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~person:"Hall, Robert Ernest"
~person:"Hamori, Shigeyuki"
~person:"Pierdzioch, Christian"
~person:"Sarno, Lucio"
~subject:"Japan"
~subject:"Konjunktur"
~subject:"Lohnrigidität"
~type_genre:"Article in journal"
~type_genre:"Conference proceedings"
~type_genre:"Konferenzschrift"
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Hall, Robert Ernest
Hamori, Shigeyuki
Pierdzioch, Christian
Sarno, Lucio
Itō, Takatoshi
19
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15
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14
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1
The role of asymmetries and regime shifts in the term structure of interest rates
Clarida, Richard H.
;
Sarno, Lucio
;
Taylor, Mark P.
; …
- In:
The journal of business : B
79
(
2006
)
3
,
pp. 1193-1224
Persistent link: https://www.econbiz.de/10003336984
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2
A cross-country financial accelerator : evidence from North America and Europe
Mody, Ashoka
;
Sarno, Lucio
;
Taylor, Mark P.
- In:
Journal of international money and finance
26
(
2007
)
1
,
pp. 149-165
Persistent link: https://www.econbiz.de/10003416806
Saved in:
3
Exchange rates and fundamentals : footloose or evolving relationship?
Sarno, Lucio
;
Valente, Giorgio
- In:
Journal of the European Economic Association
7
(
2009
)
4
,
pp. 786-830
Persistent link: https://www.econbiz.de/10003991826
Saved in:
4
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
Saved in:
5
Reconciling cyclical movements in the marginal value of time and the marginal product of labor
Hall, Robert Ernest
- In:
Journal of political economy
117
(
2009
)
2
,
pp. 281-323
Persistent link: https://www.econbiz.de/10003856173
Saved in:
6
The business cycle and the equity risk premium in real time
Kizys, Renatas
;
Pierdzioch, Christian
- In:
International review of economics & finance : IREF
19
(
2010
)
4
,
pp. 711-722
Persistent link: https://www.econbiz.de/10009006978
Saved in:
7
Housing starts, forecaster herding, and the Livingston survey
Pierdzioch, Christian
;
Ruelke, Jan-Christoph
- In:
International journal of economics and finance
4
(
2012
)
7
,
pp. 52-56
Persistent link: https://www.econbiz.de/10009620540
Saved in:
8
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
Saved in:
9
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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10
The predictive information content of external imbalances for exchange rate returns : how much is it worth?
Della Corte, Pasquale
;
Sarno, Lucio
;
Sestieri, Giulia
- In:
The review of economics and statistics
94
(
2012
)
1
,
pp. 100-115
Persistent link: https://www.econbiz.de/10009565394
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