Y. Sakurai

发表

Is the effectiveness of government bonds as a diversifier of equity risk weakened after the Covid-19 crisis?†

Tetsuo Kurosaki, Y. Sakurai, 2022, Quantitative Finance.

Rehypothecation Dilemma: Impact of Collateral Rehypothecation on Derivative Prices Under Bilateral Counterparty Credit Risk

Yoshihiko Uchida, Y. Sakurai, 2013 .

How has the relationship between oil and the US stock market changed after the Covid-19 crisis?☆

Tetsuo Kurosaki, Y. Sakurai, 2020, Finance Research Letters.

The Use of the Black Model of Interest Rates as Options for Monitoring the JGB Market Expectations

Yoichi Ueno, N. Baba, Y. Sakurai, 2006 .

Predicting regime switches in the VIX index with macroeconomic variables

N. Baba, Y. Sakurai, 2011 .

Foreign Exchange Futures, Forwards, and Swaps

Frank Packer, Naohiko Baba, Frank Packer, 2012 .

When and How US Dollar Shortages Evolved into the Full Crisis? Evidence from the Cross-Currency Swap Market

N. Baba, Y. Sakurai, 2009 .

How Does the Bond Market Perceive Macroeconomic Risks under Zero Lower Bound

Y. Sakurai, 2016 .

Have cryptocurrencies become an inflation hedge after the reopening of the U.S. economy?

Tetsuo Kurosaki, Y. Sakurai, 2023, Research in International Business and Finance.