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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

Dynamic efficiency in the East European emerging markets

Tsukuda, Yoshihiko; Miyakoshi, Tatsuyoshi; Shimada, Junji - In: Asia-Pacific financial markets 12 (2005) 2, pp. 159-179

Persistent link: https://www.econbiz.de/10003378341

An empirical analysis of Japanese interest rate swap spread

Shimada, Junji; Takahashi, Toyoharu; Miyakoshi, Tatsuyoshi - In: Recent advances in financial engineering 2011: …, (pp. 111-131). 2012

Persistent link: https://www.econbiz.de/10009573458

The impacts of the IMF-supported structural reform program on Asian stock market efficiency

Miyakoshi, Tatsuyoshi; Tsukuda, Yoshihiko; Shimada, Junji - In: The Singapore economic review : journal of the Economic … 57 (2012) 4, pp. 1-21

Persistent link: https://www.econbiz.de/10009711414

The dynamic contagion of the global financial crisis into Japanese markets

Miyakoshi, Tatsuyoshi; Takahashi, Toyoharu; Shimada, Junji - In: Japan and the world economy : international journal of … 31 (2014), pp. 47-53

Persistent link: https://www.econbiz.de/10010495766

Who is the center of local currency Asian government bond markets?

Shimada, Junji; Tsukuda, Yoshihiko; Miyakoshi, Tatsuyoshi - In: Japan and the world economy : international journal of … 59 (2021), pp. 1-16

Persistent link: https://www.econbiz.de/10013093409

The Impact of Quantitative Easing and Carry Trade on the Real Estate Market in Hong Kong

Miyakoshi, Tatsuyoshi - 2020

This paper examines how the quantitative easing (QE) policy conducted by Japan, EU and the US raised Hong Kong's real estate prices through activities in carry trade and in Hong Kong's real estate investment trust (H-REIT) market. The empirical results demonstrated two new channels of impact....

Persistent link: https://www.econbiz.de/10012825318

The impact of quantitative easing and carry trade on the real estate market in Hong Kong

Miyakoshi, Tatsuyoshi; Li, Kui-wai; Shimada, Junji; … - In: International review of economics & finance : IREF 69 (2020), pp. 958-976

Persistent link: https://www.econbiz.de/10012487462

Magnitudes of market inefficiency : theory and application

Miyakoshi, Tatsuyoshi; Tsukuda, Yoshihiko; Shimada, Junji - In: Japan and the world economy : international journal of … 39 (2016), pp. 23-36

Persistent link: https://www.econbiz.de/10011700637

Bond market integration in East Asia : multivariate GARCH with dynamic conditional correlations approach

Tsukuda, Yoshihiko; Shimada, Junji; Miyakoshi, Tatsuyoshi - In: International review of economics & finance : IREF 51 (2017), pp. 193-213

Persistent link: https://www.econbiz.de/10011754150

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