Shigeyuki Hamori
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Shigeyuki |
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Hamori |
Identifer
Contact
Affiliations
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Yamato University
/ Faculty of Political Science and Economics
Research profile
author of:
- Artificial Intelligence And Economic Growth (repec:aag:wpaper:v:22:y:2018:i:1:p:256-278)
by Shigeyuki Hamori & Takahiro Kume - Solution to the Dilemma of the Migrant Labor Shortage and the Rural Labor Surplus in China (repec:bla:chinae:v:17:y:2009:i:4:p:53-71)
by Guifu Chen & Shigeyuki Hamori - Analyzing Industry‐Level Vulnerability By Predicting Financial Bankruptcy (repec:bla:ecinqu:v:57:y:2019:i:4:p:2017-2034)
by Katsuyuki Tanaka & Takuo Higashide & Takuji Kinkyo & Shigeyuki Hamori - Unknown
- Trade Balances and the Terms of Trade in G-7 Countries: Penal Cointegration Approach (repec:eaa:aeinde:v:8:y:2008:i:2_2)
by Shigeyuki HAMORI - An Empirical Analysis of Chinese Rural Labour Migration Using a Multinomial Logit Model (repec:eaa:aeinde:v:9:y:2009:i:1_16)
by Chen, G. & Hamori, S. - An Empirical Analysis of FDI Competitiveness in Sub-Saharan Africa and Developing Countries (repec:ebl:ecbull:eb-05f40005)
by Shigeyuki Hamori & Ivohasina Razafimahefa - The information role of commodity prices in formulating monetary policy: some evidence from Japan (repec:ebl:ecbull:eb-06e30010)
by Shigeyuki Hamori - Sources of Real and Nominal Exchange Rate Movements for the Euro (repec:ebl:ecbull:eb-07f30008)
by Shigeyuki Hamori & Naoko Hamori - An Empirical Analysis about Population, Technological Progress, and Economic Growth in Taiwan (repec:ebl:ecbull:eb-07o00008)
by Shigeyuki Hamori & Yu-Ching Hsieh & Wan-Jun Yao - International Capital Flows and the Frankel-Dooley-Mathieson Puzzle (repec:ebl:ecbull:eb-07o10012)
by Shigeyuki Hamori - An Empirical Analysis of the Money Demand Function in India (repec:ebl:ecbull:eb-08e40010)
by Takeshi Inoue & Shigeyuki Hamori - On the Sustainability of Budget Deficits in the Euro Area (repec:ebl:ecbull:eb-08e60017)
by Shigeyuki Hamori & Naoko Hamori - Price and Wage Setting in Japan: An Empirical Investigation (repec:ebl:ecbull:eb-08f40028)
by Shigeyuki Hamori & Takeshi Hoshikawa & Junya Masuda & Kunihiro Hanabusa - Do Chinese employers discriminate against females when hiring employees ? (repec:ebl:ecbull:eb-08j70009)
by Shigeyuki Hamori & Guifu Chen - Empirical Analysis of the Money Demand Function in Sub-Saharan Africa (repec:ebl:ecbull:eb-08o10003)
by Shigeyuki Hamori - Empirical analysis of import demand behavior of least developed countries (repec:ebl:ecbull:eb-09-00049)
by Yoichi Matsubayashi & Shigeyuki Hamori - Saving-Investment Relationship and Capital Mobility: Evidence from Chinese Provincial Data, 1980—2007 (repec:ebl:ecbull:eb-09-00443)
by Yoshihiro Hashiguchi & Shigeyuki Hamori - Empirical analysis of export demand behavior of LDCs: Panel cointegration approach (repec:ebl:ecbull:eb-09-00469)
by Shigeyuki Hamori & Yoichi Matsubayashi - Globalization, financial depth, and inequality in Sub-Saharan Africa (repec:ebl:ecbull:eb-09-00470)
by Hisako Kai & Shigeyuki Hamori - What Explains Real and Nominal Exchange Rate Fluctuations?: Evidence from SVAR Analysis for India (repec:ebl:ecbull:eb-09-00588)
by Takeshi Inoue & Shigeyuki Hamori - The Interdependence of Taiwanese and Japanese Stock Prices (repec:ebl:ecbull:eb-10-00180)
by Kunlin Hsieh & Yuching Hsieh & Shigeyuki Hamori - The size of the underground economy in Japan (repec:ebl:ecbull:eb-10-00199)
by Koji KANAO & Shigeyuki HAMORI - Dynamic linkages of stock prices among G7 countries: effects of the American financial crisis (repec:ebl:ecbull:eb-10-00524)
by Haifeng Xu & Shigeyuki Hamori - The efficiency of the Chinese stock market and the role of market liberalization (repec:ebl:ecbull:eb-10-00551)
by Qian Liu & Shigeyuki Hamori - Estimating the import demand function in the autoregressive distributed lag framework: The case of China (repec:ebl:ecbull:eb-11-00136)
by Fengbao Yin & Shigeyuki Hamori - Panel cointegration analysis of the Fisher effect: Evidence from the US, the UK, and Japan (repec:ebl:ecbull:eb-11-00330)
by Yuki Toyoshima & Shigeyuki Hamori - The Sustainability of Trade Balances in China (repec:ebl:ecbull:eb-11-00453)
by Fengbao Yin & Shigeyuki Hamori - A dynamic conditional correlation analysis of European stock markets from the perspective of the Greek sovereign debt crisis (repec:ebl:ecbull:eb-11-00485)
by Go Tamakoshi & Yuki Toyoshima & Shigeyuki Hamori - An empirical analysis on the efficiency of the microfinance investment market (repec:ebl:ecbull:eb-11-00518)
by Takeshi Inoue & Shigeyuki Hamori - Transmission of stock prices amongst European countries before and during the Greek sovereign debt crisis (repec:ebl:ecbull:eb-11-00752)
by Go Tamakoshi & Shigeyuki Hamori - Exploring the dynamic interdependence between gold and other financial markets (repec:ebl:ecbull:eb-11-00754)
by Takashi Miyazaki & Yuki Toyoshima & Shigeyuki Hamori - Informational roles of commodity prices for monetary policy: evidence from the Euro area (repec:ebl:ecbull:eb-12-00292)
by Go Tamakoshi & Shigeyuki Hamori - Small sample properties of CIPS panel unit root test under conditional and unconditional heteroskedasticity (repec:ebl:ecbull:eb-12-00334)
by Shigeyuki Hamori & Yoshihiro Hashiguchi - Bivariate probit analysis of differences between male and female formal employment in urban China (repec:eee:asieco:v:21:y:2010:i:5:p:494-501)
by Chen, Guifu & Hamori, Shigeyuki - Dynamic linkages of stock prices between the BRICs and the United States: Effects of the 2008–09 financial crisis (repec:eee:asieco:v:23:y:2012:i:4:p:344-352)
by Xu, Haifeng & Hamori, Shigeyuki - The effect of financial deepening on inequality: Some international evidence (repec:eee:asieco:v:23:y:2012:i:4:p:353-359)
by Hamori, Shigeyuki & Hashiguchi, Yoshihiro - Asymmetric dynamics in stock market correlations: Evidence from Japan and Singapore (repec:eee:asieco:v:24:y:2013:i:c:p:117-123)
by Toyoshima, Yuki & Hamori, Shigeyuki - Dependence structures and risk spillover in China’s credit bond market: A copula and CoVaR approach (repec:eee:asieco:v:68:y:2020:i:c:s1049007820300440)
by Yang, Lu & Yang, Lei & Ho, Kung-Cheng & Hamori, Shigeyuki - Economic returns to schooling in urban China: OLS and the instrumental variables approach (repec:eee:chieco:v:20:y:2009:i:2:p:143-152)
by CHEN, Guifu & HAMORI, Shigeyuki - Systemic risk and economic policy uncertainty: International evidence from the crude oil market (repec:eee:ecanpo:v:69:y:2021:i:c:p:142-158)
by Yang, Lu & Hamori, Shigeyuki - A connectedness analysis among BRICS’s geopolitical risks and the US macroeconomy (repec:eee:ecanpo:v:76:y:2022:i:c:p:182-203)
