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subject:"Australia"
subject:"United States"
~person:"Hamori, Shigeyuki"
~person:"Sarno, Lucio"
~subject:"ARCH-Modell"
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Australia
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Großbritannien
47
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32
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Hamori, Shigeyuki
Sarno, Lucio
Smith, James P.
47
Banks, James
44
Blundell, Richard W.
38
Blanchflower, David G.
33
Caporale, Guglielmo Maria
30
Gil-Alaña, Luis A.
30
Broadberry, Stephen N.
25
Bloom, Nicholas
22
Bordo, Michael D.
22
Taylor, Alan M.
22
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20
Hayo, Bernd
19
O'Rourke, Kevin Hjortshøj
19
Williamson, Jeffrey G.
19
Allen, David E.
18
Griffith, Rachel
18
Wooden, Mark
18
Bekaert, Geert
17
Burkhauser, Richard V.
17
Hoesli, Martin
17
Machin, Stephen
17
Mierzwa, Sascha
17
O'Mahony, Mary
17
Waldfogel, Jane
17
Hein, Eckhard
16
Smeeding, Timothy M.
16
Van Reenen, John
16
Atkinson, Anthony B.
15
Davis, E. Philip
15
Gupta, Rangan
15
MacDonald, Ronald
15
Peel, David
15
Sadun, Raffaella
15
Siklos, Pierre L.
15
Bryson, Alex
14
Cette, Gilbert
14
Kanas, Angelos
14
McAleer, Michael
14
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Discussion paper / Centre for Economic Policy Research
6
Asian economic and political issues
2
Current politics and economics of Asia
2
Japan and the world economy : international journal of theory and policy
2
The journal of futures markets
2
Applied economics
1
Applied financial economics
1
Business fluctuations and cycles
1
Economic modelling
1
Economics letters
1
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
Global stock exchanges : stability, interrelationships, and roles
1
IMF staff papers
1
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ECONIS (ZBW)
32
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1
Modeling dependence structures among international stock markets : evidence from hierarchical Archimedean copulas
Yang, Lu
;
Cai, Xiao Jing
;
Mengling Li
;
Hamori, Shigeyuki
- In:
Economic modelling
51
(
2015
),
pp. 308-314
Persistent link: https://www.econbiz.de/10011476020
Saved in:
2
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
Saved in:
3
The predictive information content of external imbalances for exchange rate returns : how much is it worth?
Della Corte, Pasquale
;
Sarno, Lucio
;
Sestieri, Giulia
- In:
The review of economics and statistics
94
(
2012
)
1
,
pp. 100-115
Persistent link: https://www.econbiz.de/10009565394
Saved in:
4
The predictive information content of external imbalances for exchange rate returns : how much is it worth?
Della Corte, Pasquale
;
Sarno, Lucio
;
Sestieri, Giulia
-
2010
Persistent link: https://www.econbiz.de/10008747149
Saved in:
5
Do international stock prices reflect international business cycles?
Hamori, Shigeyuki
- In:
Global stock exchanges : stability, interrelationships, …
,
(pp. 189-198)
.
2009
Persistent link: https://www.econbiz.de/10008840544
Saved in:
6
Volatility transmission between Japan, UK and USA in daily stock returns
Tanizaki, Hisashi
;
Hamori, Shigeyuki
- In:
Empirical economics : a journal of the Institute for …
36
(
2009
)
1
,
pp. 27-54
Persistent link: https://www.econbiz.de/10003804532
Saved in:
7
Exchange rates and fundamentals : footloose or evolving relationship?
Sarno, Lucio
;
Valente, Giorgio
- In:
Journal of the European Economic Association
7
(
2009
)
4
,
pp. 786-830
Persistent link: https://www.econbiz.de/10003991826
Saved in:
8
Do international stock prices reflect international business cycles?
Hamori, Shigeyuki
- In:
Business fluctuations and cycles
,
(pp. 193-202)
.
2008
Persistent link: https://www.econbiz.de/10003854130
Saved in:
9
Measuring response of output growth to changes in yield spread in a state switching framework
Bhar, Ramaprasad
;
Hamori, Shigeyuki
- In:
Journal of economic and social measurement
33
(
2008
)
4
,
pp. 221-239
Persistent link: https://www.econbiz.de/10003842363
Saved in:
10
Exchange rates and fundamentals : footloose or evolving relationship
Sarno, Lucio
;
Valente, Giorgio
-
2008
Persistent link: https://www.econbiz.de/10003639612
Saved in:
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