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Yusho Kagraoka
Observed names:
Y. Kagraoka,
YUSHO KAGRAOKA
Institution:
Musashi University
Observed institutions:
Osaka City University,
Musashi University
ORCID:
0000-0002-6867-4445
Observed ORCID:
0000-0002-6867-4445
OpenAlex ID:
A5063975656
Common dynamic factors in driving commodity prices: Implications of a generalized dynamic factor model
2015
·
Yusho Kagraoka
·
Economic Modelling
·
45
Gauge Transformations and Gauge-fixing Conditions in Constraint Systems
1992
·
REIJI SUGANO
, YUSHO KAGRAOKA
, et al.
·
International Journal of Modern Physics A
·
31
Quantitative easing, credibility and the time-varying dynamics of the term structure of interest rate in Japan
2013
·
Yusho Kagraoka
, Zakaria Moussa
·
Journal of International Financial Markets Institutions and Money
·
9
PDF
Extension to velocity dependent gauge transformations
1991
·
Reiji Sugano
, Yusho Kagraoka
·
The European Physical Journal C
·
9
Corporate bond liquidity and matrix pricing
2005
·
Yusho Kagraoka
·
Physica A Statistical Mechanics and its Applications
·
8
A time-varying common risk factor affecting corporate yield spreads
2009
·
Yusho Kagraoka
·
European Journal of Finance
·
7
Estimation of the Term Structure of CDS-AdjustedRisk-Free Interest Rates
2014
·
Yusho Kagraoka
, Zakaria Moussa
·
The Journal of Fixed Income
·
5
Extension to velocity dependent gauge transformations
1991
·
Reiji Sugano
, Yusho Kagraoka
·
The European Physical Journal C
·
5
The OAS Approach and the Martingale Measure for Mortgage Prepayment
2002
·
Yusho Kagraoka
·
4
Are the Risk-Free Interest Rates Correlated with Sovereign Default Intensities?
2019
·
Yusho Kagraoka
·
The Journal of Fixed Income
·
2
Common dynamic factors driving metal and energy prices
2012
·
Yusho Kagraoka
·
武蔵大学論集
·
2
The Fractional Step Method versus the Radial Basis Functions for Option Pricing with Correlated Stochastic Processes
2020
·
Yusho Kagraoka
·
International Journal of Financial Studies
PDF
The Changing Shape of Sovereign Default Intensities
2019
·
Yusho Kagraoka
, Zakaria Moussa
·
Contributions to statistics
Credit risk valuation in the corporate CDS and bond markets : cross-section and causality analysis
2015
·
Yusho Kagraoka
·
Medical Entomology and Zoology
Estimation of the Term Structure of CDS-Adjusted Risk-Free Interest Rates
2014
·
Yusho Kagraoka
, Zakaria Moussa
·
The Journal of Fixed Income
A short-term interest rate model with nonlinear mean reversion
2002
·
Z. Shi
, Y. Kagraoka
, et al.
More General Momentum Dependent Gauge Transformations
1993
·
Yusho Kagraoka
·
Progress of Theoretical Physics
More General Momentum Dependent Gauge Transformations: Generators of Gauge Transformations Quadratic in Constraint Functions
1993
·
Y. Kagraoka
·
Progress of Theoretical Physics
PDF
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Works count:
18
Citation count:
127
H-index:
6
I10-index:
2
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