Tatsuyoshi Miyakoshi

Osaka University

1-1 Yamadaoka

Suita

Osaka, 565-0871

Japan

SCHOLARLY PAPERS

6

DOWNLOADS

228

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (6)

1.

The Impact of Quantitative Easing and Carry Trade on the Real Estate Market in Hong Kong

International Review of Economics & Finance, Vol. 69, 2020, 958–97
Number of pages: 38 Posted: 07 Oct 2020
Tatsuyoshi Miyakoshi, Kui-Wai Li, Junji Shimada and Yoshihiko Tsukuda
Osaka University, City University of Hong Kong (CityU) - Department of Economics & Finance, Aoyama Gakuin University - School of Business and affiliation not provided to SSRN
Downloads 71 (606,625)

Abstract:

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Quantitative easing, real estate prices, two channels, REIT markets, carry trade

2.

The Dynamic Effects of Quantitative Easing on Stock Price: Evidence from Asian Emerging Markets, 2001-2016

International Review of Economics and Finance, 49 May 2017: 548–567
Number of pages: 21 Posted: 24 Jun 2020
Tatsuyoshi Miyakoshi, Junji Shimada and Kui-Wai Li
Osaka University, Aoyama Gakuin University - School of Business and City University of Hong Kong (CityU) - Department of Economics & Finance
Downloads 60 (661,552)

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Advanced countries; Quantitative Easing; Asian stock markets

3.

Rational Expectation Bubbles: Evidence from Hong Kong's Sub-Indices

Applied Economics, Vol. 46, No. 20, 2014
Number of pages: 26 Posted: 15 Nov 2015
Tatsuyoshi Miyakoshi, Kui-Wai Li and Junji Shimada
Osaka University, City University of Hong Kong (CityU) - Department of Economics & Finance and Aoyama Gakuin University - School of Business
Downloads 38 (802,667)

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rational expectation; stock price bubbles; causality; foreign markets

4.

Existence, Uniqueness, and Algorithm for Identifying Free Riders in Multiple Public Good Games: Replacement Function Approach

CESifo Working Paper Series No. 7062
Number of pages: 33 Posted: 21 Jul 2018
Ken-ichi Suzuki, Jun-ichi Itaya, Akitomo Yamanashi and Tatsuyoshi Miyakoshi
Tohoku University, Hokkaido University - Division of Modern Economics and Management, Hokkaido University and Osaka University
Downloads 37 (810,347)

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public good, voluntary provision, uniqueness, aggregate game, Nash equilibrium, algorithm

5.

The Impacts of the 2008 and 2011 Crises on the Japan REIT Market

Journal of the Japanese and International Economies, Volume 41, September 2016, Pages 30-40
Number of pages: 24 Posted: 24 Jun 2020
Tatsuyoshi Miyakoshi, Junji Shimada and Kui-Wai Li
Osaka University, Aoyama Gakuin University - School of Business and City University of Hong Kong (CityU) - Department of Economics & Finance
Downloads 22 (942,294)

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Global Financial Crisis 2008; Great Earthquake 2011; Dynamic Effects; J-REIT prices; Stock price; Housing price, CC-EGARCH

6.

Asymmetric International Transmission in the Conditional Mean and Volatility to the Japanese Market from the US: Egarch Versus SV Models

The Singapore Economic Review, Vol. 54, No. 1, pp. 123-134, 2009
Posted: 25 Apr 2010
Tatsuyoshi Miyakoshi
Osaka University

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Asymmetric transmission, conditional mean and volatility, Japan and the US stock markets, EGARCH and SV models