Similar Search Results

On the time variation of risk premium in the Japanese stock market

Hamori, Shigeyuki - In: Current politics and economics of Japan 4 (1995) 2, pp. 129-138

Persistent link: https://www.econbiz.de/10001187762

On the structural stability of preference parameters obtained from Japanese financial market data

Hamori, Shigeyuki - In: Economics letters 40 (1992) 4, pp. 459-464

Persistent link: https://www.econbiz.de/10001151292

Seasonality and stock returns : some evidence from Japan

Hamori, Shigeyuki - In: Japan and the world economy : international journal of … 13 (2001) 4, pp. 463-481

Persistent link: https://www.econbiz.de/10001637783

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

Do international stock prices reflect international business cycles?

Hamori, Shigeyuki - In: Progress in economics research 9 (2004), pp. 1-10

Persistent link: https://www.econbiz.de/10003366769

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

An empirical investigation of stock markets : the CCF approach

Hamori, Shigeyuki - 2003

Persistent link: https://www.econbiz.de/10001780162

An Empirical Investigation of Stock Markets : The CCF Approach

Hamori, Shigeyuki - 2003

An Empirical Investigation of Stock Markets: The CCF Approach attempts to make an empirical contribution to the literature on the movements of stock prices in major economies, i.e. Germany, Japan, the UK and the USA. Specifically, the cross-correlation function (CCF) approach is used to analyze...

Persistent link: https://www.econbiz.de/10013519455

Conditional Threshold Effects of Stock Market Volatility on Crude Oil Market Volatility

Motegi, Kaiji; Hamori, Shigeyuki - 2023

This paper analyzes conditional threshold effects of stock market volatility on crude oil market volatility. We use the conditional threshold autoregressive (CoTAR) model, a novel extension of TAR from a constant to time-varying threshold. The conditional threshold is specified as an empirical...

Persistent link: https://www.econbiz.de/10014353102

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