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Asia Pacific, Trans-Pacific Partnership, and the United States : the network perspective

Hakeem, Muhammad Mohsin; Suzuki, Ken-ichi - In: Asia-Pacific contemporary finance and development, (pp. 1-26). 2019

Persistent link: https://www.econbiz.de/10012249679

A testing of the purchasing power parity hypothesis using a vector autoregressive model

Miyakoshi, Tatsuyoshi - In: Empirical economics : a journal of the Institute for … 29 (2004) 3, pp. 541-552

Persistent link: https://www.econbiz.de/10002223199

Spillovers of stock return volatility to Asian equity markets from Japan and the US

Miyakoshi, Tatsuyoshi - In: Journal of international financial markets, … 13 (2003) 4, pp. 383-399

Persistent link: https://www.econbiz.de/10001792913

Productivity biases and real interest rate differentials on East-Asian real exchange rates

Miyakoshi, Tatsuyoshi - In: Asian economic journal : journal of the East Asian … 13 (1999) 3, pp. 345-352

Persistent link: https://www.econbiz.de/10001473330

Asymmetric international transmission in the conditional mean and volatility to the Japanese market from the US : EGARCH versus SV models

Shimada, Junji; Tsukuda, Yoshihiko; Miyakoshi, Tatsuyoshi - In: The Singapore economic review : journal of the Economic … 54 (2009) 1, pp. 123-134

Persistent link: https://www.econbiz.de/10003851285

Asymmetric International Transmission in the Conditional Mean and Volatility to the Japanese Market from the US : Egarch Versus SV Models

Miyakoshi, Tatsuyoshi - 2010

This paper investigates whether the upturns and downturns of the US market exert asymmetric influence on the conditional mean and volatility of the Japanese market using the daily returns on stock price indices. Using both the EGARCH and SV models, which simultaneously allow two kinds of...

Persistent link: https://www.econbiz.de/10013150379