by Zhang, Yulian & Hamori, Shigeyuki - Defying the conventional wisdom: US consumers are found to be more risk averse than those of Japan (repec:eee:ecmode:v:15:y:1998:i:2:p:217-235)
by Hamori, Shigeyuki - Information content of commodity futures prices for monetary policy (repec:eee:ecmode:v:25:y:2008:i:2:p:274-283)
by Bhar, Ramaprasad & Hamori, Shigeyuki - Modeling dependence structures among international stock markets: Evidence from hierarchical Archimedean copulas (repec:eee:ecmode:v:51:y:2015:i:c:p:308-314)
by Yang, Lu & Cai, Xiao Jing & Li, Mengling & Hamori, Shigeyuki - Interdependence of foreign exchange markets: A wavelet coherence analysis (repec:eee:ecmode:v:55:y:2016:i:c:p:6-14)
by Yang, Lu & Cai, Xiao Jing & Zhang, Huimin & Hamori, Shigeyuki - Spillovers among CDS indexes in the US financial sector (repec:eee:ecofin:v:27:y:2014:i:c:p:104-113)
by Tamakoshi, Go & Hamori, Shigeyuki - The conditional dependence structure of insurance sector credit default swap indices (repec:eee:ecofin:v:30:y:2014:i:c:p:122-132)
by Tamakoshi, Go & Hamori, Shigeyuki - Interdependence between the bond markets of CEEC-3 and Germany: A wavelet coherence analysis (repec:eee:ecofin:v:32:y:2015:i:c:p:124-138)
by Yang, Lu & Hamori, Shigeyuki - Time-varying price shock transmission and volatility spillover in foreign exchange, bond, equity, and commodity markets: Evidence from the United States (repec:eee:ecofin:v:38:y:2016:i:c:p:163-171)
by Tian, Shuairu & Hamori, Shigeyuki - What determines the long-term correlation between oil prices and exchange rates? (repec:eee:ecofin:v:44:y:2018:i:c:p:140-152)
by Yang, Lu & Cai, Xiao Jing & Hamori, Shigeyuki - Dependence structures between Chinese stock markets and the international financial market: Evidence from a wavelet-based quantile regression approach (repec:eee:ecofin:v:45:y:2018:i:c:p:116-137)
by Yang, Lu & Tian, Shuairu & Yang, Wei & Xu, Mingli & Hamori, Shigeyuki - Complexity of financial stress spillovers: Asymmetry and interaction effects of institutional quality and foreign bank ownership (repec:eee:ecofin:v:48:y:2019:i:c:p:567-581)
by Chen, Wang & Hamori, Shigeyuki & Kinkyo, Takuji - Oil, Gas, or Financial Conditions-Which One Has a Stronger Link with Growth? (repec:eee:ecofin:v:54:y:2020:i:c:s1062940820301170)
by Zhang, Yulian & He, Xie & Nakajima, Tadahiro & Hamori, Shigeyuki - Continuous wavelet analysis of Chinese renminbi: Co-movement and lead-lag relationship between onshore and offshore exchange rates (repec:eee:ecofin:v:56:y:2021:i:c:s1062940821000012)
by Xu, Lei. & Hamori, Shigeyuki & Kinkyo, Takuji - Can NFTs hedge the risk of traditional assets after the COVID-19 pandemic? (repec:eee:ecofin:v:72:y:2024:i:c:s1062940824000743)
by Zhang, Wenting & Liu, Tiantian & Zhang, Yulian & Hamori, Shigeyuki - Random forests-based early warning system for bank failures (repec:eee:ecolet:v:148:y:2016:i:c:p:118-121)
by Tanaka, Katsuyuki & Kinkyo, Takuji & Hamori, Shigeyuki - Test of C-CAPM for Japan: 1980-1988 (repec:eee:ecolet:v:38:y:1992:i:1:p:67-72)
by Hamori, Shigeyuki - On the structural stability of preference parameters obtained from Japanese financial market data (repec:eee:ecolet:v:40:y:1992:i:4:p:459-464)
by Hamori, Shigeyuki - Test of the international equity integration of Japan (repec:eee:ecolet:v:42:y:1993:i:1:p:71-76)
by Hamori, Shigeyuki - Testing for a unit root in the presence of a variance shift1 (repec:eee:ecolet:v:57:y:1997:i:3:p:245-253)
by Hamori, Shigeyuki & Tokihisa, Akira - Empirical characteristics of the permanent and transitory components of stock return: analysis in a Markov switching heteroscedasticity framework (repec:eee:ecolet:v:82:y:2004:i:2:p:157-165)
by Bhar, Ramaprasad & Hamori, Shigeyuki - Co-movement in the price of risk of aggregate equity markets (repec:eee:ecosys:v:31:y:2007:i:3:p:256-271)
by Bhar, Ramaprasad & Hamori, Shigeyuki - Demand for money in the Euro area (repec:eee:ecosys:v:32:y:2008:i:3:p:274-284)
by Hamori, Shigeyuki & Hamori, Naoko - Quantile time-frequency connectedness analysis between crude oil, gold, financial markets, and macroeconomic indicators: Evidence from the US and EU (repec:eee:eneeco:v:132:y:2024:i:c:s0140988324001816)
by Shang, Jin & Hamori, Shigeyuki - Conditional threshold effects of stock market volatility on crude oil market volatility (repec:eee:eneeco:v:143:y:2025:i:c:s014098832500012x)
by Motegi, Kaiji & Hamori, Shigeyuki - Causality in variance and the type of traders in crude oil futures (repec:eee:eneeco:v:27:y:2005:i:3:p:527-539)
by Bhar, Ramaprasad & Hamori, Shigeyuki - 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 (repec:eee:enepol:v:38:y:2010:i:5:p:2470-2476)
by Nakajima, Tadahiro & Hamori, Shigeyuki - Impact of subsidy policies on diffusion of photovoltaic power generation (repec:eee:enepol:v:39:y:2011:i:4:p:1958-1964)
by Zhang, Yu & Song, Junghyun & Hamori, Shigeyuki - Testing causal relationships between wholesale electricity prices and primary energy prices (repec:eee:enepol:v:62:y:2013:i:c:p:869-877)
by Nakajima, Tadahiro & Hamori, Shigeyuki - Determinants of dependence structures of sovereign credit default swap spreads between G7 and BRICS countries (repec:eee:finana:v:59:y:2018:i:c:p:19-34)
by Yang, Lu & Yang, Lei & Hamori, Shigeyuki - Crude oil market and stock markets during the COVID-19 pandemic: Evidence from the US, Japan, and Germany (repec:eee:finana:v:74:y:2021:i:c:s1057521921000454)
by Zhang, Wenting & Hamori, Shigeyuki - Not all bank systemic risks are alike: Deposit insurance and bank risk revisited (repec:eee:finana:v:77:y:2021:i:c:s105752192100185x)
by Chen, Wang & Zhang, Zhiwen & Hamori, Shigeyuki & Kinkyo, Takuji - The role of the carbon market in relation to the cryptocurrency market: Only diversification or more? (repec:eee:finana:v:77:y:2021:i:c:s1057521921001940)
by Yang, Lu & Hamori, Shigeyuki - Volatility spillover and investment strategies among sustainability-related financial indexes: Evidence from the DCC-GARCH-based dynamic connectedness and DCC-GARCH t-copula approach (repec:eee:finana:v:83:y:2022:i:c:s1057521922001843)
by Zhang, Wenting & He, Xie & Hamori, Shigeyuki - Modeling the global sovereign credit network under climate change (repec:eee:finana:v:87:y:2023:i:c:s1057521923001345)
by Yang, Lu & Hamori, Shigeyuki - The impact of the COVID-19 pandemic and Russia-Ukraine war on multiscale spillovers in green finance markets: Evidence from lower and higher order moments (repec:eee:finana:v:89:y:2023:i:c:s105752192300251x)
by Zhang, Wenting & He, Xie & Hamori, Shigeyuki - The higher the better? Hedging and investment strategies in cryptocurrency markets: Insights from higher moment spillovers (repec:eee:finana:v:95:y:2024:i:pa:s1057521924002916)
