Access Statistics for Go Tamakoshi

Author contact details at EconPapers.

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A dynamic conditional correlation analysis of European stock markets from the perspective of the Greek sovereign debt crisis 0 0 1 268 0 6 16 866
An asymmetric DCC analysis of correlations among bank CDS indices 0 0 0 24 0 4 12 115
An asymmetric dynamic conditional correlation analysis of linkages of European financial institutions during the Greek sovereign debt crisis 0 0 0 13 0 1 9 77
Asymmetric dynamics in correlations of treasury and swap markets: Evidence from the US market 0 0 0 40 0 1 9 139
Causality-in-variance and causality-in-mean between the Greek sovereign bond yields and Southern European banking sector equity returns 0 0 0 14 0 1 13 72
Co-movements among major European exchange rates: A multivariate time-varying asymmetric approach 0 0 1 59 0 6 23 269
Dynamic linkages among cross-currency swap markets under stress 0 0 0 30 0 0 4 120
European sovereign debt crisis and linkage of long-term government bond yields 0 0 0 325 0 3 22 812
Greek sovereign bond index, volatility, and structural breaks 0 2 2 22 0 7 13 94
Informational roles of commodity prices for monetary policy: evidence from the Euro area 0 0 0 58 0 2 10 174
Nonlinear adjustment between the Eonia and Euribor rates: a two-regime threshold cointegration analysis 0 0 0 21 0 2 9 118
On cross-currency transmissions between US dollar and euro LIBOR-OIS spreads 0 0 0 23 0 2 4 164
On the Time-varying Linkages among the London Interbank Offer Rates for Major European Currencies 0 0 0 2 0 1 4 25
Real Oil Prices, Real Economic Activity, Real Interest Rates, and the US Dollar: A Cointegration Analysis with Structural Breaks 0 0 0 19 0 1 5 91
Spillovers among CDS indexes in the US financial sector 0 0 0 32 0 5 8 137
The conditional dependence structure of insurance sector credit default swap indices 0 0 0 14 0 4 13 69
Time-varying co-movements and volatility spillovers among financial sector CDS indexes in the UK 0 0 0 22 0 2 10 87
Transmission of stock prices amongst European countries before and during the Greek sovereign debt crisis 0 0 0 70 0 2 5 185
Volatility and mean spillovers between sovereign and banking sector CDS markets: a note on the European sovereign debt crisis 0 0 0 85 1 3 10 228
Total Journal Articles 0 2 4 1,141 1 53 199 3,842

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-07-10