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Risk premiums and conditional...
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1
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/10001122975
Saved in:
2
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/10001149226
Saved in:
3
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/10001151292
Saved in:
4
Risk premiums and conditional covariances in tests of asset pricing models : some evidence from Japan
Hamori, Shigeyuki
- In:
Japan and the world economy : international journal of …
9
(
1997
)
3
,
pp. 413-430
Persistent link: https://www.econbiz.de/10001228071
Saved in:
5
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
Saved in:
6
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
Saved in:
7
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
Saved in:
8
On the test of the globalization of the Japanese equity market under the Kreps-Porteus preference
Hamori, Shigeyuki
- In:
Financial engineering and the Japanese markets
2
(
1995
)
2
,
pp. 123-137
Persistent link: https://www.econbiz.de/10001187911
Saved in:
9
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
Saved in:
10
Information costs, learning process and the effectiveness of monetary policy
Hamori, Shigeyuki
- In:
The Scandinavian journal of economics
91
(
1989
)
3
,
pp. 535-556
Persistent link: https://www.econbiz.de/10001083520
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