Shigeyuki Hamori
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Economics
Shigeyuki Hamori's Degrees
- PhD Economics University of Tokyo
- Masters Economics University of Tokyo
- Bachelors Economics University of Tokyo
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(Suggest an Edit or Addition)Shigeyuki Hamori's Published Works
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Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author
Published Works
- Purchasing Power Parity (2007) (312)
- Economic returns to schooling in urban China: OLS and the instrumental variables approach (2009) (150)
- Does the crude oil price influence the exchange rates of oil-importing and oil-exporting countries differently? A wavelet coherence analysis (2017) (145)
- Crude oil market and stock markets during the COVID-19 pandemic: Evidence from the US, Japan, and Germany (2021) (129)
- Impact of subsidy policies on diffusion of photovoltaic power generation (2011) (119)
- Testing for a unit root in the presence of a variance shift1 (1997) (114)
- The effect of financial deepening on inequality: Some international evidence (2012) (111)
- Globalization, Financial Depth, and Inequality in Sub-Saharan Africa (2009) (101)
- How has financial deepening affected poverty reduction in India? Empirical analysis using state-level panel data (2012) (82)
- Dynamic linkages of stock prices between the BRICs and the United States: Effects of the 2008–09 financial crisis (2012) (78)
- The determinants of citizen complaints on environmental pollution: an empirical study from China (2011) (78)
- 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 (2010) (78)
- Interdependence between oil and East Asian stock markets: Evidence from wavelet coherence analysis (2017) (76)
- Co-movements among major European exchange rates: A multivariate time-varying asymmetric approach (2014) (73)
- Random forests-based early warning system for bank failures (2016) (71)
- Ensemble Learning or Deep Learning? Application to Default Risk Analysis (2018) (69)
- Macroeconomic impacts of oil prices and underlying financial shocks (2014) (68)
- Interdependence of foreign exchange markets: A wavelet coherence analysis (2016) (67)
- Testing for causality between the gold return and stock market performance: evidence for ‘gold investment in case of emergency’ (2013) (56)
- FDI and Economic Growth (2007) (54)
- Test of C-CAPM for Japan: 1980–1988 (1992) (53)
- Demand for Money in the Euro Area (2008) (50)
- An empirical analysis of the money demand function in India (2008) (49)
- The link between inflation and inflation uncertainty: Evidence from G7 countries (2004) (48)
- Information content of commodity futures prices for monetary policy (2008) (46)
- An empirical analysis of the relationship between economic development and population growth in China (2013) (45)
- Import Demand Function: Some Evidence from Madagascar and Mauritius (2005) (43)
- Empirical Analysis of the Money Demand Function in Sub-Saharan Africa (2008) (42)
- Causality in variance and the type of traders in crude oil futures (2005) (41)
- Time-varying price shock transmission and volatility spillover in foreign exchange, bond, equity, and commodity markets: Evidence from the United States (2016) (41)
- International transmission of stock prices among G7 countries: LA-VAR approach (2000) (41)
- Financial Access and Economic Growth: Evidence from Sub-Saharan Africa (2016) (41)
- Modeling dependence structures among international stock markets: Evidence from hierarchical Archimedean copulas (2015) (38)
- An empirical analysis on the stability of Japan’s aggregate import demand function (2001) (38)
- An Empirical Analysis of FDI Competitiveness in Sub-Saharan Africa and Developing Countries (2005) (37)
- Determinants of dependence structures of sovereign credit default swap spreads between G7 and BRICS countries (2018) (36)
- Causality-in-mean and causality-in-variance among electricity prices, crude oil prices, and yen–US dollar exchange rates in Japan (2012) (36)
- An asymmetric dynamic conditional correlation analysis of linkages of European financial institutions during the Greek sovereign debt crisis (2013) (36)
- Market efficiency among futures with different maturities: Evidence from the crude oil futures market (2011) (35)
