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Shigeyuki Hamori

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Personal Details

First Name: Shigeyuki
Middle Name:
Last Name: Hamori
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RePEc Short-ID: pha320

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Homepage: http://www.econ.kobe-u.ac.jp/~hamori/
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Affiliation

Faculty of Economics
Kobe University
Location: Kobe, Japan
Homepage: http://www.econ.kobe-u.ac.jp/
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Handle: RePEc:edi:fekobjp (more details at EDIRC)

Works

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Working papers

  1. Inoue, Takeshi & Hamori, Shigeyuki, 2013. "Financial Permeation and Economic Growth: Evidence from Sub-Saharan Africa," MPRA Paper 53417, University Library of Munich, Germany.
  2. Inoue, Takeshi & Hamori, Shigeyuki, 2012. "Market efficiency of commodity futures in India," IDE Discussion Papers 370, Institute of Developing Economies, Japan External Trade Organization(JETRO).
  3. Inoue, Takeshi & Toyoshima, Yuki & Hamori, Shigeyuki, 2012. "Inflation targeting in Korea, Indonesia, Thailand, and the Philippines : the impact on business cycle synchronization between each country and the world," IDE Discussion Papers 328, Institute of Developing Economies, Japan External Trade Organization(JETRO).
  4. Inoue, Takeshi & Hamori, Shigeyuki, 2011. "Financial permeation as a role of microfinance : has microfinance actually been helpful to the poor?," IDE Discussion Papers 299, Institute of Developing Economies, Japan External Trade Organization(JETRO).
  5. Hsieh, Kunlin & Hsieh, Yuching & Hamori, Shigeyuki, 2010. "The interdependence of Taiwanese and Japanese stock prices," MPRA Paper 21475, University Library of Munich, Germany.
  6. HASHIGUCHI, Yoshihiro & HAMORI, Shigeyuki, 2010. "The sustainability of trade balances in Sub-Saharan Africa: panel cointegration tests with cross-section dependence," MPRA Paper 24054, University Library of Munich, Germany.
  7. HASHIGUCHI, Yoshihiro & HAMORI, Shigeyuki, 2010. "Small sample properties of CIPS panel unit root test under conditional and unconditional heteroscedasticity," MPRA Paper 24053, University Library of Munich, Germany.
  8. Kanao, Koji & Hamori, Shigeyuki, 2010. "The size of the underground economy in Japan," MPRA Paper 21562, University Library of Munich, Germany.
  9. Yoshihiro, Hashiguchi & Shigeyuki, Hamori, 2009. "Saving-Investment Relationship and Capital Mobility:Evidence from Chinese Provincial Data, 1980—2007," MPRA Paper 17357, University Library of Munich, Germany.
  10. Inoue, Takeshi & Hamori, Shigeyuki, 2009. "An Empirical Analysis of the Monetary Policy Reaction Function in India," IDE Discussion Papers 200, Institute of Developing Economies, Japan External Trade Organization(JETRO).
  11. Guifu, Chen & Shigeyuki, Hamori, 2009. "Formal Employment, Informal Employment and Income Differentials in Urban China," MPRA Paper 17585, University Library of Munich, Germany.
  12. Hisako KAI & Shigeyuki HAMORI, 2009. "Globalization, Financial Depth, and Inequality in Sub-Saharan Africa," Discussion Papers 0912, Graduate School of Economics, Kobe University.
  13. Hisako, KAI & Shigeyuki, HAMORI, 2009. "Microfinance and Inequality," MPRA Paper 17537, University Library of Munich, Germany.
  14. Inoue, Takeshi & Hamori, Shigeyuki, 2009. "What Explains Real and Nominal Exchange Rate Fluctuations? Evidence from SVAR Analysis for India," IDE Discussion Papers 216, Institute of Developing Economies, Japan External Trade Organization(JETRO).
  15. Chen, Guifu & Hamori, Shigeyuki, 2009. "Energy prices and China’s international competitiveness," MPRA Paper 18827, University Library of Munich, Germany.
  16. Shigeyuki, Hamori & Yoichi, Matsubayashi, 2009. "Empirical Analysis of Export Demand Behavior of LDCs: Panel Cointegration Approach," MPRA Paper 17316, University Library of Munich, Germany.
  17. Yoichi, Matsubayashi & Shigeyuki, Hamori, 2009. "Empirical Analysis of Import Demand Behavior of Least Developed Countries," MPRA Paper 17266, University Library of Munich, Germany.
  18. Inoue, Takeshi & Hamori, Shigeyuki, 2008. "An empirical analysis of the money demand function in India," IDE Discussion Papers 166, Institute of Developing Economies, Japan External Trade Organization(JETRO).

