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~person:"Gil-Alaña, Luis A."
~person:"Hamori, Shigeyuki"
~person:"Itō, Takatoshi"
~person:"Kato, Takao"
~subject:"Cointegration"
~subject:"USA"
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Cointegration
USA
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323
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83
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41
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36
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Gil-Alaña, Luis A.
Hamori, Shigeyuki
Itō, Takatoshi
Kato, Takao
Caporale, Guglielmo Maria
32
Lipsey, Robert E.
22
Nunnenkamp, Peter
22
Jorgenson, Dale Weldeau
21
McKinnon, Ronald I.
21
Yamawaki, Hideki
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Fehr, Hans
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Hennart, Jean-François Marie André
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Satō, Ryūzo
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Hall, Stephen G.
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Sarno, Lucio
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Eaton, Jonathan
14
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14
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14
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13
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13
Du Caju, Philip
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13
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Journal of the Japanese and international economies : an international journal ; JJIE
8
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Japan and the world economy : international journal of theory and policy
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Global stock exchanges : stability, interrelationships, and roles
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International perspectives on participation
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ECONIS (ZBW)
91
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2
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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
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:
3
Long-term employment and job security over the last twenty-five years: A comparative study of
Japan
and the US
Kambayashi, Ryo
;
Kato, Takao
-
2011
-national analysis of micro data from
Japan
's Employment Status Survey and its U.S. counterpart, Current Population Survey. Our focus is … core employees (employees of prime age of 30-44 who have already accumulated at least five years of tenure) in
Japan
were … remarkably stable at around 70 percent over the last twenty-five years, and there is little evidence that
Japan
's Great Recession …
Persistent link: https://www.econbiz.de/10010282605
Saved in:
4
Long-term employment and job security over the past 25 years : a comparative study of
Japan
and the United States
Kanbayashi, Ryō
;
Kato, Takao
- In:
ILR review : the journal of work and policy
70
(
2017
)
2
,
pp. 359-394
Persistent link: https://www.econbiz.de/10011702750
Saved in:
5
Long-term employment and job security over the last twenty-five years : a comparative study of
Japan
and the US
Kanbayashi, Ryō
;
Kato, Takao
-
2011
-national analysis of micro data from
Japan
's Employment Status Survey and its U.S. counterpart, Current Population Survey. Our focus is … core employees (employees of prime age of 30-44 who have already accumulated at least five years of tenure) in
Japan
were … remarkably stable at around 70 percent over the last twenty-five years, and there is little evidence that
Japan
's Great Recession …
Persistent link: https://www.econbiz.de/10009523528
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
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:
9
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:
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
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