by He, Xie & Hamori, Shigeyuki - Asymmetric dynamics in correlations of treasury and swap markets: Evidence from the US market (repec:eee:intfin:v:22:y:2012:i:2:p:381-394)
by Toyoshima, Yuki & Tamakoshi, Go & Hamori, Shigeyuki - Macroeconomic impacts of oil prices and underlying financial shocks (repec:eee:intfin:v:29:y:2014:i:c:p:1-12)
by Chen, Wang & Hamori, Shigeyuki & Kinkyo, Takuji - Dependence structure between CEEC-3 and German government securities markets (repec:eee:intfin:v:29:y:2014:i:c:p:109-125)
by Yang, Lu & Hamori, Shigeyuki - Interdependence between oil and East Asian stock markets: Evidence from wavelet coherence analysis (repec:eee:intfin:v:48:y:2017:i:c:p:206-223)
by Cai, Xiao Jing & Tian, Shuairu & Yuan, Nannan & Hamori, Shigeyuki - Asymmetric Higher-Moment spillovers between sustainable and traditional investments (repec:eee:intfin:v:97:y:2024:i:c:s1042443124001446)
by He, Xie & Hamori, Shigeyuki - An empirical analysis of economic fluctuations in Japan: 1885-1940 (repec:eee:japwor:v:12:y:2000:i:1:p:11-19)
by Hamori, Shigeyuki & Hamori, Naoko - Volatility of real GDP: some evidence from the United States, the United Kingdom and Japan (repec:eee:japwor:v:12:y:2000:i:2:p:143-152)
by Hamori, Shigeyuki - A theory of quality signaling in the marriage market (repec:eee:japwor:v:12:y:2000:i:3:p:229-242)
by Anderson, David A. & Hamori, Shigeyuki - An empirical analysis on the stability of Japan's aggregate import demand function (repec:eee:japwor:v:13:y:2001:i:2:p:135-144)
by Hamori, Shigeyuki & Matsubayashi, Yoichi - Seasonality and stock returns: some evidence from Japan (repec:eee:japwor:v:13:y:2001:i:4:p:463-481)
by Hamori, Shigeyuki - Alternative characterization of the volatility in the growth rate of real GDP (repec:eee:japwor:v:15:y:2003:i:2:p:223-231)
by Bhar, Ramaprasad & Hamori, Shigeyuki - Risk premiums and conditional covariances in tests of asset pricing models: Some evidence from Japan (repec:eee:japwor:v:9:y:1997:i:3:p:413-430)
by Hamori, Shigeyuki - Modeling interest rate volatility: A Realized GARCH approach (repec:eee:jbfina:v:61:y:2015:i:c:p:158-171)
by Tian, Shuairu & Hamori, Shigeyuki - Is volatility spillover enough for investor decisions? A new viewpoint from higher moments (repec:eee:jimfin:v:116:y:2021:i:c:s0261560621000632)
by He, Xie & Hamori, Shigeyuki - Calibration estimation of semiparametric copula models with data missing at random (repec:eee:jmvana:v:173:y:2019:i:c:p:85-109)
by Hamori, Shigeyuki & Motegi, Kaiji & Zhang, Zheng - Copula-based regression models with data missing at random (repec:eee:jmvana:v:180:y:2020:i:c:s0047259x20302359)
by Hamori, Shigeyuki & Motegi, Kaiji & Zhang, Zheng - Is the time-varying frequency connectedness across crude oil prices, geopolitical risk, economic policy uncertainty, and foreign exchange rates different between Asian and non-Asian countries? (repec:eee:jrpoli:v:102:y:2025:i:c:s0301420725000601)
by Shang, Jin & Hamori, Shigeyuki - Do crude oil prices and the sentiment index influence foreign exchange rates differently in oil-importing and oil-exporting countries? A dynamic connectedness analysis (repec:eee:jrpoli:v:74:y:2021:i:c:s0301420721004098)
by Shang, Jin & Hamori, Shigeyuki - Spillover effect of US monetary policy to ASEAN stock markets: Evidence from Indonesia, Singapore, and Thailand (repec:eee:pacfin:v:26:y:2014:i:c:p:145-155)
by Yang, Lu & Hamori, Shigeyuki - Do news sentiment and the economic uncertainty caused by public health events impact macroeconomic indicators? Evidence from a TVP-VAR decomposition approach (repec:eee:quaeco:v:82:y:2021:i:c:p:145-162)
by Zhang, Yulian & Hamori, Shigeyuki - Co-movements among major European exchange rates: A multivariate time-varying asymmetric approach (repec:eee:reveco:v:31:y:2014:i:c:p:105-113)
by Tamakoshi, Go & Hamori, Shigeyuki - Does the crude oil price influence the exchange rates of oil-importing and oil-exporting countries differently? A wavelet coherence analysis (repec:eee:reveco:v:49:y:2017:i:c:p:536-547)
by Yang, Lu & Cai, Xiao Jing & Hamori, Shigeyuki - Risk spillover from international financial markets and China's macro-economy: A MIDAS-CoVaR-QR model (repec:eee:reveco:v:84:y:2023:i:c:p:55-69)
by Yang, Lu & Cui, Xue & Yang, Lei & Hamori, Shigeyuki & Cai, Xiaojing - How does venture capital play a role in corporate green innovation? Evidence from China (repec:eee:reveco:v:96:y:2024:i:pb:s1059056024006464)
by Yu, Peiyou & Dai, Hui & Zhu, Jianhua & Hamori, Shigeyuki & Dong, Rebecca Kechen & Yue, Xiaoguang - On cross-currency transmissions between US dollar and euro LIBOR-OIS spreads (repec:eee:riibaf:v:30:y:2014:i:c:p:83-90)
by Tamakoshi, Go & Hamori, Shigeyuki - Time-varying co-movements and volatility spillovers among financial sector CDS indexes in the UK (repec:eee:riibaf:v:36:y:2016:i:c:p:288-296)
by Tamakoshi, Go & Hamori, Shigeyuki - The long-run relationship between farm size and productivity (repec:eme:caerpp:caer-05-2017-0103)
by Wanjun Yao & Shigeyuki Hamori - A new approach to analysing comovement in European equity markets (repec:eme:sefpps:v:25:y:2008:i:1:p:4-20)
by Ramaprasad Bhar & Shigeyuki Hamori - Measuring the Time-Frequency Dynamics of Return and Volatility Connectedness in Global Crude Oil Markets (repec:gam:jeners:v:11:y:2018:i:11:p:2893-:d:178030)
by Yuki Toyoshima & Shigeyuki Hamori - Connectedness Between Natural Gas Price and BRICS Exchange Rates: Evidence from Time and Frequency Domains (repec:gam:jeners:v:12:y:2019:i:20:p:3970-:d:278100)
by Yijin He & Tadahiro Nakajima & Shigeyuki Hamori - Determinants of the Long-Term Correlation between Crude Oil and Stock Markets (repec:gam:jeners:v:12:y:2019:i:21:p:4123-:d:281377)
by Lu Yang & Lei Yang & Kung-Cheng Ho & Shigeyuki Hamori - Forecasting Crude Oil Market Crashes Using Machine Learning Technologies (repec:gam:jeners:v:13:y:2020:i:10:p:2440-:d:357298)
by Yulian Zhang & Shigeyuki Hamori - The Response of US Macroeconomic Aggregates to Price Shocks in Crude Oil vs. Natural Gas (repec:gam:jeners:v:13:y:2020:i:10:p:2603-:d:360883)
by Jin Shang & Shigeyuki Hamori - Spillovers to Renewable Energy Stocks in the US and Europe: Are They Different? (repec:gam:jeners:v:13:y:2020:i:12:p:3162-:d:373133)
by Tiantian Liu & Shigeyuki Hamori - Forecasts of Value-at-Risk and Expected Shortfall in the Crude Oil Market: A Wavelet-Based Semiparametric Approach (repec:gam:jeners:v:13:y:2020:i:14:p:3700-:d:386267)
by Lu Yang & Shigeyuki Hamori - Multi-Horizon Dependence between Crude Oil and East Asian Stock Markets and Implications in Risk Management (repec:gam:jeners:v:13:y:2020:i:2:p:294-:d:306122)
by Xiaojing Cai & Shigeyuki Hamori & Lu Yang & Shuairu Tian - How Does the Spillover among Natural Gas, Crude Oil, and Electricity Utility Stocks Change over Time? Evidence from North America and Europe (repec:gam:jeners:v:13:y:2020:i:3:p:727-:d:317715)
