The dynamic contagion of the global financial crisis into Japanese markets
Year of publication: |
2014
|
---|---|
Authors: | Miyakoshi, Tatsuyoshi ; Takahashi, Toyoharu ; Shimada, Junji ; Tsukuda, Yoshihiko |
Published in: |
Japan and the world economy : international journal of theory and policy. - Amsterdam : Elsevier Science Publ., ISSN 0922-1425, ZDB-ID 649581-3. - Vol. 31.2014, p. 47-53
|
Subject: | Global financial crisis | Risk premium | Sector index | Dynamic contagion | Finanzkrise | Financial crisis | Japan | Ansteckungseffekt | Contagion effect | Risikoprämie | Welt | World | Internationaler Finanzmarkt | International financial market | Spillover-Effekt | Spillover effect |
-
Ahrend, Rudiger, (2014)
-
Meegan, Andrew, (2018)
-
Financial crises and dynamic linkages across international stock and currency markets
Dua, Pami, (2016)
- More ...
-
An empirical analysis of Japanese interest rate swap spread
Shimada, Junji, (2012)
-
Dynamic efficiency in the East European emerging markets
Tsukuda, Yoshihiko, (2006)
-
Shimada, Junji, (2009)
- More ...