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A multiple timescales conditional causal analysis on the carbon-energy relationship : evidence from European and emerging markets

Yang, Lu; Hamori, Shigeyuki; Cai, Xiaojing - In: Emerging markets, finance & trade : a journal of the … 59 (2023) 8, pp. 2775-2785

Persistent link: https://www.econbiz.de/10014321031

Idiosyncratic information spillover and connectedness network between the electricity and carbon markets in Europe

Yang, Lu - In: Journal of commodity markets 25 (2022), pp. 1-17

Persistent link: https://www.econbiz.de/10013204465

Network structures and idiosyncratic contagion in the European sovereign credit default swap market

Chen, Wang; Ho, Kung-Cheng; Lu, Yang - In: International review of financial analysis 72 (2020), pp. 1-14

Persistent link: https://www.econbiz.de/10012437342

Network Structures and Idiosyncratic Contagion in the European Sovereign Credit Default Swap Market

Wang, Chen; Lu, Yang; Ho (何), Kung-Cheng (恭政) - 2023

This study combines conditional Granger causality and network analysis to examine the interconnectedness in the European sovereign credit default swap (CDS) market. We determine that the network is unstable in the short term and stable in the long term. Further, we visualize dynamic networks and...

Persistent link: https://www.econbiz.de/10014254133

Introduction of the Euro and the monetary policy of the European Central Bank

Hamori, Shigeyuki; Hamori, Naoko - 2010

Persistent link: https://www.econbiz.de/10003852539

International term structure of interest rates in the euro area

Hamori, Shigeyuki; Hamori, Naoko - In: Applied economics letters 16 (2009) 10/12, pp. 1113-1116

Persistent link: https://www.econbiz.de/10003886654

An empirical analysis of real exchange rate movements in the euro

Hamori, Shigeyuki; Hamori, Naoko - In: Applied economics 43 (2011) 10/12, pp. 1187-1191

Persistent link: https://www.econbiz.de/10009239436

Greek sovereign bond index, volatility, and structural breaks

Tamakoshi, Go; Hamori, Shigeyuki - In: Journal of economics and finance 38 (2014) 4, pp. 687-697

Persistent link: https://www.econbiz.de/10011333815

Causality-in-variance and causality-in-mean between the Greek sovereign bond yields and Southern European banking sector equity returns

Tamakoshi, Go; Hamori, Shigeyuki - In: Journal of economics and finance 38 (2014) 4, pp. 627-642

Persistent link: https://www.econbiz.de/10011333821

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/10009701634