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isPartOf:"Jahrbücher für Nationalökonomie und Statistik"
subject:"Schätzung"
~isPartOf:"Applied economics letters"
~isPartOf:"Journal of international financial markets, institutions & money"
~isPartOf:"Review of quantitative finance and accounting"
~language:"eng"
~person:"Hamori, Shigeyuki"
~person:"Lu, Yang-cheng"
~subject:"Cointegration"
~subject:"Osteuropa"
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Schätzung
Cointegration
Osteuropa
Estimation
13
Kaufkraftparität
5
Purchasing power parity
5
Kointegration
4
Statistical test
4
Statistischer Test
4
Aktienmarkt
3
Stock market
3
ARCH model
2
ARCH-Modell
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Börsenkurs
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GDP
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Gesundheitskosten
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Government securities
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Health care costs
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Japan
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National income
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Nationaleinkommen
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Panel
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Panel study
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Swap
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1980-2006
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1985-2008
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1992-2008
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1995-2008
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Ankündigungseffekt
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Asymmetric dynamic conditional correlation model
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Asymmetric effect
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Autocorrelation
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English
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Hamori, Shigeyuki
Lu, Yang-cheng
Chang, Tsangyao
34
Su, Chi-Wei
15
Wagner, Joachim
15
Narayan, Paresh Kumar
12
Gil-Alaña, Luis A.
11
Bahmani-Oskooee, Mohsen
10
Afonso, António
9
Sosvilla-Rivero, Simón
9
Bhaskara Rao, Buddhavarapu
8
Caporale, Guglielmo Maria
8
Chang, Hsu-Ling
8
Gupta, Rangan
7
Huang, Ho-chuan
7
Lee, Chia-hao
7
Pierdzioch, Christian
7
Apergēs, Nikolaos
6
Jawadi, Fredj
6
Kanas, Angelos
6
Liu, Wen-chi
6
Wohar, Mark E.
6
Jalles, João Tovar
5
Liu, Yu-Shao
5
Nguyen, Duc Khuong
5
Siliverstovs, Boriss
5
Sousa, Ricardo M.
5
Tiwari, Aviral Kumar
5
Zhu, Meng-Nan
5
Baharumshah, Ahmad Zubaidi
4
Bellmann, Lutz
4
Brooks, Robert
4
Cebula, Richard J.
4
Chiang, Thomas C.
4
Chong, Terence Tai-Leung
4
Herzer, Dierk
4
Hsing, Yu
4
Hujer, Reinhard
4
Lau, Chi Keung
4
Ma, Feng
4
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Jahrbücher für Nationalökonomie und Statistik
Applied economics letters
Journal of international financial markets, institutions & money
Review of quantitative finance and accounting
Applied economics
4
Applied financial economics
4
IDE discussion papers
3
The North American journal of economics and finance : a journal of financial economics studies
3
Economic modelling
2
International journal of financial research
2
Kobe University economic review
2
Advanced Studies in Theoretical and Applied Econometrics
1
Advanced studies in theoretical and applied econometrics : ASTA
1
Annals of financial economics
1
Business fluctuations and cycles
1
Econometric reviews
1
Emerging topics in macroeconomics
1
Energy economics
1
Global stock exchanges : stability, interrelationships, and roles
1
International journal of economics and finance
1
International journal of finance & economics : IJFE
1
International review of financial analysis
1
Journal of African economies
1
Journal of Asian economics
1
Journal of banking & finance
1
Journal of economics and finance
1
Progress in economics research
1
Research Monographs in Japan-U.S. Business & Economics
1
Research Monographs in Japan-U.S. Business and Economics
1
Research in international business and finance
1
Research monographs in Japan-US business & economics
1
SpringerLink / Bücher
1
The Indian economic journal
1
The Singapore economic review : journal of the Economic Society of Singapore and the Department of Economics, National University of Singapore
1
Theoretical economics letters
1
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ECONIS (ZBW)
13
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1
News sentiment and stock market volatility
Hsu, Yen-Ju
;
Lu, Yang-cheng
;
Yang, J. Jimmy
- In:
Review of quantitative finance and accounting
57
(
2021
)
3
,
pp. 1093-1122
Persistent link: https://www.econbiz.de/10012620049
Saved in:
2
Dynamic effects of financial spillovers on bank lending : evidence from local projection-based impulse response analysis
Chen, Wang
;
Hamori, Shigeyuki
;
Kinkyō, Takuji
- In:
Applied economics letters
27
(
2020
)
5
,
pp. 400-405
Persistent link: https://www.econbiz.de/10012205499
Saved in:
3
Testing cointegration between health care expenditure and GDP in Japan with the presence of a regime shift
Tamakoshi, T.
;
Hamori, Shigeyuki
- In:
Applied economics letters
23
(
2016
)
1/3
,
pp. 151-155
Persistent link: https://www.econbiz.de/10011414493
Saved in:
4
Health-care expenditure, GDP and share of the elderly in Japan : a panel cointegration analysis
Tamakoshi, Tomoko
;
Hamori, Shigeyuki
- In:
Applied economics letters
22
(
2015
)
7/9
,
pp. 725-729
Persistent link: https://www.econbiz.de/10010530030
Saved in:
5
The price impact of foreign institutional herding on large-size stocks in the Taiwan stock market
Lu, Yang-cheng
;
Fang, Hao
;
Nieh, Chien-chung
- In:
Review of quantitative finance and accounting
39
(
2012
)
2
,
pp. 189-208
Persistent link: https://www.econbiz.de/10009629085
Saved in:
6
The sustainability of trade balances in sub-Saharan Africa : panel cointegration tests with cross-section dependence
Hashiguchi, Yoshihiro
;
Hamori, Shigeyuki
- In:
Applied economics letters
19
(
2012
)
1/3
,
pp. 161-165
Persistent link: https://www.econbiz.de/10009412652
Saved in:
7
Asymmetric dynamics in correlations of treasury and swap markets : evidence from the US market
Toyoshima, Yuki
;
Tamakoshi, Go
;
Hamori, Shigeyuki
- In:
Journal of international financial markets, …
22
(
2012
)
2
,
pp. 381-394
Persistent link: https://www.econbiz.de/10009581695
Saved in:
8
Panel cointegration analysis of co-movement between interest rate swap and treasury markets
Toyoshima, Yuki
;
Hamori, Shigeyuki
- In:
Applied economics letters
19
(
2012
)
13/15
,
pp. 1483-1486
Persistent link: https://www.econbiz.de/10009682484
Saved in:
9
Nonlinear adjustment to purchasing power parity in transition countries : the ADL test for threshold cointegration
Lu, Yang-cheng
;
Chang, Tsangyao
;
Lee, Chia-hao
- In:
Applied economics letters
19
(
2012
)
7/9
,
pp. 629-633
Persistent link: https://www.econbiz.de/10009630585
Saved in:
10
Revisiting purchasing power parity for 16 Latin American countries : panel SURADF tests
Lu, Yang-cheng
;
Chang, Tsangyao
;
Chiu, Chi-chen
;
Tzeng, …
- In:
Applied economics letters
18
(
2011
)
1/3
,
pp. 251-255
Persistent link: https://www.econbiz.de/10009230079
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