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Threshold effect in international linkage of stock prices
Hirayama, Kenjiro - In: Japan and the world economy : international journal of … 10 (1998) 4, pp. 441-453
Persistent link: https://www.econbiz.de/10001251380
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Intensifying international linkage of stock prices : cointegration and VEC analysis
Hirayama, Kenjiro - In: Ōsaka Daigaku keizaigaku 48 (1998) 1, pp. 1-17
Persistent link: https://www.econbiz.de/10001254914
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Approriate lag specification for daily responses of international stock markets
Tsutsui, Yoshirō; Hirayama, Kenjiro - In: Applied financial economics 14 (2004) 14, pp. 1017-1025
Persistent link: https://www.econbiz.de/10002377754
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Are international portfolio adjustments a cause of comovements in stock prices?
Tsutsui, Yoshirō; Hirayama, Kenjiro - In: Pacific-Basin finance journal 12 (2004) 4, pp. 463-478
Persistent link: https://www.econbiz.de/10002145101
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How fast do Tokyo and New York stock exchanges respond to each other?
Tsutsui, Yoshirō; Hirayama, Kenjiro - In: The Japanese economic review : the journal of the … 61 (2010) 2, pp. 175-201
Persistent link: https://www.econbiz.de/10003983098
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International stock price co-movement
Hirayama, Kenjiro; Tsutsui, Yoshirō - In: Asian economic papers 12 (2013) 3, pp. 157-195
Persistent link: https://www.econbiz.de/10010211250
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Estimation of the common and country-specific shock to stock prices
Tsutsui, Yoshirō; Hirayama, Kenjiro - In: Journal of the Japanese and international economies : … 19 (2005) 3, pp. 322-337
Persistent link: https://www.econbiz.de/10003176640