Articles

  1. Takeshi Inoue & Shigeyuki Hamori, 2014. "Market efficiency of commodity futures in India," Applied Economics Letters, Taylor & Francis Journals, vol. 21(8), pages 522-527, May.
  2. Lu Yang & Shigeyuki Hamori, 2014. "Gold prices and exchange rates: a time-varying copula analysis," Applied Financial Economics, Taylor & Francis Journals, vol. 24(1), pages 41-50, January.
  3. Tamakoshi, Go & Hamori, Shigeyuki, 2014. "Co-movements among major European exchange rates: A multivariate time-varying asymmetric approach," International Review of Economics & Finance, Elsevier, vol. 31(C), pages 105-113.
  4. Yang, Lu & Hamori, Shigeyuki, 2014. "Spillover effect of US monetary policy to ASEAN stock markets: Evidence from Indonesia, Singapore, and Thailand," Pacific-Basin Finance Journal, Elsevier, vol. 26(C), pages 145-155.
  5. Tamakoshi, Go & Hamori, Shigeyuki, 2014. "On cross-currency transmissions between US dollar and euro LIBOR-OIS spreads," Research in International Business and Finance, Elsevier, vol. 30(C), pages 83-90.
  6. Chen, Wang & Hamori, Shigeyuki & Kinkyo, Takuji, 2014. "Macroeconomic impacts of oil prices and underlying financial shocks," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 29(C), pages 1-12.
  7. Lu Yang & Shigeyuki Hamori, 2014. "The Phillips Curve in the United States and Canada: A GARCHDCC Analysis," Journal of Reviews on Global Economics, Lifescience Global, vol. 3, pages 1-6.
  8. Yang, Lu & Hamori, Shigeyuki, 2014. "Dependence structure between CEEC-3 and German government securities markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 29(C), pages 109-125.
  9. Tamakoshi, Go & Hamori, Shigeyuki, 2014. "Spillovers among CDS indexes in the US financial sector," The North American Journal of Economics and Finance, Elsevier, vol. 27(C), pages 104-113.
  10. Go Tamakoshi & Shigeyuki Hamori, 2014. "Nonlinear adjustment between the Eonia and Euribor rates: a two-regime threshold cointegration analysis," Applied Financial Economics, Taylor & Francis Journals, vol. 24(2), pages 139-143, January.
  11. G. Tamakoshi & S. Hamori, 2013. "Dynamic linkages among cross-currency swap markets under stress," Applied Economics Letters, Taylor & Francis Journals, vol. 20(4), pages 404-409, March.
  12. Go Tamakoshi & Shigeyuki Hamori, 2013. "An asymmetric DCC analysis of correlations among bank CDS indices," Applied Financial Economics, Taylor & Francis Journals, vol. 23(6), pages 475-481, March.
  13. Nakajima, Tadahiro & Hamori, Shigeyuki, 2013. "Testing causal relationships between wholesale electricity prices and primary energy prices," Energy Policy, Elsevier, vol. 62(C), pages 869-877.
  14. Lu Yang & Shigeyuki Hamori, 2013. "Dependence structure among international stock markets: a GARCH--copula analysis," Applied Financial Economics, Taylor & Francis Journals, vol. 23(23), pages 1805-1817, December.
  15. Lu Yang & Shigeyuki Hamori, 2013. "EU Accession, Financial Integration, and Contagion Effects: Dynamic Correlation Analysis of CEEC-3 Bond Markets," Transition Studies Review, Springer, vol. 20(2), pages 179-189, October.
  16. Go Tamakoshi & Shigeyuki Hamori, 2013. "Volatility and mean spillovers between sovereign and banking sector CDS markets: a note on the European sovereign debt crisis," Applied Economics Letters, Taylor & Francis Journals, vol. 20(3), pages 262-266, February.
  17. Takeshi Inoue & Shigeyuki Hamori, 2013. "Financial permeation as a role of microfinance: has microfinance actually been a viable financial intermediary for helping the poor?," Applied Financial Economics, Taylor & Francis Journals, vol. 23(20), pages 1567-1578, October.
  18. Toyoshima, Yuki & Hamori, Shigeyuki, 2013. "Asymmetric dynamics in stock market correlations: Evidence from Japan and Singapore," Journal of Asian Economics, Elsevier, vol. 24(C), pages 117-123.
