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Co-movement in the price of risk of aggregate equity markets

Bhar, Ramaprasad; Hamori, Shigeyuki - In: Economic systems 31 (2007) 3, pp. 256-271

Persistent link: https://www.econbiz.de/10003559704

The effect of financial deepening on inequality : some international evidence

Hamori, Shigeyuki; Hashiguchi, Yoshihiro - In: Journal of Asian economics 23 (2012) 4, pp. 353-359

Persistent link: https://www.econbiz.de/10009663309

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

An asymmetric DCC analysis of correlations among bank CDS indices

Tamakoshi, Go; Hamori, Shigeyuki - In: Applied financial economics 23 (2013) 4/6, pp. 475-481

Persistent link: https://www.econbiz.de/10009718889

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

Revisiting the roles of financial access and deepening for growth and reducing inequality

Inoue, Takeshi; Kinkyō, Takuji; Hamori, Shigeyuki - In: Emerging markets finance & trade : a journal of the … 52 (2016) 1/3, pp. 722-723

Persistent link: https://www.econbiz.de/10011562568

Information content of commodity futures prices for monetary policy

Bhar, Ramaprasad; Hamori, Shigeyuki - In: Economic modelling 25 (2008) 2, pp. 274-283

Persistent link: https://www.econbiz.de/10003724834

On least-squares bias in the AR(p) models : bias correction using the bootstrap methods

Tanizaki, Hisashi; Hamori, Shigeyuki; Matsubayashi, Yoichi - In: Statistical papers 47 (2006) 1, pp. 109-124

Persistent link: https://www.econbiz.de/10003229080

Empirical techniques in finance : with 30 tables

Bhar, Ramaprasad; Hamori, Shigeyuki - 2005 - 1. ed.

The rapid advances in financial technology in the past decade have led to a commensurate increase in sophistication for modelling techniques needed by the researchers for the understanding of financial markets. The book aims at equipping graduate students, market analysts and others with a wide...

Persistent link: https://www.econbiz.de/10002626892

Causality in variance and the type of traders in crude oil futures

Bhar, Ramaprasad; Hamori, Shigeyuki - In: Energy economics 27 (2005) 3, pp. 527-539

Persistent link: https://www.econbiz.de/10002891824