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Small sample properties of the generalized method of moments estimators : application to the ARCH-model
Hamori, Shigeyuki - In: Kobe University economic review 42 (1996), pp. 81-90
Persistent link: https://www.econbiz.de/10001228922
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A note on the small sample properties of generalized method of moments estimators under non-normal error conditions
Hamori, Shigeyuki - In: Kobe University economic review 41 (1995), pp. 59-64
Persistent link: https://www.econbiz.de/10001205228
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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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Crude oil market and stock markets during the COVID-19 pandemic : evidence from the US, Japan, and Germany
Zhang, Wenting; Hamori, Shigeyuki - In: International review of financial analysis 74 (2021), pp. 1-13
Persistent link: https://www.econbiz.de/10012803936
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Not all bank systemic risks are alike : deposit insurance and bank risk revisited
Chen, Wang; Zhang, Zhiwen; Hamori, Shigeyuki; Kinkyō, … - In: International review of financial analysis 77 (2021), pp. 1-15
Persistent link: https://www.econbiz.de/10012806527
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The role of the carbon market in relation to the cryptocurrency market : only diversification or more?
Yang, Lu; Hamori, Shigeyuki - In: International review of financial analysis 77 (2021), pp. 1-12
Persistent link: https://www.econbiz.de/10012806598
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Determinants of dependence structures of sovereign credit default swap spreads between G7 and BRICS countries
Yang, Lu; Yang, Lei; Hamori, Shigeyuki - In: International review of financial analysis 59 (2018), pp. 19-34
Persistent link: https://www.econbiz.de/10012006896
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An empirical analysis of gender wage differentials in urban China
Chen, Guifu; Hamori, Shigeyuki - In: Kobe University economic review 54 (2008), pp. 25-34
Persistent link: https://www.econbiz.de/10003888651
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Energy prices and China's international competitiveness
Chen, Guifu; Hamori, Shigeyuki - In: Kobe University economic review 56 (2010), pp. 13-21
Persistent link: https://www.econbiz.de/10009007354
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Foreign direct investment, regional disparity, and economic growth : a panel data study for China, 1995 - 2008
Jin, Enlong; Yin, Fengbao; Hamori, Shigeyuki - In: Kobe University economic review 58 (2012), pp. 25-37
Persistent link: https://www.econbiz.de/10009736446