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subject:"Unemployment"
type_genre:"Article in journal"
~person:"Hamori, Shigeyuki"
~subject:"ARCH-Modell"
~subject:"Cointegration"
~subject:"United States"
~type_genre:"Hochschulschrift"
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33
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12
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8
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Hamori, Shigeyuki
Gupta, Rangan
77
Bahmani-Oskooee, Mohsen
75
Gil-Alaña, Luis A.
75
Caporale, Guglielmo Maria
47
Chang, Tsangyao
33
Wohar, Mark E.
33
Tiwari, Aviral Kumar
31
Belke, Ansgar
28
Shahbaz, Muhammad
27
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26
Lee, Chien-chiang
23
Balcilar, Mehmet
21
Payne, James E.
21
McAleer, Michael
20
Kumar, Dilip
19
Ma, Feng
19
Pradhan, Rudra Prakash
19
Serletis, Apostolos
18
Beckmann, Joscha
17
Bouri, Elie
16
Herzer, Dierk
16
Holmes, Mark J.
16
Rahman, A. K. M. Matiur
16
Salisu, Afees A.
16
Heckman, James J.
15
Hsing, Yu
15
Jawadi, Fredj
15
Miller, Stephen M.
15
Narayan, Paresh Kumar
15
Xuan Vinh Vo
15
Bollerslev, Tim
14
Hammoudeh, Shawkat
14
Arize, Augustine Chuck
13
Azar, Samih Antoine
13
Cebula, Richard J.
13
Chiang, Thomas C.
13
Herwartz, Helmut
13
Ramírez, Miguel D.
13
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12
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Applied economics letters
3
Economic modelling
2
The North American journal of economics and finance : a journal of financial economics studies
2
Annals of financial economics
1
Applied financial economics
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
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1
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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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