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~person:"Hamori, Shigeyuki"
~person:"Nunnenkamp, Peter"
~person:"Schnabl, Gunther"
~person:"Seitz, Konrad"
~subject:"ARCH model"
~subject:"Deutschland"
~subject:"Germany"
~subject:"Globalization"
~subject:"USA"
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Hamori, Shigeyuki
Nunnenkamp, Peter
Schnabl, Gunther
Seitz, Konrad
Caporale, Guglielmo Maria
41
Itō, Takatoshi
34
Lipsey, Robert E.
28
McKinnon, Ronald I.
25
Pascha, Werner
25
Chinn, Menzie David
22
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21
Yamawaki, Hideki
21
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20
Jürgens, Ulrich
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19
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Kato, Takao
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Pierdzioch, Christian
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Storz, Cornelia
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Ando, Albert
17
Bordo, Michael D.
17
Diebold, Francis X.
17
Dominguez, Kathryn M.
17
Fehr, Hans
17
Fukao, Kyōji
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Gordon, Robert J.
17
Hennart, Jean-François Marie André
17
Satō, Ryūzo
17
Allen, Franklin
16
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16
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15
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Chinas und Japans Bedeutung für Ostasien und die Weltwirtschaft : Eine Veröffentlichung des Asien-Pazifik-Ausschusses der Deutschen Wirtschaft ; [überarbeitete Referate einer Tagung des Asien-Pazifik-Ausschusses der Deutschen Wirtschaft (APA) und des Instituts für Asienkunde ; 29. Oktober 2002, Berlin]
1
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Empleo y distribución del ingreso en América Latina : ¿hemos avanzado?
1
European industrial restructuring in a global economy : fragmentation and relocation of value chains
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European industrial restructuring in a global economy: fragmentation and relocation of value chains
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Global stock exchanges : stability, interrelationships, and roles
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Intereconomics : review of European economic policy
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ECONIS (ZBW)
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RePEc
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1
Japanese Foreign Exchange Intervention and the Yen/Dollar Exchange Rate : A Simultaneous Equations Approach Using Realized Volatility
Hillebrand, Eric T.
;
Schnabl, Gunther
;
Ulu, Yasemin
-
2021
We use realized volatility to study the influence of central bank interventions on the yen/dollar exchange rate. Realized volatility is a technical innovation that allows specifying a system of equations for returns, realized volatility, and interventions without endogeneity bias. We find that...
Persistent link: https://www.econbiz.de/10013317518
Saved in:
2
A Structural Break in the Effects of Japanese Foreign Exchange Intervention on Yen/Dollar Exchange Rate Volatility
Hillebrand, Eric T.
;
Schnabl, Gunther
-
2021
left foreign exchange intervention unsterilized when
Japan
entered the liquidity trap in 1999. According to previous …
Persistent link: https://www.econbiz.de/10013317566
Saved in:
3
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:
4
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:
5
Regional heterogeneity, the rise of public debt and monetary policy in post-bubbles
Japan
: lessons for the EMU
Fischer, Raphael
;
Schnabl, Gunther
-
2016
Both
Japan
and parts of the European Monetary Union have experienced boom and bust in stock and real estate markets … public debt and monetary policy in the context of crisis. It is shown for
Japan
that the attempts to maintain regional … expansion. Econometric estimations show that in
Japan
regional redistribution of funds has ensured homogeneous living conditions …
Persistent link: https://www.econbiz.de/10011476067
Saved in:
6
Ultra-low interest rates and growth in emerging East Asia from a Hayekian perspective
Schnabl, Gunther
- In:
Macroeconomic shocks and unconventional monetary policy …
,
(pp. 294-316)
.
2019
Persistent link: https://www.econbiz.de/10012135351
Saved in:
7
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:
8
Adverse effects of unconventional monetary policy
Hoffmann, Andreas
;
Schnabl, Gunther
- In:
The Cato journal : an interdisciplinary journal of …
36
(
2016
)
3
,
pp. 449-484
Persistent link: https://www.econbiz.de/10011558591
Saved in:
9
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:
10
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
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