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Nominal and real exchange rate fluctuations of yen-dollar rates
Hamori, Shigeyuki - In: Emerging topics in macroeconomics, (pp. 13-27). 2009
Persistent link: https://www.econbiz.de/10008934475
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Volatility of real GDP : some evidence from the United States, the United Kingdom and Japan
Hamori, Shigeyuki - In: Japan and the world economy : international journal of … 12 (2000) 2, pp. 143-152
Persistent link: https://www.econbiz.de/10001471652
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What explains real and nominal exchange rate fluctuations? : evidence from SVAR analysis for India
Inoue, Takeshi; Hamori, Shigeyuki - 2009
Persistent link: https://www.econbiz.de/10003942419
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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
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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
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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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Volatility transmission of swap spreads among the US, Japan and the UK : a cross-correlation function approach
Toyoshima, Yuki; Hamori, Shigeyuki - In: Applied financial economics 22 (2012) 10/12, pp. 849-862
Persistent link: https://www.econbiz.de/10009625006
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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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Modeling interest rate volatility : a Realized GARCH approach
Tian, Shuairu; Hamori, Shigeyuki - In: Journal of banking & finance 61 (2015), pp. 158-171
Persistent link: https://www.econbiz.de/10011545170
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Hot money and business cycle volatility : evidence from selected ASEAN countries
Yang, Lu; Hamori, Shigeyuki - In: Emerging markets finance & trade : a journal of the … 52 (2016) 1/3, pp. 351-363
Persistent link: https://www.econbiz.de/10011562455