Shigeyuki Hamori
Names
first: | Shigeyuki |
last: | Hamori |
Contact
email: | |
homepage: | http://www2.kobe-u.ac.jp/~hamori/ |
Affiliations
-
Kobe University
→ Faculty of Economics
- website
- location: Kobe, Japan
Research profile
author of:
-
A theory of quality signaling in the marriage market
by Anderson, David A. & Hamori, Shigeyuki -
Test of the international equity integration of Japan
by Hamori, Shigeyuki -
A numerical analysis of the monetary aspects of the Japanese economy: the cash-in-advance approach
by Shigeyuki Hamori & Shin-Ichi Kitasaka -
Defying the conventional wisdom: US consumers are found to be more risk averse than those of Japan
by Hamori, Shigeyuki -
Alternative characterization of the volatility in the growth rate of real GDP
by Bhar, Ramaprasad & Hamori, Shigeyuki -
Empirical characteristics of the permanent and transitory components of stock return: analysis in a Markov switching heteroscedasticity framework
by Bhar, Ramaprasad & Hamori, Shigeyuki -
Test of C-CAPM for Japan: 1980-1988
by Hamori, Shigeyuki -
An empirical analysis of economic fluctuations in Japan: 1885-1940
by Hamori, Shigeyuki & Hamori, Naoko -
Volatility of real GDP: some evidence from the United States, the United Kingdom and Japan
by Hamori, Shigeyuki -
Seasonality and stock returns: some evidence from Japan
by Hamori, Shigeyuki -
Testing for a unit root in the presence of a variance shift1
by Hamori, Shigeyuki & Tokihisa, Akira -
An empirical analysis on the stability of Japan's aggregate import demand function
by Hamori, Shigeyuki & Matsubayashi, Yoichi -
Causality in variance and the type of traders in crude oil futures
by Bhar, Ramaprasad & Hamori, Shigeyuki -
Import Demand Function: Some Evidence from Madagascar and Mauritius
by Ivohasina Fizara Razafimahefa & Shigeyuki Hamori -
Empirical investigation on the relationship between Japanese and Asian emerging equity markets
by Ramaprasad Bhar & Shigeyuki Hamori -
Some international evidence on the stability of aggregate import demand function
by Yoichi Matsubayashi & Shigeyuki Hamori -
Risk premiums and conditional covariances in tests of asset pricing models: Some evidence from Japan
by Hamori, Shigeyuki -
On the structural stability of preference parameters obtained from Japanese financial market data
by Hamori, Shigeyuki -
The characteristics of the business cycle in Japan
by Shigeyuki Hamori & Shin-Ichi Kitasaka -
Component structures of agricultural commodity futures traded on the Tokyo Grain Exchange
by Ramaprasad Bhar & Shigeyuki Hamori -
Co-movement in the price of risk of aggregate equity markets
by Bhar, Ramaprasad & Hamori, Shigeyuki -
SEASONAL INTEGRATION FOR DAILY DATA
by Akira Tokihisa & Shigeyuki Hamori -
Information content of commodity futures prices for monetary policy
by Bhar, Ramaprasad & Hamori, Shigeyuki -
Demand for money in the Euro area
by Hamori, Shigeyuki & Hamori, Naoko -
Trade Balances and the Terms of Trade in G-7 Countries: Penal Cointegration Approach
by Shigeyuki HAMORI -
Volatility transmission between Japan, UK and USA in daily stock returns
by Hisashi Tanizaki & Shigeyuki Hamori -
An Empirical Analysis of Chinese Rural Labour Migration Using a Multinomial Logit Model
by Chen, G. & Hamori, S. -
The link between inflation and inflation uncertainty: Evidence from G7 countries
by Ramaprasad Bhar & Shigeyuki Hamori -
A new approach to analysing comovement in European equity markets
by Ramaprasad Bhar & Shigeyuki Hamori -
Globalization, Financial Depth, and Inequality in Sub-Saharan Africa
by Hisako KAI & Shigeyuki HAMORI -
Empirical Analysis of Import Demand Behavior of Least Developed Countries
by Yoichi, Matsubayashi & Shigeyuki, Hamori -
Economic returns to schooling in urban China: OLS and the instrumental variables approach
by CHEN, Guifu & HAMORI, Shigeyuki -
Empirical Analysis of Export Demand Behavior of LDCs: Panel Cointegration Approach
by Shigeyuki, Hamori & Yoichi, Matsubayashi -
Saving-Investment Relationship and Capital Mobility:Evidence from Chinese Provincial Data, 1980—2007
by Yoshihiro, Hashiguchi & Shigeyuki, Hamori -
Microfinance and Inequality
by Hisako, KAI & Shigeyuki, HAMORI -
