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subject:"EU-Staaten"
subject:"Volatility"
~person:"Hamori, Shigeyuki"
~subject:"Cointegration"
~subject:"United States"
~type_genre:"Advisory report"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
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EU-Staaten
Volatility
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United States
Estimation
35
Schätzung
35
Japan
13
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9
ARCH-Modell
9
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9
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7
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19
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Hamori, Shigeyuki
Gupta, Rangan
103
Bahmani-Oskooee, Mohsen
88
Gil-Alaña, Luis A.
79
Caporale, Guglielmo Maria
59
Wohar, Mark E.
44
Belke, Ansgar
43
Tiwari, Aviral Kumar
40
Apergēs, Nikolaos
34
Chang, Tsangyao
33
Shahbaz, Muhammad
32
Balcilar, Mehmet
30
Xuan Vinh Vo
30
Bollerslev, Tim
28
Ma, Feng
28
Pierdzioch, Christian
28
Bouri, Elie
27
Lee, Chien-chiang
27
McAleer, Michael
26
Payne, James E.
26
Todorov, Viktor
26
Pradhan, Rudra Prakash
24
Narayan, Paresh Kumar
23
Kang, Sang Hoon
20
Kumar, Dilip
20
McMillan, David G.
20
Mensi, Walid
20
Rashid, Abdul
20
Hegerty, Scott W.
19
Herwartz, Helmut
19
Holmes, Mark J.
19
Hsing, Yu
19
Jawadi, Fredj
19
Arize, Augustine Chuck
17
Beckmann, Joscha
17
Brooks, Robert
17
Caporin, Massimiliano
17
Hammoudeh, Shawkat
17
Salisu, Afees A.
17
Serletis, Apostolos
17
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Applied economics letters
3
International journal of financial research
2
Annals of financial economics
1
Applied financial economics
1
Economic modelling
1
Energy economics
1
International journal of economics and finance
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
Research in international business and finance
1
The North American journal of economics and finance : a journal of financial economics studies
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)
19
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1
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19
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1
Quantile time-frequency connectedness analysis between crude oil, gold, financial markets, and macroeconomic indicators : evidence from the US and EU
Shang, Jin
;
Hamori, Shigeyuki
- In:
Energy economics
132
(
2024
),
pp. 1-42
Persistent link: https://www.econbiz.de/10015047391
Saved in:
2
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:
3
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:
4
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:
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
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:
9
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:
10
Greek sovereign bond index, volatility, and structural breaks
Tamakoshi, Go
;
Hamori, Shigeyuki
- In:
Journal of economics and finance
38
(
2014
)
4
,
pp. 687-697
Persistent link: https://www.econbiz.de/10011333815
Saved in:
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