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~person:"Hamori, Shigeyuki"
~person:"Tse, Yiuman"
~subject:"Commodity derivative"
~subject:"Interest rate 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
Tse, Yiuman
Itō, Takatoshi
19
Irwin, Scott H.
16
Kandil, Magda
15
Gupta, Rangan
14
Bordo, Michael D.
13
Caporale, Guglielmo Maria
13
Gil-Alaña, Luis A.
13
Haltiwanger, John C.
13
Diebold, Francis X.
12
Romer, Christina
12
Bahmani-Oskooee, Mohsen
11
Gertler, Mark
11
Moosa, Imad A.
11
Wohar, Mark E.
11
García, Philip
10
Hall, Robert Ernest
10
Ohanian, Lee E.
10
Pierdzioch, Christian
10
Sanders, Dwight R.
10
Auerbach, Alan J.
9
Canova, Fabio
9
Christiano, Lawrence J.
9
Fukuda, Kosei
9
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9
Pérez-Quirós, Gabriel
9
Sarno, Lucio
9
Serletis, Apostolos
9
Speight, Alan E. H.
9
Tsutsui, Yoshirō
9
Artus, Patrick
8
Beine, Michel
8
Blanchard, Olivier
8
Chatrath, Arjun
8
Finnerty, Joseph E.
8
Fung, Hung-gay
8
Hanes, Christopher L.
8
Hart, Robert A.
8
Hennart, Jean-François Marie André
8
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The journal of futures markets
4
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
Applied financial economics
1
Asia-Pacific financial markets
1
Economics letters
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Global finance journal
1
International review of economics & finance : IREF
1
International review of financial analysis
1
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1
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1
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1
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1
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1
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1
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1
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1
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1
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1
Review of quantitative finance and accounting
1
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Weltwirtschaftliches Archiv : Zeitschrift des Instituts für Weltwirtschaft an der Universität Kiel
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ECONIS (ZBW)
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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
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:
9
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
Saved in:
10
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
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