  19. Takashi Miyazaki & Shigeyuki Hamori, 2013. "Testing for causality between the gold return and stock market performance: evidence for ‘gold investment in case of emergency’," Applied Financial Economics, Taylor & Francis Journals, vol. 23(1), pages 27-40, January.
  20. Yuki Toyoshima & Tadahiro Nakajima & Shigeyuki Hamori, 2013. "Crude oil hedging strategy: new evidence from the data of the financial crisis," Applied Financial Economics, Taylor & Francis Journals, vol. 23(12), pages 1033-1041, June.
  21. Wanjun Yao & Tomoko Kinugasa & Shigeyuki Hamori, 2013. "An empirical analysis of the relationship between economic development and population growth in China," Applied Economics, Taylor & Francis Journals, vol. 45(33), pages 4651-4661, November.
  22. Guifu Chen & Shigeyuki Hamori, 2013. "Formal And Informal Employment And Income Differentials In Urban China," Journal of International Development, John Wiley & Sons, Ltd., vol. 25(7), pages 987-1004, October.
  23. Lu Yang & Shigeyuki Hamori, 2013. "Dynamic Linkages among Foreign Exchange, Stock, and Commodity Markets in Northeast Asian Countries: Effects from Two Recent Crises," Journal of Reviews on Global Economics, Lifescience Global, vol. 2, pages 278-290.
  24. Go Tamakoshi & Yuki Toyoshima & Shigeyuki Hamori, 2012. "A dynamic conditional correlation analysis of European stock markets from the perspective of the Greek sovereign debt crisis," Economics Bulletin, AccessEcon, vol. 32(1), pages 437-448.
  25. Go Tamakoshi & Shigeyuki Hamori, 2012. "Informational roles of commodity prices for monetary policy: evidence from the Euro area," Economics Bulletin, AccessEcon, vol. 32(2), pages 1282-1290.
  26. Go Tamakoshi & Shigeyuki Hamori, 2012. "Real Oil Prices, Real Economic Activity, Real Interest Rates, and the US Dollar: A Cointegration Analysis with Structural Breaks," Journal of Reviews on Global Economics, Lifescience Global, vol. 1, pages 41-46.
  27. Shigeyuki Hamori & Yoshihiro Hashiguchi, 2012. "Small sample properties of CIPS panel unit root test under conditional and unconditional heteroskedasticity," Economics Bulletin, AccessEcon, vol. 32(3), pages 2353-2365.
  28. Takashi Miyazaki & Yuki Toyoshima & Shigeyuki Hamori, 2012. "Exploring the dynamic interdependence between gold and other financial markets," Economics Bulletin, AccessEcon, vol. 32(1), pages 37-50.
  29. Yuki Toyoshima & Shigeyuki Hamori, 2012. "Panel cointegration analysis of co-movement between interest rate swap and treasury markets," Applied Economics Letters, Taylor & Francis Journals, vol. 19(15), pages 1483-1486, October.
  30. Yoshihiro Hashiguchi & Shigeyuki Hamori, 2012. "The sustainability of trade balances in sub-Saharan Africa: panel cointegration tests with cross-section dependence," Applied Economics Letters, Taylor & Francis Journals, vol. 19(2), pages 161-165, February.
  31. Xu, Haifeng & Hamori, Shigeyuki, 2012. "Dynamic linkages of stock prices between the BRICs and the United States: Effects of the 2008–09 financial crisis," Journal of Asian Economics, Elsevier, vol. 23(4), pages 344-352.
  32. Toyoshima, Yuki & Tamakoshi, Go & Hamori, Shigeyuki, 2012. "Asymmetric dynamics in correlations of treasury and swap markets: Evidence from the US market," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 22(2), pages 381-394.
  33. Hamori, Shigeyuki & Hashiguchi, Yoshihiro, 2012. "The effect of financial deepening on inequality: Some international evidence," Journal of Asian Economics, Elsevier, vol. 23(4), pages 353-359.
  34. Takeshi Inoue & Shigeyuki Hamori, 2012. "How has financial deepening affected poverty reduction in India? Empirical analysis using state-level panel data," Applied Financial Economics, Taylor & Francis Journals, vol. 22(5), pages 395-408, March.
  35. Fengbao Yin & Shigeyuki Hamori, 2012. "Economic Openness and Growth in China and India: A Comparative Study," Journal of Reviews on Global Economics, Lifescience Global, vol. 1, pages 139-149.
