Tachibana Minoru

タチバナミノル | Tachibana Minoru

Affiliation and department：
Job title： Professor

Research field (1)： Money and finance

Research theme for competitive and other funds (7)：

2020 - 2024 高次元金融資産間の相互依存関係:ファクター・コピュラによるアプローチ
2016 - 2020 Dynamic relationships between different financial markets: Empirical studies with copulas
2012 - 2016 Empirical study on unconventional monetary policy: comparative analysis between its effects and side effects
2012 - 2015 Deflation, Strong Yen, and Financial Crises
2009 - 2012 Bubbles and Financial Crises in the Global Economy

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Papers (15)：

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

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Education (2)：

Professional career (1)：

Work history (3)：

2022/04 - 現在 Osaka Metropolitan University Graduate School of Economics Professor
2008/04 - 2022/03 Osaka Prefecture University Graduate School of Economics Associate Professor
2005/04 - 2008/03 Osaka Prefecture University Graduate School of Economics Lecturer

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