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 0 267 0 0 3 847
An asymmetric DCC analysis of correlations among bank CDS indices 0 0 0 24 0 0 1 103
An asymmetric dynamic conditional correlation analysis of linkages of European financial institutions during the Greek sovereign debt crisis 0 0 0 13 0 0 1 68
Asymmetric dynamics in correlations of treasury and swap markets: Evidence from the US market 0 0 0 40 0 1 3 130
Causality-in-variance and causality-in-mean between the Greek sovereign bond yields and Southern European banking sector equity returns 0 1 2 14 0 2 4 59
Co-movements among major European exchange rates: A multivariate time-varying asymmetric approach 0 0 1 57 0 0 2 244
Dynamic linkages among cross-currency swap markets under stress 0 0 0 30 0 0 6 116
European sovereign debt crisis and linkage of long-term government bond yields 0 0 0 325 0 0 3 787
Greek sovereign bond index, volatility, and structural breaks 0 0 0 19 0 0 2 78
Informational roles of commodity prices for monetary policy: evidence from the Euro area 0 0 0 58 1 1 1 164
Nonlinear adjustment between the Eonia and Euribor rates: a two-regime threshold cointegration analysis 0 0 0 21 0 1 1 109
On cross-currency transmissions between US dollar and euro LIBOR-OIS spreads 0 0 1 23 0 0 1 160
On the Time-varying Linkages among the London Interbank Offer Rates for Major European Currencies 0 0 0 2 0 0 0 21
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 1 86
Spillovers among CDS indexes in the US financial sector 0 0 0 32 0 0 1 129
The conditional dependence structure of insurance sector credit default swap indices 0 0 0 14 0 0 2 56
Time-varying co-movements and volatility spillovers among financial sector CDS indexes in the UK 0 0 0 22 0 0 3 77
Transmission of stock prices amongst European countries before and during the Greek sovereign debt crisis 0 0 0 70 1 1 1 180
Volatility and mean spillovers between sovereign and banking sector CDS markets: a note on the European sovereign debt crisis 0 0 1 84 0 0 3 217
Total Journal Articles 0 1 5 1,134 2 7 39 3,631


Statistics updated 2025-04-04