- Volatility of real GDP: some evidence from the United States, the United Kingdom and Japan (2000) (35)
- Modeling interest rate volatility: A Realized GARCH approach (2015) (33)
- Alternative characterization of the volatility in the growth rate of real GDP (2003) (33)
- What determines the long-term correlation between oil prices and exchange rates? (2018) (33)
- Dependence structure among international stock markets: a GARCH–copula analysis (2013) (32)
- Market efficiency of commodity futures in India (2014) (32)
- Solution to the Dilemma of the Migrant Labor Shortage and the Rural Labor Surplus in China (2009) (31)
- An Empirical Analysis of the Efficiency of the Osaka Rice Market During Japan's Tokugawa Era (2001) (31)
- Measuring the Time-Frequency Dynamics of Return and Volatility Connectedness in Global Crude Oil Markets (2018) (31)
- Dependence structures between Chinese stock markets and the international financial market: Evidence from a wavelet-based quantile regression approach (2018) (30)
- Volatility transmission between Japan, UK and USA in daily stock returns (2009) (29)
- Exploring the dynamic interdependence between gold and other financial markets (2012) (28)
- Gold prices and exchange rates: a time-varying copula analysis (2014) (28)
- The impact of economic uncertainty caused by COVID-19 on renewable energy stocks (2021) (28)
- Spillover effect of US monetary policy to ASEAN stock markets: Evidence from Indonesia, Singapore, and Thailand (2014) (27)
- Seasonal cointegration and the money demand function: some evidence from Japan (2001) (27)
- Volatility and mean spillovers between sovereign and banking sector CDS markets: a note on the European sovereign debt crisis (2013) (27)
- FORMAL AND INFORMAL EMPLOYMENT AND INCOME DIFFERENTIALS IN URBAN CHINA (2013) (26)
- Financial permeation as a role of microfinance: has microfinance actually been a viable financial intermediary for helping the poor? (2013) (26)
- Information Flow between Price Change and Trading Volume in Gold Futures Contracts (2004) (25)
- Testing causal relationships between wholesale electricity prices and primary energy prices (2013) (25)
- Interdependence between the bond markets of CEEC-3 and Germany: A wavelet coherence analysis (2015) (25)
- Spillovers to Renewable Energy Stocks in the US and Europe: Are They Different? (2020) (23)
- Asymmetric dynamics in stock market correlations: Evidence from Japan and Singapore (2013) (23)
- Asymmetric dynamics in correlations of treasury and swap markets: Evidence from the US market (2012) (23)
- Estimating the import demand function in the autoregressive distributed lag framework: The case of China (2011) (22)
- Spillover effects between energies, gold, and stock: the United States versus China (2020) (22)
- Health-care expenditure, GDP and share of the elderly in Japan: a panel cointegration analysis (2015) (22)
- Diversification and Desynchronicity: An Organizational Portfolio Perspective on Corporate Risk Reduction (2020) (21)
- An Empirical Investigation of Stock Markets: The CCF Approach (2003) (21)
- The role of the carbon market in relation to the cryptocurrency market: Only diversification or more? (2021) (20)
- Time-varying co-movements and volatility spillovers among financial sector CDS indexes in the UK (2016) (20)
- Some international evidence on the stability of aggregate import demand function (2003) (19)
- Do Workers’ Remittances Promote Access to Finance? Evidence from Asia-Pacific Developing Countries (2016) (19)
- How Does the Spillover among Natural Gas, Crude Oil, and Electricity Utility Stocks Change over Time? Evidence from North America and Europe (2020) (18)
- Greek sovereign bond index, volatility, and structural breaks (2014) (18)
- What Explains Real and Nominal Exchange Rate Fluctuations? Evidence from SVAR Analysis for India (2009) (18)
- Dependence structure between CEEC-3 and German government securities markets (2014) (18)
- Empirical characteristics of the permanent and transitory components of stock return: analysis in a Markov switching heteroscedasticity framework (2004) (18)
- Crude oil hedging strategy: new evidence from the data of the financial crisis (2013) (18)
