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subject:"Volatility"
subject:"Yield curve"
~person:"Hamori, Shigeyuki"
~subject:"Financial crisis"
~subject:"Geldpolitik"
~subject:"Impact assessment"
~subject:"Income distribution"
~subject:"Lohnstruktur"
~subject:"Schock"
~subject:"Theory"
~subject:"United Kingdom"
~type_genre:"Article in journal"
~type_genre:"Bibliografie enthalten"
~type_genre:"Elektronischer Datenträger"
~type_genre:"Konferenzschrift"
~type_genre:"Lehrbuch"
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Volatility
Yield curve
Financial crisis
Geldpolitik
Impact assessment
Income distribution
Lohnstruktur
Schock
Theory
United Kingdom
Estimation
33
Schätzung
33
Japan
12
ARCH model
9
ARCH-Modell
9
Volatilität
8
Cointegration
7
Kointegration
7
Aktienmarkt
6
Börsenkurs
6
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6
Stock market
6
USA
6
United States
6
Welt
5
World
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Finanzkrise
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Großbritannien
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Spillover effect
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Zeitreihenanalyse
3
Asymmetric dynamic conditional correlation model
2
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Article in journal
Bibliografie enthalten
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19
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19
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Hamori, Shigeyuki
Gupta, Rangan
107
Gil-Alaña, Luis A.
68
Bahmani-Oskooee, Mohsen
58
Caporale, Guglielmo Maria
57
Wohar, Mark E.
47
Belke, Ansgar
37
Apergēs, Nikolaos
35
Pierdzioch, Christian
34
Serletis, Apostolos
33
Tiwari, Aviral Kumar
33
Balcilar, Mehmet
32
McAleer, Michael
30
Narayan, Paresh Kumar
29
Bollerslev, Tim
28
Ma, Feng
28
Lee, Chien-chiang
27
Xuan Vinh Vo
27
Moosa, Imad A.
26
Bouri, Elie
25
Kumbhakar, Subal
25
Todorov, Viktor
25
Brooks, Robert
24
Hsing, Yu
22
McMillan, David G.
22
Blundell, Richard W.
21
Rashid, Abdul
21
Hammoudeh, Shawkat
20
Kumar, Dilip
20
Salisu, Afees A.
20
Sosvilla-Rivero, Simón
20
Jalles, João Tovar
19
MacDonald, Ronald
19
Afonso, António
18
Chang, Tsangyao
18
Chiang, Thomas C.
18
Jawadi, Fredj
18
Mumtaz, Haroon
18
Payne, James E.
18
Sarno, Lucio
18
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Applied financial economics
3
Applied economics letters
2
Annals of 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
Research in international business and finance
1
The Indian economic journal
1
The North American journal of economics and finance : a journal of financial economics studies
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ECONIS (ZBW)
19
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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
Dynamic effects of financial spillovers on bank lending : evidence from local projection-based impulse response analysis
Chen, Wang
;
Hamori, Shigeyuki
;
Kinkyō, Takuji
- In:
Applied economics letters
27
(
2020
)
5
,
pp. 400-405
Persistent link: https://www.econbiz.de/10012205499
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
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:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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:
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