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~person:"Gil-Alaña, Luis A."
~person:"Hamori, Shigeyuki"
~person:"Itō, Takatoshi"
~person:"Marston, Richard C."
~subject:"Cointegration"
~subject:"USA"
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Cointegration
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252
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42
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Gil-Alaña, Luis A.
Hamori, Shigeyuki
Itō, Takatoshi
Marston, Richard C.
Caporale, Guglielmo Maria
32
Lipsey, Robert E.
22
Nunnenkamp, Peter
22
Jorgenson, Dale Weldeau
21
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21
Yamawaki, Hideki
20
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19
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17
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14
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14
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14
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13
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13
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Global stock exchanges : stability, interrelationships, and roles
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ECONIS (ZBW)
88
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2
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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
Determinants of Shrt-Term Real Interest Differentials between
Japan
and the United States
Marston, Richard C.
-
2011
Many past studies of relative financing costs in the United States and
Japan
have relied on interest rates from the … capital controls from financial markets abroad. Interest rates on bank loans, the most important source of financing in
Japan
…
Persistent link: https://www.econbiz.de/10013124752
Saved in:
4
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:
5
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:
6
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:
7
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:
8
Price Behavior in Japanese and U.S. Manufacturing
Marston, Richard C.
-
2010
extensive in
Japan
. In response to a appreciation of the yen, Japanese firms reduce their export prices in yen sharply so as to …
Persistent link: https://www.econbiz.de/10013150697
Saved in:
9
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:
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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