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Publications

by members of

Yamato University → Faculty of Political Science and Economics

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.
| Working papers | Journal articles | Books | Chapters |

Working papers

2024

  1. Katsuyuki Tanaka & Takuo Higashide & Takuji Kinkyo & Shigeyuki Hamori, 2024, "Reality Hits Early Warning System: Based on Unsupervised Isolation Forest Anomaly Detection," Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University, number DP2024-04, Feb.
  2. Katsuyuki Tanaka & Takuo Higashide & Takuji Kinkyo & Shigeyuki Hamori, 2024, "Is It Possible to Detect the Insolvency of a Company?," Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University, number DP2024-34, Oct.

2023

  1. Xie He & Shigeyuki Hamori, 2023, "The Higher the Better? Hedging and Investment Strategies in Cryptocurrency Markets : Insights from Higher Moment Spillovers," Discussion Papers, Graduate School of Economics, Kobe University, number 2315, Sep.
  2. Xie He & Shigeyuki Hamori, 2023, "Asymmetry in Higher Moment Spillovers: Evidence from Sustainable and Traditional Investments," Discussion Papers, Graduate School of Economics, Kobe University, number 2316, Sep.

2018

  1. Shigeyuki Hamori & Minami Kawai & Takahiro Kume & Yuji Murakami & Chikara Watanabe, 2018, "Ensemble Learning or Deep Learning? Application to Default Risk Analysis," Discussion Papers, Graduate School of Economics, Kobe University, number 1802, Jan.

2017

  1. Katsuyuki Tanaka & Takuji Kinkyo & Shigeyuki Hamori, 2017, "Financial Hazard Map: Financial Vulnerability Predicted by a Random Forests Classification Model," Discussion Papers, Graduate School of Economics, Kobe University, number 1720, Nov.
  2. Katsuyuki Tanaka & Takuo Higashide & Takuji Kinkyo & Shigeyuki Hamori, 2017, "Forecasting the Vulnerability of Industrial Economic Activities: Predicting the Bankruptcy of Companies," Discussion Papers, Graduate School of Economics, Kobe University, number 1721, Nov.

2016

  1. Takashi Miyazaki & Shigeyuki Hamori, 2016, "The determinants of a simultaneous crash in gold and stock markets: An ordered logit approach," Discussion Papers, Graduate School of Economics, Kobe University, number 1603, Feb.

2015

  1. Wang Chen & Shigeyuki Hamori & Takuji Kinkyo, 2015, "Financial Development and Financial Openness Nexus: The Precondition of Banking Competition," Discussion Papers, Graduate School of Economics, Kobe University, number 1512, Mar.

2014

  1. Nannan Yuan & Shigeyuki Hamori, 2014, "Are government interventions effective in regulating China's house prices?," Discussion Papers, Graduate School of Economics, Kobe University, number 1427, Oct.
  2. Nannan Yuan & Shigeyuki Hamori & Wang Chen, 2014, "House Prices and Stock Prices: Evidence from a Dynamic Heterogeneous Panel in China," Discussion Papers, Graduate School of Economics, Kobe University, number 1428, Oct.

2013

  1. Inoue, Takeshi & Hamori, Shigeyuki, 2013, "Financial Permeation and Economic Growth: Evidence from Sub-Saharan Africa," MPRA Paper, University Library of Munich, Germany, number 53417, Oct.

2012

  1. 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, Institute of Developing Economies, Japan External Trade Organization(JETRO), number 328, Mar.
  2. Inoue, Takeshi & Hamori, Shigeyuki, 2012, "Market efficiency of commodity futures in India," IDE Discussion Papers, Institute of Developing Economies, Japan External Trade Organization(JETRO), number 370, Oct.

2011

  1. Inoue, Takeshi & Hamori, Shigeyuki, 2011, "Financial permeation as a role of microfinance : has microfinance actually been helpful to the poor?," IDE Discussion Papers, Institute of Developing Economies, Japan External Trade Organization(JETRO), number 299, May.

2010

  1. Inoue, Takeshi & Hamori, Shigeyuki, 2010, "How has financial deepening affected poverty reduction in India? : empirical analysis using state-level panel data," IDE Discussion Papers, Institute of Developing Economies, Japan External Trade Organization(JETRO), number 249, Aug.
  2. Inoue, Takeshi & Hamori, Shigeyuki, 2010, "An empirical analysis on the efficiency of the microfinance investment market," IDE Discussion Papers, Institute of Developing Economies, Japan External Trade Organization(JETRO), number 271, Dec.
  3. Hsieh, Kunlin & Hsieh, Yuching & Hamori, Shigeyuki, 2010, "The interdependence of Taiwanese and Japanese stock prices," MPRA Paper, University Library of Munich, Germany, number 21475, Mar.
  4. Kanao, Koji & Hamori, Shigeyuki, 2010, "The size of the underground economy in Japan," MPRA Paper, University Library of Munich, Germany, number 21562, Mar.
  5. HASHIGUCHI, Yoshihiro & HAMORI, Shigeyuki, 2010, "Small sample properties of CIPS panel unit root test under conditional and unconditional heteroscedasticity," MPRA Paper, University Library of Munich, Germany, number 24053, Jul.
  6. HASHIGUCHI, Yoshihiro & HAMORI, Shigeyuki, 2010, "The sustainability of trade balances in Sub-Saharan Africa: panel cointegration tests with cross-section dependence," MPRA Paper, University Library of Munich, Germany, number 24054, Jul.

