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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
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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
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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
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Information content of commodity futures prices for monetary policy
Bhar, Ramaprasad; Hamori, Shigeyuki - In: Economic modelling 25 (2008) 2, pp. 274-283
Persistent link: https://www.econbiz.de/10003724834
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Defying the conventional wisdom : US consumers are found to be more risk averse than those of Japan
Hamori, Shigeyuki - In: Economic modelling 15 (1998) 2, pp. 217-235
Persistent link: https://www.econbiz.de/10001247644
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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
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Interdependence of foreign exchange markets : a wavelet coherence analysis
Yang, Lu; Cai, Xiao Jing; Zhang, Huimin; Hamori, Shigeyuki - In: Economic modelling 55 (2016), pp. 6-14
Persistent link: https://www.econbiz.de/10011642425