- The conditional dependence structure of insurance sector credit default swap indices (2014) (17)
- Trade and Growth Relationship: Some Evidence from Comoros, Madagascar, Mauritius and Seychelles (2003) (17)
- Co-movements in commodity markets and implications in diversification benefits (2018) (17)
- Spillovers among CDS indexes in the US financial sector (2014) (17)
- Dependence structures and risk spillover in China’s credit bond market: A copula and CoVaR approach (2020) (17)
- An Empirical Analysis of the Monetary Policy Reaction Function in India ∗ (2012) (17)
- Government consumption and fiscal policy: some evidence from Japan (1999) (16)
- Systemic risk and economic policy uncertainty: International evidence from the crude oil market (2021) (16)
- The Predictability of the Exchange Rate When Combining Machine Learning and Fundamental Models (2020) (16)
- On least-squares bias in the AR(p) models: Bias correction using the bootstrap methods (2006) (16)
- Can One Reinforce Investments in Renewable Energy Stock Indices with the ESG Index? (2020) (16)
- A dynamic conditional correlation analysis of European stock markets from the perspective of the Greek sovereign debt crisis (2012) (16)
- Is volatility spillover enough for investor decisions? A new viewpoint from higher moments (2021) (15)
- EU Accession, Financial Integration, and Contagion Effects: Dynamic Correlation Analysis of CEEC-3 Bond Markets (2013) (15)
- Panel cointegration analysis of the Fisher effect: Evidence from the US, the UK, and Japan (2011) (15)
- Consumption growth and the intertemporal elasticity of substitution: some evidence from income quintile groups in Japan (1996) (15)
- Seasonality and stock returns: some evidence from Japan (2001) (15)
- Inflation targeting in Korea, Indonesia, Thailand, and the Philippines : the impact on business cycle synchronization between each country and the world (2012) (14)
- Empirical Analysis of Export Demand Behavior of LDCs: Panel Cointegration Approach (2009) (14)
- Causality-in-variance and causality-in-mean between the Greek sovereign bond yields and Southern European banking sector equity returns (2014) (14)
- Can We Forecast Daily Oil Futures Prices? Experimental Evidence from Convolutional Neural Networks (2019) (14)
- The transmission mechanism of business cycles among Germany, Japan, the UK and the USA (2000) (14)
- Do crude oil prices and the sentiment index influence foreign exchange rates differently in oil-importing and oil-exporting countries? A dynamic connectedness analysis (2021) (14)
- ESG Disclosures and Stock Price Crash Risk (2021) (14)
- Trade and Economic Growth (2007) (13)
- How Has Financial Deepening Affected Poverty Reduction in India (2014) (13)
- A theory of quality signaling in the marriage market (2000) (13)
- The information role of commodity prices in formulating monetary policy: Some evidence from Japan (2007) (13)
- Linkages among agricultural commodity futures prices: some further evidence from Tokyo (2006) (13)
- Trade Balances and the Terms of Trade in G-7 Countries: Panel Cointegration Approach (2008) (13)
- Stability of the money demand function in Germany (1999) (13)
- Forecasting Crude Oil Market Crashes Using Machine Learning Technologies (2020) (13)
- Determinants of the Long-Term Correlation between Crude Oil and Stock Markets (2019) (12)
- Influence of Fluctuations in Fossil Fuel Commodities on Electricity Markets: Evidence from Spot and Futures Markets in Europe (2020) (12)
- The size of the underground economy in Japan (2010) (12)
- An Empirical Investigation of Stock Markets (2003) (12)
- On the structural stability of preference parameters obtained from Japanese financial market data (1992) (12)
- Oil, Gas, or Financial Conditions-Which One Has a Stronger Link with Growth? (2020) (11)
- The sustainability of trade accounts of the G-7 countries (2009) (11)
- Cointegration with Regime Shift between Gold and Financial Variables (2014) (11)
- Dependence Structures and Systemic Risk of Government Securities Markets in Central and Eastern Europe: A CoVaR-Copula Approach (2018) (11)
- HUMAN CAPITAL AND ENERGY: A DRIVER OR DRAG FOR ECONOMIC GROWTH (2017) (11)
- Do news sentiment and the economic uncertainty caused by public health events impact macroeconomic indicators? Evidence from a TVP-VAR decomposition approach (2021) (11)
