Details about Yuki Toyoshima

Access statistics for papers by Yuki Toyoshima.

Last updated 2022-12-23. Update your information in the RePEc Author Service.

Short-id: pto257

Working Papers

2012

1. Inflation targeting in Korea, Indonesia, Thailand, and the Philippines: the impact on business cycle synchronization between each country and the world
   IDE Discussion Papers, Institute of Developing Economies, Japan External Trade Organization(JETRO) View citations (8)

Journal Articles

2020

1. Examination of the Spillover Effects among Natural Gas and Wholesale Electricity Markets Using Their Futures with Different Maturities and Spot Prices
   Energies, 2020, 13, (7), 1-14 View citations (7)

2019

2. Measurement of Connectedness and Frequency Dynamics in Global Natural Gas Markets
   Energies, 2019, 12, (20), 1-15 View citations (6)

2018

3. Measuring the Time-Frequency Dynamics of Return and Volatility Connectedness in Global Crude Oil Markets
   Energies, 2018, 11, (11), 1-18 View citations (24)
4. Testing for Causality-In-Mean and Variance between the UK Housing and Stock Markets
   JRFM, 2018, 11, (2), 1-10 View citations (1)

2013

5. Asymmetric dynamics in stock market correlations: Evidence from Japan and Singapore
   Journal of Asian Economics, 2013, 24, (C), 117-123 View citations (10)
6. Crude oil hedging strategy: new evidence from the data of the financial crisis
   Applied Financial Economics, 2013, 23, (12), 1033-1041 View citations (15)
7. The causal relationships between sovereign CDS premiums for Japan and selected EU countries
   Applied Economics Letters, 2013, 20, (8), 742-747 View citations (3)

2012

8. 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)
9. 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)
10. Determinants of interest rate swap spreads in the US: bounds testing approach to cointegration
    Applied Financial Economics, 2012, 22, (4), 331-338 View citations (1)
11. Exploring the dynamic interdependence between gold and other financial markets
    Economics Bulletin, 2012, 32, (1), 37-50 View citations (24)
12. Panel cointegration analysis of co-movement between interest rate swap and treasury markets
    Applied Economics Letters, 2012, 19, (15), 1483-1486 View citations (1)
13. Volatility transmission of swap spreads among the US, Japan and the UK: a cross-correlation function approach
    Applied Financial Economics, 2012, 22, (11), 849-862 View citations (2)

2011

14. Panel cointegration analysis of the Fisher effect: Evidence from the US, the UK, and Japan
    Economics Bulletin, 2011, 31, (3), 2674-2682 View citations (9)

Chapters

2013

1. INFLATION TARGETING IN SOUTH KOREA, INDONESIA, THE PHILIPPINES AND THAILAND: THE IMPACT ON BUSINESS CYCLE SYNCHRONIZATION BETWEEN EACH COUNTRY AND THE WORLD
   Chapter 5 in Global Linkages and Economic Rebalancing in East Asia, 2013, pp 85-108 View citations (5)