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~person:"Hamori, Shigeyuki"
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Search: subject_exact:"Ausstrahlungseffekt"
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Spillover effect
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Hamori, Shigeyuki
Kang, Sang Hoon
50
Xuan Vinh Vo
39
Mensi, Walid
37
Bouri, Elie
34
Gupta, Rangan
29
Tiwari, Aviral Kumar
27
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Yoon, Seong-min
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Ji, Qiang
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Ur Rehman, Mobeen
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Lau, Chi Keung
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Roubaud, David
14
Gabauer, David
13
Naeem, Muhammad Abubakr
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Aldieri, Luigi
12
Hernandez, Jose Arreola
12
Teplova, Tamara V.
12
Vinci, Concetto Paolo
11
Abakah, Emmanuel Joel Aikins
10
Chi, Xie
10
Georgiadis, Georgios
10
Lehmann, Erik
10
Rey, Hélène
10
Wohar, Mark E.
10
Al-Yahyaee, Khamis Hamed
9
Balli, Hatice Ozer
9
Corbet, Shaen
9
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International review of financial analysis
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Empirical economics : a quarterly journal of the Institute for Advanced Studies
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ECONIS (ZBW)
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1
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
Saved in:
2
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:
3
Volatility spillover and investment strategies among sustainability-related financial indexes : evidence from the DCC-GARCH-based dynamic connectedness and DCC-GARCH t-copula appro...
Zhang, Wenting
;
He, Xie
;
Hamori, Shigeyuki
- In:
International review of financial analysis
83
(
2022
),
pp. 1-14
Persistent link: https://www.econbiz.de/10013454962
Saved in:
4
The impact of economic uncertainty caused by COVID-19 on renewable energy stocks
Liu, Tiantian
;
Nakajima, Tadahiro
;
Hamori, Shigeyuki
- In:
Empirical economics : a quarterly journal of the …
62
(
2022
)
4
,
pp. 1495-1515
Persistent link: https://www.econbiz.de/10013197236
Saved in:
5
Crude oil market and stock markets during the COVID-19 pandemic : evidence from the US, Japan, and Germany
Zhang, Wenting
;
Hamori, Shigeyuki
- In:
International review of financial analysis
74
(
2021
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012803936
Saved in:
6
Is volatility spillover enough for investor decisions? : a new viewpoint from higher moments
He, Xie
;
Hamori, Shigeyuki
- In:
Journal of international money and finance
116
(
2021
),
pp. 1-22
Persistent link: https://www.econbiz.de/10013206923
Saved in:
7
Dynamic effects of financial spillovers on bank lending : evidence from local projection-based impulse response analysis
Chen, Wang
;
Hamori, Shigeyuki
;
Kinkyō, Takuji
- In:
Applied economics letters
27
(
2020
)
5
,
pp. 400-405
Persistent link: https://www.econbiz.de/10012205499
Saved in:
8
Dependence structures and risk spillover in China's credit bond market : a copula and CoVaR approach
Yang, Lu
;
Yang, Lei
;
Ho, Kung-Cheng
;
Hamori, Shigeyuki
- In:
Journal of Asian economics
68
(
2020
)
Persistent link: https://www.econbiz.de/10012513082
Saved in:
9
Complexity of financial stress spillovers : asymmetry and interaction effects of institutional quality and foreign bank ownership
Chen, Wang
;
Hamori, Shigeyuki
;
Kinkyō, Takuji
- In:
The North American journal of economics and finance : a …
48
(
2019
),
pp. 567-581
Persistent link: https://www.econbiz.de/10012120308
Saved in:
10
Banking sector resilience to financial spillovers
Chen, W.
;
Hamori, Shigeyuki
;
Kinkyō, Takuji
- In:
Applied economics letters
24
(
2017
)
4/6
,
pp. 422-426
Persistent link: https://www.econbiz.de/10011705399
Saved in:
11
Time-varying price shock transmission and volatility spillover in foreign exchange, bond, equity, and commodity markets : evidence from the United States
Tian, Shuairu
;
Hamori, Shigeyuki
- In:
The North American journal of economics and finance : a …
38
(
2016
),
pp. 163-171
Persistent link: https://www.econbiz.de/10011673355
Saved in:
12
Time-varying co-movements and volatility spillovers among financial sector CDS indexes in the UK
Tamakoshi, Go
;
Hamori, Shigeyuki
- In:
Research in international business and finance
36
(
2016
),
pp. 288-296
Persistent link: https://www.econbiz.de/10011594438
Saved in:
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