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subject:"Arbeitslosigkeit"
subject:"Arbeitsuche"
~language:"eng"
~language:"ita"
~person:"Hamori, Shigeyuki"
~source:"econis"
~subject:"ARCH model"
~subject:"Aktienmarkt"
~subject:"Business cycle"
~subject:"Cointegration"
~subject:"Deutschland"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Book review"
~type_genre:"Übersichtsarbeit"
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Arbeitslosigkeit
Arbeitsuche
ARCH model
Aktienmarkt
Business cycle
Cointegration
Deutschland
Estimation
33
Schätzung
33
Japan
12
ARCH-Modell
9
Volatility
8
Volatilität
8
Kointegration
7
Börsenkurs
6
Share price
6
Stock market
6
USA
6
United States
6
Welt
5
World
5
EU countries
4
EU-Staaten
4
Financial crisis
4
Finanzkrise
4
Großbritannien
4
Oil price
4
United Kingdom
4
Ölpreis
4
Causality analysis
3
China
3
Germany
3
Kausalanalyse
3
Panel
3
Panel study
3
Spillover effect
3
Spillover-Effekt
3
Theorie
3
Theory
3
Time series analysis
3
Zeitreihenanalyse
3
Asymmetric dynamic conditional correlation model
2
Correlation
2
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9
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Article
18
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Aufsatz in Zeitschrift
Book review
Übersichtsarbeit
Article in journal
18
Aufsatz im Buch
2
Book section
2
Graue Literatur
1
Non-commercial literature
1
Language
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English
Italian
Author
All
Hamori, Shigeyuki
Gil-Alaña, Luis A.
77
Gupta, Rangan
75
Bahmani-Oskooee, Mohsen
58
Caporale, Guglielmo Maria
53
Wagner, Joachim
48
Tiwari, Aviral Kumar
44
Wohar, Mark E.
33
Chang, Tsangyao
31
Pierdzioch, Christian
28
Shahbaz, Muhammad
28
Zaremba, Adam
28
Belke, Ansgar
26
Narayan, Paresh Kumar
26
Apergēs, Nikolaos
25
Lee, Chien-chiang
25
Balcilar, Mehmet
23
Ma, Feng
23
Döpke, Jörg
22
Kumar, Dilip
21
Riphahn, Regina T.
21
Fitzenberger, Bernd
20
Fritsch, Michael
20
Pradhan, Rudra Prakash
20
Schnabel, Claus
20
Herwartz, Helmut
19
Jalles, João Tovar
19
McMillan, David G.
19
Xuan Vinh Vo
19
Addison, John T.
18
Berg, Gerard J. van den
18
Hammoudeh, Shawkat
18
Holmes, Mark J.
18
Jawadi, Fredj
18
Sehgal, Sanjay
18
Beckmann, Joscha
17
Bouri, Elie
17
Chiang, Thomas C.
17
Brooks, Robert
16
Buch, Claudia M.
16
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Applied economics letters
3
The North American journal of economics and finance : a journal of financial economics studies
2
Annals of financial economics
1
Applied financial economics
1
Econometric reviews
1
Economic modelling
1
International journal of economics and finance
1
International journal of financial research
1
International review of financial analysis
1
Journal of Asian economics
1
Journal of banking & finance
1
Journal of economics and finance
1
Journal of international financial markets, institutions & money
1
Progress in economics research
1
The Singapore economic review : journal of the Economic Society of Singapore and the Department of Economics, National University of Singapore
1
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ECONIS (ZBW)
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1
Crude oil market and stock markets during the COVID-19 pandemic : evidence from the US, Japan, and Germany
Zhang, Wenting
;
Hamori, Shigeyuki
- In:
International review of financial analysis
74
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012803936
Saved in:
2
Human capital and energy : a driver or drag for economic growth
Youngho, Chang
;
Fang, Zheng
;
Hamori, Shigeyuki
- In:
The Singapore economic review : journal of the Economic …
65
(
2020
)
3
,
pp. 683-714
Persistent link: https://www.econbiz.de/10012509215
Saved in:
3
Modeling the dynamis of international agricultural commodity prices : a comparison of GARCH and stochastic volatility models
Yang, Lu
;
Hamori, Shigeyuki
- In:
Annals of financial economics
13
(
2018
)
2
,
pp. 1-20
Persistent link: https://www.econbiz.de/10011958469
Saved in:
4
Dependence structures between Chinese stock markets and the international financial market : evidence from a wavelet-based quantile regression approach
Yang, Lu
;
Tian, Shuairu
;
Yang, Wei
;
Xu, Mingli
;
Hamori, …
- In:
The North American journal of economics and finance : a …
45
(
2018
),
pp. 116-137
Persistent link: https://www.econbiz.de/10012117763
Saved in:
5
Volatility and causality in strategic commodities : characteristics, myth and evidence
Youngho, Chang
;
Fang, Zheng
;
Hamori, Shigeyuki
- In:
International journal of economics and finance
9
(
2017
)
8
,
pp. 162-178
Persistent link: https://www.econbiz.de/10011714755
Saved in:
6
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:
7
Time-varying price shock transmission and volatility spillover in foreign exchange, bond, equity, and commodity markets : evidence from the United States
Tian, Shuairu
;
Hamori, Shigeyuki
- In:
The North American journal of economics and finance : a …
38
(
2016
),
pp. 163-171
Persistent link: https://www.econbiz.de/10011673355
Saved in:
8
Modeling interest rate volatility : a Realized GARCH approach
Tian, Shuairu
;
Hamori, Shigeyuki
- In:
Journal of banking & finance
61
(
2015
),
pp. 158-171
Persistent link: https://www.econbiz.de/10011545170
Saved in:
9
Modeling dependence structures among international stock markets : evidence from hierarchical Archimedean copulas
Yang, Lu
;
Cai, Xiao Jing
;
Mengling Li
;
Hamori, Shigeyuki
- In:
Economic modelling
51
(
2015
),
pp. 308-314
Persistent link: https://www.econbiz.de/10011476020
Saved in:
10
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:
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