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~language:"eng"
~person:"Hamori, Shigeyuki"
~person:"Stiglitz, Joseph E."
~subject:"Internationaler Finanzmarkt"
~type_genre:"Article in journal"
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Internationaler Finanzmarkt
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Hamori, Shigeyuki
Stiglitz, Joseph E.
Aizenman, Joshua
26
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25
Eichengreen, Barry
22
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17
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11
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10
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10
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10
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10
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10
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10
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9
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9
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ECONIS (ZBW)
18
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1
Risk spillover from international financial markets and China's macro-economy : a MIDAS-CoVaR-QR model
Yang, Lu
;
Cui, Xue
;
Yang, Lei
;
Hamori, Shigeyuki
;
Cai, …
- In:
International review of economics & finance : IREF
84
(
2023
),
pp. 55-69
Persistent link: https://www.econbiz.de/10014342993
Saved in:
2
Dependence structures between Chinese stock markets and the international financial market : evidence from a wavelet-based quantile regression approach
Yang, Lu
;
Tian, Shuairu
;
Yang, Wei
;
Xu, Mingli
;
Hamori, …
- In:
The North American journal of economics and finance : a …
45
(
2018
),
pp. 116-137
Persistent link: https://www.econbiz.de/10012117763
Saved in:
3
An agenda for sustainable and inclusive growth for emerging markets
Stiglitz, Joseph E.
- In:
Journal of policy modeling : JPMOD ; a social science …
38
(
2016
)
4
,
pp. 693-710
Persistent link: https://www.econbiz.de/10011671625
Saved in:
4
Dynamic correlation and equicorrelation analysis of global financial turmoil : evidence from emerging East Asian stock markets
Cai, Xiao Jing
;
Tian, Shuairu
;
Hamori, Shigeyuki
- In:
Applied economics
48
(
2016
)
40/42
,
pp. 3789-3803
Persistent link: https://www.econbiz.de/10011628092
Saved in:
5
Interdependence of foreign exchange markets : a wavelet coherence analysis
Yang, Lu
;
Cai, Xiao Jing
;
Zhang, Huimin
;
Hamori, Shigeyuki
- In:
Economic modelling
55
(
2016
),
pp. 6-14
Persistent link: https://www.econbiz.de/10011642425
Saved in:
6
Interdependence between the bond markets of CEEC-3 and Germany : a wavelet coherence analysis
Yang, Lu
;
Hamori, Shigeyuki
- In:
The North American journal of economics and finance : a …
32
(
2015
),
pp. 124-138
Persistent link: https://www.econbiz.de/10011514450
Saved in:
7
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:
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
EU accession, financial integration, and contagion effects : dynamic correlation analysis of CEEC-3 bond markets
Yang, Lu
;
Hamori, Shigeyuki
- In:
Transition studies review
20
(
2013
)
2
,
pp. 179-189
Persistent link: https://www.econbiz.de/10010192956
Saved in:
10
Dynamic linkages of stock prices between the BRICs and the United States : effects of the 2008 - 09 financial crisis
Xu, Haifeng
;
Hamori, Shigeyuki
- In:
Journal of Asian economics
23
(
2012
)
4
,
pp. 344-352
Persistent link: https://www.econbiz.de/10009663311
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