2009

  1. Inoue, Takeshi & Hamori, Shigeyuki, 2009, "An Empirical Analysis of the Monetary Policy Reaction Function in India," IDE Discussion Papers, Institute of Developing Economies, Japan External Trade Organization(JETRO), number 200, Apr.
  2. Inoue, Takeshi & Hamori, Shigeyuki, 2009, "What Explains Real and Nominal Exchange Rate Fluctuations? Evidence from SVAR Analysis for India," IDE Discussion Papers, Institute of Developing Economies, Japan External Trade Organization(JETRO), number 216, Oct.
  3. Hisako KAI & Shigeyuki HAMORI, 2009, "Globalization, Financial Depth, and Inequality in Sub-Saharan Africa," Discussion Papers, Graduate School of Economics, Kobe University, number 0912, Aug.
  4. Yoichi, Matsubayashi & Shigeyuki, Hamori, 2009, "Empirical Analysis of Import Demand Behavior of Least Developed Countries," MPRA Paper, University Library of Munich, Germany, number 17266, Sep.
  5. Shigeyuki, Hamori & Yoichi, Matsubayashi, 2009, "Empirical Analysis of Export Demand Behavior of LDCs: Panel Cointegration Approach," MPRA Paper, University Library of Munich, Germany, number 17316, Sep.
  6. Yoshihiro, Hashiguchi & Shigeyuki, Hamori, 2009, "Saving-Investment Relationship and Capital Mobility:Evidence from Chinese Provincial Data, 1980—2007," MPRA Paper, University Library of Munich, Germany, number 17357, Sep.
  7. Hisako, KAI & Shigeyuki, HAMORI, 2009, "Microfinance and Inequality," MPRA Paper, University Library of Munich, Germany, number 17537, Sep.
  8. Guifu, Chen & Shigeyuki, Hamori, 2009, "Formal Employment, Informal Employment and Income Differentials in Urban China," MPRA Paper, University Library of Munich, Germany, number 17585, Sep.
  9. Chen, Guifu & Hamori, Shigeyuki, 2009, "Energy prices and China’s international competitiveness," MPRA Paper, University Library of Munich, Germany, number 18827, Nov.

2008

  1. Inoue, Takeshi & Hamori, Shigeyuki, 2008, "An empirical analysis of the money demand function in India," IDE Discussion Papers, Institute of Developing Economies, Japan External Trade Organization(JETRO), number 166, Sep.

Journal articles

2026

  1. Shigeyuki Hamori, 2026, "Why Randomized HR Evaluations May Mislead Managers: The Role of Treatment–Trait Interactions in Outcome Construction," Businesses, MDPI, volume 6, issue 2, pages 1-14, May.
  2. Chengyao Xie & Heguang Zhao & Xie He & Shigeyuki Hamori, 2026, "Does Endogenous Inter-Firm Spillover Amplify Industry-Wide Risk? Evidence from China’s New Energy Sector," Economies, MDPI, volume 14, issue 6, pages 1-29, June.
  3. Otilia Manta & Valentina Vasile & Shigeyuki Hamori, 2026, "Financial Technology and Strategic AI Integration in FinTech: Transforming Banking, Payments, and Building a Sustainable Economy—Challenges and Opportunities," FinTech, MDPI, volume 5, issue 2, pages 1-5, May.
  4. Shigeyuki Hamori, 2026, "Artificial Intelligence and Financial Market Connectedness: Evidence from AI-Related Equities, Cryptocurrencies, and Global Assets," FinTech, MDPI, volume 5, issue 2, pages 1-14, May.
  5. Konoka Hamada & Yuichiro Hamada & Shigeyuki Hamori, 2026, "Quantile Connectedness and Downside Risk in Portfolio Construction," JRFM, MDPI, volume 19, issue 7, pages 1-15, July.
  6. Wenting Zhang & Shigeyuki Hamori, 2026, "The Connectedness Between The Sentiment Index And Stock Return Volatility Under Covid-19: A Time-Varying Parameter Vector Autoregression Approach," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 71, issue 05, pages 1639-1670, June, DOI: 10.1142/S0217590822500023.

2025

  1. Motegi, Kaiji & Hamori, Shigeyuki, 2025, "Conditional threshold effects of stock market volatility on crude oil market volatility," Energy Economics, Elsevier, volume 143, issue C, DOI: 10.1016/j.eneco.2025.108189.
  2. Zhang, Yulian & Hamori, Shigeyuki, 2025, "Portfolio implications based on quantile connectedness among cryptocurrency, stock, energy, and safe-haven assets," Journal of Commodity Markets, Elsevier, volume 39, issue C, DOI: 10.1016/j.jcomm.2025.100494.
  3. Shang, Jin & Hamori, Shigeyuki, 2025, "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?," Resources Policy, Elsevier, volume 102, issue C, DOI: 10.1016/j.resourpol.2025.105518.
  4. Katsuyuki Tanaka & Takuo Higashide & Takuji Kinkyo & Shigeyuki Hamori, 2025, "A Multi-Stage Financial Distress Early Warning System: Analyzing Corporate Insolvency with Random Forest," JRFM, MDPI, volume 18, issue 4, pages 1-16, April.
  5. Katsuyuki Tanaka & Takuo Higashide & Takuji Kinkyo & Shigeyuki Hamori, 2025, "Financial Mechanisms of Corporate Bankruptcy: Are They Different or Similar Across Crises?," Risks, MDPI, volume 13, issue 8, pages 1-25, August.
  6. Konoka Hamada & Yuichiro Hamada & Shigeyuki Hamori, 2025, "When Climate Risks Meet Equity Markets: Evidence from Return and Volatility Spillovers," Applied Economics and Finance, Redfame publishing, volume 12, issue 4, pages 1-21, December.
  7. Jin Shang & Shigeyuki Hamori, 2025, "Time-Varying Frequency Connectedness Analysis Across Crude Oil, Geopolitical Risk, Economic Policy Uncertainty And Stock Markets," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 70, issue 01, pages 3-71, March, DOI: 10.1142/S0217590824500085.
  8. Xie He & Shigeyuki Hamori, 2025, "Different Moments Create Different Spillovers: A Study Of Commodity Markets," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 70, issue 03, pages 537-558, June, DOI: 10.1142/S021759082350025X.

