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subject:"EU-Staaten"
subject:"Volatility"
~person:"Hamori, Shigeyuki"
~subject:"USA"
~type_genre:"Article in journal"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Bibliografie enthalten"
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EU-Staaten
Volatility
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Estimation
33
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33
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12
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9
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9
Volatilität
8
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7
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Hamori, Shigeyuki
Gupta, Rangan
94
Bahmani-Oskooee, Mohsen
54
Gil-Alaña, Luis A.
49
Caporale, Guglielmo Maria
45
Wohar, Mark E.
38
Belke, Ansgar
31
Bollerslev, Tim
28
Ma, Feng
27
Apergēs, Nikolaos
26
Balcilar, Mehmet
26
Bouri, Elie
26
Pierdzioch, Christian
26
Xuan Vinh Vo
26
McAleer, Michael
25
Tiwari, Aviral Kumar
25
Todorov, Viktor
25
Kumar, Dilip
20
Kang, Sang Hoon
19
Hsing, Yu
18
Mensi, Walid
18
Brooks, Robert
17
Hegerty, Scott W.
17
Sosvilla-Rivero, Simón
17
Hammoudeh, Shawkat
16
McMillan, David G.
16
Payne, James E.
16
Serletis, Apostolos
16
Tauchen, George Eugene
16
Yoon, Seong-min
16
Asai, Manabu
15
Herwartz, Helmut
15
Jawadi, Fredj
15
Lee, Chien-chiang
15
Rashid, Abdul
15
Andersen, Torben
14
Chiang, Thomas C.
14
Heckman, James J.
14
Koopman, Siem Jan
14
Li, Jia
14
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Annals of financial economics
1
Applied economics letters
1
Applied financial economics
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
Research in international business and finance
1
The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
14
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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
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:
3
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:
4
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:
5
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:
6
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:
7
Nonlinear adjustment between the Eonia and Euribor rates : a two-regime threshold cointegration analysis
Tamakoshi, Go
;
Hamori, Shigeyuki
- In:
Applied financial economics
24
(
2014
)
1/3
,
pp. 139-143
Persistent link: https://www.econbiz.de/10010391461
Saved in:
8
On the time-varying linkages among the London Interbank Offer Rates for major European currencies
Tamakoshi, Go
;
Hamori, Shigeyuki
- In:
International journal of financial research
4
(
2013
)
1
,
pp. 46-53
Persistent link: https://www.econbiz.de/10009701634
Saved in:
9
Asymmetric dynamics in stock market correlations : evidence from Japan and Singapore
Toyoshima, Yuki
- In:
Journal of Asian economics
24
(
2013
)
1
,
pp. 117-123
Persistent link: https://www.econbiz.de/10009715247
Saved in:
10
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:
1
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