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Dynamic linkages among cross-currency swap markets under stress

Tamakoshi, G.; Hamori, S. - In: Applied Economics Letters 20 (2013) 4, pp. 404-409

This article examines the impacts of the European sovereign debt crisis on the Dynamic Conditional Correlation (DCC) between three European currencies (EUR, CHF and GBP) and the US dollar for 1-year maturities. We found that the correlation between each pair of the swap prices significantly...

Persistent link: https://www.econbiz.de/10010624330

On the time variation of risk premium in the Japanese stock market

Hamori, Shigeyuki - In: Current politics and economics of Japan 4 (1995) 2, pp. 129-138

Persistent link: https://www.econbiz.de/10001187762

Economic returns to schooling in urban China : OLS and the instrumental variables approach

Chen, Guifu; Hamori, Shigeyuki - In: China economic review : an international journal 20 (2009) 2, pp. 143-152

Persistent link: https://www.econbiz.de/10015174722

Sources of economic fluctuations in Asia : evidence from a panel VAR

Toyoshima, Yuki; Hamori, Shigeyuki - In: Financial globalization and regionalism in East Asia, (pp. 47-57). 2014

Persistent link: https://www.econbiz.de/10010235417

Financial liberalization and income inequality in Asia

Yin, Fengbao; Hamori, Shigeyuki - In: Financial globalization and regionalism in East Asia, (pp. 9-28). 2014

Persistent link: https://www.econbiz.de/10010235424