  36. Yuki Toyoshima & Shigeyuki Hamori, 2012. "Volatility transmission of swap spreads among the US, Japan and the UK: a cross-correlation function approach," Applied Financial Economics, Taylor & Francis Journals, vol. 22(11), pages 849-862, June.
  37. Zhang, Yu & Song, Junghyun & Hamori, Shigeyuki, 2011. "Impact of subsidy policies on diffusion of photovoltaic power generation," Energy Policy, Elsevier, vol. 39(4), pages 1958-1964, April.
  38. Takeshi Inoue & Shigeyuki Hamori, 2011. "An empirical analysis on the efficiency of the microfinance investment market," Economics Bulletin, AccessEcon, vol. 31(3), pages 2725-2735.
  39. Fengbao Yin & Shigeyuki Hamori, 2011. "Estimating the import demand function in the autoregressive distributed lag framework: The case of China," Economics Bulletin, AccessEcon, vol. 31(2), pages 1576-1591.
  40. Shigeyuki Hamori & Naoko Hamori, 2011. "An empirical analysis of real exchange rate movements in the euro," Applied Economics, Taylor & Francis Journals, vol. 43(10), pages 1187-1191.
  41. Yuki Toyoshima & Shigeyuki Hamori, 2011. "Panel cointegration analysis of the Fisher effect: Evidence from the US, the UK, and Japan," Economics Bulletin, AccessEcon, vol. 31(3), pages 2674-2682.
  42. Fengbao Yin & Shigeyuki Hamori, 2011. "The Sustainability of Trade Balances in China," Economics Bulletin, AccessEcon, vol. 31(3), pages 2090-2097.
  43. Go Tamakoshi & Shigeyuki Hamori, 2011. "Transmission of stock prices amongst European countries before and during the Greek sovereign debt crisis," Economics Bulletin, AccessEcon, vol. 31(4), pages 3339-3353.
  44. Chen, Guifu & Hamori, Shigeyuki, 2010. "Bivariate probit analysis of differences between male and female formal employment in urban China," Journal of Asian Economics, Elsevier, vol. 21(5), pages 494-501, October.
  45. Haifeng Xu & Shigeyuki Hamori, 2010. "Dynamic linkages of stock prices among G7 countries: effects of the American financial crisis," Economics Bulletin, AccessEcon, vol. 30(4), pages 2656-2667.
  46. Koji KANAO & Shigeyuki HAMORI, 2010. "The size of the underground economy in Japan," Economics Bulletin, AccessEcon, vol. 30(1), pages 893-902.
  47. Nakajima, Tadahiro & Hamori, Shigeyuki, 2010. "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," Energy Policy, Elsevier, vol. 38(5), pages 2470-2476, May.
  48. Kunlin Hsieh & Yuching Hsieh & Shigeyuki Hamori, 2010. "The Interdependence of Taiwanese and Japanese Stock Prices," Economics Bulletin, AccessEcon, vol. 30(1), pages 879-892.
  49. Qian Liu & Shigeyuki Hamori, 2010. "The efficiency of the Chinese stock market and the role of market liberalization," Economics Bulletin, AccessEcon, vol. 30(3), pages 2524-2532.
  50. Yoshihiro Hashiguchi & Shigeyuki Hamori, 2009. "Saving-Investment Relationship and Capital Mobility: Evidence from Chinese Provincial Data, 1980—2007," Economics Bulletin, AccessEcon, vol. 29(3), pages 1981-1989.
  51. Hisashi Tanizaki & Shigeyuki Hamori, 2009. "Volatility transmission between Japan, UK and USA in daily stock returns," Empirical Economics, Springer, vol. 36(1), pages 27-54, February.
  52. Yoichi Matsubayashi & Shigeyuki Hamori, 2009. "Empirical analysis of import demand behavior of least developed countries," Economics Bulletin, AccessEcon, vol. 29(2), pages 1443-1458.
  53. Shigeyuki Hamori & Naoko Hamori, 2009. "International term structure of interest rates in the Euro area," Applied Economics Letters, Taylor & Francis Journals, vol. 16(11), pages 1113-1116.
  54. CHEN, Guifu & HAMORI, Shigeyuki, 2009. "Economic returns to schooling in urban China: OLS and the instrumental variables approach," China Economic Review, Elsevier, vol. 20(2), pages 143-152, June.
  55. Takeshi Inoue & Shigeyuki Hamori, 2009. "An Empirical Analysis of the Money Demand Function in India," Economics Bulletin, AccessEcon, vol. 29(2), pages 1224-1245.