by Wenting Zhang & Xie He & Tadahiro Nakajima & Shigeyuki Hamori - Can One Reinforce Investments in Renewable Energy Stock Indices with the ESG Index? (repec:gam:jeners:v:13:y:2020:i:5:p:1179-:d:328478)
by Guizhou Liu & Shigeyuki Hamori - Influence of Fluctuations in Fossil Fuel Commodities on Electricity Markets: Evidence from Spot and Futures Markets in Europe (repec:gam:jeners:v:13:y:2020:i:8:p:1900-:d:345059)
by Tiantian Liu & Xie He & Tadahiro Nakajima & Shigeyuki Hamori - Do Machine Learning Techniques and Dynamic Methods Help Forecast US Natural Gas Crises? (repec:gam:jeners:v:13:y:2020:i:9:p:2371-:d:355916)
by Wenting Zhang & Shigeyuki Hamori - Does Investor Sentiment Affect Clean Energy Stock? Evidence from TVP-VAR-Based Connectedness Approach (repec:gam:jeners:v:14:y:2021:i:12:p:3442-:d:572780)
by Tiantian Liu & Shigeyuki Hamori - On the Predictability of China Macro Indicator with Carbon Emissions Trading (repec:gam:jeners:v:14:y:2021:i:5:p:1271-:d:505740)
by Qian Chen & Xiang Gao & Shan Xie & Li Sun & Shuairu Tian & Shigeyuki Hamori - Quantile Connectedness of Uncertainty Indices, Carbon Emissions, Energy, and Green Assets: Insights from Extreme Market Conditions (repec:gam:jeners:v:17:y:2024:i:22:p:5806-:d:1525552)
by Tiantian Liu & Yulian Zhang & Wenting Zhang & Shigeyuki Hamori - Ensemble Learning or Deep Learning? Application to Default Risk Analysis (repec:gam:jjrfmx:v:11:y:2018:i:1:p:12-:d:134731)
by Shigeyuki Hamori & Minami Kawai & Takahiro Kume & Yuji Murakami & Chikara Watanabe - Modeling the Dependence Structure of Share Prices among Three Chinese City Banks (repec:gam:jjrfmx:v:11:y:2018:i:4:p:57-:d:172899)
by Guizhou Liu & Xiao-Jing Cai & Shigeyuki Hamori - Predicting Currency Crises: A Novel Approach Combining Random Forests and Wavelet Transform (repec:gam:jjrfmx:v:11:y:2018:i:4:p:86-:d:187697)
by Lei Xu & Takuji Kinkyo & Shigeyuki Hamori - Bank Credit and Housing Prices in China: Evidence from a TVP-VAR Model with Stochastic Volatility (repec:gam:jjrfmx:v:11:y:2018:i:4:p:90-:d:190899)
by Xie He & Xiao-Jing Cai & Shigeyuki Hamori - Can We Forecast Daily Oil Futures Prices? Experimental Evidence from Convolutional Neural Networks (repec:gam:jjrfmx:v:12:y:2019:i:1:p:9-:d:195801)
by Zhaojie Luo & Xiaojing Cai & Katsuyuki Tanaka & Tetsuya Takiguchi & Takuji Kinkyo & Shigeyuki Hamori - Conditional Dependence between Oil Prices and Exchange Rates in BRICS Countries: An Application of the Copula-GARCH Model (repec:gam:jjrfmx:v:12:y:2019:i:2:p:99-:d:238440)
by Yijin He & Shigeyuki Hamori - Empirical Finance (repec:gam:jjrfmx:v:13:y:2020:i:1:p:6-:d:304449)
by Shigeyuki Hamori - Recent Advancements in Section “Financial Technology and Innovation” (repec:gam:jjrfmx:v:13:y:2020:i:12:p:308-:d:455532)
by Shigeyuki Hamori - The Predictability of the Exchange Rate When Combining Machine Learning and Fundamental Models (repec:gam:jjrfmx:v:13:y:2020:i:3:p:48-:d:328353)
by Yuchen Zhang & Shigeyuki Hamori - ESG Disclosures and Stock Price Crash Risk (repec:gam:jjrfmx:v:14:y:2021:i:2:p:70-:d:495342)
by Rio Murata & Shigeyuki Hamori - 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? (repec:gam:jjrfmx:v:14:y:2021:i:5:p:215-:d:551574)
by Takuo Higashide & Katsuyuki Tanaka & Takuji Kinkyo & Shigeyuki Hamori - Do Large Datasets or Hybrid Integrated Models Outperform Simple Ones in Predicting Commodity Prices and Foreign Exchange Rates? (repec:gam:jjrfmx:v:16:y:2023:i:6:p:298-:d:1167483)
by Jin Shang & Shigeyuki Hamori - A Multi-Stage Financial Distress Early Warning System: Analyzing Corporate Insolvency with Random Forest (repec:gam:jjrfmx:v:18:y:2025:i:4:p:195-:d:1628059)
by Katsuyuki Tanaka & Takuo Higashide & Takuji Kinkyo & Shigeyuki Hamori - Diversification and Desynchronicity: An Organizational Portfolio Perspective on Corporate Risk Reduction (repec:gam:jrisks:v:8:y:2020:i:2:p:51-:d:361573)
by Xue-Feng Shao & Kostas Gouliamos & Ben Nan-Feng Luo & Shigeyuki Hamori & Stephen Satchell & Xiao-Guang Yue & Jane Qiu - A Sustainable Metropolis: Perspectives of Population, Productivity and Parity (repec:gam:jsusta:v:10:y:2018:i:11:p:4264-:d:183732)
by Youngho Chang & Zheng Fang & Shigeyuki Hamori & Dawn Chow - Dependence Structures and Systemic Risk of Government Securities Markets in Central and Eastern Europe: A CoVaR-Copula Approach (repec:gam:jsusta:v:10:y:2018:i:2:p:324-:d:128911)
by Lu Yang & Jason Z. Ma & Shigeyuki Hamori - Financial Hazard Map: Financial Vulnerability Predicted by a Random Forests Classification Model (repec:gam:jsusta:v:10:y:2018:i:5:p:1530-:d:145799)
by Katsuyuki Tanaka & Takuji Kinkyo & Shigeyuki Hamori - The Influence of Quality and Variety of New Imports on Enterprise Innovation: Evidence from China (repec:gam:jsusta:v:12:y:2020:i:22:p:9537-:d:445929)
by Guifu Chen & Shan Zhan & Shigeyuki Hamori - Differential Tail Dependence between Crude Oil and Forex Markets in Oil-Importing and Oil-Exporting Countries during Recent Crisis Periods (repec:gam:jsusta:v:15:y:2023:i:19:p:14445-:d:1252857)
by Jin Shang & Shigeyuki Hamori - Volatility and Causality in Strategic Commodities: Characteristics, Myth and Evidence (repec:ibn:ijefaa:v:9:y:2017:i:8:p:162-178)
by Youngho Chang & Zheng Fang & Shigeyuki Hamori - Unknown
- Some International Evidence on the Seasonality of Stock Prices (repec:ijb:journl:v:1:y:2002:i:1:p:79-86)
by Shigeyuki Hamori & Akira Tokihisa - Information Flow between Price Change and Trading Volume in Gold Futures Contracts (repec:ijb:journl:v:3:y:2004:i:1:p:45-56)
by Ramaprasad Bhar & Shigeyuki Hamori - An empirical analysis of the money demand function in India (repec:jet:dpaper:dpaper166)
by Inoue, Takeshi & Hamori, Shigeyuki - An Empirical Analysis of the Monetary Policy Reaction Function in India (repec:jet:dpaper:dpaper200)
by Inoue, Takeshi & Hamori, Shigeyuki - What Explains Real and Nominal Exchange Rate Fluctuations? Evidence from SVAR Analysis for India (repec:jet:dpaper:dpaper216)
by Inoue, Takeshi & Hamori, Shigeyuki - How has financial deepening affected poverty reduction in India? : empirical analysis using state-level panel data (repec:jet:dpaper:dpaper249)
by Inoue, Takeshi & Hamori, Shigeyuki - An empirical analysis on the efficiency of the microfinance investment market (repec:jet:dpaper:dpaper271)
by Inoue, Takeshi & Hamori, Shigeyuki - Financial permeation as a role of microfinance : has microfinance actually been helpful to the poor? (repec:jet:dpaper:dpaper299)
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 (repec:jet:dpaper:dpaper328)
by Inoue, Takeshi & Toyoshima, Yuki & Hamori, Shigeyuki - Market efficiency of commodity futures in India (repec:jet:dpaper:dpaper370)
