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Dynamic linkages among cross-currency swap markets under stress
Tamakoshi, G.; Hamori, Shigeyuki - In: Applied economics letters 20 (2013) 4/6, pp. 404-409
Persistent link: https://www.econbiz.de/10009708692
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A numerical analysis of the monetary aspects of the Japanese economy : the cash-in-advance approach
Hamori, Shigeyuki - In: Applied financial economics 8 (1998) 1, pp. 51-59
Persistent link: https://www.econbiz.de/10001240705
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Asymmetric technological distance measure based on language model
Tanaka, Katsuyuki; Kinkyō, Takuji; Hamori, Shigeyuki - In: Applied economics letters 26 (2019) 18, pp. 1548-1551
Persistent link: https://www.econbiz.de/10012204839
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An asymmetric DCC analysis of correlations among bank CDS indices
Tamakoshi, Go; Hamori, Shigeyuki - In: Applied financial economics 23 (2013) 4/6, pp. 475-481
Persistent link: https://www.econbiz.de/10009718889
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Testing for causality between the gold return and stock market performance : evidence for "gold investment in case of emergency"
Miyazaki, Takashi; Hamori, Shigeyuki - In: Applied financial economics 23 (2013) 1/3, pp. 27-40
Persistent link: https://www.econbiz.de/10009719044