Formal Employment, Informal Employment and Income Differentials in Urban China
by Guifu, Chen & Shigeyuki, Hamori -
Energy prices and China’s international competitiveness
by Chen, Guifu & Hamori, Shigeyuki -
Empirical analysis of import demand behavior of least developed countries
by Yoichi Matsubayashi & Shigeyuki Hamori -
Empirical analysis of export demand behavior of LDCs: Panel cointegration approach
by Shigeyuki Hamori & Yoichi Matsubayashi -
Globalization, financial depth, and inequality in Sub-Saharan Africa
by Hisako Kai & Shigeyuki Hamori -
On the Sustainability of Budget Deficits in the Euro Area
by Shigeyuki Hamori & Naoko Hamori -
An Empirical Analysis of the Money Demand Function in India
by Takeshi Inoue & Shigeyuki Hamori -
Price and Wage Setting in Japan: An Empirical Investigation
by Shigeyuki Hamori & Takeshi Hoshikawa & Junya Masuda & Kunihiro Hanabusa -
Saving-Investment Relationship and Capital Mobility: Evidence from Chinese Provincial Data, 1980—2007
by Yoshihiro Hashiguchi & Shigeyuki Hamori -
What Explains Real and Nominal Exchange Rate Fluctuations?: Evidence from SVAR Analysis for India
by Takeshi Inoue & Shigeyuki Hamori -
Business Cycle Transmission Between Madagascar, Seychelles,and Their Major Economic Partners
by Ivohasina Fizara Razafimahefa & Shigeyuki Hamori -
The interdependence of Taiwanese and Japanese stock prices
by Hsieh, Kunlin & Hsieh, Yuching & Hamori, Shigeyuki -
The size of the underground economy in Japan
by Kanao, Koji & Hamori, Shigeyuki -
The Interdependence of Taiwanese and Japanese Stock Prices
by Kunlin Hsieh & Yuching Hsieh & Shigeyuki Hamori -
The size of the underground economy in Japan
by Koji KANAO & Shigeyuki HAMORI -
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
by Nakajima, Tadahiro & Hamori, Shigeyuki -
On least-squares bias in the AR(p) models: Bias correction using the bootstrap methods
by Hisashi Tanizaki & Shigeyuki Hamori & Yoichi Matsubayashi -
Small sample properties of CIPS panel unit root test under conditional and unconditional heteroscedasticity
by HASHIGUCHI, Yoshihiro & HAMORI, Shigeyuki -
The sustainability of trade balances in Sub-Saharan Africa: panel cointegration tests with cross-section dependence
by HASHIGUCHI, Yoshihiro & HAMORI, Shigeyuki -
The efficiency of the Chinese stock market and the role of market liberalization
by Qian Liu & Shigeyuki Hamori -
Dynamic linkages of stock prices among G7 countries: effects of the American financial crisis
by Haifeng Xu & Shigeyuki Hamori -
Impact of subsidy policies on diffusion of photovoltaic power generation
by Zhang, Yu & Song, Junghyun & Hamori, Shigeyuki -
Bivariate probit analysis of differences between male and female formal employment in urban China
by Chen, Guifu & Hamori, Shigeyuki -
Estimating the import demand function in the autoregressive distributed lag framework: The case of China
by Fengbao Yin & Shigeyuki Hamori -
The Sustainability of Trade Balances in China
by Fengbao Yin & Shigeyuki Hamori -
The transmission mechanism of business cycles among Germany, Japan, the UK and the USA
by Shigeyuki Hamori -
Panel cointegration analysis of the Fisher effect: Evidence from the US, the UK, and Japan
by Yuki Toyoshima & Shigeyuki Hamori -
An empirical analysis on the efficiency of the microfinance investment market
by Takeshi Inoue & Shigeyuki Hamori -
Transmission of stock prices amongst European countries before and during the Greek sovereign debt crisis
by Go Tamakoshi & Shigeyuki Hamori -
A dynamic conditional correlation analysis of European stock markets from the perspective of the Greek sovereign debt crisis
by Go Tamakoshi & Yuki Toyoshima & Shigeyuki Hamori -
Exploring the dynamic interdependence between gold and other financial markets
by Takashi Miyazaki & Yuki Toyoshima & Shigeyuki Hamori -
Informational roles of commodity prices for monetary policy: evidence from the Euro area
by Go Tamakoshi & Shigeyuki Hamori -
Volatility transmission of swap spreads among the US, Japan and the UK: a cross-correlation function approach
by Yuki Toyoshima & Shigeyuki Hamori -
How has financial deepening affected poverty reduction in India? Empirical analysis using state-level panel data
by Takeshi Inoue & Shigeyuki Hamori -
Asymmetric dynamics in correlations of treasury and swap markets: Evidence from the US market
by Toyoshima, Yuki & Tamakoshi, Go & Hamori, Shigeyuki -
Small sample properties of CIPS panel unit root test under conditional and unconditional heteroskedasticity
by Shigeyuki Hamori & Yoshihiro Hashiguchi -
Testing for causality between the gold return and stock market performance: evidence for ‘gold investment in case of emergency’
by Takashi Miyazaki & Shigeyuki Hamori -
Information Flow between Price Change and Trading Volume in Gold Futures Contracts
by Ramaprasad Bhar & Shigeyuki Hamori -
Some International Evidence on the Seasonality of Stock Prices
by Shigeyuki Hamori & Akira Tokihisa -
An asymmetric DCC analysis of correlations among bank CDS indices
by Go Tamakoshi & Shigeyuki Hamori -
Asymmetric dynamics in stock market correlations: Evidence from Japan and Singapore
by Toyoshima, Yuki & Hamori, Shigeyuki -
International Capital Flows and the Frankel-Dooley-Mathieson Puzzle
by Shigeyuki Hamori -
Do Chinese employers discriminate against females when hiring employees ?
by Shigeyuki Hamori & Guifu Chen -
The information role of commodity prices in formulating monetary policy: some evidence from Japan
by Shigeyuki Hamori -
Sources of Real and Nominal Exchange Rate Movements for the Euro
by Shigeyuki Hamori & Naoko Hamori -
An Empirical Analysis of FDI Competitiveness in Sub-Saharan Africa and Developing Countries
by Shigeyuki Hamori & Ivohasina Razafimahefa -
Empirical Analysis of the Money Demand Function in Sub-Saharan Africa
by Shigeyuki Hamori -
An Empirical Analysis about Population, Technological Progress, and Economic Growth in Taiwan
by Shigeyuki Hamori & Yu-Ching Hsieh & Wan-Jun Yao -
The effect of financial deepening on inequality: Some international evidence
by Hamori, Shigeyuki & Hashiguchi, Yoshihiro -
Dynamic linkages of stock prices between the BRICs and the United States: Effects of the 2008–09 financial crisis
by Xu, Haifeng & Hamori, Shigeyuki -
Economic Openness and Growth in China and India: A Comparative Study
by Fengbao Yin & Shigeyuki Hamori -
Real Oil Prices, Real Economic Activity, Real Interest Rates, and the US Dollar: A Cointegration Analysis with Structural Breaks
by Go Tamakoshi & Shigeyuki Hamori -
Dynamic Linkages among Foreign Exchange, Stock, and Commodity Markets in Northeast Asian Countries: Effects from Two Recent Crises
by Lu Yang & Shigeyuki Hamori -
Crude oil hedging strategy: new evidence from the data of the financial crisis
by Yuki Toyoshima & Tadahiro Nakajima & Shigeyuki Hamori -
EU Accession, Financial Integration, and Contagion Effects: Dynamic Correlation Analysis of CEEC-3 Bond Markets
by Lu Yang & Shigeyuki Hamori -
FORMAL AND INFORMAL EMPLOYMENT AND INCOME DIFFERENTIALS IN URBAN CHINA
by Guifu Chen & Shigeyuki Hamori -
On cross-currency transmissions between US dollar and euro LIBOR-OIS spreads
by Tamakoshi, Go & Hamori, Shigeyuki -
Testing causal relationships between wholesale electricity prices and primary energy prices
by Nakajima, Tadahiro & Hamori, Shigeyuki -
Dependence structure between CEEC-3 and German government securities markets
by Yang, Lu & Hamori, Shigeyuki -
Macroeconomic impacts of oil prices and underlying financial shocks
by Chen, Wang & Hamori, Shigeyuki & Kinkyo, Takuji -
The Phillips Curve in the United States and Canada: A GARCHDCC Analysis
by Lu Yang & Shigeyuki Hamori -
Financial Permeation and Economic Growth: Evidence from Sub-Saharan Africa
by Inoue, Takeshi & Hamori, Shigeyuki -
Spillovers among CDS indexes in the US financial sector
by Tamakoshi, Go & Hamori, Shigeyuki -
Spillover effect of US monetary policy to ASEAN stock markets: Evidence from Indonesia, Singapore, and Thailand
by Yang, Lu & Hamori, Shigeyuki -
Co-movements among major European exchange rates: A multivariate time-varying asymmetric approach
by Tamakoshi, Go & Hamori, Shigeyuki -
Gold prices and exchange rates: a time-varying copula analysis
by Lu Yang & Shigeyuki Hamori -
Financial permeation as a role of microfinance: has microfinance actually been a viable financial intermediary for helping the poor?
by Takeshi Inoue & Shigeyuki Hamori -
Dependence structure among international stock markets: a GARCH--copula analysis
by Lu Yang & Shigeyuki Hamori -
Nonlinear adjustment between the Eonia and Euribor rates: a two-regime threshold cointegration analysis
by Go Tamakoshi & Shigeyuki Hamori -
Exchange Rate Flexibility and the Integration of the Securities Market in East Asia
by Takuji Kinkyo & Shigeyuki Hamori -
An asymmetric dynamic conditional correlation analysis of linkages of European financial institutions during the Greek sovereign debt crisis
by Go Tamakoshi & Shigeyuki Hamori -
Causality-in-variance and causality-in-mean between the Greek sovereign bond yields and Southern European banking sector equity returns
by Go Tamakoshi & Shigeyuki Hamori -
Greek sovereign bond index, volatility, and structural breaks
by Go Tamakoshi & Shigeyuki Hamori -
Are government interventions effective in regulating China fs house prices?
by Nannan Yuan & Shigeyuki Hamori -
House Prices and Stock Prices: Evidence from a Dynamic Heterogeneous Panel in China
by Nannan Yuan & Shigeyuki Hamori & Wang Chen -
The conditional dependence structure of insurance sector credit default swap indices
by Tamakoshi, Go & Hamori, Shigeyuki -
This paper investigates whether the hot IPO effect persists post-IPO in China’s Growth Enterprise Market
by Lu Yang & Huimin Zhang & Shigeyuki Hamori -
Financial Development and Financial Openness Nexus: The Precondition of Banking Competition
by Wang Chen & Shigeyuki Hamori & Takuji Kinkyo -
An Empirical Analysis of the Efficiency of the Osaka Rice Market During Japan's Tokugawa Era
by Shigeyuki Hamori & Naoko Hamori & David A. Anderson -
Market efficiency among futures with different maturities: Evidence from the crude oil futures market
by Kaoru Kawamoto & Shigeyuki Hamori -
Interdependence between the bond markets of CEEC-3 and Germany: A wavelet coherence analysis
by Yang, Lu & Hamori, Shigeyuki -
On the Influence of Oil Price Shocks on Economic Activity, Inflation, and Exchange Rates
by Yasunori Yoshizaki & Shigeyuki Hamori -
Cointegration with Regime Shift between Gold and Financial Variables
by Takashi Miyazaki & Shigeyuki Hamori -
On the Time-varying Linkages among the London Interbank Offer Rates for Major European Currencies
by Go Tamakoshi & Shigeyuki Hamori -
Modeling dependence structures among international stock markets: Evidence from hierarchical Archimedean copulas
by Yang, Lu & Cai, Xiao Jing & Li, Mengling & Hamori, Shigeyuki -
Time-varying co-movements and volatility spillovers among financial sector CDS indexes in the UK
by Tamakoshi, Go & Hamori, Shigeyuki -
Modeling interest rate volatility: A Realized GARCH approach
by Tian, Shuairu & Hamori, Shigeyuki -
The determinants of a simultaneous crash in gold and stock markets: An ordered logit approach
by Takashi Miyazaki & Shigeyuki Hamori -
Interdependence of foreign exchange markets: A wavelet coherence analysis
by Yang, Lu & Cai, Xiao Jing & Zhang, Huimin & Hamori, Shigeyuki -
Introduction of the Euro and the Monetary Policy of the European Central Bank
by Shigeyuki Hamori & Naoko Hamori -
Linkages among East Asian Stock Markets, US Financial Markets Stress, and Gold
by Takashi Miyazaki & Shigeyuki Hamori
edited by -
Dynamic Impacts of Remittances on Economic Growth in Asia: Evidence from the Dynamic Heterogeneous Panel
by Nannan Yuan & Takeshi Inoue & Shigeyuki Hamori
edited by -
Effects of Remittances on Poverty Reduction in Asia
by Takeshi Inoue & Shigeyuki Hamori
edited by -
Business Cycle Volatility and Hot Money in Emerging East Asian Markets
by Xiaojing Cai & Shigeyuki Hamori
edited by -
INFLATION TARGETING IN SOUTH KOREA, INDONESIA, THE PHILIPPINES AND THAILAND: THE IMPACT ON BUSINESS CYCLE SYNCHRONIZATION BETWEEN EACH COUNTRY AND THE WORLD
by Takeshi Inoue & Yuki Toyoshima & Shigeyuki Hamori
edited by -
Random forests-based early warning system for bank failures
by Tanaka, Katsuyuki & Kinkyo, Takuji & Hamori, Shigeyuki -
GLOBALIZATION AND ECONOMIC GROWTH IN EAST ASIA
by Fengbao Yin & Shigeyuki Hamori
edited by -
Time-varying price shock transmission and volatility spillover in foreign exchange, bond, equity, and commodity markets: Evidence from the United States
by Tian, Shuairu & Hamori, Shigeyuki -
Stock Market Integration in China: Evidence from the Asymmetric DCC Model and Copula Approach
by Xiao Jing Cai & Shuairu Tian & Shigeyuki Hamori -
Interdependence between oil and East Asian stock markets: Evidence from wavelet coherence analysis
by Cai, Xiao Jing & Tian, Shuairu & Yuan, Nannan & Hamori, Shigeyuki -
Does the crude oil price influence the exchange rates of oil-importing and oil-exporting countries differently? A wavelet coherence analysis
by Yang, Lu & Cai, Xiao Jing & Hamori, Shigeyuki -
Rural Labor Migration, Discrimination, and the New Dual Labor Market in China
by Guifu Chen & Shigeyuki Hamori -
International Competitiveness in Africa
by Ivohasina Fizara Razafimahefa & Shigeyuki Hamori -
Volatility and Causality in Strategic Commodities: Characteristics, Myth and Evidence
by Youngho Chang & Zheng Fang & Shigeyuki Hamori -
Financial Hazard Map: Financial Vulnerability Predicted by a Random Forests Classification Model
by Katsuyuki Tanaka & Takuji Kinkyo & Shigeyuki Hamori -
Forecasting the Vulnerability of Industrial Economic Activities: Predicting the Bankruptcy of Companies
by Katsuyuki Tanaka & Takuo Higashide & Takuji Kinkyo & Shigeyuki Hamori -
Ensemble Learning or Deep Learning? Application to Default Risk Analysis
by Shigeyuki Hamori & Minami Kawai & Takahiro Kume & Yuji Murakami & Chikara Watanabe -
Dependence Structures and Systemic Risk of Government Securities Markets in Central and Eastern Europe: A CoVaR-Copula Approach
by Lu Yang & Jason Z. Ma & Shigeyuki Hamori -
Ensemble Learning or Deep Learning? Application to Default Risk Analysis
by Shigeyuki Hamori & Minami Kawai & Takahiro Kume & Yuji Murakami & Chikara Watanabe -
Financial Access and Economic Growth: Evidence from Sub-Saharan Africa
by Takeshi Inoue & Shigeyuki Hamori -
Hot Money and Business Cycle Volatility: Evidence from Selected ASEAN Countries
by Lu Yang & Shigeyuki Hamori -
Do Workers’ Remittances Promote Access to Finance? Evidence from Asia-Pacific Developing Countries
by Takeshi Inoue & Shigeyuki Hamori -
Revisiting the Roles of Financial Access and Deepening for Growth and Reducing Inequality
by Takeshi Inoue & Takuji Kinkyo & Shigeyuki Hamori -
THE DETERMINANTS OF A SIMULTANEOUS CRASH IN GOLD AND STOCK MARKETS: AN ORDERED LOGIT APPROACH
by TAKASHI MIYAZAKI & SHIGEYUKI HAMORI -
What determines the long-term correlation between oil prices and exchange rates?
by Yang, Lu & Cai, Xiao Jing & Hamori, Shigeyuki -
Financial Hazard Map: Financial Vulnerability Predicted by a Random Forests Classification Model
by Katsuyuki Tanaka & Takuji Kinkyo & Shigeyuki Hamori -
Dependence structures between Chinese stock markets and the international financial market: Evidence from a wavelet-based quantile regression approach
by Yang, Lu & Tian, Shuairu & Yang, Wei & Xu, Mingli & Hamori, Shigeyuki -
Determinants of dependence structures of sovereign credit default swap spreads between G7 and BRICS countries
by Yang, Lu & Yang, Lei & Hamori, Shigeyuki -
Modeling the Dependence Structure of Share Prices among Three Chinese City Banks
by Guizhou Liu & Xiao-Jing Cai & Shigeyuki Hamori -
MODELING THE DYNAMICS OF INTERNATIONAL AGRICULTURAL COMMODITY PRICES: A COMPARISON OF GARCH AND STOCHASTIC VOLATILITY MODELS
by LU YANG & SHIGEYUKI HAMORI -
Measuring the Time-Frequency Dynamics of Return and Volatility Connectedness in Global Crude Oil Markets
by Yuki Toyoshima & Shigeyuki Hamori -
A Sustainable Metropolis: Perspectives of Population, Productivity and Parity
by Youngho Chang & Zheng Fang & Shigeyuki Hamori & Dawn Chow -
Market efficiency of commodity futures in India
by Inoue, Takeshi & Hamori, Shigeyuki -
Predicting Currency Crises: A Novel Approach Combining Random Forests and Wavelet Transform
by Lei Xu & Takuji Kinkyo & Shigeyuki Hamori -
An empirical analysis on the efficiency of the microfinance investment market
by Inoue, Takeshi & Hamori, Shigeyuki -
An empirical analysis of the money demand function in India
by Inoue, Takeshi & Hamori, Shigeyuki -
An Empirical Analysis of the Monetary Policy Reaction Function in India
by Inoue, Takeshi & Hamori, Shigeyuki -
What Explains Real and Nominal Exchange Rate Fluctuations? Evidence from SVAR Analysis for India
by Inoue, Takeshi & Hamori, Shigeyuki -
Inflation targeting in Korea, Indonesia, Thailand, and the Philippines : the impact on business cycle synchronization between each country and the world
by Inoue, Takeshi & Toyoshima, Yuki & Hamori, Shigeyuki -
Financial permeation as a role of microfinance : has microfinance actually been helpful to the poor?
by Inoue, Takeshi & Hamori, Shigeyuki -
How has financial deepening affected poverty reduction in India? : empirical analysis using state-level panel data
by Inoue, Takeshi & Hamori, Shigeyuki -
Bank Credit and Housing Prices in China: Evidence from a TVP-VAR Model with Stochastic Volatility
by Xie He & Xiao-Jing Cai & Shigeyuki Hamori -
Can We Forecast Daily Oil Futures Prices? Experimental Evidence from Convolutional Neural Networks
by Zhaojie Luo & Xiaojing Cai & Katsuyuki Tanaka & Tetsuya Takiguchi & Takuji Kinkyo & Shigeyuki Hamori -
Complexity of financial stress spillovers: Asymmetry and interaction effects of institutional quality and foreign bank ownership
by Chen, Wang & Hamori, Shigeyuki & Kinkyo, Takuji -
AN EMPIRICAL ANALYSIS OF MARITAL STATUS IN JAPAN
by KOJI YASUDA & TOMOKO KINUGASA & SHIGEYUKI HAMORI -
Conditional Dependence between Oil Prices and Exchange Rates in BRICS Countries: An Application of the Copula-GARCH Model
by Yijin He & Shigeyuki Hamori -
Remittance Inflows and Economic Growth: Clarifying Conflicting Results in the Literature
by Takeshi Inoue & Shigeyuki Hamori
edited by -
Financial Inclusion and Poverty Reduction: Has Microfinance Been Helpful to Poor People?
by Takeshi Inoue & Shigeyuki Hamori
edited by -
Financial Inclusion and Economic Growth: Is Banking Breadth Important for Economic Growth?
by Takeshi Inoue & Shigeyuki Hamori
edited by -
Financial Inclusion, Remittance Inflows, and Poverty Reduction: Complements or Substitutes?
by Takeshi Inoue & Shigeyuki Hamori
edited by -
Financial Inclusion, Remittance Inflows, and Poverty Reduction in Developing Countries:Evidence from Empirical Analyses
by Takeshi Inoue & Shigeyuki Hamori -
Remittance Inflows and Financial Inclusion: Do Workers’ Remittances Promote Access to Finance?
by Takeshi Inoue & Shigeyuki Hamori
edited by -
Remittance Inflows and Poverty Reduction: How Economic Development Affects Remittances’ Effect on Poverty Reduction
by Takeshi Inoue & Shigeyuki Hamori
edited by -
ANALYZING INDUSTRY‐LEVEL VULNERABILITY BY PREDICTING FINANCIAL BANKRUPTCY
by Katsuyuki Tanaka & Takuo Higashide & Takuji Kinkyo & Shigeyuki Hamori -
ARTIFICIAL INTELLIGENCE AND ECONOMIC GROWTH
by Shigeyuki Hamori & Takahiro Kume -
Calibration estimation of semiparametric copula models with data missing at random
by Hamori, Shigeyuki & Motegi, Kaiji & Zhang, Zheng -
Solution to the Dilemma of the Migrant Labor Shortage and the Rural Labor Surplus in China
by Guifu Chen & Shigeyuki Hamori -
Connectedness Between Natural Gas Price and BRICS Exchange Rates: Evidence from Time and Frequency Domains
by Yijin He & Tadahiro Nakajima & Shigeyuki Hamori -
Determinants of the Long-Term Correlation between Crude Oil and Stock Markets
by Lu Yang & Lei Yang & Kung-Cheng Ho & Shigeyuki Hamori -
Multi-Horizon Dependence between Crude Oil and East Asian Stock Markets and Implications in Risk Management
by Xiaojing Cai & Shigeyuki Hamori & Lu Yang & Shuairu Tian -
Empirical Finance
by Shigeyuki Hamori -
How Does the Spillover among Natural Gas, Crude Oil, and Electricity Utility Stocks Change over Time? Evidence from North America and Europe
by Wenting Zhang & Xie He & Tadahiro Nakajima & Shigeyuki Hamori -
Co-movements in commodity markets and implications in diversification benefits
by Xiao Jing Cai & Zheng Fang & Youngho Chang & Shuairu Tian & Shigeyuki Hamori -
Does Ensemble Learning Always Lead to Better Forecasts?
by Hitoshi Hamori & Shigeyuki Hamori -
Can One Reinforce Investments in Renewable Energy Stock Indices with the ESG Index?
by Guizhou Liu & Shigeyuki Hamori -
The Predictability of the Exchange Rate When Combining Machine Learning and Fundamental Models
by Yuchen Zhang & Shigeyuki Hamori -
Influence of Fluctuations in Fossil Fuel Commodities on Electricity Markets: Evidence from Spot and Futures Markets in Europe
by Tiantian Liu & Xie He & Tadahiro Nakajima & Shigeyuki Hamori -
Do Machine Learning Techniques and Dynamic Methods Help Forecast US Natural Gas Crises?
by Wenting Zhang & Shigeyuki Hamori -
Forecasting Crude Oil Market Crashes Using Machine Learning Technologies
by Yulian Zhang & Shigeyuki Hamori -
The Response of US Macroeconomic Aggregates to Price Shocks in Crude Oil vs. Natural Gas
by Jin Shang & Shigeyuki Hamori -
Diversification and Desynchronicity: An Organizational Portfolio Perspective on Corporate Risk Reduction
by Xue-Feng Shao & Kostas Gouliamos & Ben Nan-Feng Luo & Shigeyuki Hamori & Stephen Satchell & Xiao-Guang Yue & Jane Qiu -
Seasonal integration and Japanese aggregate data
by Shigeyuki Hamori & Akira Tokihisa -
Seasonal cointegration and the money demand function: some evidence from Japan
by Shigeyuki Hamori & Akira Tokihisa -
An empirical analysis of real exchange rate movements in the euro
by Shigeyuki Hamori & Naoko Hamori -
Panel cointegration analysis of co-movement between interest rate swap and treasury markets
by Yuki Toyoshima & Shigeyuki Hamori -
Stability of the money demand function in Germany
by Naoko Hamori & Shigeyuki Hamori -
Market efficiency of commodity futures in India
by Takeshi Inoue & Shigeyuki Hamori -
The sustainability of trade accounts of the G-7 countries
by Shigeyuki Hamori -
Health-care expenditure, GDP and share of the elderly in Japan: a panel cointegration analysis
by Tomoko Tamakoshi & Shigeyuki Hamori -
International term structure of interest rates in the Euro area
by Shigeyuki Hamori & Naoko Hamori -
International transmission of stock prices among G7 countries: LA-VAR approach
by Shigeyuki Hamori & Yuriko Imamura -
Money, exchange rates and international business cycle between Japan and the United States
by Shigeyuki Hamori -
Linkages among agricultural commodity futures prices: some further evidence from Tokyo
by Ramaprasad Bhar & Shigeyuki Hamori -
Empirical research on monetary policy, asset prices and inflation: an analysis based on provincial panel data in China
by Shenglong Liu & Guifu Chen & Shigeyuki Hamori -
Government consumption and fiscal policy: some evidence from Japan
by Shigeyuki Hamori & Kazumi Asako -
The effects of oil price shocks on expenditure category CPI
by Yasunori Yoshizaki & Shigeyuki Haomori -
Dynamic correlation and equicorrelation analysis of global financial turmoil: evidence from emerging East Asian stock markets
by Xiao Jing Cai & Shuairu Tian & Shigeyuki Hamori -
Habit formation and durability and consumption: some evidence from income quintile groups in Japan
by Shigeyuki Hamori & Toshifumi Tokunaga -
Dynamic effects of financial spillovers on bank lending: evidence from local projection-based impulse response analysis
by Wang Chen & Shigeyuki Hamori & Takuji Kinkyo -
Crowding-out effects of affordable and unaffordable housing in China, 1999-2010
by Nannan Yuan & Shigeyuki Hamori -
Dynamic linkages among cross-currency swap markets under stress
by G. Tamakoshi & S. Hamori -
Financial development and financial openness nexus: the precondition of banking competition
by Wang Chen & Shigeyuki Hamori & Takuji Kinkyo -
An empirical analysis of the relationship between economic development and population growth in China
by Wanjun Yao & Tomoko Kinugasa & Shigeyuki Hamori -
The sustainability of trade balances in sub-Saharan Africa: panel cointegration tests with cross-section dependence
by Yoshihiro Hashiguchi & Shigeyuki Hamori -
A simple method to test the Fisher effect
by Shigeyuki Hamori -
Asymmetric correlations in gold and other financial markets
by T. Miyazaki & S. Hamori -
Asymmetric technological distance measure based on language model
by Katsuyuki Tanaka & Takuji Kinkyo & Shigeyuki Hamori -
Banking sector resilience to financial spillovers
by W. Chen & S. Hamori & T. Kinkyo -
Consumption growth and the intertemporal elasticity of substitution: some evidence from income quintile groups in Japan
by Shigeyuki Hamori -
The causal relationships between sovereign CDS premiums for Japan and selected EU countries
by Yasunori Yoshizaki & Yuki Toyoshima & Shigeyuki Haomori -
Volatility and mean spillovers between sovereign and banking sector CDS markets: a note on the European sovereign debt crisis
by Go Tamakoshi & Shigeyuki Hamori -
Spillovers to Renewable Energy Stocks in the US and Europe: Are They Different?
by Tiantian Liu & Shigeyuki Hamori -
Dependence structures and risk spillover in China’s credit bond market: A copula and CoVaR approach
by Yang, Lu & Yang, Lei & Ho, Kung-Cheng & Hamori, Shigeyuki -
HUMAN CAPITAL AND ENERGY: A DRIVER OR DRAG FOR ECONOMIC GROWTH
by YOUNGHO CHANG & ZHENG FANG & SHIGEYUKI HAMORI -
Forecasts of Value-at-Risk and Expected Shortfall in the Crude Oil Market: A Wavelet-Based Semiparametric Approach
by Lu Yang & Shigeyuki Hamori -
CAN BRICS’S CURRENCY BE A HEDGE OR A SAFE HAVEN FOR ENERGY PORTFOLIO? AN EVIDENCE FROM VINE COPULA APPROACH
by YIJIN HE & TADAHIRO NAKAJIMA & SHIGEYUKI HAMORI -
The long-run relationship between farm size and productivity: A re-examination based on Chinese household aggregate panel data
by Wanjun Yao & Shigeyuki Hamori -
ARTIFICIAL INTELLIGENCE AND ECONOMIC GROWTH
by Shigeyuki Hamori & Takahiro Kume -
Testing cointegration between health care expenditure and GDP in Japan with the presence of a regime shift
by T. Tamakoshi & S. Hamori -
Moving average threshold heterogeneous autoregressive (MAT‐HAR) models
by Kaiji Motegi & Xiaojing Cai & Shigeyuki Hamori & Haifeng Xu -
Spillover effects between energies, gold, and stock: the United States versus China
by Xie He & Tetsuya Takiguchi & Tadahiro Nakajima & Shigeyuki Hamori -
Copula-based regression models with data missing at random
by Hamori, Shigeyuki & Motegi, Kaiji & Zhang, Zheng -
The Influence of Quality and Variety of New Imports on Enterprise Innovation: Evidence from China
by Guifu Chen & Shan Zhan & Shigeyuki Hamori -
Recent Advancements in Section “Financial Technology and Innovation”
by Shigeyuki Hamori -
Oil, Gas, or Financial Conditions-Which One Has a Stronger Link with Growth?
by Zhang, Yulian & He, Xie & Nakajima, Tadahiro & Hamori, Shigeyuki
editor of:
-
Global Linkages and Economic Rebalancing in East Asia
edited by Takuji Kinkyo & Yoichi Matsubayashi & Shigeyuki Hamori -
Financial Linkages, Remittances, and Resource Dependence in East Asia
edited by Takuji Kinkyo & Takeshi Inoue & Shigeyuki Hamori