2024

  1. Zhang, Wenting & Liu, Tiantian & Zhang, Yulian & Hamori, Shigeyuki, 2024, "Can NFTs hedge the risk of traditional assets after the COVID-19 pandemic?," The North American Journal of Economics and Finance, Elsevier, volume 72, issue C, DOI: 10.1016/j.najef.2024.102149.
  2. Shang, Jin & Hamori, Shigeyuki, 2024, "Quantile time-frequency connectedness analysis between crude oil, gold, financial markets, and macroeconomic indicators: Evidence from the US and EU," Energy Economics, Elsevier, volume 132, issue C, DOI: 10.1016/j.eneco.2024.107473.
  3. He, Xie & Hamori, Shigeyuki, 2024, "The higher the better? Hedging and investment strategies in cryptocurrency markets: Insights from higher moment spillovers," International Review of Financial Analysis, Elsevier, volume 95, issue PA, DOI: 10.1016/j.irfa.2024.103359.
  4. He, Xie & Hamori, Shigeyuki, 2024, "Asymmetric Higher-Moment spillovers between sustainable and traditional investments," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 97, issue C, DOI: 10.1016/j.intfin.2024.102078.
  5. Yu, Peiyou & Dai, Hui & Zhu, Jianhua & Hamori, Shigeyuki & Dong, Rebecca Kechen & Yue, Xiaoguang, 2024, "How does venture capital play a role in corporate green innovation? Evidence from China," International Review of Economics & Finance, Elsevier, volume 96, issue PB, DOI: 10.1016/j.iref.2024.103654.
  6. Tiantian Liu & Yulian Zhang & Wenting Zhang & Shigeyuki Hamori, 2024, "Quantile Connectedness of Uncertainty Indices, Carbon Emissions, Energy, and Green Assets: Insights from Extreme Market Conditions," Energies, MDPI, volume 17, issue 22, pages 1-24, November.
  7. Jin Shang & Shigeyuki Hamori, 2024, "The response of oil-importing and oil-exporting countries’ macroeconomic aggregates to crude oil price shocks: some international evidence," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 14, issue 4, pages 933-980, December, DOI: 10.1007/s40822-024-00281-z.
  8. Koji Yasuda & Tomoko Kinugasa & Shigeyuki Hamori & Kazufumi Yugami & Kouhei Masumoto, 2024, "Empirical study about the effect of parental and child longevity on child education under COVID-19," International Journal of Economic Policy Studies, Springer, volume 18, issue 2, pages 341-356, August, DOI: 10.1007/s42495-024-00131-5.
  9. Tomoko Kinugasa & Kouhei Masumoto & Koji Yasuda & Kazufumi Yugami & Shigeyuki Hamori, 2024, "Changes in subjective mortality expectations and savings during COVID-19: empirical analysis using questionnaire data in Japan," Applied Economics, Taylor & Francis Journals, volume 56, issue 44, pages 5225-5237, September, DOI: 10.1080/00036846.2023.2244247.

2023

  1. Yang, Lu & Hamori, Shigeyuki, 2023, "Modeling the global sovereign credit network under climate change," International Review of Financial Analysis, Elsevier, volume 87, issue C, DOI: 10.1016/j.irfa.2023.102618.
  2. Zhang, Wenting & He, Xie & Hamori, Shigeyuki, 2023, "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," International Review of Financial Analysis, Elsevier, volume 89, issue C, DOI: 10.1016/j.irfa.2023.102735.
  3. Yang, Lu & Cui, Xue & Yang, Lei & Hamori, Shigeyuki & Cai, Xiaojing, 2023, "Risk spillover from international financial markets and China's macro-economy: A MIDAS-CoVaR-QR model," International Review of Economics & Finance, Elsevier, volume 84, issue C, pages 55-69, DOI: 10.1016/j.iref.2022.11.006.
  4. Jin Shang & Shigeyuki Hamori, 2023, "Do Large Datasets or Hybrid Integrated Models Outperform Simple Ones in Predicting Commodity Prices and Foreign Exchange Rates?," JRFM, MDPI, volume 16, issue 6, pages 1-25, June.
  5. Jin Shang & Shigeyuki Hamori, 2023, "Differential Tail Dependence between Crude Oil and Forex Markets in Oil-Importing and Oil-Exporting Countries during Recent Crisis Periods," Sustainability, MDPI, volume 15, issue 19, pages 1-24, October.
  6. Lu Yang & Shigeyuki Hamori & Xiaojing Cai, 2023, "A Multiple Timescales Conditional Causal Analysis on the Carbon-Energy Relationship: Evidence from European and Emerging Markets," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 59, issue 8, pages 2775-2785, June, DOI: 10.1080/1540496X.2023.2192346.

2022

  1. Zhang, Yulian & Hamori, Shigeyuki, 2022, "A connectedness analysis among BRICS’s geopolitical risks and the US macroeconomy," Economic Analysis and Policy, Elsevier, volume 76, issue C, pages 182-203, DOI: 10.1016/j.eap.2022.08.004.
  2. Zhang, Wenting & He, Xie & Hamori, Shigeyuki, 2022, "Volatility spillover and investment strategies among sustainability-related financial indexes: Evidence from the DCC-GARCH-based dynamic connectedness and DCC-GARCH t-copula approach," International Review of Financial Analysis, Elsevier, volume 83, issue C, DOI: 10.1016/j.irfa.2022.102223.
  3. Tiantian Liu & Tadahiro Nakajima & Shigeyuki Hamori, 2022, "The impact of economic uncertainty caused by COVID-19 on renewable energy stocks," Empirical Economics, Springer, volume 62, issue 4, pages 1495-1515, April, DOI: 10.1007/s00181-021-02087-3.

