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Greek sovereign bond index, volatility, and structural breaks

Tamakoshi, Go; Hamori, Shigeyuki - In: Journal of economics and finance 38 (2014) 4, pp. 687-697

Persistent link: https://www.econbiz.de/10011333815

Causality-in-variance and causality-in-mean between the Greek sovereign bond yields and Southern European banking sector equity returns

Tamakoshi, Go; Hamori, Shigeyuki - In: Journal of economics and finance 38 (2014) 4, pp. 627-642

Persistent link: https://www.econbiz.de/10011333821

Volatility and mean spillovers between sovereign and banking sector CDS markets : a note on the European sovereign debt crisis

Tamakoshi, Go; Hamori, Shigeyuki - In: Applied economics letters 20 (2013) 1/3, pp. 267-271

Persistent link: https://www.econbiz.de/10009702942

An asymmetric dynamic conditional correlation analysis of linkages of European financial institutions during the Greek sovereign debt crisis

Tamakoshi, Go; Hamori, Shigeyuki - In: The European journal of finance 19 (2013) 9/10, pp. 939-950

Persistent link: https://www.econbiz.de/10010245648

The European sovereign debt crisis and its impacts on financial markets

Tamakoshi, Go; Hamori, Shigeyuki - 2015

"The global financial crisis saw many Eurozone countries bearing excessive public debt. This led the government bond yields of some peripheral countries to rise sharply, resulting in the outbreak of the European sovereign debt crisis. The debt crisis is characterized by its immediate spread from...