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Go Tamakoshi · Study

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Go Tamakoshi

10 works· latest 2015· 1 institutionscluster: provisional

h-index10

i1010

Citations263

Works here10

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Most cited in this library

Co-movements among major European exchange rates: A multivariate time-varying asymmetric approach2014 · 76 citations
An asymmetric dynamic conditional correlation analysis of linkages of European financial institutions during the Greek sovereign debt crisis2012 · 31 citations
Time-varying co-movements and volatility spillovers among financial sector CDS indexes in the UK2015 · 29 citations
Volatility and mean spillovers between sovereign and banking sector CDS markets: a note on the European sovereign debt crisis2012 · 26 citations
Asymmetric dynamics in correlations of treasury and swap markets: Evidence from the US market2011 · 21 citations

Works

10 shown

Time-varying co-movements and volatility spillovers among financial sector CDS indexes in the UK

Research in International Business and Finance·2015·2 authors

29citations

The conditional dependence structure of insurance sector credit default swap indices

The North American Journal of Economics and Finance·2014·2 authors

17citations

Co-movements among major European exchange rates: A multivariate time-varying asymmetric approach

International Review of Economics & Finance·2014·2 authors

76citations

Spillovers among CDS indexes in the US financial sector

The North American Journal of Economics and Finance·2013·2 authors

16citations

Greek sovereign bond index, volatility, and structural breaks

Journal of Economics and Finance·2013·2 authors

16citations

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·2012·2 authors

15citations

An asymmetric dynamic conditional correlation analysis of linkages of European financial institutions during the Greek sovereign debt crisis

European Journal of Finance·2012·2 authors

31citations

Volatility and mean spillovers between sovereign and banking sector CDS markets: a note on the European sovereign debt crisis

Applied Economics Letters·2012·2 authors

26citations

A dynamic conditional correlation analysis of European stock markets from the perspective of the Greek sovereign debt crisis

RePEc: Research Papers in Economics·2012·3 authors

16citations

Asymmetric dynamics in correlations of treasury and swap markets: Evidence from the US market

Journal of International Financial Markets Institutions and Money·2011·3 authors

21citations