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~isPartOf:"Applied financial economics"
~person:"Franses, Philip Hans"
~person:"Hamori, Shigeyuki"
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Franses, Philip Hans
Hamori, Shigeyuki
Madura, Jeff
36
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Applied financial economics
Econometric Institute Research Papers
165
Econometric Institute research papers
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Discussion paper / Tinbergen Institute
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ERIM Report Series Research in Management
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Report / Econometric Institute, Erasmus University Rotterdam
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Rotterdams Instituut voor Bedrijfseconomische Studies : RIBES
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Oxford bulletin of economics and statistics
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Econometric reviews
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Kobe University economic review
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1
Gold prices and exchange rates : a time-varying copula analysis
Yang, Lu
;
Hamori, Shigeyuki
- In:
Applied financial economics
24
(
2014
)
1/3
,
pp. 41-50
Persistent link: https://www.econbiz.de/10010389374
Saved in:
2
Nonlinear adjustment between the Eonia and Euribor rates : a two-regime threshold cointegration analysis
Tamakoshi, Go
;
Hamori, Shigeyuki
- In:
Applied financial economics
24
(
2014
)
1/3
,
pp. 139-143
Persistent link: https://www.econbiz.de/10010391461
Saved in:
3
Size and value effects in Suriname
Bodeutsch, Denice
;
Franses, Philip Hans
- In:
Applied financial economics
24
(
2014
)
10/12
,
pp. 671-677
Persistent link: https://www.econbiz.de/10010402664
Saved in:
4
An asymmetric DCC analysis of correlations among bank CDS indices
Tamakoshi, Go
;
Hamori, Shigeyuki
- In:
Applied financial economics
23
(
2013
)
4/6
,
pp. 475-481
Persistent link: https://www.econbiz.de/10009718889
Saved in:
5
An asymmetric DCC analysis of correlations among bank CDS indices
Tamakoshi, Go
;
Hamori, Shigeyuki
- In:
Applied financial economics
23
(
2013
)
6
,
pp. 475-481
Persistent link: https://www.econbiz.de/10010054080
Saved in:
6
Crude oil hedging strategy : new evidence from the data of the financial crisis
Toyoshima, Yuki
;
Nakajima, Tadahiro
;
Hamori, Shigeyuki
- In:
Applied financial economics
23
(
2013
)
10/12
,
pp. 1033-1041
Persistent link: https://www.econbiz.de/10009772197
Saved in:
7
Crude oil hedging strategy: new evidence from the data of the financial crisis
Toyoshima, Yuki
;
Nakajima, Tadahiro
;
Hamori, Shigeyuki
- In:
Applied financial economics
23
(
2013
)
12
,
pp. 1-1041
Persistent link: https://www.econbiz.de/10010115456
Saved in:
8
Dependence structure among international stock markets : a GARCH–copula analysis
Yang, Lu
;
Hamori, Shigeyuki
- In:
Applied financial economics
23
(
2013
)
22/24
,
pp. 1805-1817
Persistent link: https://www.econbiz.de/10010337261
Saved in:
9
Financial permeation as a role of microfinance : has microfinance actually been a viable financial intermediary for helping the poor?
Inoue, Takeshi
;
Hamori, Shigeyuki
- In:
Applied financial economics
23
(
2013
)
19/21
,
pp. 1567-1578
Persistent link: https://www.econbiz.de/10010259351
Saved in:
10
Testing for causality between the gold return and stock market performance : evidence for "gold investment in case of emergency"
Miyazaki, Takashi
;
Hamori, Shigeyuki
- In:
Applied financial economics
23
(
2013
)
1/3
,
pp. 27-40
Persistent link: https://www.econbiz.de/10009719044
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