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 1 1 1 268 1 4 8 854
An asymmetric DCC analysis of correlations among bank CDS indices 0 0 0 24 1 2 3 105
An asymmetric dynamic conditional correlation analysis of linkages of European financial institutions during the Greek sovereign debt crisis 0 0 0 13 3 3 3 71
Asymmetric dynamics in correlations of treasury and swap markets: Evidence from the US market 0 0 0 40 2 3 4 133
Causality-in-variance and causality-in-mean between the Greek sovereign bond yields and Southern European banking sector equity returns 0 0 1 14 5 5 7 64
Co-movements among major European exchange rates: A multivariate time-varying asymmetric approach 0 0 1 58 2 4 7 251
Dynamic linkages among cross-currency swap markets under stress 0 0 0 30 0 0 2 116
European sovereign debt crisis and linkage of long-term government bond yields 0 0 0 325 1 2 5 792
Greek sovereign bond index, volatility, and structural breaks 0 0 1 20 0 1 4 82
Informational roles of commodity prices for monetary policy: evidence from the Euro area 0 0 0 58 2 2 3 166
Nonlinear adjustment between the Eonia and Euribor rates: a two-regime threshold cointegration analysis 0 0 0 21 0 1 2 110
On cross-currency transmissions between US dollar and euro LIBOR-OIS spreads 0 0 0 23 1 1 2 162
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 2 87
Spillovers among CDS indexes in the US financial sector 0 0 0 32 0 0 0 129
The conditional dependence structure of insurance sector credit default swap indices 0 0 0 14 0 0 2 58
Time-varying co-movements and volatility spillovers among financial sector CDS indexes in the UK 0 0 0 22 2 5 5 82
Transmission of stock prices amongst European countries before and during the Greek sovereign debt crisis 0 0 0 70 0 0 1 180
Volatility and mean spillovers between sovereign and banking sector CDS markets: a note on the European sovereign debt crisis 0 0 2 85 0 2 4 220
Total Journal Articles 1 1 6 1,138 20 36 64 3,683


Statistics updated 2025-12-06