
Takashi MIYAZAKI
Senior Economist
Specialty:Financial Time Series Analysis
Financial Time Series Analysis
Latest Reports
- 2023/09/21
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Research Report | Financial Research
The Bank of Japan’s Special Deposit Facility: 94% of Regional Banks Eligible for Support, with Total Special Remuneration Over Five Years Expanding to Approximately 200 Billion Yen
- 2023/07/31
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Economic Forecast | JCER Financial Stress Index
JCER Financial Stress Index is 0.064, released on July 31, 2023
- 2023/07/10
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Economic Forecast | Recession Indicator
May: The Recession Indicator fell to 37.1% further
- 2023/06/26
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Economic Forecast | JCER Financial Stress Index
JCER Financial Stress Index is 0.076, released on June 26, 2023
Full List
Papers. etc.
・Miyazaki, T., Toyoshima, Y. and Hamori, S. 2012. “Exploring the dynamic interdependence between gold and other financial markets”. Economics Bulletin 32, 37-50.
・Miyazaki, T. and Hamori, S., 2013. “Testing for causality between the gold return and stock market performance: evidence for ‘gold investment in case of emergency’”, Applied Financial Economics 23, 27-40.
・Miyazaki, T. and Hamori, S. 2014. “Cointegration with regime shift between gold and financial variables”, International Journal of Financial Research 5, 90-97.
・Miyazaki, T. and Hamori, S. 2016. “Linkages among East Asian stock markets, US financial market stress, and gold, in ‘Financial Linkages, Remittances, and Resource Dependence in East Asia’” edited by Kinkyo, T., Inoue, T. and Hamori, S., World Scientific.
・Miyazaki, T. and Hamori, S. 2016. “Asymmetric correlations in gold and other financial markets”, Applied Economics 48, 4419-4425.
・Miyazaki, T. and Hamori, S. 2018. “The determinants of a simultaneous crash in gold and stock markets: An ordered logit approach”, Annals of Financial Economics 13, 1850004.
・Miyazaki, T. 2019. “Clarifying the response of gold return to financial indicators: An empirical comparative analysis using ordinary least squares, robust and quantile regressions”, Journal of Risk and Financial Management 12, 33.