Have cryptocurrencies become an inflation hedge after the reopening of the U.S. economy?

von Sakurai, Yuji
Veröffentlicht in Research in international business and finance (2023)

How has the relationship between oil and the US stock market changed after the Covid-19 crisis?

von Sakurai, Yuji
Veröffentlicht in Finance research letters (2020)

Cryptocurrency portfolio optimization with multivariate normal tempered stable processes and Foster-Hart risk

von Kurosaki, Tetsuo
Veröffentlicht in Finance research letters (2022)

Mean-CoAVaR optimization for global banking portfolios

von Kurosaki, Tetsuo
Veröffentlicht in Investment management and financial innovations (2013)

Central bank policy announcements and changes in trading behavior : evidence from bond futures high frequency price data

von Kamada, Koichiro
Veröffentlicht in The North American journal of economics and finance (2022)

Foster-Hart optimal portfolios

von Anand, Abhinav
Veröffentlicht in Journal of banking & finance (2016)

The equity risk posed by the too-big-to-fail banks : a Foster-Hart estimation

von Anand, Abhinav
Veröffentlicht in Annals of operations research ; volume 253, number 1 (June 2017) (2017)