- Rural Labor Migration, Discrimination, and the New Dual Labor Market in China (2013) (11)
- Multi-Horizon Dependence between Crude Oil and East Asian Stock Markets and Implications in Risk Management (2020) (11)
- Crowding-out effects of affordable and unaffordable housing in China, 1999–2010 (2014) (11)
- Analyzing Industry‐Level Vulnerability by Predicting Financial Bankruptcy (2019) (11)
- Empirical Analysis of Import Demand Behavior of Least Developed Countries (2009) (10)
- On the Influence of Oil Price Shocks on Economic Activity, Inflation, and Exchange Rates (2013) (10)
- Financial Hazard Map: Financial Vulnerability Predicted by a Random Forests Classification Model (2018) (10)
- An Empirical Analysis of Gender Wage Differentials in Urban China (2014) (10)
- New Evidence of Linkages Among G7 Stock Markets (2003) (10)
- Volatility spillover and investment strategies among sustainability-related financial indexes: Evidence from the DCC-GARCH-based dynamic connectedness and DCC-GARCH t-copula approach (2022) (9)
- Dynamic correlation and equicorrelation analysis of global financial turmoil: evidence from emerging East Asian stock markets (2016) (9)
- On a test for structural stability of euler conditions parameters estimated via the generalized method of moments estimator: small sample properties (1996) (9)
- The sustainability of trade balances in sub-Saharan Africa: panel cointegration tests with cross-section dependence (2012) (9)
- Transmission of stock prices amongst European countries before and during the Greek sovereign debt crisis (2011) (9)
- Copula-Based Regression Models With Data Missing at Random (2020) (9)
- Bivariate probit analysis of differences between male and female formal employment in urban China (2010) (9)
- Some International Evidence on the Seasonality of Stock Prices (2002) (8)
- Financial permeation as a role of microfinance: has microfinance actually been helpful to the poor? (2011) (8)
- An empirical analysis of economic fluctuations in Japan: 1885–1940 (2000) (8)
- Hot Money and Business Cycle Volatility: Evidence from Selected ASEAN Countries (2016) (8)
- MODELING THE DYNAMICS OF INTERNATIONAL AGRICULTURAL COMMODITY PRICES: A COMPARISON OF GARCH AND STOCHASTIC VOLATILITY MODELS (2018) (8)
- Empirical investigation on the relationship between Japanese and Asian emerging equity markets (2006) (7)
- Bank Credit and Housing Prices in China: Evidence from a TVP-VAR Model with Stochastic Volatility (2018) (7)
- International Capital Flows and the Frankel-Dooley-Mathieson Puzzle (2007) (7)
- Defying the conventional wisdom: US consumers are found to be more risk averse than those of Japan (1998) (7)
- Predicting Currency Crises: A Novel Approach Combining Random Forests and Wavelet Transform (2018) (7)
- Sources of Real and Nominal Exchange Rate Movements for the Euro (2007) (7)
- Banking sector resilience to financial spillovers (2017) (7)
- An asymmetric DCC analysis of correlations among bank CDS indices (2013) (7)
- Financial development and financial openness nexus: the precondition of banking competition (2016) (7)
- Calibration Estimation of Semiparametric Copula Models with Data Missing at Random (2018) (7)
- The Non-Expected Utility Model and Asset Returns: Some Evidence from Japan (2001) (7)
- Does Investor Sentiment Affect Clean Energy Stock? Evidence from TVP-VAR-Based Connectedness Approach (2021) (7)
- Modeling the Dependence Structure of Share Prices among Three Chinese City Banks (2018) (7)
- Asymmetric correlations in gold and other financial markets (2016) (7)
- Introduction Of The Euro And The Monetary Policy Of The European Central Bank (2009) (6)
- A connectedness analysis among BRICS’s geopolitical risks and the US macroeconomy (2022) (6)
- On cross-currency transmissions between US dollar and euro LIBOR-OIS spreads (2014) (6)
- Moving average threshold heterogeneous autoregressive (MAT‐HAR) models (2020) (6)
- On the Time-varying Linkages among the London Interbank Offer Rates for Major European Currencies (2012) (6)
- Small sample properties of CIPS panel unit root test under conditional and unconditional heteroscedasticity (2010) (6)
