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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

The day-of-the-week effect on Bitcoin return and volatility

Ma, Donglian; Tanizaki, Hisashi - In: Research in international business and finance 49 (2019), pp. 127-136

Persistent link: https://www.econbiz.de/10012136001

The response of gold to the COVID-19 pandemic

Lu, Zhaoying; Tanizaki, Hisashi - In: Studies in economics and finance 40 (2023) 5, pp. 859-877

Persistent link: https://www.econbiz.de/10014467160

Exchange rate, expected profit and capital stock adjustment : Japanese experience

Matsubayashi, Yoichi - In: The Japanese economic review : the journal of the … 62 (2011) 2, pp. 215-247

Persistent link: https://www.econbiz.de/10009158485

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

Nominal and real exchange rate fluctuations of yen-dollar rates

Hamori, Shigeyuki - In: Emerging topics in macroeconomics, (pp. 13-27). 2009

Persistent link: https://www.econbiz.de/10008934475

Greek sovereign bond index, volatility, and structural breaks

Tamakoshi, Go; Hamori, Shigeyuki - In: Journal of Economics and Finance 38 (2014) 4, pp. 687-697

This article investigates volatility changes in the 10-year Greek sovereign bond index returns using the multiple structural break test developed by Bai and Perron (Econometrica 66:47–78, <CitationRef CitationID="CR1">1998</CitationRef>, J Appl Econ 18:1–22, <CitationRef CitationID="CR2">2003</CitationRef>), which allows for endogenous identification of break dates. We find...</citationref></citationref>

Persistent link: https://www.econbiz.de/10010999002

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

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

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