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Do international stock prices reflect international business cycles?
Hamori, Shigeyuki - In: Business fluctuations and cycles, (pp. 193-202). 2008
Persistent link: https://www.econbiz.de/10003854130
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Do international stock prices reflect international business cycles?
Hamori, Shigeyuki - In: Global stock exchanges : stability, interrelationships, …, (pp. 189-198). 2009
Persistent link: https://www.econbiz.de/10008840544
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Analysing yield spread and output dynamics in an endogenous Markov switching regression framework
Bhar, Ramaprasad; Hamori, Shigeyuki - In: Asia-Pacific financial markets 14 (2007) 1/2, pp. 141-156
Persistent link: https://www.econbiz.de/10003609540
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Volatility transmission of swap spreads among the US, Japan and the UK : a cross-correlation function approach
Toyoshima, Yuki; Hamori, Shigeyuki - In: Applied financial economics 22 (2012) 10/12, pp. 849-862
Persistent link: https://www.econbiz.de/10009625006
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Causality-in-mean and causality-in-variance among electricity prices, crude oil prices, and yen-US dollar exchange rates in Japan
Nakajima, Tadahiro; Hamori, Shigeyuki - In: Research in international business and finance 26 (2012) 3, pp. 371-386
Persistent link: https://www.econbiz.de/10009615925
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Volatility transmission between Japan, UK and USA in daily stock returns
Tanizaki, Hisashi; Hamori, Shigeyuki - In: Empirical economics : a journal of the Institute for … 36 (2009) 1, pp. 27-54
Persistent link: https://www.econbiz.de/10003804532
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Measuring response of output growth to changes in yield spread in a state switching framework
Bhar, Ramaprasad; Hamori, Shigeyuki - In: Journal of economic and social measurement 33 (2008) 4, pp. 221-239
Persistent link: https://www.econbiz.de/10003842363
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Stock returns and real activity : new evidence from the United States and Japan
Hamori, Shigeyuki; Anderson, David A.; Hamori, Naoko - In: Quarterly journal of business and economics : QJBE 41 (2002) 3/4, pp. 95-114
Persistent link: https://www.econbiz.de/10002073325
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Do international stock prices reflect international business cycles?
Hamori, Shigeyuki - In: Progress in economics research 9 (2004), pp. 1-10
Persistent link: https://www.econbiz.de/10003366769
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An empirical investigation of stock markets : the CCF approach
Hamori, Shigeyuki - 2003
Persistent link: https://www.econbiz.de/10001780162