- House Prices and Stock Prices: Evidence from a Dynamic Heterogeneous Panel in China (2014) (6)
- Co-movement in the price of risk of aggregate equity markets (2007) (5)
- Test of the international equity integration of Japan (1993) (5)
- Volatility transmission of swap spreads among the US, Japan and the UK: a cross-correlation function approach (2012) (5)
- The characteristics of the business cycle in Japan (1997) (5)
- Connectedness Between Natural Gas Price and BRICS Exchange Rates: Evidence from Time and Frequency Domains (2019) (5)
- Oil Price Forecasting Using Supervised GANs with Continuous Wavelet Transform Features (2018) (5)
- A Solution to the Migrant Labor Shortage and Rural Labor Surplus in China (2014) (5)
- Analysing Yield Spread and Output Dynamics in an Endogenous Markov Switching Regression Framework (2007) (5)
- Effects of Remittances on Poverty Reduction in Asia (2016) (5)
- A simple method to test the Fisher effect (1997) (5)
- Forecasts of Value-at-Risk and Expected Shortfall in the Crude Oil Market: A Wavelet-Based Semiparametric Approach (2020) (4)
- Do Machine Learning Techniques and Dynamic Methods Help Forecast US Natural Gas Crises? (2020) (4)
- ENERGY PRICES AND CHINA'S INTERNATIONAL COMPETITIVENESS (2009) (4)
- Stock Returns and Real Activity: New Evidence from the United States and Japan (2002) (4)
- The efficiency of the Chinese stock market and the role of market liberalization (2010) (4)
- Continuous wavelet analysis of Chinese renminbi: Co-movement and lead-lag relationship between onshore and offshore exchange rates (2021) (4)
- Conditional Dependence between Oil Prices and Exchange Rates in BRICS Countries: An Application of the Copula-GARCH Model (2019) (4)
- The long-run relationship between farm size and productivity (2018) (4)
- Information Costs, Learning Process and the Effectiveness of Monetary Policy (1989) (4)
- Empirical research on monetary policy, asset prices and inflation: an analysis based on provincial panel data in China (2014) (4)
- Nonlinear adjustment between the Eonia and Euribor rates: a two-regime threshold cointegration analysis (2014) (4)
- Saving-Investment Relationship and Capital Mobility:Evidence from Chinese Provincial Data, 1980—2007 (2009) (3)
- Risk premiums and conditional covariances in tests of asset pricing models: Some evidence from Japan (1997) (3)
- Money, exchange rates and international business cycle between Japan and the United States (1998) (3)
- Component structures of agricultural commodity futures traded on the Tokyo Grain Exchange (2007) (3)
- Formal and Informal Employment in Urban China: Income Differentials (2014) (3)
- Forecasting the Vulnerability of Industrial Economic Activities: Predicting the Bankruptcy of Companies (2017) (3)
- An Empirical Analysis about Population, Technological Progress, and Economic Growth in Taiwan (2007) (3)
- A Sustainable Metropolis: Perspectives of Population, Productivity and Parity (2018) (3)
- INFLATION TARGETING IN SOUTH KOREA, INDONESIA, THE PHILIPPINES AND THAILAND: THE IMPACT ON BUSINESS CYCLE SYNCHRONIZATION BETWEEN EACH COUNTRY AND THE WORLD (2013) (3)
- An empirical analysis of real exchange rate movements in the euro (2011) (3)
- Dynamic Linkages among Foreign Exchange, Stock, and Commodity Markets in Northeast Asian Countries: Effects from Two Recent Crises (2013) (3)
- CAN BRICS’S CURRENCY BE A HEDGE OR A SAFE HAVEN FOR ENERGY PORTFOLIO? AN EVIDENCE FROM VINE COPULA APPROACH (2020) (3)
- Do Chinese employers discriminate against females when hiring employees (2014) (3)
- Real Oil Prices, Real Economic Activity, Real Interest Rates, and the US Dollar: A Cointegration Analysis with Structural Breaks (2012) (3)
- Stock Returns and Real Activity (2016) (3)
- Stock Prices and Effective Exchange Rates (2003) (3)
- Habit formation and durability and consumption: some evidence from income quintile groups in Japan (1999) (3)
- Financial Permeation and Economic Growth: Evidence from Sub-Saharan Africa (2013) (3)
- A numerical analysis of the monetary aspects of the Japanese economy: the cash-in-advance approach (1998) (3)
- Dynamic linkages among cross-currency swap markets under stress (2013) (3)
- Seasonal integration and Japanese aggregate data (2000) (3)
- On the Predictability of China Macro Indicator with Carbon Emissions Trading (2021) (2)
