Narrow search
Showing 1 - 10 of 37
Cover Image
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
Cover Image
How fast do Tokyo and New York stock exchanges respond to each other?
Tsutsui, Yoshirō; Hirayama, Kenjiro - In: The Japanese economic review : the journal of the … 61 (2010) 2, pp. 175-201
Persistent link: https://www.econbiz.de/10003983098
Cover Image
Market efficiency among futures with different maturities : evidence from the crude oil futures market
Kawamoto, Kaoru; Hamori, Shigeyuki - In: The journal of futures markets 31 (2011) 5, pp. 487-501
Persistent link: https://www.econbiz.de/10009009222
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
Information content of commodity futures prices for monetary policy
Bhar, Ramaprasad; Hamori, Shigeyuki - In: Economic modelling 25 (2008) 2, pp. 274-283
Persistent link: https://www.econbiz.de/10003724834
Cover Image
Exchange rate or wage changes in international adjustment? : Japan and China versus the United States
McKinnon, Ronald I. - In: International economics and economic policy : IEEP 2 (2005) 2/3, pp. 261-274
Persistent link: https://www.econbiz.de/10003244066
Cover Image
Exchange rate or wage changes in international adjustment? : Japan and China versus the United States
McKinnon, Ronald I. - In: China & world economy 13 (2005) 5, pp. 11-27
Persistent link: https://www.econbiz.de/10003174531