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~person:"Hamori, Shigeyuki"
~person:"Ohanian, Lee E."
~person:"Pérez-Quirós, Gabriel"
~subject:"Commodity derivative"
~subject:"Japan"
~subject:"Konjunktur"
~subject:"Lohnrigidität"
~type_genre:"Article in journal"
~type_genre:"Conference proceedings"
~type_genre:"Konferenzschrift"
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Hamori, Shigeyuki
Ohanian, Lee E.
Pérez-Quirós, Gabriel
Itō, Takatoshi
19
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16
Kandil, Magda
15
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14
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Why have business cycle fluctuations become less volatile?
Arias, Andres F.
;
Hansen, Gary D.
;
Ohanian, Lee E.
- In:
Economic theory : official journal of the Society for …
32
(
2007
)
1
,
pp. 43-58
Persistent link: https://www.econbiz.de/10003461628
Saved in:
2
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:
3
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
Saved in:
4
High-growth recoveries, inventories and the Great Moderation
Camacho, Maximo
;
Pérez-Quirós, Gabriel
;
Rodríguez, Hugo
- In:
Journal of economic dynamics & control
35
(
2011
)
8
,
pp. 1322-1339
Persistent link: https://www.econbiz.de/10009241410
Saved in:
5
Forecasting business cycles : green shoots and red leaves
Vigfusson, Robert J.
- In:
International journal of forecasting
30
(
2014
)
3
,
pp. 536-538
Persistent link: https://www.econbiz.de/10010513624
Saved in:
6
Extracting nonlinear signals from several economic indicators
Camacho, Maximo
;
Pérez-Quirós, Gabriel
;
Poncela, Pilar
- In:
Journal of applied econometrics
30
(
2015
)
7
,
pp. 1073-1089
Persistent link: https://www.econbiz.de/10011431725
Saved in:
7
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:
8
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
Saved in:
9
Jump-and-rest effect of US business cycles
Camacho, Maximo
;
Pérez-Quirós, Gabriel
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
11
(
2007
)
4
,
pp. 1-37
Persistent link: https://www.econbiz.de/10009513647
Saved in:
10
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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