Minoru Tachibana. Relationship between the S&P 500 index and its constituents: A regime-switching copula approach and a model-free asymmetry test. SSRN (Preprint). 2024. id4815835
Minoru Tachibana. Safe haven assets for international stock markets: A regime-switching factor copula approach. Research in International Business and Finance. 2022. 60. 101591. 1-30
Minoru Tachibana. Flight-to-quality in the stock-bond return relation: a regime-switching copula approach. Financial Markets and Portfolio Management. 2020. 34. 4. 429-470
Minoru Tachibana. Relationship between stock and currency markets conditional on the US stock returns: A vine copula approach. Journal of Multinational Financial Management. 2018. 46. 75-106
Minoru Tachibana. Safe-haven and hedge currencies for the US, UK, and Euro area stock markets: A copula-based approach. Global Finance Journal. 2018. 35. 82-96