Details about Go Tamakoshi

Access statistics for papers by Go Tamakoshi.

Last updated 2019-06-22. Update your information in the RePEc Author Service.

Short-id: pta422

Journal Articles

2016

1. Time-varying co-movements and volatility spillovers among financial sector CDS indexes in the UK
   Research in International Business and Finance, 2016, 36, (C), 288-296 View citations (18)

2014

2. Causality-in-variance and causality-in-mean between the Greek sovereign bond yields and Southern European banking sector equity returns
   Journal of Economics and Finance, 2014, 38, (4), 627-642 View citations (12)
3. Co-movements among major European exchange rates: A multivariate time-varying asymmetric approach
   International Review of Economics & Finance, 2014, 31, (C), 105-113 View citations (55)
4. Greek sovereign bond index, volatility, and structural breaks
   Journal of Economics and Finance, 2014, 38, (4), 687-697 View citations (14)
5. Nonlinear adjustment between the Eonia and Euribor rates: a two-regime threshold cointegration analysis
   Applied Financial Economics, 2014, 24, (2), 139-143 View citations (1)
6. On cross-currency transmissions between US dollar and euro LIBOR-OIS spreads
   Research in International Business and Finance, 2014, 30, (C), 83-90 View citations (3)
7. Spillovers among CDS indexes in the US financial sector
   The North American Journal of Economics and Finance, 2014, 27, (C), 104-113 View citations (10)
8. The conditional dependence structure of insurance sector credit default swap indices
   The North American Journal of Economics and Finance, 2014, 30, (C), 122-132 View citations (10)

2013

9. An asymmetric DCC analysis of correlations among bank CDS indices
   Applied Financial Economics, 2013, 23, (6), 475-481 View citations (1)
10. An asymmetric dynamic conditional correlation analysis of linkages of European financial institutions during the Greek sovereign debt crisis
    The European Journal of Finance, 2013, 19, (10), 939-950 View citations (24)
11. Dynamic linkages among cross-currency swap markets under stress
    Applied Economics Letters, 2013, 20, (4), 404-409 View citations (2)
12. On the Time-varying Linkages among the London Interbank Offer Rates for Major European Currencies
    International Journal of Financial Research, 2013, 4, (1), 46-53 View citations (3)
13. Volatility and mean spillovers between sovereign and banking sector CDS markets: a note on the European sovereign debt crisis
    Applied Economics Letters, 2013, 20, (3), 262-266 View citations (20)

2012

14. A dynamic conditional correlation analysis of European stock markets from the perspective of the Greek sovereign debt crisis
    Economics Bulletin, 2012, 32, (1), 437-448 View citations (13)
15. Asymmetric dynamics in correlations of treasury and swap markets: Evidence from the US market
    Journal of International Financial Markets, Institutions and Money, 2012, 22, (2), 381-394 View citations (9)
16. Informational roles of commodity prices for monetary policy: evidence from the Euro area
    Economics Bulletin, 2012, 32, (2), 1282-1290 View citations (2)
17. Real Oil Prices, Real Economic Activity, Real Interest Rates, and the US Dollar: A Cointegration Analysis with Structural Breaks
    Journal of Reviews on Global Economics, 2012, 1, 41-46 View citations (1)

2011

18. European sovereign debt crisis and linkage of long-term government bond yields
    Economics Bulletin, 2011, 31, (3), 2191-2203 View citations (11)
19. Transmission of stock prices amongst European countries before and during the Greek sovereign debt crisis
    Economics Bulletin, 2011, 31, (4), 3339-3353 View citations (4)