How has the relationship between safe haven assets and the US stock market changed after the global financial crisis?

von Sakurai, Yuji
Veröffentlicht in Journal of international financial markets, institutions & money (2021)

Predicting regime switches in the VIX index with macroeconomic variables

von Baba, Naohiko
Veröffentlicht in Applied economics letters (2011)

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)

Rehypothecation dilemma : impact of collateral rehypothecation on derivative prices under bilateral counterparty credit risk

von Sakurai, Yuji
Veröffentlicht in Journal of banking & finance (2014)

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)

When and how US dollar shortages evolved into the full crisis? : evidence from the cross-currency swap market

von Baba, Naohiko
Veröffentlicht in Journal of banking & finance (2011)