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Applied Financial Economics Volume 23, 2013 - Issue 6
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Original Articles

An asymmetric DCC analysis of correlations among bank CDS indices

Go Tamakoshi Graduate School of Economics, Kobe University, Kobe, JapanCorrespondence[email protected]
&
Shigeyuki Hamori Faculty of Economics, Kobe University, Kobe, Japan
Pages 475-481 | Published online: 26 Oct 2012

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Yuki Toyoshima, Tadahiro Nakajima & Shigeyuki Hamori. (2013) Crude oil hedging strategy: new evidence from the data of the financial crisis. Applied Financial Economics 23:12, pages 1033-1041.
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Articles from other publishers (4)

Maria Alberta Oliveira & Carlos Santos. (2022) Unveiling trading patterns: iTraxx Europe financials from the great financial crisis to ECB monetary easing. Banks and Bank Systems 17:3, pages 188-200.
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SHAN WU, YUQIN ZHOU, ZHENHUA LIU & MU TONG. (2021) ECONOMIC POLICY UNCERTAINTY AND FOREIGN HOLDINGS OF US TREASURIES: THE GLOBAL EVIDENCE. The Singapore Economic Review, pages 1-18.
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Tadahiro Nakajima, Shigeyuki Hamori, Xie He, Guizhou Liu, Wenting Zhang, Yulian Zhang & Tiantian LiuWenting Zhang, Tadahiro Nakajima & Shigeyuki Hamori. 2021. ESG Investment in the Global Economy. ESG Investment in the Global Economy 21 35 .
Ann Marie Hibbert & Ivelina Pavlova. (2017) The Drivers of Sovereign CDS Spread Changes: Local Versus Global Factors. Financial Review 52:3, pages 435-457.
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