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Spatial spillovers from FDI agglomeration : evidence from the Yangtze River Delta in China
Tanaka, Kiyoyasu; Hashiguchi, Yoshihiro - 2012
Persistent link: https://www.econbiz.de/10009569572
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Spatial spillovers from foreign direct investment : evidence from the Yangtze River Delta in China
Tanaka, Kiyoyasu; Hashiguchi, Yoshihiro - In: China & world economy 23 (2015) 2, pp. 40-60
Persistent link: https://www.econbiz.de/10010528849
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Spillover effect of US monetary policy to ASEAN stock markets: Evidence from Indonesia, Singapore, and Thailand
Yang, Lu; Hamori, Shigeyuki - In: Pacific-Basin Finance Journal 26 (2014) C, pp. 145-155
In this paper, we investigate the spillover effect from US monetary policy to selected ASEAN stock markets by employing Markov-switching models. Based on univariate Markov-switching models, we confirm the existence of two distinct regimes for both US monetary policy and the stock markets. By...
Persistent link: https://www.econbiz.de/10010753129
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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
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The higher the better? : hedging and investment strategies in cryptocurrency markets : insights from higher moment spillovers
He, Xie; Hamori, Shigeyuki - 2023
Persistent link: https://www.econbiz.de/10014364726
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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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Volatility and mean spillovers between sovereign and banking sector CDS markets : a note on the European sovereign debt crisis
Tamakoshi, Go; Hamori, Shigeyuki - In: Applied economics letters 20 (2013) 1/3, pp. 267-271
Persistent link: https://www.econbiz.de/10009702942
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On cross-currency transmissions between US dollar and euro LIBOR-OIS spreads
Tamakoshi, Go; Hamori, Shigeyuki - In: Research in international business and finance 30 (2014), pp. 83-90
Persistent link: https://www.econbiz.de/10010390287
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Spillover effect of US monetary policy to ASEAN stock markets : evidence from Indonesia, Singapore, and Thailand
Yang, Lu; Hamori, Shigeyuki - In: Pacific-Basin finance journal 26 (2014), pp. 145-155
Persistent link: https://www.econbiz.de/10010498752
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Spillovers among CDS indexes in the US financial sector
Tamakoshi, Go; Hamori, Shigeyuki - In: The North American journal of economics and finance : a … 27 (2014), pp. 104-113
Persistent link: https://www.econbiz.de/10010460893