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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. 344-353
Persistent link: https://www.econbiz.de/10009981270
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Trade balances and the terms of trade in G-7 countries : penal cointegration approach
Hamori, Shigeyuki - In: Applied econometrics and international development 8 (2008) 2, pp. 13-22
Persistent link: https://www.econbiz.de/10009879554
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A note on the small sample properties of generalized method of moments estimators under non-normal error conditions
Hamori, Shigeyuki - In: Kobe University economic review 41 (1995), pp. 59-64
Persistent link: https://www.econbiz.de/10009934205
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Small sample properties of the generalized method of moments estimators : application to the ARCH-model
Hamori, Shigeyuki - In: Kobe University economic review 42 (1996), pp. 81-90
Persistent link: https://www.econbiz.de/10009934210
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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. 157-166
Persistent link: https://www.econbiz.de/10006758684
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An Empirical Analysis of the Efficiency of the Osaka Rice Market During Japan's Tokugawa Era
Hamori, Shigeyuki; Hamori, Naoko; Anderson, David A. - In: The journal of futures markets 21 (2001) 9, pp. 861
Persistent link: https://www.econbiz.de/10006831854
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Economic returns to schooling in urban China: OLS and the instrumental variables approach
Chen, Guifu; Hamori, Shigeyuki - In: China economic review : an international journal 20 (2009) 2, pp. 143-152
Persistent link: https://www.econbiz.de/10008262183
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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/10008170148
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Change in consumer sensitivity to electricity prices in response to retail deregulation: A panel empirical analysis of the residential demand for electricity in the United States
Nakajima, Tadahiro; Hamori, Shigeyuki - In: Energy policy 38 (2010) 5, pp. 2470-2477
Persistent link: https://www.econbiz.de/10008390064
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Bivariate probit analysis of differences between male and female formal employment in urban China
Chen, Guifu; Hamori, Shigeyuki - In: Journal of Asian economics 21 (2010) 5, pp. 494-502
Persistent link: https://www.econbiz.de/10008436065