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Takashi Miyazaki

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First Name:Takashi
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Last Name:Miyazaki
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RePEc Short-ID:pmi536

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Articles

  1. Takashi Miyazaki & Shigeyuki Hamori, 2013. "Testing for causality between the gold return and stock market performance: evidence for ‘gold investment in case of emergency’," Applied Financial Economics, Taylor & Francis Journals, pages 27-40.
  2. Takashi Miyazaki & Yuki Toyoshima & Shigeyuki Hamori, 2012. "Exploring the dynamic interdependence between gold and other financial markets," Economics Bulletin, AccessEcon, vol. 32(1), pages 37-50.

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.

Articles

  1. Takashi Miyazaki & Shigeyuki Hamori, 2013. "Testing for causality between the gold return and stock market performance: evidence for ‘gold investment in case of emergency’," Applied Financial Economics, Taylor & Francis Journals, pages 27-40.

    Cited by:

    1. Choudhry, Taufiq & Hassan, Syed S. & Shabi, Sarosh, 2015. "Relationship between gold and stock markets during the global financial crisis: Evidence from nonlinear causality tests," International Review of Financial Analysis, Elsevier, vol. 41(C), pages 247-256.
    2. Han, Yingying & Gong, Pu & Zhou, Xiang, 2016. "Correlations and risk contagion between mixed assets and mixed-asset portfolio VaR measurements in a dynamic view: An application based on time varying copula models," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 444(C), pages 940-953.
    3. Hatice Gaye Gencer & Zafer Musoglu, 2014. "Volatility Transmission and Spillovers among Gold, Bonds and Stocks: An Empirical Evidence from Turkey," International Journal of Economics and Financial Issues, Econjournals, vol. 4(4), pages 705-713.
    4. Abid, Fathi & Kaffel, Bilel, 2018. "Time–frequency wavelet analysis of the interrelationship between the global macro assets and the fear indexes," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 490(C), pages 1028-1045.
    5. Takashi Miyazaki & Shigeyuki Hamori, 2014. "Cointegration with Regime Shift between Gold and Financial Variables," International Journal of Financial Research, International Journal of Financial Research, Sciedu Press, vol. 5(4), pages 90-97, October.
    6. Maghyereh, Aktham I. & Awartani, Basel & Tziogkidis, Panagiotis, 2017. "Volatility spillovers and cross-hedging between gold, oil and equities: Evidence from the Gulf Cooperation Council countries," Energy Economics, Elsevier, vol. 68(C), pages 440-453.

  2. Takashi Miyazaki & Yuki Toyoshima & Shigeyuki Hamori, 2012. "Exploring the dynamic interdependence between gold and other financial markets," Economics Bulletin, AccessEcon, vol. 32(1), pages 37-50.

    Cited by:

    1. Choudhry, Taufiq & Hassan, Syed S. & Shabi, Sarosh, 2015. "Relationship between gold and stock markets during the global financial crisis: Evidence from nonlinear causality tests," International Review of Financial Analysis, Elsevier, vol. 41(C), pages 247-256.
    2. Muhammad Mansoor Baig & Muhammad Shahbaz & Muhammad Imran & Mehwish Jabbar & Qurat Ul Ain, 2013. "Relationship between Gold and Oil Prices and Stock Market Returns," Acta Universitatis Danubius. OEconomica, Danubius University of Galati, issue 9(5), pages 28-39, October.
    3. Reboredo, Juan C., 2013. "Is gold a safe haven or a hedge for the US dollar? Implications for risk management," Journal of Banking & Finance, Elsevier, vol. 37(8), pages 2665-2676.
    4. Reboredo, Juan C. & Rivera-Castro, Miguel A., 2014. "Can gold hedge and preserve value when the US dollar depreciates?," Economic Modelling, Elsevier, vol. 39(C), pages 168-173.
    5. Walid Chkili, 2015. "Gold–oil prices co-movements and portfolio diversification implications," Economics Bulletin, AccessEcon, vol. 35(4), pages 2832-2845.
    6. Reboredo, Juan C. & Rivera-Castro, Miguel A., 2014. "Gold and exchange rates: Downside risk and hedging at different investment horizons," International Review of Economics & Finance, Elsevier, vol. 34(C), pages 267-279.
    7. Chkili, Walid, 2016. "Dynamic correlations and hedging effectiveness between gold and stock markets: Evidence for BRICS countries," Research in International Business and Finance, Elsevier, vol. 38(C), pages 22-34.
    8. Chkili, Walid, 2015. "Gold-oil prices co-movements and portfolio diversification implications," MPRA Paper 68110, University Library of Munich, Germany.

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