2021

  1. Yang, Lu & Hamori, Shigeyuki, 2021, "Systemic risk and economic policy uncertainty: International evidence from the crude oil market," Economic Analysis and Policy, Elsevier, volume 69, issue C, pages 142-158, DOI: 10.1016/j.eap.2020.12.001.
  2. Xu, Lei. & Hamori, Shigeyuki & Kinkyo, Takuji, 2021, "Continuous wavelet analysis of Chinese renminbi: Co-movement and lead-lag relationship between onshore and offshore exchange rates," The North American Journal of Economics and Finance, Elsevier, volume 56, issue C, DOI: 10.1016/j.najef.2021.101360.
  3. Zhang, Wenting & Hamori, Shigeyuki, 2021, "Crude oil market and stock markets during the COVID-19 pandemic: Evidence from the US, Japan, and Germany," International Review of Financial Analysis, Elsevier, volume 74, issue C, DOI: 10.1016/j.irfa.2021.101702.
  4. Chen, Wang & Zhang, Zhiwen & Hamori, Shigeyuki & Kinkyo, Takuji, 2021, "Not all bank systemic risks are alike: Deposit insurance and bank risk revisited," International Review of Financial Analysis, Elsevier, volume 77, issue C, DOI: 10.1016/j.irfa.2021.101855.
  5. Yang, Lu & Hamori, Shigeyuki, 2021, "The role of the carbon market in relation to the cryptocurrency market: Only diversification or more?," International Review of Financial Analysis, Elsevier, volume 77, issue C, DOI: 10.1016/j.irfa.2021.101864.
  6. He, Xie & Hamori, Shigeyuki, 2021, "Is volatility spillover enough for investor decisions? A new viewpoint from higher moments," Journal of International Money and Finance, Elsevier, volume 116, issue C, DOI: 10.1016/j.jimonfin.2021.102412.
  7. Shang, Jin & Hamori, Shigeyuki, 2021, "Do crude oil prices and the sentiment index influence foreign exchange rates differently in oil-importing and oil-exporting countries? A dynamic connectedness analysis," Resources Policy, Elsevier, volume 74, issue C, DOI: 10.1016/j.resourpol.2021.102400.
  8. Zhang, Yulian & Hamori, Shigeyuki, 2021, "Do news sentiment and the economic uncertainty caused by public health events impact macroeconomic indicators? Evidence from a TVP-VAR decomposition approach," The Quarterly Review of Economics and Finance, Elsevier, volume 82, issue C, pages 145-162, DOI: 10.1016/j.qref.2021.08.003.
  9. Tiantian Liu & Shigeyuki Hamori, 2021, "Does Investor Sentiment Affect Clean Energy Stock? Evidence from TVP-VAR-Based Connectedness Approach," Energies, MDPI, volume 14, issue 12, pages 1-21, June.
  10. Qian Chen & Xiang Gao & Shan Xie & Li Sun & Shuairu Tian & Shigeyuki Hamori, 2021, "On the Predictability of China Macro Indicator with Carbon Emissions Trading," Energies, MDPI, volume 14, issue 5, pages 1-24, February.
  11. Rio Murata & Shigeyuki Hamori, 2021, "ESG Disclosures and Stock Price Crash Risk," JRFM, MDPI, volume 14, issue 2, pages 1-20, February.
  12. Takuo Higashide & Katsuyuki Tanaka & Takuji Kinkyo & Shigeyuki Hamori, 2021, "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?," JRFM, MDPI, volume 14, issue 5, pages 1-18, May.

2020

  1. Yang, Lu & Yang, Lei & Ho, Kung-Cheng & Hamori, Shigeyuki, 2020, "Dependence structures and risk spillover in China’s credit bond market: A copula and CoVaR approach," Journal of Asian Economics, Elsevier, volume 68, issue C, DOI: 10.1016/j.asieco.2020.101200.
  2. Zhang, Yulian & He, Xie & Nakajima, Tadahiro & Hamori, Shigeyuki, 2020, "Oil, Gas, or Financial Conditions-Which One Has a Stronger Link with Growth?," The North American Journal of Economics and Finance, Elsevier, volume 54, issue C, DOI: 10.1016/j.najef.2020.101220.
  3. Hamori, Shigeyuki & Motegi, Kaiji & Zhang, Zheng, 2020, "Copula-based regression models with data missing at random," Journal of Multivariate Analysis, Elsevier, volume 180, issue C, DOI: 10.1016/j.jmva.2020.104654.
  4. Yulian Zhang & Shigeyuki Hamori, 2020, "Forecasting Crude Oil Market Crashes Using Machine Learning Technologies," Energies, MDPI, volume 13, issue 10, pages 1-14, May.
  5. Jin Shang & Shigeyuki Hamori, 2020, "The Response of US Macroeconomic Aggregates to Price Shocks in Crude Oil vs. Natural Gas," Energies, MDPI, volume 13, issue 10, pages 1-17, May.
  6. Tiantian Liu & Shigeyuki Hamori, 2020, "Spillovers to Renewable Energy Stocks in the US and Europe: Are They Different?," Energies, MDPI, volume 13, issue 12, pages 1-28, June.
  7. Lu Yang & Shigeyuki Hamori, 2020, "Forecasts of Value-at-Risk and Expected Shortfall in the Crude Oil Market: A Wavelet-Based Semiparametric Approach," Energies, MDPI, volume 13, issue 14, pages 1-27, July.
  8. Xiaojing Cai & Shigeyuki Hamori & Lu Yang & Shuairu Tian, 2020, "Multi-Horizon Dependence between Crude Oil and East Asian Stock Markets and Implications in Risk Management," Energies, MDPI, volume 13, issue 2, pages 1-24, January.
  9. Wenting Zhang & Xie He & Tadahiro Nakajima & Shigeyuki Hamori, 2020, "How Does the Spillover among Natural Gas, Crude Oil, and Electricity Utility Stocks Change over Time? Evidence from North America and Europe," Energies, MDPI, volume 13, issue 3, pages 1-26, February.
  10. Guizhou Liu & Shigeyuki Hamori, 2020, "Can One Reinforce Investments in Renewable Energy Stock Indices with the ESG Index?," Energies, MDPI, volume 13, issue 5, pages 1-19, March.
  11. Tiantian Liu & Xie He & Tadahiro Nakajima & Shigeyuki Hamori, 2020, "Influence of Fluctuations in Fossil Fuel Commodities on Electricity Markets: Evidence from Spot and Futures Markets in Europe," Energies, MDPI, volume 13, issue 8, pages 1-20, April.
  12. Wenting Zhang & Shigeyuki Hamori, 2020, "Do Machine Learning Techniques and Dynamic Methods Help Forecast US Natural Gas Crises?," Energies, MDPI, volume 13, issue 9, pages 1-22, May.
  13. Shigeyuki Hamori, 2020, "Empirical Finance," JRFM, MDPI, volume 13, issue 1, pages 1-3, January.
  14. Shigeyuki Hamori, 2020, "Recent Advancements in Section “Financial Technology and Innovation”," JRFM, MDPI, volume 13, issue 12, pages 1-2, December.
  15. Yuchen Zhang & Shigeyuki Hamori, 2020, "The Predictability of the Exchange Rate When Combining Machine Learning and Fundamental Models," JRFM, MDPI, volume 13, issue 3, pages 1-16, March.
  16. Xue-Feng Shao & Kostas Gouliamos & Ben Nan-Feng Luo & Shigeyuki Hamori & Stephen Satchell & Xiao-Guang Yue & Jane Qiu, 2020, "Diversification and Desynchronicity: An Organizational Portfolio Perspective on Corporate Risk Reduction," Risks, MDPI, volume 8, issue 2, pages 1-16, May.
  17. Guifu Chen & Shan Zhan & Shigeyuki Hamori, 2020, "The Influence of Quality and Variety of New Imports on Enterprise Innovation: Evidence from China," Sustainability, MDPI, volume 12, issue 22, pages 1-20, November.
  18. Hitoshi Hamori & Shigeyuki Hamori, 2020, "Does Ensemble Learning Always Lead to Better Forecasts?," Applied Economics and Finance, Redfame publishing, volume 7, issue 2, pages 51-56, March.
  19. Xie He & Tetsuya Takiguchi & Tadahiro Nakajima & Shigeyuki Hamori, 2020, "Spillover effects between energies, gold, and stock: the United States versus China," Energy & Environment, , volume 31, issue 8, pages 1416-1447, December, DOI: 10.1177/0958305X20907081.
  20. Xiao Jing Cai & Zheng Fang & Youngho Chang & Shuairu Tian & Shigeyuki Hamori, 2020, "Co-movements in commodity markets and implications in diversification benefits," Empirical Economics, Springer, volume 58, issue 2, pages 393-425, February, DOI: 10.1007/s00181-018-1551-3.
  21. Wang Chen & Shigeyuki Hamori & Takuji Kinkyo, 2020, "Dynamic effects of financial spillovers on bank lending: evidence from local projection-based impulse response analysis," Applied Economics Letters, Taylor & Francis Journals, volume 27, issue 5, pages 400-405, March, DOI: 10.1080/13504851.2019.1619011.
  22. Kaiji Motegi & Xiaojing Cai & Shigeyuki Hamori & Haifeng Xu, 2020, "Moving average threshold heterogeneous autoregressive (MAT‐HAR) models," Journal of Forecasting, John Wiley & Sons, Ltd., volume 39, issue 7, pages 1035-1042, November, DOI: 10.1002/for.2671.
  23. Youngho Chang & Zheng Fang & Shigeyuki Hamori, 2020, "Human Capital And Energy: A Driver Or Drag For Economic Growth," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 65, issue 03, pages 683-714, June, DOI: 10.1142/S0217590817500163.
  24. Yijin He & Tadahiro Nakajima & Shigeyuki Hamori, 2020, "Can Brics’S Currency Be A Hedge Or A Safe Haven For Energy Portfolio? An Evidence From Vine Copula Approach," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 65, issue 04, pages 805-836, June, DOI: 10.1142/S0217590820500174.

