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person:"Benati, Luca"
subject:"Japan"
~person:"Hirayama, Kenjiro"
~subject:"Australia"
~subject:"Strukturbruch"
~type_genre:"Aufsatz in Zeitschrift"
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Benati, Luca
Hirayama, Kenjiro
Hamori, Shigeyuki
13
Gil-Alaña, Luis A.
9
Sarno, Lucio
9
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6
Gospel, Howard F.
6
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Journal of economic dynamics & control
2
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1
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1
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1
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1
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ECONIS (ZBW)
9
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1
International stock price co-movement
Hirayama, Kenjiro
;
Tsutsui, Yoshirō
- In:
Asian economic papers
12
(
2013
)
3
,
pp. 157-195
Persistent link: https://www.econbiz.de/10010211250
Saved in:
2
Investigating time-variation in the marginal predictive power of the yield spread
Benati, Luca
;
Goodhart, Charles
- In:
Journal of economic dynamics & control
32
(
2008
)
4
,
pp. 1236-1272
Persistent link: https://www.econbiz.de/10003723721
Saved in:
3
Drift and breaks in labor productivity
Benati, Luca
- In:
Journal of economic dynamics & control
31
(
2007
)
8
,
pp. 2847-2877
Persistent link: https://www.econbiz.de/10003499209
Saved in:
4
Estimation of the common and country-specific shock to stock prices
Tsutsui, Yoshirō
;
Hirayama, Kenjiro
- In:
Journal of the Japanese and international economies : …
19
(
2005
)
3
,
pp. 322-337
Persistent link: https://www.econbiz.de/10003176640
Saved in:
5
Evolving post-World War II UK economic performance
Benati, Luca
- In:
Journal of money, credit and banking : JMCB
36
(
2004
)
4
,
pp. 691-717
Persistent link: https://www.econbiz.de/10002252504
Saved in:
6
Approriate lag specification for daily responses of international stock markets
Tsutsui, Yoshirō
;
Hirayama, Kenjiro
- In:
Applied financial economics
14
(
2004
)
14
,
pp. 1017-1025
Persistent link: https://www.econbiz.de/10002377754
Saved in:
7
Are international portfolio adjustments a cause of comovements in stock prices?
Tsutsui, Yoshirō
;
Hirayama, Kenjiro
- In:
Pacific-Basin finance journal
12
(
2004
)
4
,
pp. 463-478
Persistent link: https://www.econbiz.de/10002145101
Saved in:
8
Intensifying international linkage of stock prices : cointegration and VEC analysis
Hirayama, Kenjiro
- In:
Ōsaka Daigaku keizaigaku
48
(
1998
)
1
,
pp. 1-17
Persistent link: https://www.econbiz.de/10001254914
Saved in:
9
Threshold effect in international linkage of stock prices
Hirayama, Kenjiro
- In:
Japan and the world economy : international journal of …
10
(
1998
)
4
,
pp. 441-453
Persistent link: https://www.econbiz.de/10001251380
Saved in:
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