-term and short-term synchronization with emerging (China, India, Indonesia), OECD (Germany, France, USA, UK, Japan, Singapore) stock markets but Pakistan has the low level of co-movement with Malaysian stock market during the global financial crisis (2008–09). Moreover, it is being seen that Malaysia has short-term at both high and low-frequency co-movement with all the emerging and OECD economies except Japan, Singapore, and Indonesia during the COVID-19 period (2020–21). Japan, Singapore, and Indonesia have long-term synchronization relationships with the Malaysian stock market at high and low frequencies during COVID-19. While in a leading-lagging relationship, Malaysia’s stock market risk has both leading and lagging behavior with its trading partners’ stock market risk in the selected period; this behavior changes based on the different trade and investment flow factors. Moreover, DCC-GARCH findings shows that Malaysian market has both short term and long-term synchronization with trading partners except USA. Conspicuously, the integration pattern seems that the cooperation development between stock markets matters rather than the regional proximity in driving the cointegration. The study findings have significant implications for investors, governments, and policymakers around the globe.