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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

Testing cointegration between health care expenditure and GDP in Japan with the presence of a regime shift

Tamakoshi, T.; Hamori, Shigeyuki - In: Applied economics letters 23 (2016) 1/3, pp. 151-155

Persistent link: https://www.econbiz.de/10011414493

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

An empirical investigation of stock markets : the CCF approach

Hamori, Shigeyuki - 2003

Persistent link: https://www.econbiz.de/10001780162

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

Do international stock prices reflect international business cycles?

Hamori, Shigeyuki - In: Business fluctuations and cycles, (pp. 193-202). 2008

Persistent link: https://www.econbiz.de/10003854130

Do international stock prices reflect international business cycles?

Hamori, Shigeyuki - In: Global stock exchanges : stability, interrelationships, …, (pp. 189-198). 2009

Persistent link: https://www.econbiz.de/10008840544

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

An Empirical Investigation of Stock Markets : The CCF Approach

Hamori, Shigeyuki - 2003

literature on the movements of stock prices in major economies, i.e. Germany, Japan, the UK and the USA. Specifically, the cross … prices among Germany, Japan, the UK and the USA. Chapter 2 applies the standard approach, whereas Chapter 3 uses the CCF …

Persistent link: https://www.econbiz.de/10013519455