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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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Market efficiency of commodity futures in India
Inoue, Takeshi; Hamori, Shigeyuki - 2012
Persistent link: https://www.econbiz.de/10009656942
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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
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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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Global linkages and economic rebalancing in East Asia
Kinkyō, Takuji; Matsubayashi, Yōichi - 2013
Persistent link: https://www.econbiz.de/10009708260
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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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Panel cointegration analysis of co-movement between interest rate swap and treasury markets
Toyoshima, Yuki; Hamori, Shigeyuki - In: Applied economics letters 19 (2012) 13/15, pp. 1483-1486
Persistent link: https://www.econbiz.de/10009682484
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Globalization and economic growth in East Asia
Yin, Fengbao; Hamori, Shigeyuki - In: Global linkages and economic rebalancing in East Asia, (pp. 109-138). 2013
Persistent link: https://www.econbiz.de/10009711317
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Inflation targeting in South Korea, Indonesia, the Philippines and Thailand : the impact on business cycle synchronization between each country and the world
Inoue, Takeshi; Toyoshima, Yuki; Hamori, Shigeyuki - In: Global linkages and economic rebalancing in East Asia, (pp. 85-108). 2013
Persistent link: https://www.econbiz.de/10009711319
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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