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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

Human capital and energy : a driver or drag for economic growth

Youngho, Chang; Fang, Zheng; Hamori, Shigeyuki - In: The Singapore economic review : journal of the Economic … 65 (2020) 3, pp. 683-714

Persistent link: https://www.econbiz.de/10012509215

Can BRICS's currency be a hedge or a safe haven for energy portfolio? : an evidence from vine copula approach

He, Yijin; Nakajima, Tadahiro; Hamori, Shigeyuki - In: The Singapore economic review : journal of the Economic … 65 (2020) 4, pp. 805-836

Persistent link: https://www.econbiz.de/10012509267

An empirical analysis of marital status in Japan

Yasuda, Koji; Kinugasa, Tomoko; Hamori, Shigeyuki - In: The Singapore economic review : journal of the Economic … 64 (2019) 3, pp. 773-798

Persistent link: https://www.econbiz.de/10012126472

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