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Volatility of real GDP : some evidence from the United States, the United Kingdom and Japan
Hamori, Shigeyuki - In: Japan and the world economy : international journal of … 12 (2000) 2, pp. 143-152
Persistent link: https://www.econbiz.de/10001471652
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Real wage behavior in the United States, Britain, and Japan : an ARCH approach
Hamori, Shigeyuki; Anderson, David A. - In: Asian economic and political issues 4 (2001), pp. 23-34
Persistent link: https://www.econbiz.de/10001773485
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Alternative characterization of the volatility in the growth rate of real GDP
Bhar, Ramaprasad; Hamori, Shigeyuki - In: Japan and the world economy : international journal of … 15 (2003) 2, pp. 223-231
Persistent link: https://www.econbiz.de/10001745131
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Real wage behavior in the United States, Britain and Japan : an ARCH approach
Hamori, Shigeyuki; Anderson, David A. - In: Current politics and economics of Asia 9 (2000) 4, pp. 241-251
Persistent link: https://www.econbiz.de/10002040291
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Causality in variance and the type of traders in crude oil futures
Bhar, Ramaprasad; Hamori, Shigeyuki - In: Energy economics 27 (2005) 3, pp. 527-539
Persistent link: https://www.econbiz.de/10002891824
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Asymmetry in higher moment spillovers : evidence from sustainable and traditional investments
He, Xie; Hamori, Shigeyuki - 2023
Persistent link: https://www.econbiz.de/10014364732
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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
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An asymmetric dynamic conditional correlation analysis of linkages of European financial institutions during the Greek sovereign debt crisis
Tamakoshi, Go; Hamori, Shigeyuki - In: The European journal of finance 19 (2013) 9/10, pp. 939-950
Persistent link: https://www.econbiz.de/10010245648
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Asymmetric dynamics in stock market correlations : evidence from Japan and Singapore
Toyoshima, Yuki - In: Journal of Asian economics 24 (2013) 1, pp. 117-123
Persistent link: https://www.econbiz.de/10009715247
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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