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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. 344-352
Persistent link: https://www.econbiz.de/10009663311
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Crude oil hedging strategy : new evidence from the data of the financial crisis
Toyoshima, Yuki; Nakajima, Tadahiro; Hamori, Shigeyuki - In: Applied financial economics 23 (2013) 10/12, pp. 1033-1041
Persistent link: https://www.econbiz.de/10009772197
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Volatility and mean spillovers between sovereign and banking sector CDS markets : a note on the European sovereign debt crisis
Tamakoshi, Go; Hamori, Shigeyuki - In: Applied economics letters 20 (2013) 1/3, pp. 267-271
Persistent link: https://www.econbiz.de/10009702942
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Dynamic linkages among cross-currency swap markets under stress
Tamakoshi, G.; Hamori, Shigeyuki - In: Applied economics letters 20 (2013) 4/6, pp. 404-409
Persistent link: https://www.econbiz.de/10009708692
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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
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An asymmetric dynamic conditional correlation analysis of linkages of European financial institutions during the Greek sovereign debt crisis
Tamakoshi, Go; Hamori, Shigeyuki - In: The European journal of finance 19 (2013) 9/10, pp. 939-950
Persistent link: https://www.econbiz.de/10010245648
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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
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Spillovers among CDS indexes in the US financial sector
Tamakoshi, Go; Hamori, Shigeyuki - In: The North American journal of economics and finance : a … 27 (2014), pp. 104-113
Persistent link: https://www.econbiz.de/10010460893
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Co-movements among major European exchange rates : a multivariate time-varying asymmetric approach
Tamakoshi, Go; Hamori, Shigeyuki - In: International review of economics & finance : IREF 31 (2014), pp. 105-113
Persistent link: https://www.econbiz.de/10010490436
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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. 381-394
Persistent link: https://www.econbiz.de/10009581695