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Toyoharu Takahashi

Personal Details

First Name:Toyoharu
Middle Name:
Last Name:Takahashi
Suffix:
RePEc Short-ID:pta423
[This author has chosen not to make the email address public]
http://c-faculty.chuo-u.ac.jp/~toyohal/

Affiliation

Faculty of Commerce
Chuo University

Tokyo, Japan
http://www.chuo-u.ac.jp/chuo-u/commerce/
RePEc:edi:fcchujp (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Junji Shimada & Toyoharu Takahashi & Tatsuyoshi Miyakoshi & Yoshihiko Tsukuda, 2010. "Japanese Interest Rate Swap Pricing," TERG Discussion Papers 253, Graduate School of Economics and Management, Tohoku University.

Articles

  1. Miyakoshi, Tatsuyoshi & Takahashi, Toyoharu & Shimada, Junji & Tsukuda, Yoshihiko, 2014. "The dynamic contagion of the global financial crisis into Japanese markets," Japan and the World Economy, Elsevier, vol. 31(C), pages 47-53.

Chapters

  1. Junji Shimada & Toyoharu Takahashi & Tatsuyoshi Miyakoshi & Yoshihiko Tsukuda, 2012. "An Empirical Analysis of Japanese Interest Rate Swap Spread," World Scientific Book Chapters, in: Akihiko Takahashi & Yukio Muromachi & Hidetaka Nakaoka (ed.), Recent Advances In Financial Engineering 2011, chapter 7, pages 111-131, World Scientific Publishing Co. Pte. Ltd..

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

    Sorry, no citations of working papers recorded.

Articles

  1. Miyakoshi, Tatsuyoshi & Takahashi, Toyoharu & Shimada, Junji & Tsukuda, Yoshihiko, 2014. "The dynamic contagion of the global financial crisis into Japanese markets," Japan and the World Economy, Elsevier, vol. 31(C), pages 47-53.

    Cited by:

    1. Chowdhury, Biplob & Jeyasreedharan, Nagaratnam, 2019. "An empirical examination of the jump and diffusion aspects of asset pricing: Japanese evidence," Working Papers 2019-02, University of Tasmania, Tasmanian School of Business and Economics.
    2. Tarishi Matsuoka, 2022. "Financial Contagion in a Two‐Country Model," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 54(7), pages 2149-2172, October.
    3. KIM, Hyonok & WILCOX, James A. & YASUDA, Yukihiro & 安田, 行宏, 2016. "Shocks and Shock Absorbers in Japanese Bonds and Banks During the Global Financial Crisis," Working Paper Series G-1-16, Hitotsubashi University Center for Financial Research.

Chapters

    Sorry, no citations of chapters recorded.

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