2019

  1. Katsuyuki Tanaka & Takuo Higashide & Takuji Kinkyo & Shigeyuki Hamori, 2019, "Analyzing Industry‐Level Vulnerability By Predicting Financial Bankruptcy," Economic Inquiry, Western Economic Association International, volume 57, issue 4, pages 2017-2034, October, DOI: 10.1111/ecin.12817.
  2. Chen, Wang & Hamori, Shigeyuki & Kinkyo, Takuji, 2019, "Complexity of financial stress spillovers: Asymmetry and interaction effects of institutional quality and foreign bank ownership," The North American Journal of Economics and Finance, Elsevier, volume 48, issue C, pages 567-581, DOI: 10.1016/j.najef.2018.07.015.
  3. Hamori, Shigeyuki & Motegi, Kaiji & Zhang, Zheng, 2019, "Calibration estimation of semiparametric copula models with data missing at random," Journal of Multivariate Analysis, Elsevier, volume 173, issue C, pages 85-109, DOI: 10.1016/j.jmva.2019.02.003.
  4. Yijin He & Tadahiro Nakajima & Shigeyuki Hamori, 2019, "Connectedness Between Natural Gas Price and BRICS Exchange Rates: Evidence from Time and Frequency Domains," Energies, MDPI, volume 12, issue 20, pages 1-28, October.
  5. Lu Yang & Lei Yang & Kung-Cheng Ho & Shigeyuki Hamori, 2019, "Determinants of the Long-Term Correlation between Crude Oil and Stock Markets," Energies, MDPI, volume 12, issue 21, pages 1-15, October.
  6. Zhaojie Luo & Xiaojing Cai & Katsuyuki Tanaka & Tetsuya Takiguchi & Takuji Kinkyo & Shigeyuki Hamori, 2019, "Can We Forecast Daily Oil Futures Prices? Experimental Evidence from Convolutional Neural Networks," JRFM, MDPI, volume 12, issue 1, pages 1-13, January.
  7. Yijin He & Shigeyuki Hamori, 2019, "Conditional Dependence between Oil Prices and Exchange Rates in BRICS Countries: An Application of the Copula-GARCH Model," JRFM, MDPI, volume 12, issue 2, pages 1-25, June.
  8. Katsuyuki Tanaka & Takuji Kinkyo & Shigeyuki Hamori, 2019, "Asymmetric technological distance measure based on language model," Applied Economics Letters, Taylor & Francis Journals, volume 26, issue 18, pages 1548-1551, October, DOI: 10.1080/13504851.2019.1584364.
  9. Koji Yasuda & Tomoko Kinugasa & Shigeyuki Hamori, 2019, "An Empirical Analysis Of Marital Status In Japan," The Singapore Economic Review (SER), World Scientific Publishing Co. Pte. Ltd., volume 64, issue 03, pages 773-798, June, DOI: 10.1142/S0217590816500181.

