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On the time-varying linkages among the London Interbank Offer Rates for major European currencies
Tamakoshi, Go; Hamori, Shigeyuki - In: International journal of financial research 4 (2013) 1, pp. 46-53
Persistent link: https://www.econbiz.de/10010077875
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Asymmetric dynamics in correlations of treasury and swap markets: Evidence from the US market
Toyoshima, Yuki; Tamakoshi, Go; Hamori, Shigeyuki - In: Journal of international financial markets, … 22 (2012) 2, pp. 381-395
Persistent link: https://www.econbiz.de/10009834228
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An asymmetric DCC analysis of correlations among bank CDS indices
Tamakoshi, Go; Hamori, Shigeyuki - In: Applied financial economics 23 (2013) 6, pp. 475-481
Persistent link: https://www.econbiz.de/10010054080
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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