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~person:"Gil-Alaña, Luis A."
~person:"Hamori, Shigeyuki"
~person:"Itō, Takatoshi"
~person:"Jürgens, Ulrich"
~subject:"USA"
~subject:"Volatilität"
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USA
Volatilität
Japan
274
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72
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Gil-Alaña, Luis A.
Hamori, Shigeyuki
Itō, Takatoshi
Jürgens, Ulrich
Caporale, Guglielmo Maria
29
Schnabl, Gunther
24
Lipsey, Robert E.
22
Nunnenkamp, Peter
22
Jorgenson, Dale Weldeau
21
McKinnon, Ronald I.
21
Ito, Takatoshi
20
Yamawaki, Hideki
20
Chinn, Menzie David
19
Pierdzioch, Christian
19
Jokisch, Sabine
18
Kato, Takao
18
Saxonhouse, Gary R.
18
Stern, Robert Mitchell
18
Fehr, Hans
17
Hennart, Jean-François Marie André
17
Kotlikoff, Laurence J.
17
McAleer, Michael
17
Satō, Ryūzo
17
Ando, Albert
16
Gordon, Robert J.
16
Mairesse, Jacques
16
Sarno, Lucio
15
Artus, Patrick
14
Bahmani-Oskooee, Mohsen
14
Dominguez, Kathryn M.
14
Eaton, Jonathan
14
Head, Keith
14
Marston, Richard C.
14
Stadtmann, Georg
14
Tsutsui, Yoshirō
14
Bergsten, Carl Fred
13
Bollerslev, Tim
13
Cette, Gilbert
13
Diebold, Francis X.
13
Du Caju, Philip
13
Fukao, Kyōji
13
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1
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1
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1
Nihon Keizai Kenkyū Sentā <Tokio>
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11
Journal of the Japanese and international economies : an international journal ; JJIE
7
Asian economic and political issues
2
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2
Duisburger Arbeitspapiere Ostasienwissenschaften
2
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2
Economics letters
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
2
International review of financial analysis
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Japan and the world economy : international journal of theory and policy
2
Journal of Asian economics
2
Journal of risk and financial management : JRFM
2
Research monographs in Japan-US business & economics
2
Research working papers / Research Division, Federal Reserve Bank of Kansas City
2
AK-Beiträge
1
Applied financial economics
1
Asia-Pacific financial markets
1
Asian economic policy review : AEPR
1
Boy-Jürgen Andresen, Gernold Frank, Ulrich Jürgens. Zukunftsorientierte Personalentwicklung: neue Produktionskonzepte und Formen der Mitarbeiterqualifizierung
1
Business fluctuations and cycles
1
CESifo working papers
1
Der deutsche Maschinenbau in den neunziger Jahren : Kontinuität und Wandel einer Branche
1
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
1
Discussion papers / Deutsches Institut für Wirtschaftsforschung
1
Duisburg Working Papers on East Asian Studies
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
Economic modelling
1
Employer and employee in Japan and Europe : conference proceedings [of the Fifth International Conference of the Euro-Asia Management Studies Association]
1
Global stock exchanges : stability, interrelationships, and roles
1
Handbuch Produktionsmanagement: Strategie - Führung - Technologie - Schnittstellen
1
International journal of theoretical and applied finance
1
Japan's new economy : continuity and change in the twenty-first century
1
Japanisches Management in der Praxis : Flexibilität oder Kontrolle im Prozess der Internationalisierung und Mikroelektronisierung
1
Jenseits des Sozialpakts: neue Unternehmensstrategien, Gewerkschaften und Arbeitskämpfe in den USA. 2. Aufl.
1
Journal of applied econometrics
1
Journal of economic and social measurement
1
Journal of international economics
1
Journal of international financial markets, institutions & money
1
Journal of monetary economics
1
Management und Partizipation in der Automobilindustrie: zum Wandel der Arbeitsbeziehungen in Deutschland und Frankreich
1
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ECONIS (ZBW)
85
EconStor
8
USB Cologne (EcoSocSci)
2
RePEc
1
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1
ESG disclosures and stock price crash risk
Murata, Rio
;
Hamori, Shigeyuki
- In:
Journal of risk and financial management : JRFM
14
(
2021
)
2/70
,
pp. 1-20
components in Europe, the United States, and
Japan
to perform regression analyses, after controlling for other potential stock …
Persistent link: https://www.econbiz.de/10012484063
Saved in:
2
New dataset for forecasting realized volatility : is the Tokyo stock exchange co-location dataset helpful for expansion of the heterogeneous autoregressive model in the Japanese st...
Higashide, Takuo
;
Tanaka, Katsuyuki
;
Kinkyō, Takuji
; …
- In:
Journal of risk and financial management : JRFM
14
(
2021
)
5
,
pp. 1-18
This study analyzes the importance of the Tokyo Stock Exchange Co-Location dataset (TSE Co-Location dataset) to forecast the realized volatility (RV) of Tokyo stock price index futures. The heterogeneous autoregressive (HAR) model is a popular linear regression model used to forecast RV. This...
Persistent link: https://www.econbiz.de/10012534623
Saved in:
3
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:
4
Puzzles in the Forex Tokyo " fixing" : order imbalances and biased pricing by banks
Itō, Takatoshi
;
Yamada, Masahiro
-
2016
Persistent link: https://www.econbiz.de/10011574763
Saved in:
5
Puzzles in the Forex Tokyo "fixing" : order imbalances and biased pricing by banks
Itō, Takatoshi
;
Yamada, Masahiro
-
2016
Persistent link: https://www.econbiz.de/10011706287
Saved in:
6
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:
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
Long memory and volatility dynamics in the US dollar exchange rate
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2010
This paper focuses on nominal exchange rates, specifically the US dollar rate vis-à-vis the Euro and the Japanese Yen at a daily frequency. We model both absolute values of returns and squared returns using long-memory techniques, being particularly interested in volatility modelling and...
Persistent link: https://www.econbiz.de/10003931070
Saved in:
9
Long memory and volatility dynamics in the US dollar exchange rate
Caporale, Guglielmo Maria
;
Gil-Alaña, Luis A.
-
2010
Persistent link: https://www.econbiz.de/10003963286
Saved in:
10
Effects of Japanese macroeconomic announcements on the dollar/yen exchange rate : high-resolution picture
Hashimoto, Yūko
;
Itō, Takatoshi
-
2009
Persistent link: https://www.econbiz.de/10003850339
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