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Volatility interdependence on foreign exchange markets : the contribution of cross-rates

Kinkyō, Takuji - In: The North American journal of economics and finance : a … 54 (2020), pp. 1-18

Persistent link: https://www.econbiz.de/10012665471

The intermediating role of the Chinese renminbi in Asian currency markets : evidence from partial wavelet coherence

Kinkyō, Takuji - In: The North American journal of economics and finance : a … 59 (2022), pp. 1-17

Persistent link: https://www.econbiz.de/10013413489

Hedging capabilities of Bitcoin for Asian currencies

Kinkyō, Takuji - In: International journal of finance & economics : IJFE 27 (2022) 2, pp. 1769-1784

Persistent link: https://www.econbiz.de/10013184385

Region-wide connectedness of Asian equity and currency markets

Kinkyō, Takuji - In: The North American journal of economics and finance : a … 58 (2021), pp. 1-28

Persistent link: https://www.econbiz.de/10013188170

Continuous wavelet analysis of Chinese renminbi : co-movement and lead-lag relationship between onshore and offshore exchange rates

Xu, Lei; Hamori, Shigeyuki; Kinkyō, Takuji - In: The North American journal of economics and finance : a … 56 (2021), pp. 1-10

Persistent link: https://www.econbiz.de/10012821307

Macroeconomic impacts of oil prices and underlying financial

Chen, Wang; Hamori, Shigeyuki; Kinkyō, Takuji - In: Journal of international financial markets, … 29 (2014), pp. 1-12

Persistent link: https://www.econbiz.de/10010411554

New dataset for forecasting realized volatility : is the Tokyo stock exchange co-location dataset helpful for expansion of the heterogeneous autoregressive model in the Japanese stock market?

Higashide, Takuo; Tanaka, Katsuyuki; Kinkyō, Takuji; … - In: Journal of risk and financial management : JRFM 14 (2021) 5, pp. 1-18

This study analyzes the importance of the Tokyo Stock Exchange Co-Location dataset (TSE Co-Location dataset) to forecast the realized volatility (RV) of Tokyo stock price index futures. The heterogeneous autoregressive (HAR) model is a popular linear regression model used to forecast RV. This...

Persistent link: https://www.econbiz.de/10012534623