  56. Takeshi Inoue & Shigeyuki Hamori, 2009. "What Explains Real and Nominal Exchange Rate Fluctuations?: Evidence from SVAR Analysis for India," Economics Bulletin, AccessEcon, vol. 29(4), pages 2803-2815.
  57. Shigeyuki Hamori & Naoko Hamori, 2009. "On the Sustainability of Budget Deficits in the Euro Area," Economics Bulletin, AccessEcon, vol. 29(1), pages 56-66.
  58. Shigeyuki Hamori & Yoichi Matsubayashi, 2009. "Empirical analysis of export demand behavior of LDCs: Panel cointegration approach," Economics Bulletin, AccessEcon, vol. 29(3), pages 1990-1999.
  59. Guifu Chen & Shigeyuki Hamori, 2009. "Solution to the Dilemma of the Migrant Labor Shortage and the Rural Labor Surplus in China," China & World Economy, Institute of World Economics and Politics, Chinese Academy of Social Sciences, vol. 17(4), pages 53-71.
  60. Chen, G. & Hamori, S., 2009. "An Empirical Analysis of Chinese Rural Labour Migration Using a Multinomial Logit Model," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 9(1).
  61. Ivohasina Fizara Razafimahefa & Shigeyuki Hamori, 2009. "Business Cycle Transmission Between Madagascar, Seychelles,and Their Major Economic Partners," The IUP Journal of Applied Economics, IUP Publications, vol. 0(1), pages 7-19, January.
  62. Shigeyuki Hamori, 2009. "The sustainability of trade accounts of the G-7 countries," Applied Economics Letters, Taylor & Francis Journals, vol. 16(17), pages 1691-1694.
  63. Shigeyuki Hamori & Takeshi Hoshikawa & Junya Masuda & Kunihiro Hanabusa, 2009. "Price and Wage Setting in Japan: An Empirical Investigation," Economics Bulletin, AccessEcon, vol. 29(1), pages 38-50.
  64. Hisako Kai & Shigeyuki Hamori, 2009. "Globalization, financial depth, and inequality in Sub-Saharan Africa," Economics Bulletin, AccessEcon, vol. 29(3), pages 2025-2037.
  65. Ramaprasad Bhar & Shigeyuki Hamori, 2008. "A new approach to analysing comovement in European equity markets," Studies in Economics and Finance, Emerald Group Publishing, vol. 25(1), pages 4-20, March.
  66. Hamori, Shigeyuki & Hamori, Naoko, 2008. "Demand for money in the Euro area," Economic Systems, Elsevier, vol. 32(3), pages 274-284, September.
  67. Shigeyuki Hamori & Guifu Chen, 2008. "Do Chinese employers discriminate against females when hiring employees ?," Economics Bulletin, AccessEcon, vol. 10(14), pages 1-17.
  68. Shigeyuki Hamori, 2008. "Empirical Analysis of the Money Demand Function in Sub-Saharan Africa," Economics Bulletin, AccessEcon, vol. 15(4), pages 1-15.
  69. Shigeyuki HAMORI, 2008. "Trade Balances and the Terms of Trade in G-7 Countries: Penal Cointegration Approach," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 8(2), pages 13-22.
  70. Bhar, Ramaprasad & Hamori, Shigeyuki, 2008. "Information content of commodity futures prices for monetary policy," Economic Modelling, Elsevier, vol. 25(2), pages 274-283, March.
  71. Shigeyuki Hamori & Yu-Ching Hsieh & Wan-Jun Yao, 2007. "An Empirical Analysis about Population, Technological Progress, and Economic Growth in Taiwan," Economics Bulletin, AccessEcon, vol. 15(23), pages 1-13.
  72. Shigeyuki Hamori, 2007. "The information role of commodity prices in formulating monetary policy: some evidence from Japan," Economics Bulletin, AccessEcon, vol. 5(13), pages 1-7.
  73. Shigeyuki Hamori & Naoko Hamori, 2007. "Sources of Real and Nominal Exchange Rate Movements for the Euro," Economics Bulletin, AccessEcon, vol. 6(32), pages 1-10.
  74. Shigeyuki Hamori, 2007. "International Capital Flows and the Frankel-Dooley-Mathieson Puzzle," Economics Bulletin, AccessEcon, vol. 15(19), pages 1-12.
  75. Bhar, Ramaprasad & Hamori, Shigeyuki, 2007. "Co-movement in the price of risk of aggregate equity markets," Economic Systems, Elsevier, vol. 31(3), pages 256-271, September.