by Inoue, Takeshi & Hamori, Shigeyuki - Testing for Rational Bubbles in the Commodity Market (repec:jfr:afr111:v:1:y:2012:i:2:p:101)
by Tadahiro Nakajima & Shigeyuki Hamori - On the Time-varying Linkages among the London Interbank Offer Rates for Major European Currencies (repec:jfr:ijfr11:v:4:y:2013:i:1:p:46-53)
by Go Tamakoshi & Shigeyuki Hamori - On the Influence of Oil Price Shocks on Economic Activity, Inflation, and Exchange Rates (repec:jfr:ijfr11:v:4:y:2013:i:2:p:33-41)
by Yasunori Yoshizaki & Shigeyuki Hamori - Cointegration with Regime Shift between Gold and Financial Variables (repec:jfr:ijfr11:v:5:y:2014:i:4:p:90-97)
by Takashi Miyazaki & Shigeyuki Hamori - Component structures of agricultural commodity futures traded on the Tokyo Grain Exchange (repec:kap:apfinm:v:13:y:2006:i:1:p:1-9)
by Ramaprasad Bhar & Shigeyuki Hamori - Reality Hits Early Warning System: Based on Unsupervised Isolation Forest Anomaly Detection (repec:kob:dpaper:dp2024-04)
by Katsuyuki Tanaka & Takuo Higashide & Takuji Kinkyo & Shigeyuki Hamori - Is It Possible to Detect the Insolvency of a Company? (repec:kob:dpaper:dp2024-34)
by Katsuyuki Tanaka & Takuo Higashide & Takuji Kinkyo & Shigeyuki Hamori - Globalization, Financial Depth, and Inequality in Sub-Saharan Africa (repec:koe:wpaper:0912)
by Hisako KAI & Shigeyuki HAMORI - Are government interventions effective in regulating China's house prices? (repec:koe:wpaper:1427)
by Nannan Yuan & Shigeyuki Hamori - House Prices and Stock Prices: Evidence from a Dynamic Heterogeneous Panel in China (repec:koe:wpaper:1428)
by Nannan Yuan & Shigeyuki Hamori & Wang Chen - Financial Development and Financial Openness Nexus: The Precondition of Banking Competition (repec:koe:wpaper:1512)
by Wang Chen & Shigeyuki Hamori & Takuji Kinkyo - The determinants of a simultaneous crash in gold and stock markets: An ordered logit approach (repec:koe:wpaper:1603)
by Takashi Miyazaki & Shigeyuki Hamori - Financial Hazard Map: Financial Vulnerability Predicted by a Random Forests Classification Model (repec:koe:wpaper:1720)
by Katsuyuki Tanaka & Takuji Kinkyo & Shigeyuki Hamori - Forecasting the Vulnerability of Industrial Economic Activities: Predicting the Bankruptcy of Companies (repec:koe:wpaper:1721)
by Katsuyuki Tanaka & Takuo Higashide & Takuji Kinkyo & Shigeyuki Hamori - Ensemble Learning or Deep Learning? Application to Default Risk Analysis (repec:koe:wpaper:1802)
by Shigeyuki Hamori & Minami Kawai & Takahiro Kume & Yuji Murakami & Chikara Watanabe - The Higher the Better? Hedging and Investment Strategies in Cryptocurrency Markets : Insights from Higher Moment Spillovers (repec:koe:wpaper:2315)
by Xie He & Shigeyuki Hamori - Asymmetry in Higher Moment Spillovers: Evidence from Sustainable and Traditional Investments (repec:koe:wpaper:2316)
by Xie He & Shigeyuki Hamori - Economic Openness and Growth in China and India: A Comparative Study (repec:lif:jrgelg:v:1:y:2012:p:139-149)
by Fengbao Yin & Shigeyuki Hamori - Real Oil Prices, Real Economic Activity, Real Interest Rates, and the US Dollar: A Cointegration Analysis with Structural Breaks (repec:lif:jrgelg:v:1:y:2012:p:41-46)
by Go Tamakoshi & Shigeyuki Hamori - Dynamic Linkages among Foreign Exchange, Stock, and Commodity Markets in Northeast Asian Countries: Effects from Two Recent Crises (repec:lif:jrgelg:v:2:y:2013:p:278-290)
by Lu Yang & Shigeyuki Hamori - The Phillips Curve in the United States and Canada: A GARCHDCC Analysis (repec:lif:jrgelg:v:3:y:2014:p:1-6)
by Lu Yang & Shigeyuki Hamori - Exchange Rate Flexibility and the Integration of the Securities Market in East Asia (repec:lif:jrgelg:v:3:y:2014:p:293-309)
by Takuji Kinkyo & Shigeyuki Hamori - This paper investigates whether the hot IPO effect persists post-IPO in China’s Growth Enterprise Market (repec:lif:jrgelg:v:4:y:2015:p:43-50)
by Lu Yang & Huimin Zhang & Shigeyuki Hamori - Hot Money and Business Cycle Volatility: Evidence from Selected ASEAN Countries (repec:mes:emfitr:v:52:y:2016:i:2:p:351-363)
by Lu Yang & Shigeyuki Hamori - Revisiting the Roles of Financial Access and Deepening for Growth and Reducing Inequality (repec:mes:emfitr:v:52:y:2016:i:3:p:722-723)
by Takeshi Inoue & Takuji Kinkyo & Shigeyuki Hamori - Financial Access and Economic Growth: Evidence from Sub-Saharan Africa (repec:mes:emfitr:v:52:y:2016:i:3:p:743-753)
by Takeshi Inoue & Shigeyuki Hamori - Do Workers’ Remittances Promote Access to Finance? Evidence from Asia-Pacific Developing Countries (repec:mes:emfitr:v:52:y:2016:i:3:p:765-774)
by Takeshi Inoue & Shigeyuki Hamori - A Multiple Timescales Conditional Causal Analysis on the Carbon-Energy Relationship: Evidence from European and Emerging Markets (repec:mes:emfitr:v:59:y:2023:i:8:p:2775-2785)
by Lu Yang & Shigeyuki Hamori & Xiaojing Cai - Import Demand Function: Some Evidence from Madagascar and Mauritius (repec:oup:jafrec:v:14:y:2005:i:3:p:411-434)
by Ivohasina Fizara Razafimahefa & Shigeyuki Hamori - Empirical Analysis of Import Demand Behavior of Least Developed Countries (repec:pra:mprapa:17266)
by Yoichi, Matsubayashi & Shigeyuki, Hamori - Empirical Analysis of Export Demand Behavior of LDCs: Panel Cointegration Approach (repec:pra:mprapa:17316)
by Shigeyuki, Hamori & Yoichi, Matsubayashi - Saving-Investment Relationship and Capital Mobility:Evidence from Chinese Provincial Data, 1980—2007 (repec:pra:mprapa:17357)
by Yoshihiro, Hashiguchi & Shigeyuki, Hamori - Microfinance and Inequality (repec:pra:mprapa:17537)
by Hisako, KAI & Shigeyuki, HAMORI - Formal Employment, Informal Employment and Income Differentials in Urban China (repec:pra:mprapa:17585)
by Guifu, Chen & Shigeyuki, Hamori - Energy prices and China’s international competitiveness (repec:pra:mprapa:18827)
by Chen, Guifu & Hamori, Shigeyuki - The interdependence of Taiwanese and Japanese stock prices (repec:pra:mprapa:21475)
by Hsieh, Kunlin & Hsieh, Yuching & Hamori, Shigeyuki - The size of the underground economy in Japan (repec:pra:mprapa:21562)
by Kanao, Koji & Hamori, Shigeyuki - Small sample properties of CIPS panel unit root test under conditional and unconditional heteroscedasticity (repec:pra:mprapa:24053)
by HASHIGUCHI, Yoshihiro & HAMORI, Shigeyuki - The sustainability of trade balances in Sub-Saharan Africa: panel cointegration tests with cross-section dependence (repec:pra:mprapa:24054)
by HASHIGUCHI, Yoshihiro & HAMORI, Shigeyuki - Financial Permeation and Economic Growth: Evidence from Sub-Saharan Africa (repec:pra:mprapa:53417)
by Inoue, Takeshi & Hamori, Shigeyuki - Stock Market Integration in China: Evidence from the Asymmetric DCC Model and Copula Approach (repec:rfa:aefjnl:v:4:y:2017:i:2:p:1-10)
by Xiao Jing Cai & Shuairu Tian & Shigeyuki Hamori - Does Ensemble Learning Always Lead to Better Forecasts? (repec:rfa:aefjnl:v:7:y:2020:i:2:p:51-56)
