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Volatility transmission between Japan, UK and USA in daily stock returns
Tanizaki, Hisashi
;
Hamori, Shigeyuki
- In:
Empirical economics : a journal of the Institute for …
36
(
2009
)
1
,
pp. 27-54
Persistent link: https://www.econbiz.de/10003804532
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Kalman filter model with qualitative dependent variables
Tanizaki, Hisashi
- In:
The review of economics and statistics
75
(
1993
)
4
,
pp. 747-752
Persistent link: https://www.econbiz.de/10001167567
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Nonlinear filters : estimation and applications
Tanizaki, Hisashi
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1993
Persistent link: https://www.econbiz.de/10013278087
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4
Are US current account deficits unsustainable? : Testing for the private and government intertemporal budget constraints
Matsubayashi, Yoichi
- In:
Japan and the world economy : international journal of …
17
(
2005
)
2
,
pp. 223-237
Persistent link: https://www.econbiz.de/10002643766
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Prediction of final data with use of preliminary and or revised data
Mariano, Roberto S.
- In:
Journal of forecasting
14
(
1995
)
4
,
pp. 351-380
Persistent link: https://www.econbiz.de/10001185214
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Financial market linkage in East Asian countries
Shiotani, Kyosuke
;
Matsubayashi, Yoichi
- In:
Global linkages and economic rebalancing in East Asia
,
(pp. 43-63)
.
2013
Persistent link: https://www.econbiz.de/10009711334
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Wealth accumulation and household consumption by type : US experience
Matsubayashi, Yoichi
- In:
Kobe University economic review
52
(
2006
),
pp. 41-54
Persistent link: https://www.econbiz.de/10003497206
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An empirical investigation of stock markets : the CCF approach
Hamori, Shigeyuki
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2003
Persistent link: https://www.econbiz.de/10004784795
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9
Defying the conventional wisdom : US consumers are found to be more risk averse than those of Japan
Hamori, Shigeyuki
- In:
Economic modelling
15
(
1998
)
2
,
pp. 217-235
Persistent link: https://www.econbiz.de/10001247644
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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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