- Empirical Finance (2019) (2)
- How Does the Environmental, Social, and Governance Index Impacts the Financial Market and Macro-Economy? (2021) (2)
- Not all bank systemic risks are alike: Deposit insurance and bank risk revisited (2021) (2)
- The Response of US Macroeconomic Aggregates to Price Shocks in Crude Oil vs. Natural Gas (2020) (2)
- AN EMPIRICAL ANALYSIS OF MARITAL STATUS IN JAPAN (2016) (2)
- Systemic Risk and Macroeconomic Shocks: Evidence From the Crude Oil Market and G7 Countries (2018) (2)
- Does ESG Index Have Strong Conditional Correlations with Sustainability Related Stock Indices? (2021) (2)
- Financial Globalization and Regionalism in East Asia (2013) (2)
- Artificial Intelligence And Economic Growth (2018) (2)
- Euro Area Enlargement (2009) (2)
- Credit Default Swap Markets in the Global Economy: An Empirical Analysis (2018) (2)
- ESG Investment in the Global Economy (2021) (2)
- Complexity of financial stress spillovers: Asymmetry and interaction effects of institutional quality and foreign bank ownership (2019) (2)
- SEASONAL INTEGRATION FOR DAILY DATA (2001) (2)
- New Dataset for Forecasting Realized Volatility: Is the Tokyo Stock Exchange Co-Location Dataset Helpful for Expansion of the Heterogeneous Autoregressive Model in the Japanese Stock Market? (2021) (2)
- Financial Inclusion, Remittance Inflows, and Poverty Reduction in Developing Countries (2018) (2)
- Financial Inclusion and Economic Growth: Is Banking Breadth Important for Economic Growth? (2019) (2)
- Demographic Changes, Fiscal Policy and Economic Growth: Theory and Evidence (2007) (2)
- Dynamic linkages of stock prices among G7 countries: effects of the American financial crisis (2010) (2)
- The Business Cycle in Post-War Japan: An Empirical Approach (1997) (2)
- SMALL SAMPLE PROPERTIES OF GENERALIZED METHOD OF MOMENTS ESTIMATOR WITH MA (1) ERROR (1992) (2)
- A new approach to analysing comovement in European equity markets (2008) (1)
- Conditional Threshold Autoregression (CoTAR) (2021) (1)
- Moving Average Threshold Heterogeneous Autoregressive (MAT-HAR) Models (2020) (1)
- Dynamic Impacts of Remittances on Economic Growth in Asia: Evidence from the Dynamic Heterogeneous Panel (2016) (1)
- Financial Linkages, Remittances, and Resource Dependence in East Asia (2016) (1)
- Testing for Rational Bubbles in the Commodity Market (2012) (1)
- THE CONNECTEDNESS BETWEEN THE SENTIMENT INDEX AND STOCK RETURN VOLATILITY UNDER COVID-19: A TIME-VARYING PARAMETER VECTOR AUTOREGRESSION APPROACH (2021) (1)
- Global Linkages and Economic Rebalancing in East Asia (2012) (1)
- An Empirical Analysis of Chinese Rural Labour Migration Using a Multinomial Logit Model (2009) (1)
- Modeling the global sovereign credit network under climate change (2023) (1)
- The Influence of Quality and Variety of New Imports on Enterprise Innovation: Evidence from China (2020) (1)
- The determinants of a simultaneous crash in gold and stock markets: An ordered logit approach (2018) (1)
- The interdependence of Taiwanese and Japanese stock prices (2010) (1)
- The Phillips Curve in the United States and Canada: A GARCHDCC Analysis (2014) (1)
- Monetary Policy Rule of the European Central Bank (2009) (1)
- Stock Market Integration in China: Evidence from the Asymmetric DCC Model and Copula Approach (2016) (1)
- The Sustainability of Trade Balances in China (2011) (1)
- Economic Openness and Growth in China and India: A Comparative Study (2012) (1)
- Business Cycle Volatility and Hot Money in Emerging East Asian Markets (2016) (1)
- Policy effect of the “blue sky plan” on air pollution, ESG investment, and financial performance of china’s steel industry (2022) (1)
- Exchange Rate Flexibility and the Integration of the Securities Market in East Asia (2014) (1)
- Interdependence of foreign exchangemarkets : Awavelet coherence analysis ☆ (2016) (1)
- An Empirical Analysis on the Business Cycle Transmission between Japan and the United States (2004) (1)
- International competitiveness in Africa (2007) (1)
- Stock Prices Across International Markets: The CCF Approach (2003) (1)
- Globalization And Economic Growth In East Asia (2013) (1)
- Moving Up the Ladder: Development Challenges for Low and Middle-Income Asia (2016) (1)