by Hitoshi Hamori & Shigeyuki Hamori - Spillover effects between energies, gold, and stock: the United States versus China (repec:sae:engenv:v:31:y:2020:i:8:p:1416-1447)
by Xie He & Tetsuya Takiguchi & Tadahiro Nakajima & Shigeyuki Hamori - International Competitiveness in Africa (repec:spr:adstae:978-3-540-68921-8)
by Ivohasina Fizara Razafimahefa & Shigeyuki Hamori - The link between inflation and inflation uncertainty: Evidence from G7 countries (repec:spr:empeco:v:29:y:2004:i:4:p:825-853)
by Ramaprasad Bhar & Shigeyuki Hamori - Volatility transmission between Japan, UK and USA in daily stock returns (repec:spr:empeco:v:36:y:2009:i:1:p:27-54)
by Hisashi Tanizaki & Shigeyuki Hamori - Co-movements in commodity markets and implications in diversification benefits (repec:spr:empeco:v:58:y:2020:i:2:d:10.1007_s00181-018-1551-3)
by Xiao Jing Cai & Zheng Fang & Youngho Chang & Shuairu Tian & Shigeyuki Hamori - The impact of economic uncertainty caused by COVID-19 on renewable energy stocks (repec:spr:empeco:v:62:y:2022:i:4:d:10.1007_s00181-021-02087-3)
by Tiantian Liu & Tadahiro Nakajima & Shigeyuki Hamori - The response of oil-importing and oil-exporting countries’ macroeconomic aggregates to crude oil price shocks: some international evidence (repec:spr:eurase:v:14:y:2024:i:4:d:10.1007_s40822-024-00281-z)
by Jin Shang & Shigeyuki Hamori - Empirical study about the effect of parental and child longevity on child education under COVID-19 (repec:spr:ijoeps:v:18:y:2024:i:2:d:10.1007_s42495-024-00131-5)
by Koji Yasuda & Tomoko Kinugasa & Shigeyuki Hamori & Kazufumi Yugami & Kouhei Masumoto - Causality-in-variance and causality-in-mean between the Greek sovereign bond yields and Southern European banking sector equity returns (repec:spr:jecfin:v:38:y:2014:i:4:p:627-642)
by Go Tamakoshi & Shigeyuki Hamori - Greek sovereign bond index, volatility, and structural breaks (repec:spr:jecfin:v:38:y:2014:i:4:p:687-697)
by Go Tamakoshi & Shigeyuki Hamori - Introduction (repec:spr:spbchp:978-3-642-41109-0_1)
by Guifu Chen & Shigeyuki Hamori - Rural Migration and Sectoral Earning Differences in Urban China (repec:spr:spbchp:978-3-642-41109-0_2)
by Guifu Chen & Shigeyuki Hamori - A Solution to the Migrant Labor Shortage and Rural Labor Surplus in China (repec:spr:spbchp:978-3-642-41109-0_3)
by Guifu Chen & Shigeyuki Hamori - Do Chinese Employers Discriminate Against Females When Hiring Employees? (repec:spr:spbchp:978-3-642-41109-0_4)
by Guifu Chen & Shigeyuki Hamori - An Empirical Analysis of Gender Wage Differentials in Urban China (repec:spr:spbchp:978-3-642-41109-0_5)
by Guifu Chen & Shigeyuki Hamori - Bivariate Probit Analysis of the Differences Between Male and Female Formal Employment in Urban China (repec:spr:spbchp:978-3-642-41109-0_6)
by Guifu Chen & Shigeyuki Hamori - Formal and Informal Employment in Urban China: Income Differentials (repec:spr:spbchp:978-3-642-41109-0_7)
by Guifu Chen & Shigeyuki Hamori - Economic Returns to Schooling in Urban China: Ordinary Least Squares the Instrumental Variables Approach (repec:spr:spbchp:978-3-642-41109-0_8)
by Guifu Chen & Shigeyuki Hamori - Does ESG Index Have Strong Conditional Correlations with Sustainability Related Stock Indices? (repec:spr:spbchp:978-981-16-2990-7_2)
by Wenting Zhang & Tadahiro Nakajima & Shigeyuki Hamori - Measuring Tail Dependencies Between ESG and Renewable Energy Stocks: A Copula Approach (repec:spr:spbchp:978-981-16-2990-7_3)
by Xie He & Guizhou Liu & Shigeyuki Hamori - Which Factors Will Affect the ESG Index in the USA and Europe: Stock, Crude Oil, or Gold? (repec:spr:spbchp:978-981-16-2990-7_4)
by Tiantian Liu & Tadahiro Nakajima & Shigeyuki Hamori - How Does the Environmental, Social, and Governance Index Impacts the Financial Market and Macro-Economy? (repec:spr:spbchp:978-981-16-2990-7_5)
by Yulian Zhang & Tadahiro Nakajima & Shigeyuki Hamori - Rural Labor Migration, Discrimination, and the New Dual Labor Market in China (repec:spr:spbrec:978-3-642-41109-0)
by Guifu Chen & Shigeyuki Hamori - ESG Investment in the Global Economy (repec:spr:spbrec:978-981-16-2990-7)
by Tadahiro Nakajima & Shigeyuki Hamori & Xie He & Guizhou Liu & Wenting Zhang & Yulian Zhang & Tiantian Liu - On least-squares bias in the AR(p) models: Bias correction using the bootstrap methods (repec:spr:stpapr:v:47:y:2006:i:1:p:109-124)
by Hisashi Tanizaki & Shigeyuki Hamori & Yoichi Matsubayashi - EU Accession, Financial Integration, and Contagion Effects: Dynamic Correlation Analysis of CEEC-3 Bond Markets (repec:spr:trstrv:v:20:y:2013:i:2:p:179-189)
by Lu Yang & Shigeyuki Hamori - Linkages among agricultural commodity futures prices: some further evidence from Tokyo (repec:taf:apeclt:v:13:y:2006:i:8:p:535-539)
by Ramaprasad Bhar & Shigeyuki Hamori - International term structure of interest rates in the Euro area (repec:taf:apeclt:v:16:y:2009:i:11:p:1113-1116)
by Shigeyuki Hamori & Naoko Hamori - The sustainability of trade accounts of the G-7 countries (repec:taf:apeclt:v:16:y:2009:i:17:p:1691-1694)
by Shigeyuki Hamori - Panel cointegration analysis of co-movement between interest rate swap and treasury markets (repec:taf:apeclt:v:19:y:2012:i:15:p:1483-1486)
by Yuki Toyoshima & Shigeyuki Hamori - The sustainability of trade balances in sub-Saharan Africa: panel cointegration tests with cross-section dependence (repec:taf:apeclt:v:19:y:2012:i:2:p:161-165)
by Yoshihiro Hashiguchi & Shigeyuki Hamori - Volatility and mean spillovers between sovereign and banking sector CDS markets: a note on the European sovereign debt crisis (repec:taf:apeclt:v:20:y:2013:i:3:p:262-266)
by Go Tamakoshi & Shigeyuki Hamori - Dynamic linkages among cross-currency swap markets under stress (repec:taf:apeclt:v:20:y:2013:i:4:p:404-409)
by G. Tamakoshi & S. Hamori - The causal relationships between sovereign CDS premiums for Japan and selected EU countries (repec:taf:apeclt:v:20:y:2013:i:8:p:742-747)
by Yasunori Yoshizaki & Yuki Toyoshima & Shigeyuki Haomori - Market efficiency of commodity futures in India (repec:taf:apeclt:v:21:y:2014:i:8:p:522-527)
by Takeshi Inoue & Shigeyuki Hamori - Health-care expenditure, GDP and share of the elderly in Japan: a panel cointegration analysis (repec:taf:apeclt:v:22:y:2015:i:9:p:725-729)
by Tomoko Tamakoshi & Shigeyuki Hamori - Testing cointegration between health care expenditure and GDP in Japan with the presence of a regime shift (repec:taf:apeclt:v:23:y:2016:i:2:p:151-155)
by T. Tamakoshi & S. Hamori - Banking sector resilience to financial spillovers (repec:taf:apeclt:v:24:y:2017:i:6:p:422-426)
by W. Chen & S. Hamori & T. Kinkyo - Asymmetric technological distance measure based on language model (repec:taf:apeclt:v:26:y:2019:i:18:p:1548-1551)
