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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

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

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

Crude oil market and stock markets during the COVID-19 pandemic : evidence from the US, Japan, and Germany

Zhang, Wenting; Hamori, Shigeyuki - In: International review of financial analysis 74 (2021), pp. 1-13

Persistent link: https://www.econbiz.de/10012803936

Time-varying price shock transmission and volatility spillover in foreign exchange, bond, equity, and commodity markets : evidence from the United States

Tian, Shuairu; Hamori, Shigeyuki - In: The North American journal of economics and finance : a … 38 (2016), pp. 163-171

Persistent link: https://www.econbiz.de/10011673355

ESG disclosures and stock price crash risk

Murata, Rio; Hamori, Shigeyuki - In: Journal of risk and financial management : JRFM 14 (2021) 2/70, pp. 1-20

In this study, we investigate the relationship between environmental, social, and governance (ESG) disclosures and stock price crash risk. A stock price crash is a dreadful event for market participants. Thus, exploring stock price crash determinants is helpful for investment decisions and risk...

Persistent link: https://www.econbiz.de/10012484063