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~person:"Hamori, Shigeyuki"
~person:"Tsutsui, Yoshirō"
~subject:"Commodity derivative"
~subject:"Finanzkrise"
~subject:"Japan"
~subject:"Konjunktur"
~subject:"Lohnrigidität"
~type_genre:"Article in journal"
~type_genre:"Conference proceedings"
~type_genre:"Konferenzschrift"
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Hamori, Shigeyuki
Tsutsui, Yoshirō
Itō, Takatoshi
20
Bordo, Michael D.
16
Gupta, Rangan
16
Irwin, Scott H.
16
Caporale, Guglielmo Maria
15
Kandil, Magda
15
Wohar, Mark E.
14
Gil-Alaña, Luis A.
13
Haltiwanger, John C.
13
Romer, Christina
13
Diebold, Francis X.
12
Hall, Robert Ernest
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Moosa, Imad A.
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Pierdzioch, Christian
12
Apergēs, Nikolaos
11
Bahmani-Oskooee, Mohsen
11
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9
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9
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9
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9
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9
Fukuda, Kosei
9
Jorgenson, Dale Weldeau
9
Lee, Bong-soo
9
Sarno, Lucio
9
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9
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Japan and the world economy : international journal of theory and policy
3
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2
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2
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2
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2
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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
Dynamic linkages of stock prices between the BRICs and the United States : effects of the 2008 - 09 financial crisis
Xu, Haifeng
;
Hamori, Shigeyuki
- In:
Journal of Asian economics
23
(
2012
)
4
,
pp. 344-352
Persistent link: https://www.econbiz.de/10009663311
Saved in:
5
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:
6
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:
7
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:
8
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:
9
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:
10
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
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