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Regional and global short-term financial market integration in Asia : evidence from the interbank markets under the crises
Fukuda, Shin'ichi - In: The dynamics of Asian financial integration : facts and …, (pp. 110-134). 2011
Persistent link: https://www.econbiz.de/10008992158
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Market-specific and currency-specific risk during the global financial crisis : evidence from the interbank markets in Tokyo and London
Fukuda, Shin'ichi - 2011
"This paper explores how international money markets reflected credit and liquidity risks during the global financial crisis. After matching the currency denomination, we investigate how the Tokyo Interbank Offered Rate (TIBOR) was synchronized with the London Interbank Offered Rate (LIBOR)...
Persistent link: https://www.econbiz.de/10009006752
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Market-specific and currency-specific risk during the global financial crisis : evidence from the interbank markets in Tokyo and London
Fukuda, Shin'ichi - In: Journal of banking & finance 36 (2012) 12, pp. 3185-3196
Persistent link: https://www.econbiz.de/10009660512
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Market-specific and Currency-specific Risk During the Global Financial Crisis : Evidence from the Interbank Markets in Tokyo and London
Fukuda, Shin-ichi - 2011
This paper explores how international money markets reflected credit and liquidity risks during the global financial crisis. After matching the currency denomination, we investigate how the Tokyo Interbank Offered Rate (TIBOR) was synchronized with the London Interbank Offered Rate (LIBOR)...
Persistent link: https://www.econbiz.de/10012461695
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Financial crises and risk premiums in international interbank markets
Fukuda, Shin'ichi; Tanaka, Mariko - In: Public policy review 9 (2013) 1, pp. 117-138
Persistent link: https://www.econbiz.de/10009693294
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Regional liquidity risk and covered interest parity during the global financial crisis : evidence from Tokyo, London, and New York
Fukuda, Shin'ichi - In: International economic journal 30 (2016) 3, pp. 339-359
Persistent link: https://www.econbiz.de/10011704512
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Market-Specific and Currency-Specific Risk During the Global Financial Crisis : Evidence from the Interbank Markets in Tokyo and London
Fukuda, Shin-Ichi - 2011
This paper explores how international money markets reflected credit and liquidity risks during the global financial crisis. After matching the currency denomination, we investigate how the Tokyo Interbank Offered Rate (TIBOR) was synchronized with the London Interbank Offered Rate (LIBOR)...
Persistent link: https://www.econbiz.de/10013127007