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Banking sector resilience to financial spillovers

Chen, W.; Hamori, Shigeyuki; Kinkyō, Takuji - In: Applied economics letters 24 (2017) 4/6, pp. 422-426

Persistent link: https://www.econbiz.de/10011705399

Seasonality and purchasing power parity

Hamori, Shigeyuki; Tokihisa, Akira - In: Asian economic and political issues 4 (2001), pp. 57-67

Persistent link: https://www.econbiz.de/10001773494

Seasonality and purchasing power parity

Hamori, Shigeyuki; Tokihisa, Akira - In: Current politics and economics of Asia 9 (2000) 4, pp. 291-301

Persistent link: https://www.econbiz.de/10002040328

Empirical characteristics of the permanent and transitory components of stock return : analysis in a Markov switching heteroscedasticity framework

Bhar, Ramaprasad; Hamori, Shigeyuki - In: Economics letters 82 (2004) 2, pp. 157-165

Persistent link: https://www.econbiz.de/10001895346

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

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

Do international stock prices reflect international business cycles?

Hamori, Shigeyuki - In: Progress in economics research 9 (2004), pp. 1-10

Persistent link: https://www.econbiz.de/10003366769

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

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