{"_buckets": {"deposit": "b7accf8e-0bde-40e0-bb99-e3e4be0884eb"}, "_deposit": {"id": "42122", "owners": [], "pid": {"revision_id": 0, "type": "depid", "value": "42122"}, "status": "published"}, "_oai": {"id": "oai:repository.dl.itc.u-tokyo.ac.jp:00042122"}, "item_8_biblio_info_7": {"attribute_name": "\u66f8\u8a8c\u60c5\u5831", "attribute_value_mlt": [{"bibliographicIssueDates": {"bibliographicIssueDate": "2009-10", "bibliographicIssueDateType": "Issued"}, "bibliographicVolumeNumber": "CIRJE-F-677", "bibliographic_titles": [{"bibliographic_title": "Discussion paper series. CIRJE-F"}]}]}, "item_8_description_13": {"attribute_name": "\u30d5\u30a9\u30fc\u30de\u30c3\u30c8", "attribute_value_mlt": [{"subitem_description": "application/pdf", "subitem_description_type": "Other"}]}, "item_8_description_5": {"attribute_name": "\u6284\u9332", "attribute_value_mlt": [{"subitem_description": "The paper models the dynamic conditional correlations in emerging stock, bond and foreign exchange markets using the DCC model of Engle (2002) and the GARCC model of McAleer et al. (2008). The highly restrictive DCC model suggests that the conditional correlations of the overall returns are constant. In contrast, the GARCC model finds that the conditional correlations between bond-bond markets and between stock-stock markets are relatively constant across developed-emerging markets, while those between emerging-emerging markets are dynamic. The conditional correlations between stock-bond markets across developed-emerging markets are also more dynamic as compared with those between emerging-emerging markets.", "subitem_description_type": "Abstract"}]}, "item_8_description_6": {"attribute_name": "\u5185\u5bb9\u8a18\u8ff0", "attribute_value_mlt": [{"subitem_description": "\u672c\u6587\u30d5\u30a3\u30eb\u306f\u30ea\u30f3\u30af\u5148\u3092\u53c2\u7167\u306e\u3053\u3068", "subitem_description_type": "Other"}]}, "item_8_publisher_20": {"attribute_name": "\u51fa\u7248\u8005", "attribute_value_mlt": [{"subitem_publisher": "\u65e5\u672c\u7d4c\u6e08\u56fd\u969b\u5171\u540c\u30bb\u30f3\u30bf\u30fc"}]}, "item_8_relation_25": {"attribute_name": "\u95a2\u4fc2URI", "attribute_value_mlt": [{"subitem_relation_type_id": {"subitem_relation_type_id_text": "http://www.cirje.e.u-tokyo.ac.jp/research/dp/2009/2009cf677ab.html", "subitem_relation_type_select": "URI"}}]}, "item_8_source_id_10": {"attribute_name": "\u66f8\u8a8c\u30ec\u30b3\u30fc\u30c9ID", "attribute_value_mlt": [{"subitem_source_identifier": "AA11450569", "subitem_source_identifier_type": "NCID"}]}, "item_8_subject_15": {"attribute_name": "\u65e5\u672c\u5341\u9032\u5206\u985e\u6cd5", "attribute_value_mlt": [{"subitem_subject": "335", "subitem_subject_scheme": "NDC"}]}, "item_8_text_21": {"attribute_name": "\u51fa\u7248\u8005\u5225\u540d", "attribute_value_mlt": [{"subitem_text_value": "Center for International Research on the Japanese Economy"}]}, "item_8_text_34": {"attribute_name": "\u8cc7\u6e90\u30bf\u30a4\u30d7", "attribute_value_mlt": [{"subitem_text_value": "Discussion Paper"}]}, "item_8_text_4": {"attribute_name": "\u8457\u8005\u6240\u5c5e", "attribute_value_mlt": [{"subitem_text_value": "Faculty of Economics Indonesian Islamic University"}, {"subitem_text_value": "Econometrics Institute Erasmus School of Economics Erasmus University Rotterdam"}, {"subitem_text_value": "Tinbergen Institute The Netherlands Center for International Research on the Japanese Economy (CIRJE) Faculty of Economics University of Tokyo"}]}, "item_access_right": {"attribute_name": "\u30a2\u30af\u30bb\u30b9\u6a29", "attribute_value_mlt": [{"subitem_access_right": "metadata only access", "subitem_access_right_uri": "http://purl.org/coar/access_right/c_14cb"}]}, "item_creator": {"attribute_name": "\u8457\u8005", "attribute_type": "creator", "attribute_value_mlt": [{"creatorNames": [{"creatorName": "Abdul, Hakim"}], "nameIdentifiers": [{"nameIdentifier": "96947", "nameIdentifierScheme": "WEKO"}]}, {"creatorNames": [{"creatorName": "McAleer, Michael"}], "nameIdentifiers": [{"nameIdentifier": "96948", "nameIdentifierScheme": "WEKO"}]}]}, "item_keyword": {"attribute_name": "\u30ad\u30fc\u30ef\u30fc\u30c9", "attribute_value_mlt": [{"subitem_subject": "Risk", "subitem_subject_scheme": "Other"}, {"subitem_subject": "conditional correlations", "subitem_subject_scheme": "Other"}, {"subitem_subject": "emerging markets", "subitem_subject_scheme": "Other"}, {"subitem_subject": "stocks", "subitem_subject_scheme": "Other"}, {"subitem_subject": "bonds", "subitem_subject_scheme": "Other"}, {"subitem_subject": "foreign exchange markets", "subitem_subject_scheme": "Other"}, {"subitem_subject": "JEL Classifications: G10, G11, G15, G19", "subitem_subject_scheme": "Other"}]}, "item_language": {"attribute_name": "\u8a00\u8a9e", "attribute_value_mlt": [{"subitem_language": "eng"}]}, "item_resource_type": {"attribute_name": "\u8cc7\u6e90\u30bf\u30a4\u30d7", "attribute_value_mlt": [{"resourcetype": "technical report", "resourceuri": "http://purl.org/coar/resource_type/c_18gh"}]}, "item_title": "Dynamic Conditional Correlations in International Stock, Bond and Foreign Exchange Markets : Emerging Markets Evidence", "item_titles": {"attribute_name": "\u30bf\u30a4\u30c8\u30eb", "attribute_value_mlt": [{"subitem_title": "Dynamic Conditional Correlations in International Stock, Bond and Foreign Exchange Markets : Emerging Markets Evidence"}]}, "item_type_id": "8", "owner": "1", "path": ["9/7435/7436", "62/7433/7434"], "permalink_uri": "http://hdl.handle.net/2261/28494", "pubdate": {"attribute_name": "\u516c\u958b\u65e5", "attribute_value": "2013-05-31"}, "publish_date": "2013-05-31", "publish_status": "0", "recid": "42122", "relation": {}, "relation_version_is_last": true, "title": ["Dynamic Conditional Correlations in International Stock, Bond and Foreign Exchange Markets : Emerging Markets Evidence"], "weko_shared_id": null}