2018

  1. Shigeyuki Hamori & Takahiro Kume, 2018, "Artificial Intelligence And Economic Growth," Advances in Decision Sciences, Asia University, Taiwan, volume 22, issue 1, pages 256-278, December.
  2. Yang, Lu & Cai, Xiao Jing & Hamori, Shigeyuki, 2018, "What determines the long-term correlation between oil prices and exchange rates?," The North American Journal of Economics and Finance, Elsevier, volume 44, issue C, pages 140-152, DOI: 10.1016/j.najef.2017.12.003.
  3. Yang, Lu & Tian, Shuairu & Yang, Wei & Xu, Mingli & Hamori, Shigeyuki, 2018, "Dependence structures between Chinese stock markets and the international financial market: Evidence from a wavelet-based quantile regression approach," The North American Journal of Economics and Finance, Elsevier, volume 45, issue C, pages 116-137, DOI: 10.1016/j.najef.2018.02.005.
  4. Yang, Lu & Yang, Lei & Hamori, Shigeyuki, 2018, "Determinants of dependence structures of sovereign credit default swap spreads between G7 and BRICS countries," International Review of Financial Analysis, Elsevier, volume 59, issue C, pages 19-34, DOI: 10.1016/j.irfa.2018.06.001.
  5. Wanjun Yao & Shigeyuki Hamori, 2018, "The long-run relationship between farm size and productivity," China Agricultural Economic Review, Emerald Group Publishing Limited, volume 11, issue 2, pages 373-386, September, DOI: 10.1108/CAER-05-2017-0103.
  6. Yuki Toyoshima & Shigeyuki Hamori, 2018, "Measuring the Time-Frequency Dynamics of Return and Volatility Connectedness in Global Crude Oil Markets," Energies, MDPI, volume 11, issue 11, pages 1-18, October.
  7. Shigeyuki Hamori & Minami Kawai & Takahiro Kume & Yuji Murakami & Chikara Watanabe, 2018, "Ensemble Learning or Deep Learning? Application to Default Risk Analysis," JRFM, MDPI, volume 11, issue 1, pages 1-14, March.
  8. Guizhou Liu & Xiao-Jing Cai & Shigeyuki Hamori, 2018, "Modeling the Dependence Structure of Share Prices among Three Chinese City Banks," JRFM, MDPI, volume 11, issue 4, pages 1-18, September.
  9. Lei Xu & Takuji Kinkyo & Shigeyuki Hamori, 2018, "Predicting Currency Crises: A Novel Approach Combining Random Forests and Wavelet Transform," JRFM, MDPI, volume 11, issue 4, pages 1-11, December.
  10. Xie He & Xiao-Jing Cai & Shigeyuki Hamori, 2018, "Bank Credit and Housing Prices in China: Evidence from a TVP-VAR Model with Stochastic Volatility," JRFM, MDPI, volume 11, issue 4, pages 1-16, December.
  11. Youngho Chang & Zheng Fang & Shigeyuki Hamori & Dawn Chow, 2018, "A Sustainable Metropolis: Perspectives of Population, Productivity and Parity," Sustainability, MDPI, volume 10, issue 11, pages 1-17, November.
  12. Lu Yang & Jason Z. Ma & Shigeyuki Hamori, 2018, "Dependence Structures and Systemic Risk of Government Securities Markets in Central and Eastern Europe: A CoVaR-Copula Approach," Sustainability, MDPI, volume 10, issue 2, pages 1-23, January.
  13. Katsuyuki Tanaka & Takuji Kinkyo & Shigeyuki Hamori, 2018, "Financial Hazard Map: Financial Vulnerability Predicted by a Random Forests Classification Model," Sustainability, MDPI, volume 10, issue 5, pages 1-18, May.
  14. Takashi Miyazaki & Shigeyuki Hamori, 2018, "The Determinants Of A Simultaneous Crash In Gold And Stock Markets: An Ordered Logit Approach," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 13, issue 01, pages 1-25, March, DOI: 10.1142/S2010495218500045.
  15. Lu Yang & Shigeyuki Hamori, 2018, "Modeling The Dynamics Of International Agricultural Commodity Prices: A Comparison Of Garch And Stochastic Volatility Models," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., volume 13, issue 03, pages 1-20, September, DOI: 10.1142/S2010495218500100.

2017

  1. Cai, Xiao Jing & Tian, Shuairu & Yuan, Nannan & Hamori, Shigeyuki, 2017, "Interdependence between oil and East Asian stock markets: Evidence from wavelet coherence analysis," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 48, issue C, pages 206-223, DOI: 10.1016/j.intfin.2017.02.001.
  2. Yang, Lu & Cai, Xiao Jing & Hamori, Shigeyuki, 2017, "Does the crude oil price influence the exchange rates of oil-importing and oil-exporting countries differently? A wavelet coherence analysis," International Review of Economics & Finance, Elsevier, volume 49, issue C, pages 536-547, DOI: 10.1016/j.iref.2017.03.015.
  3. Youngho Chang & Zheng Fang & Shigeyuki Hamori, 2017, "Volatility and Causality in Strategic Commodities: Characteristics, Myth and Evidence," International Journal of Economics and Finance, Canadian Center of Science and Education, volume 9, issue 8, pages 162-178, August.
  4. Xiao Jing Cai & Shuairu Tian & Shigeyuki Hamori, 2017, "Stock Market Integration in China: Evidence from the Asymmetric DCC Model and Copula Approach," Applied Economics and Finance, Redfame publishing, volume 4, issue 2, pages 1-10, March.
  5. W. Chen & S. Hamori & T. Kinkyo, 2017, "Banking sector resilience to financial spillovers," Applied Economics Letters, Taylor & Francis Journals, volume 24, issue 6, pages 422-426, March, DOI: 10.1080/13504851.2016.1200173.