- An empirical analysis on the efficiency of the microfinance investment market (2010) (1)
- Informational roles of commodity prices for monetary policy: evidence from the Euro area (2012) (1)
- Financial Inclusion and Poverty Alleviation in India (2014) (1)
- Measuring Tail Dependencies Between ESG and Renewable Energy Stocks: A Copula Approach (2021) (1)
- Panel cointegration analysis of co-movement between interest rate swap and treasury markets (2012) (1)
- Determinants of Economic Growth in East Asia: A BMA Approach (2016) (0)
- Linkages among East Asian stock markets, US financial market stress, and gold: A structural VAR approach (2015) (0)
- Yield Spread and Output Growth in the Euro Area (2009) (0)
- AI and Financial Markets (2020) (0)
- A Coincident Financial Indicator for the Australian Stock Market (2017) (0)
- Expansion of the Heterogeneous Autoregressive Model with Tokyo Stock Exchange Co-Location Dataset (2021) (0)
- Volatility and Causality in Strategic Commodities: Characteristics, Myth and Evidence (2017) (0)
- Kobe University Repository : Kernel タイトル Tit le Bank Credit and Housing Prices in China : Evidence from a TVP-VAR Model with Stochast ic Volat ility 著者 (2019) (0)
- Remittance Inflows and Poverty Reduction: How Economic Development Affects Remittances’ Effect on Poverty Reduction (2019) (0)
- Does the Sentiment Index Help Predict Crude Oil Prices? (2023) (0)
- MACRO FACTOR, MARKET VOLATILITY, AND STOCK-BOND CORRELATION: A DYNAMIC MIXED DATA SAMPLING FORECAST (2022) (0)
- A Multiple Timescales Conditional Causal Analysis on the Carbon-Energy Relationship: Evidence from European and Emerging Markets (2023) (0)
- Financial Variables as Policy Indicators: Empirical Evidence from India (2014) (0)
- Recent Advancements in Section “Financial Technology and Innovation” (2020) (0)
- Asymmetric technological distance measure based on language model (2019) (0)
- On the Sustainability of Budget Deficits in the Euro Area (2009) (0)
- Policy Regime Shift and Consumer Behavior (1994) (0)
- Assessment of the impact of economic agent vulnerability on economic - financial performance indicators (2022) (0)
- Co-movement and spillovers among financial sector CDS indices (2018) (0)
- Stock Prices, Effective Exchange Rates, and Real Economic Activities (2003) (0)
- Dependence structures among corporate CDS indices (2018) (0)
- Editorial: ESG investment and its societal impacts (2022) (0)
- Does Ensemble Learning Always Lead to Better Forecasts? (2020) (0)
- Systemic Risk and Macroeconomic Shocks: Evidence From US Agricultural Commodity Markets (2018) (0)
- Measuring response of output growth to changes in yield spread in a state switching framework (2008) (0)
- Financial Inclusion, Remittance Inflows, and Poverty Reduction: Complements or Substitutes? (2019) (0)
- History of the EU Monetary Union (2009) (0)
- Kobe University Repository : Kernel タイトル Tit le Internat ional Capital Flows and the Frankel (2018) (0)
- Environmental Policy and Sustainable Growth in Japan (2020) (0)
- Dynamic spillover among sovereign CDS spreads (2018) (0)
- Risk spillover from international financial markets and China's macro-economy: A MIDAS-CoVaR-QR model (2022) (0)
- What are the Sources of Real and Nominal Exchange Rate Fluctuations? Evidence from SVAR Analysis for India (2014) (0)
- Time-varying correlation among bank sector CDS indices (2018) (0)
- International term structure of interest rates in the Euro area (2009) (0)
- Nominal and Real Exchange Rate Fluctuations: Euro, US Dollar, and Japanese Yen (2009) (0)
- Vector Moving Average Threshold Heterogeneous Autoregressive (VMAT-HAR) Model (2020) (0)
- Testing for a unit root in the presence of a variance shift 1 An early version of this paper was rea (1997) (0)
- Monetary policy framework in India: past, present and future (2012) (0)
- Stock Prices Across International Markets: A Traditional Approach (2003) (0)
- Dependence structure of insurance sector CDS indices (2018) (0)
- International Capital Flows and the Feldstein–Horioka Paradox (2009) (0)
- Economic Returns to Schooling in Urban China: Ordinary Least Squares the Instrumental Variables Approach (2014) (0)
- Causality among financial sector CDS indices (2018) (0)
- Trade Competitiveness: Exchange Rate and Inflation (2007) (0)
