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~person:"Hamori, Shigeyuki"
~person:"Tsutsui, Yoshirō"
~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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33
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33
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17
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17
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Hamori, Shigeyuki
Tsutsui, Yoshirō
Gupta, Rangan
63
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
Balcilar, Mehmet
17
Haltiwanger, John C.
17
Sarno, Lucio
17
Serletis, Apostolos
17
Pierdzioch, Christian
16
Diebold, Francis X.
15
Kandil, Magda
15
Heckman, James J.
14
Miller, Stephen M.
14
Moosa, Imad A.
14
Neumark, David
14
Payne, James E.
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
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11
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Japan and the world economy : international journal of theory and policy
3
Applied financial economics
2
Asian economic and political issues
2
Current politics and economics of Asia
2
Economic modelling
2
Asia-Pacific financial markets
1
Asian economic journal : journal of the East Asian Economic Association
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
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Ōsaka Daigaku keizaigaku
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ECONIS (ZBW)
30
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1
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:
2
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
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
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:
5
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:
6
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:
7
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:
8
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
Saved in:
9
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
Saved in:
10
Estimation of the common and country-specific shock to stock prices
Tsutsui, Yoshirō
;
Hirayama, Kenjiro
- In:
Journal of the Japanese and international economies : …
19
(
2005
)
3
,
pp. 322-337
Persistent link: https://www.econbiz.de/10003176640
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