Narrow search
Showing 1 - 10 of 20
Cover Image
Risk premiums and conditional covariances in tests of asset pricing models : some evidence from Japan
Hamori, Shigeyuki - In: Japan and the world economy : international journal of … 9 (1997) 3, pp. 413-430
Persistent link: https://www.econbiz.de/10001228071
Cover Image
Empirical investigation on the relationship between Japanese and Asian emerging equity markets
Bhar, Ramaprasad; Hamori, Shigeyuki - In: Applied financial economics letters 2 (2006) 2, pp. 77-86
Persistent link: https://www.econbiz.de/10003302467
Cover Image
Asymmetric dynamics in stock market correlations : evidence from Japan and Singapore
Toyoshima, Yuki - In: Journal of Asian economics 24 (2013) 1, pp. 117-123
Persistent link: https://www.econbiz.de/10009715247
Cover Image
Testing for causality between the gold return and stock market performance : evidence for "gold investment in case of emergency"
Miyazaki, Takashi; Hamori, Shigeyuki - In: Applied financial economics 23 (2013) 1/3, pp. 27-40
Persistent link: https://www.econbiz.de/10009719044
Cover Image
Dependence structure among international stock markets : a GARCH–copula analysis
Yang, Lu; Hamori, Shigeyuki - In: Applied financial economics 23 (2013) 22/24, pp. 1805-1817
Persistent link: https://www.econbiz.de/10010337261
Cover Image
Spillover effect of US monetary policy to ASEAN stock markets : evidence from Indonesia, Singapore, and Thailand
Yang, Lu; Hamori, Shigeyuki - In: Pacific-Basin finance journal 26 (2014), pp. 145-155
Persistent link: https://www.econbiz.de/10010498752
Cover Image
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. 381-394
Persistent link: https://www.econbiz.de/10009581695
Cover Image
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
Cover Image
Seasonal integration for daily data
Tokihisa, Akira; Hamori, Shigeyuki - In: Econometric reviews 20 (2001) 2, pp. 187-200
Persistent link: https://www.econbiz.de/10001596580
Cover Image
An empirical investigation of stock markets : the CCF approach
Hamori, Shigeyuki - 2003
Persistent link: https://www.econbiz.de/10001780162