by Katsuyuki Tanaka & Takuji Kinkyo & Shigeyuki Hamori - Dynamic effects of financial spillovers on bank lending: evidence from local projection-based impulse response analysis (repec:taf:apeclt:v:27:y:2020:i:5:p:400-405)
by Wang Chen & Shigeyuki Hamori & Takuji Kinkyo - Consumption growth and the intertemporal elasticity of substitution: some evidence from income quintile groups in Japan (repec:taf:apeclt:v:3:y:1996:i:8:p:529-532)
by Shigeyuki Hamori - A simple method to test the Fisher effect (repec:taf:apeclt:v:4:y:1997:i:8:p:477-479)
by Shigeyuki Hamori - Money, exchange rates and international business cycle between Japan and the United States (repec:taf:apeclt:v:5:y:1998:i:1:p:31-35)
by Shigeyuki Hamori - Stability of the money demand function in Germany (repec:taf:apeclt:v:6:y:1999:i:5:p:329-332)
by Naoko Hamori & Shigeyuki Hamori - Habit formation and durability and consumption: some evidence from income quintile groups in Japan (repec:taf:apeclt:v:6:y:1999:i:6:p:397-402)
by Shigeyuki Hamori & Toshifumi Tokunaga - Government consumption and fiscal policy: some evidence from Japan (repec:taf:apeclt:v:6:y:1999:i:9:p:551-555)
by Shigeyuki Hamori & Kazumi Asako - Seasonal integration and Japanese aggregate data (repec:taf:apeclt:v:7:y:2000:i:9:p:591-594)
by Shigeyuki Hamori & Akira Tokihisa - International transmission of stock prices among G7 countries: LA-VAR approach (repec:taf:apeclt:v:7:y:2000:i:9:p:613-618)
by Shigeyuki Hamori & Yuriko Imamura - Seasonal cointegration and the money demand function: some evidence from Japan (repec:taf:apeclt:v:8:y:2001:i:5:p:305-310)
by Shigeyuki Hamori & Akira Tokihisa - Unknown
- Volatility transmission of swap spreads among the US, Japan and the UK: a cross-correlation function approach (repec:taf:apfiec:v:22:y:2012:i:11:p:849-862)
by Yuki Toyoshima & Shigeyuki Hamori - How has financial deepening affected poverty reduction in India? Empirical analysis using state-level panel data (repec:taf:apfiec:v:22:y:2012:i:5:p:395-408)
by Takeshi Inoue & Shigeyuki Hamori - Testing for causality between the gold return and stock market performance: evidence for ‘gold investment in case of emergency’ (repec:taf:apfiec:v:23:y:2013:i:1:p:27-40)
by Takashi Miyazaki & Shigeyuki Hamori - Crude oil hedging strategy: new evidence from the data of the financial crisis (repec:taf:apfiec:v:23:y:2013:i:12:p:1033-1041)
by Yuki Toyoshima & Tadahiro Nakajima & Shigeyuki Hamori - Financial permeation as a role of microfinance: has microfinance actually been a viable financial intermediary for helping the poor? (repec:taf:apfiec:v:23:y:2013:i:20:p:1567-1578)
by Takeshi Inoue & Shigeyuki Hamori - Dependence structure among international stock markets: a GARCH--copula analysis (repec:taf:apfiec:v:23:y:2013:i:23:p:1805-1817)
by Lu Yang & Shigeyuki Hamori - An asymmetric DCC analysis of correlations among bank CDS indices (repec:taf:apfiec:v:23:y:2013:i:6:p:475-481)
by Go Tamakoshi & Shigeyuki Hamori - Gold prices and exchange rates: a time-varying copula analysis (repec:taf:apfiec:v:24:y:2014:i:1:p:41-50)
by Lu Yang & Shigeyuki Hamori - Nonlinear adjustment between the Eonia and Euribor rates: a two-regime threshold cointegration analysis (repec:taf:apfiec:v:24:y:2014:i:2:p:139-143)
by Go Tamakoshi & Shigeyuki Hamori - A numerical analysis of the monetary aspects of the Japanese economy: the cash-in-advance approach (repec:taf:apfiec:v:8:y:1998:i:1:p:51-59)
by Shigeyuki Hamori & Shin-Ichi Kitasaka - The characteristics of the business cycle in Japan (repec:taf:applec:v:29:y:1997:i:9:p:1105-1113)
by Shigeyuki Hamori & Shin-Ichi Kitasaka - The transmission mechanism of business cycles among Germany, Japan, the UK and the USA (repec:taf:applec:v:32:y:2000:i:4:p:405-410)
by Shigeyuki Hamori - Some international evidence on the stability of aggregate import demand function (repec:taf:applec:v:35:y:2003:i:13:p:1497-1504)
by Yoichi Matsubayashi & Shigeyuki Hamori - An empirical analysis of real exchange rate movements in the euro (repec:taf:applec:v:43:y:2011:i:10:p:1187-1191)
by Shigeyuki Hamori & Naoko Hamori - An empirical analysis of the relationship between economic development and population growth in China (repec:taf:applec:v:45:y:2013:i:33:p:4651-4661)
by Wanjun Yao & Tomoko Kinugasa & Shigeyuki Hamori - The effects of oil price shocks on expenditure category CPI (repec:taf:applec:v:46:y:2014:i:14:p:1652-1664)
by Yasunori Yoshizaki & Shigeyuki Haomori - Empirical research on monetary policy, asset prices and inflation: an analysis based on provincial panel data in China (repec:taf:applec:v:46:y:2014:i:34:p:4190-4204)
by Shenglong Liu & Guifu Chen & Shigeyuki Hamori - Crowding-out effects of affordable and unaffordable housing in China, 1999-2010 (repec:taf:applec:v:46:y:2014:i:35:p:4318-4333)
by Nannan Yuan & Shigeyuki Hamori - Financial development and financial openness nexus: the precondition of banking competition (repec:taf:applec:v:48:y:2016:i:12:p:1130-1139)
by Wang Chen & Shigeyuki Hamori & Takuji Kinkyo - Dynamic correlation and equicorrelation analysis of global financial turmoil: evidence from emerging East Asian stock markets (repec:taf:applec:v:48:y:2016:i:40:p:3789-3803)
by Xiao Jing Cai & Shuairu Tian & Shigeyuki Hamori - Asymmetric correlations in gold and other financial markets (repec:taf:applec:v:48:y:2016:i:46:p:4419-4425)
by T. Miyazaki & S. Hamori - Changes in subjective mortality expectations and savings during COVID-19: empirical analysis using questionnaire data in Japan (repec:taf:applec:v:56:y:2024:i:44:p:5225-5237)
by Tomoko Kinugasa & Kouhei Masumoto & Koji Yasuda & Kazufumi Yugami & Shigeyuki Hamori - Seasonal Integration For Daily Data (repec:taf:emetrv:v:20:y:2001:i:2:p:187-200)
by Akira Tokihisa & Shigeyuki Hamori - An asymmetric dynamic conditional correlation analysis of linkages of European financial institutions during the Greek sovereign debt crisis (repec:taf:eurjfi:v:19:y:2013:i:10:p:939-950)
by Go Tamakoshi & Shigeyuki Hamori - Moving average threshold heterogeneous autoregressive (MAT‐HAR) models (repec:wly:jforec:v:39:y:2020:i:7:p:1035-1042)
by Kaiji Motegi & Xiaojing Cai & Shigeyuki Hamori & Haifeng Xu - An Empirical Analysis of the Efficiency of the Osaka Rice Market During Japan's Tokugawa Era (repec:wly:jfutmk:v:21:y:2001:i:9:p:861-874)
by Shigeyuki Hamori & Naoko Hamori & David A. Anderson - Market efficiency among futures with different maturities: Evidence from the crude oil futures market (repec:wly:jfutmk:v:31:y:2011:i:5:p:487-501)
by Kaoru Kawamoto & Shigeyuki Hamori - Formal And Informal Employment And Income Differentials In Urban China (repec:wly:jintdv:v:25:y:2013:i:7:p:987-1004)
by Guifu Chen & Shigeyuki Hamori - The Determinants Of A Simultaneous Crash In Gold And Stock Markets: An Ordered Logit Approach (repec:wsi:afexxx:v:13:y:2018:i:01:n:s2010495218500045)
