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subject:"EU-Staaten"
type_genre:"Übersichtsarbeit"
~person:"Hamori, Shigeyuki"
~subject:"Aktienmarkt"
~subject:"Theorie"
~type_genre:"Aufsatz in Zeitschrift"
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EU-Staaten
Aktienmarkt
Theorie
Estimation
33
Schätzung
33
Japan
12
ARCH model
9
ARCH-Modell
9
Volatility
8
Volatilität
8
Cointegration
7
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7
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Übersichtsarbeit
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12
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English
12
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Hamori, Shigeyuki
Gil-Alaña, Luis A.
54
Gupta, Rangan
54
Caporale, Guglielmo Maria
47
Wohar, Mark E.
31
Tiwari, Aviral Kumar
28
Zaremba, Adam
28
Belke, Ansgar
27
Kumbhakar, Subal
25
Serletis, Apostolos
25
Narayan, Paresh Kumar
24
Bahmani-Oskooee, Mohsen
23
Pierdzioch, Christian
20
MacDonald, Ronald
19
Sehgal, Sanjay
19
Tsionas, Efthymios G.
19
Apergēs, Nikolaos
18
Brooks, Robert
18
Herwartz, Helmut
18
McMillan, David G.
18
Sosvilla-Rivero, Simón
18
Chang, Tsangyao
17
Chiang, Thomas C.
17
Ma, Feng
17
Jawadi, Fredj
16
Lee, Chien-chiang
16
Marcellino, Massimiliano
16
Moosa, Imad A.
16
Afonso, António
15
Balcilar, Mehmet
15
Fabozzi, Frank J.
15
Yoon, Seong-min
15
Ghysels, Eric
14
Hammoudeh, Shawkat
14
Pradhan, Rudra Prakash
14
Xuan Vinh Vo
14
Zhang, Yaojie
14
Egger, Peter
13
Engsted, Tom
13
Kang, Sang Hoon
13
Kouretas, Georgios P.
13
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Applied financial economics
2
Annals of financial economics
1
Applied economics letters
1
Econometric reviews
1
Economic modelling
1
International journal of financial research
1
International review of financial analysis
1
Journal of Asian economics
1
Journal of economics and finance
1
Journal of international financial markets, institutions & money
1
The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
12
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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
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:
4
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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:
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