Similar Search Results

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

Spillovers among CDS indexes in the US financial sector

Tamakoshi, Go; Hamori, Shigeyuki - In: The North American journal of economics and finance : a … 27 (2014), pp. 104-113

Persistent link: https://www.econbiz.de/10010460893

Co-movements among major European exchange rates : a multivariate time-varying asymmetric approach

Tamakoshi, Go; Hamori, Shigeyuki - In: International review of economics & finance : IREF 31 (2014), pp. 105-113

Persistent link: https://www.econbiz.de/10010490436

Asymmetric dynamics in correlations of treasury and swap markets : evidence from the US market

Toyoshima, Yuki; Tamakoshi, Go; Hamori, Shigeyuki - In: Journal of international financial markets, … 22 (2012) 2, pp. 381-394

Persistent link: https://www.econbiz.de/10009581695

The conditional dependence structure of insurance sector credit default swap indices

Tamakoshi, Go; Hamori, Shigeyuki - In: The North American journal of economics and finance : a … 30 (2014), pp. 122-132

Persistent link: https://www.econbiz.de/10010463549

Time-varying co-movements and volatility spillovers among financial sector CDS indexes in the UK

Tamakoshi, Go; Hamori, Shigeyuki - In: Research in international business and finance 36 (2016), pp. 288-296

Persistent link: https://www.econbiz.de/10011594438

Asymmetric dynamics in correlations of treasury and swap markets: Evidence from the US market

Toyoshima, Yuki; Tamakoshi, Go; Hamori, Shigeyuki - In: Journal of International Financial Markets, … 22 (2012) 2, pp. 381-394

Using the asymmetric dynamic conditional correlation (A-DCC) model developed by Cappiello et al. (2006), this paper empirically analyzes the conditional correlation between treasury and swap markets from February 9, 2006 to May 31, 2011, and makes two key contributions. First, the dynamics of...

Persistent link: https://www.econbiz.de/10011041520

Crude oil hedging strategy : new evidence from the data of the financial crisis

Toyoshima, Yuki; Nakajima, Tadahiro; Hamori, Shigeyuki - In: Applied financial economics 23 (2013) 10/12, pp. 1033-1041

Persistent link: https://www.econbiz.de/10009772197

Dynamic linkages of stock prices between the BRICs and the United States : effects of the 2008 - 09 financial crisis

Xu, Haifeng; Hamori, Shigeyuki - In: Journal of Asian economics 23 (2012) 4, pp. 344-352

Persistent link: https://www.econbiz.de/10009663311