- Are Budget Deficits Sustainable in the Euro Area (2009) (0)
- Dynamic effects of financial spillovers on bank lending: evidence from local projection-based impulse response analysis (2020) (0)
- Key determinants of sovereign CDS spreads (2018) (0)
- Are the Hot IPOs Still Relevant? Evidence from China’s Growth Enterprise Market (2015) (0)
- Summary and Future Research Directions (2003) (0)
- On the Relationship between Estimate and Its t Value (2015) (0)
- Rural Migration and Sectoral Earning Differences in Urban China (2014) (0)
- Trade Balance and the Terms of Trade (2007) (0)
- Different moments create different spillovers: A study of commodity markets (2023) (0)
- Recent Development of Multivariate GARCH Models (2015) (0)
- On the test of the globalization of the Japanese equity market under the Kreps-Porteus preference (1995) (0)
- This paper investigates whether the hot IPO effect persists post-IPO in China’s Growth Enterprise Market (2015) (0)
- Are government interventions effective in regulating China fs house prices (2014) (0)
- Return and Volatility Spillovers across the Energy and Carbon Markets : New Evidence from the Time-Frequency Domain (2019) (0)
- Is India Ready to Adopt a Policy Framework Targeting Inflation (2014) (0)
- Co-movements in commodity markets and implications in diversification benefits (2018) (0)
- Concluding Remarks: Monetary Policy and Financial Sector for Sustainable Economic Growth and Poverty Reduction (2014) (0)
- Revisiting the Roles of Financial Access and Deepening for Growth and Reducing Inequality (2016) (0)
- Financial Inclusion and Poverty Reduction: Has Microfinance Been Helpful to Poor People? (2019) (0)
- Energy Trading and Risk Management: Commentary on Arbitrage, Risk Measurement, and Hedging Strategy (2022) (0)
- Business Cycle Transmission Between Madagascar, Seychelles,and Their Major Economic Partners (2009) (0)
- Greek sovereign bond index, volatility, and structural breaks (2013) (0)
- Dynamic correlation among banks’ CDS spreads (2018) (0)
- Which Factors Will Affect the ESG Index in the USA and Europe: Stock, Crude Oil, or Gold? (2021) (0)
- Copula-Based Regression Models with Responses Missing at Random: A Unified Approach (2019) (0)
- Kobe University Repository : Kernel タイトル Tit le Empirical Analysis of the Money Demand Funct ion in Sub-Saharan Africa 著者 (2018) (0)
- Foreign Direct Investment, Regional Disparity, and Economic Growth: a Panel Data Study for China, 1995-2008 (2012) (0)
- Hiroshi Tsuda, Statistics for Stock Market (1995) (0)
- Sustainability of Trade Accounts (2007) (0)
- Empirical Analysis of the Money Demand Function in the Euro Area (2009) (0)
- Remittance Inflows and Economic Growth: Clarifying Conflicting Results in the Literature (2019) (0)
- Linkages among East Asian Stock Markets, US Financial Markets Stress, and Gold (2016) (0)
- Relationship between sovereign CDS and banking sector CDS (2018) (0)
- Price and Wage Setting in Japan: An Empirical Investigation (2009) (0)
- Empirical Analysis of the Term Structure of Interest Rates in the Presence of Cross-Section Dependence (2009) (0)
- Modeling the dependence between the carbon 1 futures market and renewable energy stock indices 2 (2019) (0)
- Interdependence between corporate CDS indices (2018) (0)
- SMALL SAMPLE PROPERTIES OF THE GENERALIZED METHOD OF MOMENTS ESTIMATORS : APPLICATION TO THE ARCH-MODEL (1996) (0)
- Empirical Analysis of Import Demand Behavior of LDCs (2009) (0)
- Remittance Inflows and Financial Inclusion: Do Workers’ Remittances Promote Access to Finance? (2019) (0)
- A Note on the Small Sample Properties of Generalized Method of Moments Estimators under Non-Normal Error Conditions (1995) (0)
- Can ESG investments and new environmental law improve social happiness in China? (2023) (0)
- No . 370 Market Efficiency of Commodity Futures in India (2012) (0)
- Causality-in-variance and causality-in-mean between the Greek sovereign bond yields and Southern European banking sector equity returns (2012) (0)
- Trade Competitiveness:Exchange Rate, Productivity, and Export Price (2007) (0)
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What Schools Are Affiliated With Shigeyuki Hamori?
Shigeyuki Hamori is affiliated with the following schools:
