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