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Test of C-CAPM for Japan : 1980 - 1988
Hamori, Shigeyuki - In: Economics letters 38 (1992) 1, pp. 67-72
Persistent link: https://www.econbiz.de/10001122975
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Test of the international equity integration of Japan
Hamori, Shigeyuki - In: Economics letters 42 (1993) 1, pp. 71-76
Persistent link: https://www.econbiz.de/10001149226
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On the structural stability of preference parameters obtained from Japanese financial market data
Hamori, Shigeyuki - In: Economics letters 40 (1992) 4, pp. 459-464
Persistent link: https://www.econbiz.de/10001151292
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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
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Small sample properties of the generalized method of moments estimators : application to the ARCH-model
Hamori, Shigeyuki - In: Kobe University economic review 42 (1996), pp. 81-90
Persistent link: https://www.econbiz.de/10001228922
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A note on the small sample properties of generalized method of moments estimators under non-normal error conditions
Hamori, Shigeyuki - In: Kobe University economic review 41 (1995), pp. 59-64
Persistent link: https://www.econbiz.de/10001205228
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On the time variation of risk premium in the Japanese stock market
Hamori, Shigeyuki - In: Current politics and economics of Japan 4 (1995) 2, pp. 129-138
Persistent link: https://www.econbiz.de/10001187762
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On the test of the globalization of the Japanese equity market under the Kreps-Porteus preference
Hamori, Shigeyuki - In: Financial engineering and the Japanese markets 2 (1995) 2, pp. 123-137
Persistent link: https://www.econbiz.de/10001187911
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Defying the conventional wisdom : US consumers are found to be more risk averse than those of Japan
Hamori, Shigeyuki - In: Economic modelling 15 (1998) 2, pp. 217-235
Persistent link: https://www.econbiz.de/10001247644
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Information costs, learning process and the effectiveness of monetary policy
Hamori, Shigeyuki - In: The Scandinavian journal of economics 91 (1989) 3, pp. 535-556
Persistent link: https://www.econbiz.de/10001083520