  76. Ramaprasad Bhar & Shigeyuki Hamori, 2006. "Component structures of agricultural commodity futures traded on the Tokyo Grain Exchange," Asia-Pacific Financial Markets, Springer, vol. 13(1), pages 1-9, March.
  77. Hisashi Tanizaki & Shigeyuki Hamori & Yoichi Matsubayashi, 2006. "On least-squares bias in the AR(p) models: Bias correction using the bootstrap methods," Statistical Papers, Springer, vol. 47(1), pages 109-124, January.
  78. Ramaprasad Bhar & Shigeyuki Hamori, 2006. "Empirical investigation on the relationship between Japanese and Asian emerging equity markets," Applied Financial Economics Letters, Taylor and Francis Journals, vol. 2(2), pages 77-86, March.
  79. Ramaprasad Bhar & Shigeyuki Hamori, 2006. "Linkages among agricultural commodity futures prices: some further evidence from Tokyo," Applied Economics Letters, Taylor & Francis Journals, vol. 13(8), pages 535-539.
  80. Ivohasina Fizara Razafimahefa & Shigeyuki Hamori, 2005. "Import Demand Function: Some Evidence from Madagascar and Mauritius," Journal of African Economies, Centre for the Study of African Economies (CSAE), vol. 14(3), pages 411-434, September.
  81. Bhar, Ramaprasad & Hamori, Shigeyuki, 2005. "Causality in variance and the type of traders in crude oil futures," Energy Economics, Elsevier, vol. 27(3), pages 527-539, May.
  82. Shigeyuki Hamori & Ivohasina Razafimahefa, 2005. "An Empirical Analysis of FDI Competitiveness in Sub-Saharan Africa and Developing Countries," Economics Bulletin, AccessEcon, vol. 6(20), pages 1-8.
  83. Ramaprasad Bhar & Shigeyuki Hamori, 2004. "Information Flow between Price Change and Trading Volume in Gold Futures Contracts," International Journal of Business and Economics, College of Business, and College of Finance, Feng Chia University, Taichung, Taiwan, vol. 3(1), pages 45-56, April.
  84. Ramaprasad Bhar & Shigeyuki Hamori, 2004. "The link between inflation and inflation uncertainty: Evidence from G7 countries," Empirical Economics, Springer, vol. 29(4), pages 825-853, December.
  85. Bhar, Ramaprasad & Hamori, Shigeyuki, 2004. "Empirical characteristics of the permanent and transitory components of stock return: analysis in a Markov switching heteroscedasticity framework," Economics Letters, Elsevier, vol. 82(2), pages 157-165, February.
  86. Bhar, Ramaprasad & Hamori, Shigeyuki, 2003. "Alternative characterization of the volatility in the growth rate of real GDP," Japan and the World Economy, Elsevier, vol. 15(2), pages 223-231, April.
  87. Yoichi Matsubayashi & Shigeyuki Hamori, 2003. "Some international evidence on the stability of aggregate import demand function," Applied Economics, Taylor & Francis Journals, vol. 35(13), pages 1497-1504.
  88. Shigeyuki Hamori & Akira Tokihisa, 2002. "Some International Evidence on the Seasonality of Stock Prices," International Journal of Business and Economics, College of Business, and College of Finance, Feng Chia University, Taichung, Taiwan, vol. 1(1), pages 79-86, April.
  89. Akira Tokihisa & Shigeyuki Hamori, 2001. "Seasonal Integration For Daily Data," Econometric Reviews, Taylor & Francis Journals, vol. 20(2), pages 187-200.
  90. Hamori, Shigeyuki & Matsubayashi, Yoichi, 2001. "An empirical analysis on the stability of Japan's aggregate import demand function," Japan and the World Economy, Elsevier, vol. 13(2), pages 135-144, April.
  91. Hamori, Shigeyuki, 2001. "Seasonality and stock returns: some evidence from Japan," Japan and the World Economy, Elsevier, vol. 13(4), pages 463-481, December.
  92. Shigeyuki Hamori & Akira Tokihisa, 2001. "Seasonal cointegration and the money demand function: some evidence from Japan," Applied Economics Letters, Taylor & Francis Journals, vol. 8(5), pages 305-310.
  93. Anderson, David A. & Hamori, Shigeyuki, 2000. "A theory of quality signaling in the marriage market," Japan and the World Economy, Elsevier, vol. 12(3), pages 229-242, September.
