9
H index
8
i10 index
180
Citations
Go Tamakoshi : Citation Profile
Kobe University | RESEARCH PRODUCTION: 19 Articles RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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5 years (2011 - 2016). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Go Tamakoshi. | Is cited by:
| Cites to:
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Main data
Where Go Tamakoshi has published?
| Journals with more than one article published | # docs |
|---|---|
| Economics Bulletin | 4 |
| The North American Journal of Economics and Finance | 2 |
| Applied Economics Letters | 2 |
| Journal of Economics and Finance | 2 |
| Research in International Business and Finance | 2 |
Recent works citing Go Tamakoshi (2022 and 2021)
| Year | Title of citing document |
|---|---|
| 2022 | Volatility spillovers among Northeast Asia and the US: Evidence from the global financial crisis and the COVID-19 pandemic. (2022). Choi, Sun-Yong. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:73:y:2022:i:c:p:179-193. Full description at Econpapers || Download paper |
| 2022 | Does hospitality industry stock volatility react asymmetrically to health and economic crises?. (2022). Pal, Debdatta. In: Economic Modelling. RePEc:eee:ecmode:v:108:y:2022:i:c:s026499932100328x. Full description at Econpapers || Download paper |
| 2021 | Evidence on time-varying inflation synchronization. (2021). Szafranek, Karol. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:1-13. Full description at Econpapers || Download paper |
| 2022 | Predicting the portfolio risk of high-dimensional international stock indices with dynamic spatial dependence. (2022). Liu, Xing ; Tan, Chunzhi ; Zhang, Wei Guo ; Mo, Guoli. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821001765. Full description at Econpapers || Download paper |
| 2022 | Contagion effects in ASEAN-5 exchange rates during the Covid-19 pandemic. (2022). Shahrier, Nur Ain. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822000596. Full description at Econpapers || Download paper |
| 2021 | An analysis of investor behaviour and information flows surrounding the negative WTI oil price futures event. (2021). Oxley, Les ; Corbet, Shaen ; Hu, Yang ; Hou, Yang. In: Energy Economics. RePEc:eee:eneeco:v:104:y:2021:i:c:s0140988321004576. Full description at Econpapers || Download paper |
| 2021 | The impact of Covid-19 on G7 stock markets volatility: Evidence from a ST-HAR model. (2021). Sivaprasad, Sheeja ; Pappas, Vasileios ; Muradolu, Yaz Gulnur ; Izzeldin, Marwan. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521921000144. Full description at Econpapers || Download paper |
| 2022 | Asymmetric connectedness across Asia-Pacific currencies: Evidence from time-frequency domain analysis. (2022). Karim, Sitara ; Hassan, Kabir M ; Naeem, Muhammad Abubakr ; Anwer, Zaheer. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pb:s1544612322000952. Full description at Econpapers || Download paper |
| 2022 | Sovereign bond market spillovers from crisis-time developments in Greece. (2022). Zigraiova, Diana ; Clancy, Daragh ; Gabriele, Carmine. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:78:y:2022:i:c:s1042443122000464. Full description at Econpapers || Download paper |
| 2022 | Credit risk interdependence in global financial markets: Evidence from three regions using multiple and partial wavelet approaches. (2022). Choi, Sun-Yong. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:80:y:2022:i:c:s1042443122001093. Full description at Econpapers || Download paper |
| 2022 | Does the regional proximity lead to exchange rate spillover?. (2022). Rashid, Mamunur ; Hassan, Kabir M ; Khan, Ashraf ; Anwer, Zaheer. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:81:y:2022:i:c:s1042443122001482. Full description at Econpapers || Download paper |
| 2022 | Global risk sentiment and the Swiss franc: A time-varying daily factor decomposition model. (2022). Gloede, Oliver ; Frei, Lukas ; Fink, Fabian . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:122:y:2022:i:c:s026156062100190x. Full description at Econpapers || Download paper |
| 2021 | Volatility spillovers during market supply shocks: The case of negative oil prices. (2021). Oxley, Les ; Corbet, Shaen ; Hu, Yang ; Hou, Yang. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003664. Full description at Econpapers || Download paper |
| 2021 | The relationship between yield curve components and equity sectorial indices: Evidence from China. (2021). Yousaf, Imran ; Aharon, David Y ; Umar, Zaghum. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:68:y:2021:i:c:s0927538x21000986. Full description at Econpapers || Download paper |
| 2021 | Disentangling the sources of inflation synchronization. Evidence from a large panel dataset. (2021). Szafranek, Karol. In: International Review of Economics & Finance. RePEc:eee:reveco:v:76:y:2021:i:c:p:229-245. Full description at Econpapers || Download paper |
| 2021 | Do the Determinants of Non-Performing Loans Have a Different Effect over Time? A Conditional Correlation Approach. (2021). Otranto, Edoardo ; Fallanca, Maria Grazia ; Forgione, Antonio Fabio. In: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:1:p:21-:d:475215. Full description at Econpapers || Download paper |
| 2022 | On the Macroeconomic Conditions of West African Economies to External Uncertainty Shocks. (2022). Frimpong, Siaw. In: Risks. RePEc:gam:jrisks:v:10:y:2022:i:7:p:138-:d:861275. Full description at Econpapers || Download paper |
