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51

Interdependence of foreign exchange markets: A wavelet coherence analysis

Yang, Lu, Cai, Xiao Jing, Zhang, Huimin, Hamori, Shigeyuki

Journal:

Economic Modelling

Year:

2016

Language:

english

File:

PDF, 5.16 MB

english, 2016

52

Stock Returns and Real Activity: New Evidence from the United States and Japan

Shigeyuki Hamori, David A. Anderson and Naoko Hamori

Journal:

Quarterly Journal of Business and Economics

Year:

2002

File:

PDF, 1.28 MB

2002

53

Stock Returns and Real Activity: New Evidence from the United States and Japan

Shigeyuki Hamori, David A. Anderson and Naoko Hamori

Journal:

Quarterly Journal of Business and Economics

Year:

2002

Language:

english

File:

PDF, 1.28 MB

english, 2002

54

Information Costs, Learning Process and the Effectiveness of Monetary Policy

Shigeyuki Hamori

Journal:

The Scandinavian Journal of Economics

Year:

1989

Language:

english

File:

PDF, 944 KB

english, 1989

55

Moving Up the Ladder (Development Challenges for Low and Middle-Income Asia) || Human Resource Development in Asia: Expected Role of Higher Education

Kabe, Shigesaburo, Ushiyama, Ryuichi, Kinkyo, Takuji, Hamori, Shigeyuki

Year:

2016

Language:

english

File:

PDF, 250 KB

english, 2016

56

Moving Up the Ladder (Development Challenges for Low and Middle-Income Asia) || Vietnam: New Doi Moi: Strategy and Priorities of Development Policies for Lower Middle Income Country

Kabe, Shigesaburo, Ushiyama, Ryuichi, Kinkyo, Takuji, Hamori, Shigeyuki

Year:

2016

Language:

english

File:

PDF, 353 KB

english, 2016

57

Moving Up the Ladder (Development Challenges for Low and Middle-Income Asia) || Industrial Structural Change and Productivity Growth in the Era of Global Value Chains (GVCs)

Kabe, Shigesaburo, Ushiyama, Ryuichi, Kinkyo, Takuji, Hamori, Shigeyuki

Year:

2016

Language:

english

File:

PDF, 388 KB

english, 2016

58

Moving Up the Ladder (Development Challenges for Low and Middle-Income Asia) || Current Situation and Challenges of Asia's Middle-Income Economies

Kabe, Shigesaburo, Ushiyama, Ryuichi, Kinkyo, Takuji, Hamori, Shigeyuki

Year:

2016

Language:

english

File:

PDF, 564 KB

english, 2016

59

Moving Up the Ladder (Development Challenges for Low and Middle-Income Asia) || The Role of Judiciary in India's Economic Development

Kabe, Shigesaburo, Ushiyama, Ryuichi, Kinkyo, Takuji, Hamori, Shigeyuki

Year:

2016

Language:

english

File:

PDF, 364 KB

english, 2016

60

Time-varying price shock transmission and volatility spillover in foreign exchange, bond, equity, and commodity markets: Evidence from the United States

Tian, Shuairu, Hamori, Shigeyuki

Journal:

The North American Journal of Economics and Finance

Year:

2016

Language:

english

File:

PDF, 1.94 MB

english, 2016

61

Global Linkages and Economic Rebalancing in East Asia || CAN SOUTH-SOUTH TRADE BE A DRIVING FORCE FOR FUTURE ECONOMIC GROWTH?

Kinkyo, Takuji, Matsubayashi, Yoichi, Hamori, Shigeyuki

Year:

2013

Language:

english

File:

PDF, 180 KB

english, 2013

62

Global Linkages and Economic Rebalancing in East Asia || FINANCING INFRASTRUCTURE CONSTRUCTION IN CHINA

Kinkyo, Takuji, Matsubayashi, Yoichi, Hamori, Shigeyuki

Year:

2013

Language:

english

File:

PDF, 106 KB

english, 2013

63

Dependence structures between Chinese stock markets and the international financial market: Evidence from a wavelet-based quantile regression approach

Yang, Lu, Tian, Shuairu, Yang, Wei, Xu, Mingli, Hamori, Shigeyuki

Journal:

The North American Journal of Economics and Finance

Year:

2018

Language:

english

File:

PDF, 1.79 MB

english, 2018

64

An Empirical Analysis of the Monetary Policy Reaction Function in India

Inoue, Takeshi, Hamori, Shigeyuki

Journal:

The Indian Economic Journal

Year:

2012

Language:

english

File:

PDF, 138 KB

english, 2012

65

Determinants of dependence structures of sovereign credit default swap spreads between G7 and BRICS countries

Yang, Lu, Yang, Lei, Hamori, Shigeyuki

Journal:

International Review of Financial Analysis

Year:

2018

Language:

english

File:

PDF, 2.01 MB

english, 2018

66

[IEEE 2018 24th International Conference on Pattern Recognition (ICPR) - Beijing, China (2018.8.20-2018.8.24)] 2018 24th International Conference on Pattern Recognition (ICPR) - Oil Price Forecasting Using Supervised GANs with Continuous Wavelet Transform Features

Luo, Zhaojie, Chen, Jinhui, Cai, Xiao Jing, Tanaka, Katsuyuki, Takiguchi, Tetsuya, Kinkyo, Takuji, Hamori, Shigeyuki

Year:

2018

Language:

english

File:

PDF, 330 KB

english, 2018

67

Conditional Dependence between Oil Prices and Exchange Rates in BRICS Countries: An Application of the Copula-GARCH Model

He, Yijin, Hamori, Shigeyuki

Journal:

Journal of Risk and Financial Management

Year:

2019

Language:

english

File:

PDF, 4.26 MB

english, 2019

68

Do Machine Learning Techniques and Dynamic Methods Help Forecast US Natural Gas Crises?

Zhang, Wenting, Hamori, Shigeyuki

Journal:

Year:

2020

File:

PDF, 2.22 MB

2020

69

Diversification and Desynchronicity: An Organizational Portfolio Perspective on Corporate Risk Reduction

Shao, Xue-Feng, Gouliamos, Kostas, Luo, Ben Nan-Feng, Hamori, Shigeyuki, Satchell, Stephen, Yue, Xiao-Guang, Qiu, Jane

Journal:

Year:

2020

File:

PDF, 530 KB

2020

70

Oil, Gas, or Financial Conditions-Which One Has a Stronger Link with Growth?

Zhang, Yulian, He, Xie, Nakajima, Tadahiro, Hamori, Shigeyuki

Journal:

The North American Journal of Economics and Finance

Year:

2020

File:

PDF, 10.46 MB

2020

71

CAN BRICSâS CURRENCY BE A HEDGE OR A SAFE HAVEN FOR ENERGY PORTFOLIO? AN EVIDENCE FROM VINE COPULA APPROACH

HE, YIJIN, NAKAJIMA, TADAHIRO, HAMORI, SHIGEYUKI

Journal:

The Singapore Economic Review

Year:

2020

File:

PDF, 5.05 MB

2020

72

Causality in variance and the type of traders in crude oil futures

Ramaprasad Bhar, Shigeyuki Hamori

Journal:

Energy Economics

Year:

2005

Language:

english

File:

PDF, 128 KB

english, 2005

73

Change in consumer sensitivity to electricity prices in response to retail deregulation: A panel empirical analysis of the residential demand for electricity in the United States

Tadahiro Nakajima, Shigeyuki Hamori

Journal:

Year:

2010

Language:

english

File:

PDF, 257 KB

english, 2010

74

The determinants of citizen complaints on environmental pollution: an empirical study from China

Yanli Dong, Masanobu Ishikawa, Xianbing Liu, Shigeyuki Hamori

Journal:

Journal of Cleaner Production

Year:

2011

Language:

english

File:

PDF, 445 KB

english, 2011

75

On the test of the globalization of the Japanese equity market under the Kreps-Porteus preference

Shigeyuki Hamori

Journal:

Asia-Pacific Financial Markets

Year:

1995

Language:

english

File:

PDF, 762 KB

english, 1995

76

The link between inflation and inflation uncertainty: Evidence from G7 countries

Ramaprasad Bhar, Shigeyuki Hamori

Journal:

Empirical Economics

Year:

2004

Language:

english

File:

PDF, 1.27 MB

english, 2004

77

Volatility transmission between Japan, UK and USA in daily stock returns

Hisashi Tanizaki, Shigeyuki Hamori

Journal:

Empirical Economics

Year:

2009

Language:

english

File:

PDF, 476 KB

english, 2009

78

On least-squares bias in the AR(p) models: Bias correction using the bootstrap methods

Hisashi Tanizaki, Shigeyuki Hamori, Yoichi Matsubayashi

Journal:

Statistical Papers

Year:

2006

Language:

english

File:

PDF, 872 KB

english, 2006

79

Component structures of agricultural commodity futures traded on the Tokyo Grain Exchange

Ramaprasad Bhar, Shigeyuki Hamori

Journal:

Asia-Pacific Financial Markets

Year:

2006

Language:

english

File:

PDF, 306 KB

english, 2006

80

Analysing Yield Spread and Output Dynamics in an Endogenous Markov Switching Regression Framework

Ramaprasad Bhar, Shigeyuki Hamori

Journal:

Asia-Pacific Financial Markets

Year:

2007

Language:

english

File:

PDF, 192 KB

english, 2007

81

Impact of subsidy policies on diffusion of photovoltaic power generation

Yu Zhang, Junghyun Song, Shigeyuki Hamori

Journal:

Year:

2011

Language:

english

File:

PDF, 146 KB

english, 2011

82

Solution to the Dilemma of the Migrant Labor Shortage and the Rural Labor Surplus in China

Guifu Chen, Shigeyuki Hamori

Journal:

China & World Economy

Year:

2009

Language:

english

File:

PDF, 163 KB

english, 2009

83

FORMAL AND INFORMAL EMPLOYMENT AND INCOME DIFFERENTIALS IN URBAN CHINA

Guifu Chen, Shigeyuki Hamori

Journal:

Journal of International Development

Year:

2012

Language:

english

File:

PDF, 209 KB

english, 2012

84

Bivariate probit analysis of differences between male and female formal employment in urban China

Guifu Chen, Shigeyuki Hamori

Journal:

Journal of Asian Economics

Year:

2010

Language:

english

File:

PDF, 213 KB

english, 2010

85

Dynamic linkages of stock prices between the BRICs and the United States: Effects of the 2008–09 financial crisis

Haifeng Xu, Shigeyuki Hamori

Journal:

Journal of Asian Economics

Year:

2012

Language:

english

File:

PDF, 333 KB

english, 2012

86

A theory of quality signaling in the marriage market

David A. Anderson, Shigeyuki Hamori

Journal:

Japan and the World Economy

Year:

2000

Language:

english

File:

PDF, 124 KB

english, 2000

87

Seasonality and stock returns: some evidence from Japan

Shigeyuki Hamori

Journal:

Japan and the World Economy

Year:

2001

Language:

english

File:

PDF, 125 KB

english, 2001

88

Risk premiums and conditional covariances in tests of asset pricing models: Some evidence from Japan

Shigeyuki Hamori

Journal:

Japan and the World Economy

Year:

1997

Language:

english

File:

PDF, 783 KB

english, 1997

89

An empirical analysis of economic fluctuations in Japan: 1885–1940

Shigeyuki Hamori, Naoko Hamori

Journal:

Japan and the World Economy

Year:

2000

Language:

english

File:

PDF, 88 KB

english, 2000

90

Empirical characteristics of the permanent and transitory components of stock return: analysis in a Markov switching heteroscedasticity framework

Ramaprasad Bhar, Shigeyuki Hamori

Journal:

Economics Letters

Year:

2004

Language:

english

File:

PDF, 97 KB

english, 2004

91

Information content of commodity futures prices for monetary policy

Ramaprasad Bhar, Shigeyuki Hamori

Journal:

Economic Modelling

Year:

2008

Language:

english

File:

PDF, 178 KB

english, 2008

92

Co-movement in the price of risk of aggregate equity markets

Ramaprasad Bhar, Shigeyuki Hamori

Journal:

Economic Systems

Year:

2007

Language:

english

File:

PDF, 1.02 MB

english, 2007

93

Demand for money in the Euro area

Shigeyuki Hamori, Naoko Hamori

Journal:

Economic Systems

Year:

2008

Language:

english

File:

PDF, 161 KB

english, 2008

94

Asymmetric dynamics in correlations of treasury and swap markets: Evidence from the US market

Yuki Toyoshima, Go Tamakoshi, Shigeyuki Hamori

Journal:

Journal of International Financial Markets, Institutions and Money

Year:

2012

Language:

english

File:

PDF, 878 KB

english, 2012

95

Testing for a unit root in the presence of a variance shift

Shigeyuki Hamori, Akira Tokihisa

Journal:

Economics Letters

Year:

1997

Language:

english

File:

PDF, 56 KB

english, 1997

96

Defying the conventional wisdom: US consumers are found to be more risk averse than those of Japan

Shigeyuki Hamori

Journal:

Economic Modelling

Year:

1998

Language:

english

File:

PDF, 131 KB

english, 1998

97

On the Time-varying Linkages among the London Interbank Offer Rates for Major European Currencies

Tamakoshi, Go, Hamori, Shigeyuki

Journal:

International Journal of Financial Research

Year:

2012

Language:

english

File:

PDF, 310 KB

english, 2012

98

On cross-currency transmissions between US dollar and euro LIBOR-OIS spreads

Tamakoshi, Go, Hamori, Shigeyuki

Journal:

Research in International Business and Finance

Year:

2014

Language:

english

File:

PDF, 376 KB

english, 2014

99

Volatility and mean spillovers between sovereign and banking sector CDS markets: a note on the European sovereign debt crisis

Tamakoshi, Go, Hamori, Shigeyuki

Journal:

Applied Economics Letters

Year:

2013

Language:

english

File:

PDF, 121 KB

english, 2013

100

EU Accession, Financial Integration, and Contagion Effects: Dynamic Correlation Analysis of CEEC-3 Bond Markets

Lu Yang, Shigeyuki Hamori

Journal:

Transition Studies Review

Year:

2013

Language:

english

File:

PDF, 488 KB

english, 2013