2016

  1. Yang, Lu & Cai, Xiao Jing & Zhang, Huimin & Hamori, Shigeyuki, 2016, "Interdependence of foreign exchange markets: A wavelet coherence analysis," Economic Modelling, Elsevier, volume 55, issue C, pages 6-14, DOI: 10.1016/j.econmod.2016.01.022.
  2. Tian, Shuairu & Hamori, Shigeyuki, 2016, "Time-varying price shock transmission and volatility spillover in foreign exchange, bond, equity, and commodity markets: Evidence from the United States," The North American Journal of Economics and Finance, Elsevier, volume 38, issue C, pages 163-171, DOI: 10.1016/j.najef.2016.09.004.
  3. Tanaka, Katsuyuki & Kinkyo, Takuji & Hamori, Shigeyuki, 2016, "Random forests-based early warning system for bank failures," Economics Letters, Elsevier, volume 148, issue C, pages 118-121, DOI: 10.1016/j.econlet.2016.09.024.
  4. Tamakoshi, Go & Hamori, Shigeyuki, 2016, "Time-varying co-movements and volatility spillovers among financial sector CDS indexes in the UK," Research in International Business and Finance, Elsevier, volume 36, issue C, pages 288-296, DOI: 10.1016/j.ribaf.2015.09.027.
  5. Lu Yang & Shigeyuki Hamori, 2016, "Hot Money and Business Cycle Volatility: Evidence from Selected ASEAN Countries," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 52, issue 2, pages 351-363, February, DOI: 10.1080/1540496X.2015.1047302.
  6. Takeshi Inoue & Takuji Kinkyo & Shigeyuki Hamori, 2016, "Revisiting the Roles of Financial Access and Deepening for Growth and Reducing Inequality," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 52, issue 3, pages 722-723, March, DOI: 10.1080/1540496X.2016.1116266.
  7. Takeshi Inoue & Shigeyuki Hamori, 2016, "Financial Access and Economic Growth: Evidence from Sub-Saharan Africa," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 52, issue 3, pages 743-753, March, DOI: 10.1080/1540496X.2016.1116282.
  8. Takeshi Inoue & Shigeyuki Hamori, 2016, "Do Workers’ Remittances Promote Access to Finance? Evidence from Asia-Pacific Developing Countries," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 52, issue 3, pages 765-774, March, DOI: 10.1080/1540496X.2016.1116287.
  9. T. Tamakoshi & S. Hamori, 2016, "Testing cointegration between health care expenditure and GDP in Japan with the presence of a regime shift," Applied Economics Letters, Taylor & Francis Journals, volume 23, issue 2, pages 151-155, February, DOI: 10.1080/13504851.2015.1058901.
  10. Wang Chen & Shigeyuki Hamori & Takuji Kinkyo, 2016, "Financial development and financial openness nexus: the precondition of banking competition," Applied Economics, Taylor & Francis Journals, volume 48, issue 12, pages 1130-1139, March, DOI: 10.1080/00036846.2015.1093087.
  11. Xiao Jing Cai & Shuairu Tian & Shigeyuki Hamori, 2016, "Dynamic correlation and equicorrelation analysis of global financial turmoil: evidence from emerging East Asian stock markets," Applied Economics, Taylor & Francis Journals, volume 48, issue 40, pages 3789-3803, August, DOI: 10.1080/00036846.2016.1145349.
  12. T. Miyazaki & S. Hamori, 2016, "Asymmetric correlations in gold and other financial markets," Applied Economics, Taylor & Francis Journals, volume 48, issue 46, pages 4419-4425, October, DOI: 10.1080/00036846.2016.1158919.

2015

  1. Yang, Lu & Cai, Xiao Jing & Li, Mengling & Hamori, Shigeyuki, 2015, "Modeling dependence structures among international stock markets: Evidence from hierarchical Archimedean copulas," Economic Modelling, Elsevier, volume 51, issue C, pages 308-314, DOI: 10.1016/j.econmod.2015.08.017.
  2. Yang, Lu & Hamori, Shigeyuki, 2015, "Interdependence between the bond markets of CEEC-3 and Germany: A wavelet coherence analysis," The North American Journal of Economics and Finance, Elsevier, volume 32, issue C, pages 124-138, DOI: 10.1016/j.najef.2015.02.003.
  3. Tian, Shuairu & Hamori, Shigeyuki, 2015, "Modeling interest rate volatility: A Realized GARCH approach," Journal of Banking & Finance, Elsevier, volume 61, issue C, pages 158-171, DOI: 10.1016/j.jbankfin.2015.09.008.
  4. Lu Yang & Huimin Zhang & Shigeyuki Hamori, 2015, "This paper investigates whether the hot IPO effect persists post-IPO in China’s Growth Enterprise Market," Journal of Reviews on Global Economics, Lifescience Global, volume 4, pages 43-50.
  5. Tomoko Tamakoshi & Shigeyuki Hamori, 2015, "Health-care expenditure, GDP and share of the elderly in Japan: a panel cointegration analysis," Applied Economics Letters, Taylor & Francis Journals, volume 22, issue 9, pages 725-729, June, DOI: 10.1080/13504851.2014.972540.

