Determinants of interest rate swap spreads in the US : bounds testing approach to cointegration

von Toyoshima, Yuki
Veröffentlicht in Applied financial economics (2012)

Panel cointegration analysis of co-movement between interest rate swap and treasury markets

von Toyoshima, Yuki
Veröffentlicht in Applied economics letters (2012)

Sources of economic fluctuations in Asia : evidence from a panel VAR

von Toyoshima, Yuki
Veröffentlicht in Financial globalization and regionalism in East Asia (2014)

Asymmetric dynamics in stock market correlations : evidence from Japan and Singapore

von Toyoshima, Yuki
Veröffentlicht in Journal of Asian economics (2013)

Volatility transmission of swap spreads among the US, Japan and the UK : a cross-correlation function approach

von Toyoshima, Yuki
Veröffentlicht in Applied financial economics (2012)

Crude oil hedging strategy : new evidence from the data of the financial crisis

von Toyoshima, Yuki
Veröffentlicht in Applied financial economics (2013)

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

von Toyoshima, Yuki
Veröffentlicht in Journal of international financial markets, institutions & money (2012)

Inflation targeting in South Korea, Indonesia, the Philippines and Thailand : the impact on business cycle synchronization between each country and the world

von Inoue, Takeshi
Veröffentlicht in Global linkages and economic rebalancing in East Asia (2013)

The causal relationships between sovereign CDS premiums for Japan and selected EU countries

von Yoshizaki, Yasunori
Veröffentlicht in Applied economics letters (2013)