9
H index
9
i10 index
193
Citations
Kobe University | 9 H index 9 i10 index 193 Citations RESEARCH PRODUCTION: 19 Articles RESEARCH ACTIVITY: 5 years (2011 - 2016). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pta422 |
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: |
Journals with more than one article published | # docs |
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Economics Bulletin | 4 |
Journal of Economics and Finance | 2 |
Research in International Business and Finance | 2 |
The North American Journal of Economics and Finance | 2 |
Applied Economics Letters | 2 |
Year | Title of citing document |
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2023 | Effects of macroeconomic factors on stock prices for BRICS using the variational mode decomposition and quantile method. (2023). Zhang, Shuguang ; Huang, Qian ; Wang, Xiangning. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000621. Full description at Econpapers || Download paper |
2023 | Following the leaders? A study of co-movement and volatility spillover in BRICS currencies. (2023). Roy, Saikat Sinha ; Das, Suman. In: Economic Systems. RePEc:eee:ecosys:v:47:y:2023:i:2:s0939362522000425. Full description at Econpapers || Download paper |
2023 | Copula sensitivity analysis for portfolio credit derivatives. (2023). Hu, Jian-Qiang ; Fu, Michael C ; Peng, Yijie ; Lei, Lei. In: European Journal of Operational Research. RePEc:eee:ejores:v:308:y:2023:i:1:p:455-466. Full description at Econpapers || Download paper |
2023 | Foreign exchange market return spillovers and connectedness among African countries. (2023). Osei, Kofi Acheampong ; Kang, Sang Hoon ; Mensah, Lord Kwaku ; Boakye, Robert Owusu. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000212. Full description at Econpapers || Download paper |
2023 | Multiscale correlation analysis of Sino-US corn futures markets and the impact of international crude oil price: A new perspective from the multifractal method. (2023). Huang, Qian ; Yang, Jie ; Feng, Yun. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s154461232300065x. Full description at Econpapers || Download paper |
2023 | Network connectedness of the term structure of yield curve and global Sukuks. (2023). Teplova, Tamara ; Shahab, Yasir ; Riaz, Yasir ; Umar, Zaghum. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:80:y:2023:i:c:s0927538x23001221. 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 |
2023 | Dynamic spatiotemporal correlation coefficient based on adaptive weight. (2023). Yu, Xuezeng ; Zhang, Weiguo ; Tan, Chunzhi ; Mo, Guoli. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-022-00437-3. Full description at Econpapers || Download paper |
Year | Title | Type | Cited |
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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 | 13 |
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 | 10 |
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 | 50 |
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 | 14 |
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 | 11 |
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 | 23 |
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