  94. Shigeyuki Hamori & Yuriko Imamura, 2000. "International transmission of stock prices among G7 countries: LA-VAR approach," Applied Economics Letters, Taylor & Francis Journals, vol. 7(9), pages 613-618.
  95. Hamori, Shigeyuki, 2000. "Volatility of real GDP: some evidence from the United States, the United Kingdom and Japan," Japan and the World Economy, Elsevier, vol. 12(2), pages 143-152, May.
  96. Shigeyuki Hamori, 2000. "The transmission mechanism of business cycles among Germany, Japan, the UK and the USA," Applied Economics, Taylor & Francis Journals, vol. 32(4), pages 405-410.
  97. Hamori, Shigeyuki & Hamori, Naoko, 2000. "An empirical analysis of economic fluctuations in Japan: 1885-1940," Japan and the World Economy, Elsevier, vol. 12(1), pages 11-19, January.
  98. Shigeyuki Hamori & Akira Tokihisa, 2000. "Seasonal integration and Japanese aggregate data," Applied Economics Letters, Taylor & Francis Journals, vol. 7(9), pages 591-594.
  99. Naoko Hamori & Shigeyuki Hamori, 1999. "Stability of the money demand function in Germany," Applied Economics Letters, Taylor & Francis Journals, vol. 6(5), pages 329-332.
  100. Shigeyuki Hamori & Toshifumi Tokunaga, 1999. "Habit formation and durability and consumption: some evidence from income quintile groups in Japan," Applied Economics Letters, Taylor & Francis Journals, vol. 6(6), pages 397-402.
  101. Shigeyuki Hamori & Kazumi Asako, 1999. "Government consumption and fiscal policy: some evidence from Japan," Applied Economics Letters, Taylor & Francis Journals, vol. 6(9), pages 551-555.
  102. Hamori, Shigeyuki, 1998. "Defying the conventional wisdom: US consumers are found to be more risk averse than those of Japan," Economic Modelling, Elsevier, vol. 15(2), pages 217-235, April.
  103. Shigeyuki Hamori, 1998. "Money, exchange rates and international business cycle between Japan and the United States," Applied Economics Letters, Taylor & Francis Journals, vol. 5(1), pages 31-35.
  104. Shigeyuki Hamori & Shin-Ichi Kitasaka, 1998. "A numerical analysis of the monetary aspects of the Japanese economy: the cash-in-advance approach," Applied Financial Economics, Taylor & Francis Journals, vol. 8(1), pages 51-59.
  105. Shigeyuki Hamori & Shin-Ichi Kitasaka, 1997. "The characteristics of the business cycle in Japan," Applied Economics, Taylor & Francis Journals, vol. 29(9), pages 1105-1113.
  106. Hamori, Shigeyuki & Tokihisa, Akira, 1997. "Testing for a unit root in the presence of a variance shift1," Economics Letters, Elsevier, vol. 57(3), pages 245-253, December.
  107. Hamori, Shigeyuki, 1997. "Risk premiums and conditional covariances in tests of asset pricing models: Some evidence from Japan," Japan and the World Economy, Elsevier, vol. 9(3), pages 413-430, August.
  108. Shigeyuki Hamori, 1997. "A simple method to test the Fisher effect," Applied Economics Letters, Taylor & Francis Journals, vol. 4(8), pages 477-479.
  109. Shigeyuki Hamori, 1996. "Consumption growth and the intertemporal elasticity of substitution: some evidence from income quintile groups in Japan," Applied Economics Letters, Taylor & Francis Journals, vol. 3(8), pages 529-532.
  110. Hamori, Shigeyuki, 1993. "Test of the international equity integration of Japan," Economics Letters, Elsevier, vol. 42(1), pages 71-76.
  111. Hamori, Shigeyuki, 1992. "On the structural stability of preference parameters obtained from Japanese financial market data," Economics Letters, Elsevier, vol. 40(4), pages 459-464, December.
  112. Hamori, Shigeyuki, 1992. "Test of C-CAPM for Japan: 1980-1988," Economics Letters, Elsevier, vol. 38(1), pages 67-72, January.
  113. Hamori, Shigeyuki, 1989. " Information Costs, Learning Process and the Effectiveness of Monetary Policy," Scandinavian Journal of Economics, Wiley Blackwell, vol. 91(3), pages 535-46.

