Go Tamakoshi : Citation Profile


Are you Go Tamakoshi?

Kobe University

9

H index

9

i10 index

193

Citations

RESEARCH PRODUCTION:

19

Articles

RESEARCH ACTIVITY:

   5 years (2011 - 2016). See details.
   Cites by year: 38
   Journals where Go Tamakoshi has often published
   Relations with other researchers
   Recent citing documents: 8.    Total self citations: 7 (3.5 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pta422
   Updated: 2024-01-16    RAS profile: 2019-06-22    
   Missing citations? Add them    Incorrect content? Let us know

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:

Hamori, Shigeyuki (12)

Tiwari, Aviral (5)

Yang, Lu (5)

Albulescu, Claudiu (5)

Stolbov, Mikhail (5)

PSILLAKI, Maria (4)

Ahmad, Wasim (4)

Papafilis, Michalis-Panayiotis (3)

Tuna, Gulcay (3)

Antonakakis, Nikolaos (3)

Bein, murad (3)

Cites to:

Engle, Robert (14)

Hamori, Shigeyuki (13)

Hammoudeh, Shawkat (11)

Ho, Wai-Yip Alex (10)

Bollerslev, Tim (7)

Perron, Pierre (6)

Bai, Jushan (6)

Sarno, Lucio (5)

Sheppard, Kevin (5)

Cappiello, Lorenzo (5)

Woodford, Michael (5)

Main data


Where Go Tamakoshi has published?


Journals with more than one article published# docs
Economics Bulletin4
Journal of Economics and Finance2
Research in International Business and Finance2
The North American Journal of Economics and Finance2
Applied Economics Letters2

Recent works citing Go Tamakoshi (2024 and 2023)


YearTitle of citing document
2023Effects 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

2023Following 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

2023Copula 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

2023Foreign 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

2023Multiscale 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

2023Network 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

2023What 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

2023Dynamic 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

Works by Go Tamakoshi:


YearTitleTypeCited
2011European sovereign debt crisis and linkage of long-term government bond yields In: Economics Bulletin.
[Full Text][Citation analysis]
article10
2012A dynamic conditional correlation analysis of European stock markets from the perspective of the Greek sovereign debt crisis In: Economics Bulletin.
[Full Text][Citation analysis]
article13
2011Transmission of stock prices amongst European countries before and during the Greek sovereign debt crisis In: Economics Bulletin.
[Full Text][Citation analysis]
article4
2012Informational roles of commodity prices for monetary policy: evidence from the Euro area In: Economics Bulletin.
[Full Text][Citation analysis]
article1
2014Spillovers among CDS indexes in the US financial sector In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]
article9
2014The conditional dependence structure of insurance sector credit default swap indices In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]
article10
2012Asymmetric 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]
article7
2014Co-movements among major European exchange rates: A multivariate time-varying asymmetric approach In: International Review of Economics & Finance.
[Full Text][Citation analysis]
article50
2014On cross-currency transmissions between US dollar and euro LIBOR-OIS spreads In: Research in International Business and Finance.
[Full Text][Citation analysis]
article3
2016Time-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]
article14
2013On the Time-varying Linkages among the London Interbank Offer Rates for Major European Currencies In: International Journal of Financial Research.
[Full Text][Citation analysis]
article3
2012Real 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]
article1
2014Causality-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]
article11
2014Greek sovereign bond index, volatility, and structural breaks In: Journal of Economics and Finance.
[Full Text][Citation analysis]
article14
2013Volatility 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]
article16
2013Dynamic linkages among cross-currency swap markets under stress In: Applied Economics Letters.
[Full Text][Citation analysis]
article2
2013An asymmetric DCC analysis of correlations among bank CDS indices In: Applied Financial Economics.
[Full Text][Citation analysis]
article1
2014Nonlinear adjustment between the Eonia and Euribor rates: a two-regime threshold cointegration analysis In: Applied Financial Economics.
[Full Text][Citation analysis]
article1
2013An 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]
article23

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 10 2023. Contact: CitEc Team