Similar Search Results

Modeling the global sovereign credit network under climate change

Yang, Lu; Hamori, Shigeyuki - In: International review of financial analysis 87 (2023), pp. 1-13

Persistent link: https://www.econbiz.de/10014457729

The impact of the COVID-19 pandemic and Russia-Ukraine war on multiscale spillovers in green finance markets : evidence from lower and higher order moments

Zhang, Wenting; He, Xie; Hamori, Shigeyuki - In: International review of financial analysis 89 (2023), pp. 1-28

Persistent link: https://www.econbiz.de/10014465559

Can NFTs hedge the risk of traditional assets after the COVID-19 pandemic?

Zhang, Wenting; Liu, Tiantian; Zhang, Yulian; Hamori, … - In: The North American journal of economics and finance : a … 72 (2024), pp. 1-24

Persistent link: https://www.econbiz.de/10014534845

A multiple timescales conditional causal analysis on the carbon-energy relationship : evidence from European and emerging markets

Yang, Lu; Hamori, Shigeyuki; Cai, Xiaojing - In: Emerging markets, finance & trade : a journal of the … 59 (2023) 8, pp. 2775-2785

Persistent link: https://www.econbiz.de/10014321031

Hidden Markov Models : Applications to Financial Economics

Bhar, Ramaprasad - 2004

Persistent link: https://www.econbiz.de/10014274798

Financial linkages, remittances, and resource dependence in East Asia

Kinkyō, Takuji (ed.); Inoue, Takeshi (ed.); … - 2016

Persistent link: https://www.econbiz.de/10014277384

Dependence Structures and Risk Spillover in China’s Credit Bond Market : A Copula-CoVaR Approach

Lu, Yang; Yang, Lia; Ho (何), Kung-Cheng (恭政); … - 2023

This study uses a dynamic copula model of dependence to investigate risk spillovers in China’s credit bond market between the bank and corporate sectors for a range of maturities from one week to 30 years. Using daily data on credit spreads for the period December 28, 2009 to June 2, 2017, the...

Persistent link: https://www.econbiz.de/10014265098

Changes in subjective mortality expectations and savings during COVID-19 : empirical analysis using questionnaire data in Japan

Kinugasa, Tomoko; Masumoto, Kouhei; Yasuda, Koji; … - In: Applied economics 56 (2024) 44, pp. 5225-5237

Persistent link: https://www.econbiz.de/10015050849

Financial globalization and regionalism in East Asia

Hamori, Shigeyuki (ed.); Kinkyō, Takuji (ed.); … - 2014

Persistent link: https://www.econbiz.de/10015068287

Quantile time-frequency connectedness analysis between crude oil, gold, financial markets, and macroeconomic indicators : evidence from the US and EU

Shang, Jin; Hamori, Shigeyuki - In: Energy economics 132 (2024), pp. 1-42

Persistent link: https://www.econbiz.de/10015047391