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~person:"Hamori, Shigeyuki"
~person:"Tse, Yiuman"
~subject:"Commodity derivative"
~subject:"Estimation"
~subject:"Japan"
~subject:"Konjunktur"
~subject:"Lohnrigidität"
~type_genre:"Article in journal"
~type_genre:"Conference proceedings"
~type_genre:"Konferenzschrift"
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Commodity derivative
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64
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64
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16
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16
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15
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10
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33
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Hamori, Shigeyuki
Tse, Yiuman
Gupta, Rangan
64
Bahmani-Oskooee, Mohsen
39
Gil-Alaña, Luis A.
38
Caporale, Guglielmo Maria
31
Wohar, Mark E.
29
Apergēs, Nikolaos
20
Itō, Takatoshi
19
Irwin, Scott H.
18
Serletis, Apostolos
18
Balcilar, Mehmet
17
Haltiwanger, John C.
17
Sarno, Lucio
17
Pierdzioch, Christian
16
Diebold, Francis X.
15
Kandil, Magda
15
Payne, James E.
15
Heckman, James J.
14
Miller, Stephen M.
14
Moosa, Imad A.
14
Neumark, David
14
Stock, James H.
14
Uri, Noel Dean
14
Bordo, Michael D.
13
Cebula, Richard J.
13
Chang, Tsangyao
13
Chatrath, Arjun
13
Gertler, Mark
13
Hsing, Yu
13
Malley, James R.
13
Adrangi, Bahram
12
Engle, Robert F.
12
Hamermesh, Daniel S.
12
Hammoudeh, Shawkat
12
Hess, Gregory D.
12
Pesaran, M. Hashem
12
Romer, Christina
12
Semmler, Willi
12
Watson, Mark W.
12
Bollerslev, Tim
11
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The journal of futures markets
3
Applied financial economics
2
Asian economic and political issues
2
Current politics and economics of Asia
2
Economic modelling
2
Japan and the world economy : international journal of theory and policy
2
Asia-Pacific financial markets
1
Economics letters
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Energy economics
1
Global finance journal
1
International review of economics & finance : IREF
1
International review of financial analysis
1
Journal of banking & finance
1
Journal of commodity markets
1
Journal of economic and social measurement
1
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1
Journal of international money and finance
1
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1
Pacific-Basin finance journal
1
Progress in economics research
1
Quarterly journal of business and economics : QJBE
1
Research in international business and finance
1
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1
Review of quantitative finance and accounting
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ECONIS (ZBW)
33
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1
Holy mad cow! : Facts or (mis)perceptions : a clinical study
Tse, Yiuman
;
Hackard, James C.
- In:
The journal of futures markets
26
(
2006
)
4
,
pp. 315-341
Persistent link: https://www.econbiz.de/10003304073
Saved in:
2
The information flow and market efficiency between th US and Chinese aluminium and copper futures markets
Fung, Hung-gay
;
Liu, Qingfeng Wilson
;
Tse, Yiuman
- In:
The journal of futures markets
30
(
2010
)
12
,
pp. 1192-1209
Persistent link: https://www.econbiz.de/10008901289
Saved in:
3
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:
4
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:
5
Electronic versus open outcry trading in agricultural commodities futures markets
Martinez, Valeria
;
Gupta, Paramita
;
Tse, Yiuman
; …
- In:
Review of financial economics : RFE
20
(
2011
)
1
,
pp. 28-36
Persistent link: https://www.econbiz.de/10009009701
Saved in:
6
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:
7
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:
8
Asymmetric dynamics in correlations of treasury and swap markets : evidence from the US market
Toyoshima, Yuki
;
Tamakoshi, Go
;
Hamori, Shigeyuki
- In:
Journal of international financial markets, …
22
(
2012
)
2
,
pp. 381-394
Persistent link: https://www.econbiz.de/10009581695
Saved in:
9
Liquidity commonality and spillover in the US and Japanese markets : an intraday analysis using exchange-traded funds
Datar, Vinay T.
;
So, Raymond W.
;
Tse, Yiuman
- In:
Review of quantitative finance and accounting
31
(
2008
)
4
,
pp. 379-393
Persistent link: https://www.econbiz.de/10003799582
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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