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person:"Döpke, Jörg"
~person:"Hamori, Shigeyuki"
~subject:"ARCH-Modell"
~type:"article"
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Döpke, Jörg
Hamori, Shigeyuki
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ECONIS (ZBW)
14
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1
Dynamic correlation and equicorrelation analysis of global financial turmoil : evidence from emerging East Asian stock markets
Cai, Xiao Jing
;
Tian, Shuairu
;
Hamori, Shigeyuki
- In:
Applied economics
48
(
2016
)
40/42
,
pp. 3789-3803
Persistent link: https://www.econbiz.de/10011628092
Saved in:
2
Time-varying co-movements and volatility spillovers among financial sector CDS indexes in the UK
Tamakoshi, Go
;
Hamori, Shigeyuki
- In:
Research in international business and finance
36
(
2016
),
pp. 288-296
Persistent link: https://www.econbiz.de/10011594438
Saved in:
3
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:
4
Asymmetric dynamics in correlations of treasury and swap markets : evidence from the US market
Toyoshima, Yuki
;
Tamakoshi, Go
;
Hamori, Shigeyuki
- In:
Journal of international financial markets, …
22
(
2012
)
2
,
pp. 381-394
Persistent link: https://www.econbiz.de/10009581695
Saved in:
5
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:
6
Dependence structure among international stock markets : a GARCH–copula analysis
Yang, Lu
;
Hamori, Shigeyuki
- In:
Applied financial economics
23
(
2013
)
22/24
,
pp. 1805-1817
Persistent link: https://www.econbiz.de/10010337261
Saved in:
7
An asymmetric dynamic conditional correlation analysis of linkages of European financial institutions during the Greek sovereign debt crisis
Tamakoshi, Go
;
Hamori, Shigeyuki
- In:
The European journal of finance
19
(
2013
)
9/10
,
pp. 939-950
Persistent link: https://www.econbiz.de/10010245648
Saved in:
8
Co-movements among major European exchange rates : a multivariate time-varying asymmetric approach
Tamakoshi, Go
;
Hamori, Shigeyuki
- In:
International review of economics & finance : IREF
31
(
2014
),
pp. 105-113
Persistent link: https://www.econbiz.de/10010490436
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
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
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