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Test of the international equity integration of Japan
Hamori, Shigeyuki - In: Economics Letters 42 (1993) 1, pp. 71-76
Persistent link: https://www.econbiz.de/10005296980
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Empirical characteristics of the permanent and transitory components of stock return: analysis in a Markov switching heteroscedasticity framework
Bhar, Ramaprasad; Hamori, Shigeyuki - In: Economics Letters 82 (2004) 2, pp. 157-165
Persistent link: https://www.econbiz.de/10005307665
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On the structural stability of preference parameters obtained from Japanese financial market data
Hamori, Shigeyuki - In: Economics Letters 40 (1992) 4, pp. 459-464
Persistent link: https://www.econbiz.de/10005287997
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Test of C-CAPM for Japan: 1980-1988
Hamori, Shigeyuki - In: Economics Letters 38 (1992) 1, pp. 67-72
Persistent link: https://www.econbiz.de/10005095458
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Testing for a unit root in the presence of a variance shift1
Hamori, Shigeyuki; Tokihisa, Akira - In: Economics Letters 57 (1997) 3, pp. 245-253
Persistent link: https://www.econbiz.de/10005270538