NEP Fields

15 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-AFR: Africa (1) 2009-08-22
  2. NEP-AGR: Agricultural Economics (1) 2013-01-19
  3. NEP-CBA: Central Banking (4) 2008-10-13 2009-08-08 2010-02-27 2012-04-10. Author is listed
  4. NEP-CNA: China (1) 2009-09-26
  5. NEP-CSE: Economics of Strategic Management (1) 2009-11-27
  6. NEP-CWA: Central & Western Asia (3) 2008-10-13 2009-08-08 2010-02-27
  7. NEP-DEV: Development (4) 2009-08-22 2009-10-03 2009-10-03 2011-11-07. Author is listed
  8. NEP-ENE: Energy Economics (1) 2009-11-27
  9. NEP-HME: Heterodox Microeconomics (1) 2011-11-07
  10. NEP-IFN: International Finance (2) 2010-02-27 2010-04-04
  11. NEP-LAB: Labour Economics (1) 2009-10-03
  12. NEP-MAC: Macroeconomics (4) 2008-10-13 2009-08-08 2010-02-27 2012-04-10. Author is listed
  13. NEP-MFD: Microfinance (2) 2009-10-03 2011-11-07
  14. NEP-MON: Monetary Economics (4) 2008-10-13 2009-08-08 2010-02-27 2012-04-10. Author is listed
  15. NEP-OPM: Open Economy Macroeconomics (2) 2009-08-22 2010-02-27
  16. NEP-SEA: South East Asia (1) 2012-04-10
  17. NEP-TRA: Transition Economics (3) 2009-09-26 2009-10-03 2009-11-27

Statistics

This author is among the top 5% authors according to these criteria:
  1. Number of Works
  2. Number of Distinct Works
  3. Number of Distinct Works, Weighted by Number of Authors
  4. Number of Journal Pages
  5. Number of Journal Pages, Weighted by Number of Authors
  6. Number of Abstract Views in RePEc Services over the past 12 months
  7. Number of Downloads through RePEc Services over the past 12 months
  8. Number of Abstract Views in RePEc Services over the past 12 months, Weighted by Number of Authors
  9. Number of Downloads through RePEc Services over the past 12 months, Weighted by Number of Authors
  10. Betweenness measure in co-authorship network

Most cited item

Most downloaded item (past 12 months)

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Co-authorship network on CollEc

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