| 2021 | Risk spillover networks in financial system based on information theory. (2021). Guo, Xue ; Wu, Lei ; Liu, Wei. In: PLOS ONE. RePEc:plo:pone00:0252601. Full description at Econpapers || Download paper |
| 2023 | What Explains the Volatility in Pakistan’s Sovereign Bond Yields?. (2023). Tunio, Mohsin Waheed. In: MPRA Paper. RePEc:pra:mprapa:116030. Full description at Econpapers || Download paper |
| 2021 | Risk and Return Transmissions From Crude Oil to Latin American Stock Markets During the Crisis: Portfolio Implications. (2021). Adeel, Ifraz ; Naveed, Muhammad ; Ali, Shoaib ; Yousaf, Imran. In: SAGE Open. RePEc:sae:sagope:v:11:y:2021:i:2:p:21582440211013800. Full description at Econpapers || Download paper |
| 2022 | Transmission of the Greek crisis on the sovereign debt markets in the euro area. (2022). Tahi, Sofiane ; Bellalah, Makram ; Kchaou, Oussama. In: Annals of Operations Research. RePEc:spr:annopr:v:313:y:2022:i:2:d:10.1007_s10479-021-03938-z. Full description at Econpapers || Download paper |
| 2022 | Multifrequency network for SADC exchange rate markets using EEMD-based DCCA. (2022). Gill, Ryan ; Moyo, Simiso ; Kyei, Kwabena ; Adam, Anokye M ; Gyamfi, Emmanuel N. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:46:y:2022:i:1:d:10.1007_s12197-021-09560-w. Full description at Econpapers || Download paper |
| 2022 | Wavelet coherence analysis and exchange rate movements. (2022). Bilgili, Faik ; Kukaya, Sevda ; Tou, Nurhan. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:56:y:2022:i:6:d:10.1007_s11135-022-01327-7. Full description at Econpapers || Download paper |
| 2021 | The impact of Euro through time: Exchange rate dynamics under different regimes. (2021). Chatziantoniou, Ioannis ; Antonakakis, Nikolaos ; Gabauer, David. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:1:p:1375-1408. Full description at Econpapers || Download paper |
Works by Go Tamakoshi:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2011 | European sovereign debt crisis and linkage of long-term government bond yields In: Economics Bulletin. [Full Text][Citation analysis] | article | 10 |
| 2012 | A dynamic conditional correlation analysis of European stock markets from the perspective of the Greek sovereign debt crisis In: Economics Bulletin. [Full Text][Citation analysis] | article | 12 |
| 2011 | Transmission of stock prices amongst European countries before and during the Greek sovereign debt crisis In: Economics Bulletin. [Full Text][Citation analysis] | article | 4 |
| 2012 | Informational roles of commodity prices for monetary policy: evidence from the Euro area In: Economics Bulletin. [Full Text][Citation analysis] | article | 1 |
| 2014 | Spillovers among CDS indexes in the US financial sector In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 9 |
| 2014 | The conditional dependence structure of insurance sector credit default swap indices In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 9 |
| 2012 | Asymmetric dynamics in correlations of treasury and swap markets: Evidence from the US market In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 7 |
| 2014 | Co-movements among major European exchange rates: A multivariate time-varying asymmetric approach In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 44 |
| 2014 | On cross-currency transmissions between US dollar and euro LIBOR-OIS spreads In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 3 |
| 2016 | Time-varying co-movements and volatility spillovers among financial sector CDS indexes in the UK In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 12 |
| 2013 | On the Time-varying Linkages among the London Interbank Offer Rates for Major European Currencies In: International Journal of Financial Research. [Full Text][Citation analysis] | article | 3 |
| 2012 | Real Oil Prices, Real Economic Activity, Real Interest Rates, and the US Dollar: A Cointegration Analysis with Structural Breaks In: Journal of Reviews on Global Economics. [Full Text][Citation analysis] | article | 1 |
| 2014 | Causality-in-variance and causality-in-mean between the Greek sovereign bond yields and Southern European banking sector equity returns In: Journal of Economics and Finance. [Full Text][Citation analysis] | article | 10 |
| 2014 | Greek sovereign bond index, volatility, and structural breaks In: Journal of Economics and Finance. [Full Text][Citation analysis] | article | 14 |
| 2013 | Volatility and mean spillovers between sovereign and banking sector CDS markets: a note on the European sovereign debt crisis In: Applied Economics Letters. [Full Text][Citation analysis] | article | 16 |
| 2013 | Dynamic linkages among cross-currency swap markets under stress In: Applied Economics Letters. [Full Text][Citation analysis] | article | 2 |
| 2013 | An asymmetric DCC analysis of correlations among bank CDS indices In: Applied Financial Economics. [Full Text][Citation analysis] | article | 1 |
| 2014 | Nonlinear adjustment between the Eonia and Euribor rates: a two-regime threshold cointegration analysis In: Applied Financial Economics. [Full Text][Citation analysis] | article | 1 |
| 2013 | An asymmetric dynamic conditional correlation analysis of linkages of European financial institutions during the Greek sovereign debt crisis In: The European Journal of Finance. [Full Text][Citation analysis] | article | 21 |
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