Narrow search
Showing 1 - 10 of 17
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
Continuous wavelet analysis of Chinese renminbi : co-movement and lead-lag relationship between onshore and offshore exchange rates
Xu, Lei; Hamori, Shigeyuki; Kinkyō, Takuji - In: The North American journal of economics and finance : a … 56 (2021), pp. 1-10
Persistent link: https://www.econbiz.de/10012821307
Cover Image
Oil, gas, or financial conditions-which one has a stronger link with growth?
Zhang, Yulian; He, Xie; Nakajima, Tadahiro; Hamori, … - In: The North American journal of economics and finance : a … 54 (2020), pp. 1-22
Persistent link: https://www.econbiz.de/10012664020
Cover Image
Time-varying price shock transmission and volatility spillover in foreign exchange, bond, equity, and commodity markets : evidence from the United States
Tian, Shuairu; Hamori, Shigeyuki - In: The North American journal of economics and finance : a … 38 (2016), pp. 163-171
Persistent link: https://www.econbiz.de/10011673355
Cover Image
Dependence structures between Chinese stock markets and the international financial market : evidence from a wavelet-based quantile regression approach
Yang, Lu; Tian, Shuairu; Yang, Wei; Xu, Mingli; Hamori, … - In: The North American journal of economics and finance : a … 45 (2018), pp. 116-137
Persistent link: https://www.econbiz.de/10012117763
Cover Image
Complexity of financial stress spillovers : asymmetry and interaction effects of institutional quality and foreign bank ownership
Chen, Wang; Hamori, Shigeyuki; Kinkyō, Takuji - In: The North American journal of economics and finance : a … 48 (2019), pp. 567-581
Persistent link: https://www.econbiz.de/10012120308
Cover Image
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
Cover Image
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