Narrow search
Showing 1 - 9 of 9
Cover Image
Bank credit and housing prices in China: Evidence from a TVP-VAR Model with stochastic volatility
He, Xie; Cai, Xiao Jing; Hamori, Shigeyuki - In: Journal of Risk and Financial Management 11 (2018) 4, pp. 1-16
Housing prices in China have been rising rapidly in recent years, which is a cause for concern for China's housing market. Does bank credit influence housing prices? If so, how? Will the housing prices affect the bank credit system if the market collapses? We aim to study the dynamic...
Persistent link: https://www.econbiz.de/10012611040
Cover Image
Is volatility spillover enough for investor decisions? : a new viewpoint from higher moments
He, Xie; Hamori, Shigeyuki - In: Journal of international money and finance 116 (2021), pp. 1-22
Persistent link: https://www.econbiz.de/10013206923
Cover Image
ESG Investment in the Global Economy
Nakajima, Tadahiro; Hamori, Shigeyuki; He, Xie; Liu, Guizhou - 2021 - 1st ed. 2021.
Chapter 1. ESG investment (by Tadahiro Nakajima) -- Chapter 2. Does ESG index have strong conditional correlations with sustainability related stock indices? (by Wenting Zhang, Tadahiro Nakajima, and Shigeyuki Hamori) -- Chapter 3. Measuring Tail dependencies Between ESG and Renewable Energy...
Persistent link: https://www.econbiz.de/10012596933
Cover Image
Bank credit and housing prices in China : evidence from a TVP-VAR Model with stochastic volatility
He, Xie; Cai, Xiao Jing; Hamori, Shigeyuki - In: Journal of risk and financial management : JRFM 11 (2018) 4, pp. 1-16
Housing prices in China have been rising rapidly in recent years, which is a cause for concern for China’s housing market. Does bank credit influence housing prices? If so, how? Will the housing prices affect the bank credit system if the market collapses? We aim to study the dynamic...
Persistent link: https://www.econbiz.de/10011960388
Cover Image
Oil, gas, or financial conditions-which one has a stronger link with growth?
Zhang, Yulian; He, Xie; Nakajima, Tadahiro; Hamori, … - In: The North American journal of economics and finance : a … 54 (2020), pp. 1-22
Persistent link: https://www.econbiz.de/10012664020
Cover Image
Volatility spillover and investment strategies among sustainability-related financial indexes : evidence from the DCC-GARCH-based dynamic connectedness and DCC-GARCH t-copula appro...
Zhang, Wenting; He, Xie; Hamori, Shigeyuki - In: International review of financial analysis 83 (2022), pp. 1-14
Persistent link: https://www.econbiz.de/10013454962
Cover Image
The higher the better? : hedging and investment strategies in cryptocurrency markets : insights from higher moment spillovers
He, Xie; Hamori, Shigeyuki - 2023
Persistent link: https://www.econbiz.de/10014364726
Cover Image
Asymmetry in higher moment spillovers : evidence from sustainable and traditional investments
He, Xie; Hamori, Shigeyuki - 2023
Persistent link: https://www.econbiz.de/10014364732
Cover Image
The impact of the COVID-19 pandemic and Russia-Ukraine war on multiscale spillovers in green finance markets : evidence from lower and higher order moments
Zhang, Wenting; He, Xie; Hamori, Shigeyuki - In: International review of financial analysis 89 (2023), pp. 1-28
Persistent link: https://www.econbiz.de/10014465559