by Takashi Miyazaki & Shigeyuki Hamori - Modeling The Dynamics Of International Agricultural Commodity Prices: A Comparison Of Garch And Stochastic Volatility Models (repec:wsi:afexxx:v:13:y:2018:i:03:n:s2010495218500100)
by Lu Yang & Shigeyuki Hamori - An Empirical Analysis Of Marital Status In Japan (repec:wsi:serxxx:v:64:y:2019:i:03:n:s0217590816500181)
by Koji Yasuda & Tomoko Kinugasa & Shigeyuki Hamori - Human Capital And Energy: A Driver Or Drag For Economic Growth (repec:wsi:serxxx:v:65:y:2020:i:03:n:s0217590817500163)
by Youngho Chang & Zheng Fang & Shigeyuki Hamori - Can Brics’S Currency Be A Hedge Or A Safe Haven For Energy Portfolio? An Evidence From Vine Copula Approach (repec:wsi:serxxx:v:65:y:2020:i:04:n:s0217590820500174)
by Yijin He & Tadahiro Nakajima & Shigeyuki Hamori - Time-Varying Frequency Connectedness Analysis Across Crude Oil, Geopolitical Risk, Economic Policy Uncertainty And Stock Markets (repec:wsi:serxxx:v:70:y:2025:i:01:n:s0217590824500085)
by Jin Shang & Shigeyuki Hamori - Different Moments Create Different Spillovers: A Study Of Commodity Markets (repec:wsi:serxxx:v:70:y:2025:i:03:n:s021759082350025x)
by Xie He & Shigeyuki Hamori - Financial Inclusion, Remittance Inflows, and Poverty Reduction in Developing Countries:Evidence from Empirical Analyses (repec:wsi:wsbook:11231)
by Takeshi Inoue & Shigeyuki Hamori - Introduction of the Euro and the Monetary Policy of the European Central Bank (repec:wsi:wsbook:7169)
by Shigeyuki Hamori & Naoko Hamori - Global Linkages and Economic Rebalancing in East Asia (repec:wsi:wsbook:8532)
by Takuji Kinkyo & Yoichi Matsubayashi & Shigeyuki Hamori (ed.) - Indian Economy:Empirical Analysis on Monetary and Financial Issues in India (repec:wsi:wsbook:8829)
by Takeshi Inoue & Shigeyuki Hamori - Financial Linkages, Remittances, and Resource Dependence in East Asia (repec:wsi:wsbook:9737)
by Takuji Kinkyo & Takeshi Inoue & Shigeyuki Hamori (ed.) - History of the EU Monetary Union (repec:wsi:wschap:9789812838438_0001)
by Shigeyuki Hamori & Naoko Hamori - Empirical Analysis of the Money Demand Function in the Euro Area (repec:wsi:wschap:9789812838438_0002)
by Shigeyuki Hamori & Naoko Hamori - Monetary Policy Rule of the European Central Bank (repec:wsi:wschap:9789812838438_0003)
by Shigeyuki Hamori & Naoko Hamori - Empirical Analysis of the Term Structure of Interest Rates in the Presence of Cross-Section Dependence (repec:wsi:wschap:9789812838438_0004)
by Shigeyuki Hamori & Naoko Hamori - Are Budget Deficits Sustainable in the Euro Area? (repec:wsi:wschap:9789812838438_0005)
by Shigeyuki Hamori & Naoko Hamori - Yield Spread and Output Growth in the Euro Area (repec:wsi:wschap:9789812838438_0006)
by Shigeyuki Hamori & Naoko Hamori - International Capital Flows and the Feldstein–Horioka Paradox (repec:wsi:wschap:9789812838438_0007)
by Shigeyuki Hamori & Naoko Hamori - Nominal and Real Exchange Rate Fluctuations: Euro, US Dollar, and Japanese Yen (repec:wsi:wschap:9789812838438_0008)
by Shigeyuki Hamori & Naoko Hamori - Euro Area Enlargement (repec:wsi:wschap:9789812838438_0009)
by Shigeyuki Hamori & Naoko Hamori - Financial Inclusion and Economic Growth: Is Banking Breadth Important for Economic Growth? (repec:wsi:wschap:9789813279094_0001)
by Takeshi Inoue & Shigeyuki Hamori - Financial Inclusion and Poverty Reduction: Has Microfinance Been Helpful to Poor People? (repec:wsi:wschap:9789813279094_0002)
by Takeshi Inoue & Shigeyuki Hamori - Remittance Inflows and Economic Growth: Clarifying Conflicting Results in the Literature (repec:wsi:wschap:9789813279094_0003)
by Takeshi Inoue & Shigeyuki Hamori - Remittance Inflows and Poverty Reduction: How Economic Development Affects Remittances’ Effect on Poverty Reduction (repec:wsi:wschap:9789813279094_0004)
by Takeshi Inoue & Shigeyuki Hamori - Remittance Inflows and Financial Inclusion: Do Workers’ Remittances Promote Access to Finance? (repec:wsi:wschap:9789813279094_0005)
by Takeshi Inoue & Shigeyuki Hamori - Financial Inclusion, Remittance Inflows, and Poverty Reduction: Complements or Substitutes? (repec:wsi:wschap:9789813279094_0006)
by Takeshi Inoue & Shigeyuki Hamori - Inflation Targeting In South Korea, Indonesia, The Philippines And Thailand: The Impact On Business Cycle Synchronization Between Each Country And The World (repec:wsi:wschap:9789814412858_0005)
by Takeshi Inoue & Yuki Toyoshima & Shigeyuki Hamori - Globalization And Economic Growth In East Asia (repec:wsi:wschap:9789814412858_0006)
by Fengbao Yin & Shigeyuki Hamori - Introduction (repec:wsi:wschap:9789814571913_0001)
by Takeshi Inoue & Shigeyuki Hamori - An Empirical Analysis of the Money Demand Function in India (repec:wsi:wschap:9789814571913_0002)
by Takeshi Inoue & Shigeyuki Hamori - Financial Variables as Policy Indicators: Empirical Evidence from India (repec:wsi:wschap:9789814571913_0003)
by Takeshi Inoue & Shigeyuki Hamori - Is India Ready to Adopt a Policy Framework Targeting Inflation? (repec:wsi:wschap:9789814571913_0004)
by Takeshi Inoue & Shigeyuki Hamori - Causal Relationships in Mean and Variance between Stock Returns and Foreign Institutional Investment in India (repec:wsi:wschap:9789814571913_0005)
by Takeshi Inoue & Shigeyuki Hamori - Market Efficiency of Commodity Futures in India (repec:wsi:wschap:9789814571913_0006)
by Takeshi Inoue & Shigeyuki Hamori - What are the Sources of Real and Nominal Exchange Rate Fluctuations? Evidence from SVAR Analysis for India (repec:wsi:wschap:9789814571913_0007)
by Takeshi Inoue & Shigeyuki Hamori - How Has Financial Deepening Affected Poverty Reduction in India? (repec:wsi:wschap:9789814571913_0008)
by Takeshi Inoue & Shigeyuki Hamori - Financial Inclusion and Poverty Alleviation in India (repec:wsi:wschap:9789814571913_0009)
by Takeshi Inoue & Shigeyuki Hamori - Concluding Remarks: Monetary Policy and Financial Sector for Sustainable Economic Growth and Poverty Reduction (repec:wsi:wschap:9789814571913_0010)
by Takeshi Inoue & Shigeyuki Hamori - Introduction (repec:wsi:wschap:9789814713405_0001)
by Takuji Kinkyo & Takeshi Inoue & Shigeyuki Hamori - Linkages among East Asian Stock Markets, US Financial Markets Stress, and Gold (repec:wsi:wschap:9789814713405_0003)
by Takashi Miyazaki & Shigeyuki Hamori - Business Cycle Volatility and Hot Money in Emerging East Asian Markets (repec:wsi:wschap:9789814713405_0004)
by Xiaojing Cai & Shigeyuki Hamori - Dynamic Impacts of Remittances on Economic Growth in Asia: Evidence from the Dynamic Heterogeneous Panel (repec:wsi:wschap:9789814713405_0005)
by Nannan Yuan & Takeshi Inoue & Shigeyuki Hamori - Effects of Remittances on Poverty Reduction in Asia (repec:wsi:wschap:9789814713405_0006)
by Takeshi Inoue & Shigeyuki Hamori