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Dynamic linkages among cross-currency swap markets under stress

Tamakoshi, G.; Hamori, Shigeyuki - In: Applied economics letters 20 (2013) 4/6, pp. 404-409

Persistent link: https://www.econbiz.de/10009708692

Financial development and financial openness nexus : the precondition of banking competition

Chen, Wang; Hamori, Shigeyuki; Kunkyo, Takuji - In: Applied economics 48 (2016) 10/12, pp. 1130-1139

Persistent link: https://www.econbiz.de/10011432930

Modeling dependence structures among international stock markets : evidence from hierarchical Archimedean copulas

Yang, Lu; Cai, Xiao Jing; Mengling Li; Hamori, Shigeyuki - In: Economic modelling 51 (2015), pp. 308-314

Persistent link: https://www.econbiz.de/10011476020

What determines the long-term correlation between oil prices and exchange rates?

Yang, Lu; Cai, Xiao Jing; Hamori, Shigeyuki - In: The North American journal of economics and finance : a … 44 (2018), pp. 140-152

Persistent link: https://www.econbiz.de/10012036525

Conditional dependence between oil prices and exchange rates in BRICS countries : an application of the copula-GARCH model

He, Yijin; Hamori, Shigeyuki - In: Journal of risk and financial management : JRFM 12 (2019) 2/99, pp. 1-25

We studied the dependence structure between West Texas Intermediate (WTI) oil prices and the exchange rates of BRICS1 countries, using copula models. We used the Normal, Plackett, rotated-Gumbel, and Student's t copulas to measure the constant dependence, and we captured the dynamic dependence...

Persistent link: https://www.econbiz.de/10012021992

Asymmetric correlations in gold and other financial markets

Miyazaki, T.; Hamori, Shigeyuki - In: Applied economics 48 (2016) 46/48, pp. 4419-4425

Persistent link: https://www.econbiz.de/10011640106

Spillovers among CDS indexes in the US financial sector

Tamakoshi, Go; Hamori, Shigeyuki - In: The North American journal of economics and finance : a … 27 (2014), pp. 104-113

Persistent link: https://www.econbiz.de/10010460893

The conditional dependence structure of insurance sector credit default swap indices

Tamakoshi, Go; Hamori, Shigeyuki - In: The North American journal of economics and finance : a … 30 (2014), pp. 122-132

Persistent link: https://www.econbiz.de/10010463549

Co-movements in commodity markets andimplications in diversification benefits

Cai, Xiao Jing; Fang, Zheng; Youngho, Chang; Tian, Shuairu - In: Empirical economics : a journal of the Institute for … 58 (2020) 2, pp. 393-425

Persistent link: https://www.econbiz.de/10012219019

Determinants of dependence structures of sovereign credit default swap spreads between G7 and BRICS countries

Yang, Lu; Yang, Lei; Hamori, Shigeyuki - In: International review of financial analysis 59 (2018), pp. 19-34

Persistent link: https://www.econbiz.de/10012006896