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 3 261 3 3 12 817
An asymmetric DCC analysis of correlations among bank CDS indices 0 0 0 23 0 0 4 99
An asymmetric dynamic conditional correlation analysis of linkages of European financial institutions during the Greek sovereign debt crisis 0 1 2 8 0 1 6 49
Asymmetric dynamics in correlations of treasury and swap markets: Evidence from the US market 0 1 1 37 0 2 6 113
Causality-in-variance and causality-in-mean between the Greek sovereign bond yields and Southern European banking sector equity returns 0 0 0 8 0 0 3 47
Co-movements among major European exchange rates: A multivariate time-varying asymmetric approach 0 0 8 53 1 2 22 146
Dynamic linkages among cross-currency swap markets under stress 0 1 2 30 0 3 6 105
European sovereign debt crisis and linkage of long-term government bond yields 0 1 6 320 1 4 33 768
Greek sovereign bond index, volatility, and structural breaks 0 1 2 18 0 1 9 68
Informational roles of commodity prices for monetary policy: evidence from the Euro area 0 0 2 54 0 1 9 144
Nonlinear adjustment between the Eonia and Euribor rates: a two-regime threshold cointegration analysis 0 1 1 20 1 3 15 95
On cross-currency transmissions between US dollar and euro LIBOR-OIS spreads 0 0 0 21 0 0 9 151
On the Time-varying Linkages among the London Interbank Offer Rates for Major European Currencies 0 0 0 2 1 1 5 16
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 76
Spillovers among CDS indexes in the US financial sector 0 0 0 32 1 1 9 108
The conditional dependence structure of insurance sector credit default swap indices 0 0 0 14 0 1 6 51
Time-varying co-movements and volatility spillovers among financial sector CDS indexes in the UK 0 0 0 21 1 2 9 68
Transmission of stock prices amongst European countries before and during the Greek sovereign debt crisis 0 0 1 67 0 0 12 162
Volatility and mean spillovers between sovereign and banking sector CDS markets: a note on the European sovereign debt crisis 1 1 2 81 1 1 8 207
Total Journal Articles 1 7 30 1,089 10 27 184 3,290


Statistics updated 2020-09-04