Yoshihiko Tsukuda

Available identifiers

Publication	Date of Publication	Type
The multivariate GARCH model and its application to East Asian financial market integration	2020-12-09	Paper
Generalized Nelson-Siegel term structure model: do the second slope and curvature factors improve the in-sample fit and out-of-sample forecasts?	2020-11-04	Paper
Dynamics of the term structure of interest rates and monetary policy: is monetary policy effective during zero interest rate policy?	2020-10-28	Paper
Term structure forecasting of government bond yields with latent and macroeconomic factors: do macroeconomic factors imply better out-of-sample forecasts?	2018-10-11	Paper
An extensive analysis on the Japanese markets via S. Taylor's model	2009-02-06	Paper
Testing PPP hypotheses between Japan and the six G7 countries	2009-02-06	Paper
Dynamic efficiency in the east European emerging markets	2007-01-24	Paper
Estimation of Stochastic Volatility Models: An Approximation to the Nonlinear State Space Representation	2005-07-18	Paper
Testing a Subset of Coefficients in a Structural Equation	1984-01-01	Paper
Asymptotic expansions of the distributions of the structural variance estimators in a simultaneous equations system	1984-01-01	Paper
Asymptotic Expansions of the Distributions of the Test Statistics for Overidentifying Restrictions in a System of Simultaneous Equations	1983-01-01	Paper

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