2014

  1. Tamakoshi, Go & Hamori, Shigeyuki, 2014, "Spillovers among CDS indexes in the US financial sector," The North American Journal of Economics and Finance, Elsevier, volume 27, issue C, pages 104-113, DOI: 10.1016/j.najef.2013.12.001.
  2. Tamakoshi, Go & Hamori, Shigeyuki, 2014, "The conditional dependence structure of insurance sector credit default swap indices," The North American Journal of Economics and Finance, Elsevier, volume 30, issue C, pages 122-132, DOI: 10.1016/j.najef.2014.09.002.
  3. 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, volume 29, issue C, pages 1-12, DOI: 10.1016/j.intfin.2013.11.006.
  4. Yang, Lu & Hamori, Shigeyuki, 2014, "Dependence structure between CEEC-3 and German government securities markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 29, issue C, pages 109-125, DOI: 10.1016/j.intfin.2013.12.003.
  5. 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, volume 26, issue C, pages 145-155, DOI: 10.1016/j.pacfin.2013.12.003.
  6. Tamakoshi, Go & Hamori, Shigeyuki, 2014, "Co-movements among major European exchange rates: A multivariate time-varying asymmetric approach," International Review of Economics & Finance, Elsevier, volume 31, issue C, pages 105-113, DOI: 10.1016/j.iref.2014.01.016.
  7. Tamakoshi, Go & Hamori, Shigeyuki, 2014, "On cross-currency transmissions between US dollar and euro LIBOR-OIS spreads," Research in International Business and Finance, Elsevier, volume 30, issue C, pages 83-90, DOI: 10.1016/j.ribaf.2013.06.001.
  8. Takashi Miyazaki & Shigeyuki Hamori, 2014, "Cointegration with Regime Shift between Gold and Financial Variables," International Journal of Financial Research, International Journal of Financial Research, Sciedu Press, volume 5, issue 4, pages 90-97, October.
  9. 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, volume 3, pages 1-6.
  10. Takuji Kinkyo & Shigeyuki Hamori, 2014, "Exchange Rate Flexibility and the Integration of the Securities Market in East Asia," Journal of Reviews on Global Economics, Lifescience Global, volume 3, pages 293-309.
  11. Go Tamakoshi & Shigeyuki Hamori, 2014, "Causality-in-variance and causality-in-mean between the Greek sovereign bond yields and Southern European banking sector equity returns," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 38, issue 4, pages 627-642, October, DOI: 10.1007/s12197-012-9242-y.
  12. Go Tamakoshi & Shigeyuki Hamori, 2014, "Greek sovereign bond index, volatility, and structural breaks," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 38, issue 4, pages 687-697, October, DOI: 10.1007/s12197-013-9253-3.
  13. Takeshi Inoue & Shigeyuki Hamori, 2014, "Market efficiency of commodity futures in India," Applied Economics Letters, Taylor & Francis Journals, volume 21, issue 8, pages 522-527, May, DOI: 10.1080/13504851.2013.872751.
  14. Lu Yang & Shigeyuki Hamori, 2014, "Gold prices and exchange rates: a time-varying copula analysis," Applied Financial Economics, Taylor & Francis Journals, volume 24, issue 1, pages 41-50, January, DOI: 10.1080/09603107.2013.859375.
  15. 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, volume 24, issue 2, pages 139-143, January, DOI: 10.1080/09603107.2013.868586.
  16. Yasunori Yoshizaki & Shigeyuki Haomori, 2014, "The effects of oil price shocks on expenditure category CPI," Applied Economics, Taylor & Francis Journals, volume 46, issue 14, pages 1652-1664, May, DOI: 10.1080/00036846.2014.881977.
  17. Shenglong Liu & Guifu Chen & Shigeyuki Hamori, 2014, "Empirical research on monetary policy, asset prices and inflation: an analysis based on provincial panel data in China," Applied Economics, Taylor & Francis Journals, volume 46, issue 34, pages 4190-4204, December, DOI: 10.1080/00036846.2014.952892.
  18. Nannan Yuan & Shigeyuki Hamori, 2014, "Crowding-out effects of affordable and unaffordable housing in China, 1999-2010," Applied Economics, Taylor & Francis Journals, volume 46, issue 35, pages 4318-4333, December, DOI: 10.1080/00036846.2014.957441.

2013

  1. Toyoshima, Yuki & Hamori, Shigeyuki, 2013, "Asymmetric dynamics in stock market correlations: Evidence from Japan and Singapore," Journal of Asian Economics, Elsevier, volume 24, issue C, pages 117-123, DOI: 10.1016/j.asieco.2012.08.001.
  2. Nakajima, Tadahiro & Hamori, Shigeyuki, 2013, "Testing causal relationships between wholesale electricity prices and primary energy prices," Energy Policy, Elsevier, volume 62, issue C, pages 869-877, DOI: 10.1016/j.enpol.2013.07.033.
  3. Go Tamakoshi & Shigeyuki Hamori, 2013, "On the Time-varying Linkages among the London Interbank Offer Rates for Major European Currencies," International Journal of Financial Research, International Journal of Financial Research, Sciedu Press, volume 4, issue 1, pages 46-53, January.
  4. Yasunori Yoshizaki & Shigeyuki Hamori, 2013, "On the Influence of Oil Price Shocks on Economic Activity, Inflation, and Exchange Rates," International Journal of Financial Research, International Journal of Financial Research, Sciedu Press, volume 4, issue 2, pages 33-41, April.
  5. 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, volume 2, pages 278-290.
  6. Lu Yang & Shigeyuki Hamori, 2013, "EU Accession, Financial Integration, and Contagion Effects: Dynamic Correlation Analysis of CEEC-3 Bond Markets," Transition Studies Review, Springer;Central Eastern European University Network (CEEUN), volume 20, issue 2, pages 179-189, October, DOI: 10.1007/s11300-013-0276-4.
  7. 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, volume 20, issue 3, pages 262-266, February, DOI: 10.1080/13504851.2012.689107.
  8. G. Tamakoshi & S. Hamori, 2013, "Dynamic linkages among cross-currency swap markets under stress," Applied Economics Letters, Taylor & Francis Journals, volume 20, issue 4, pages 404-409, March, DOI: 10.1080/13504851.2012.709591.
  9. Yasunori Yoshizaki & Yuki Toyoshima & Shigeyuki Haomori, 2013, "The causal relationships between sovereign CDS premiums for Japan and selected EU countries," Applied Economics Letters, Taylor & Francis Journals, volume 20, issue 8, pages 742-747, May, DOI: 10.1080/13504851.2012.741671.
  10. 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, volume 23, issue 1, pages 27-40, January, DOI: 10.1080/09603107.2012.699184.
  11. 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, volume 23, issue 12, pages 1033-1041, June, DOI: 10.1080/09603107.2013.788779.
  12. 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, volume 23, issue 20, pages 1567-1578, October, DOI: 10.1080/09603107.2013.839859.
  13. Lu Yang & Shigeyuki Hamori, 2013, "Dependence structure among international stock markets: a GARCH--copula analysis," Applied Financial Economics, Taylor & Francis Journals, volume 23, issue 23, pages 1805-1817, December, DOI: 10.1080/09603107.2013.854296.
  14. Go Tamakoshi & Shigeyuki Hamori, 2013, "An asymmetric DCC analysis of correlations among bank CDS indices," Applied Financial Economics, Taylor & Francis Journals, volume 23, issue 6, pages 475-481, March, DOI: 10.1080/09603107.2012.727973.
  15. 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, volume 45, issue 33, pages 4651-4661, November, DOI: 10.1080/00036846.2013.795284.
  16. Go Tamakoshi & Shigeyuki Hamori, 2013, "An asymmetric dynamic conditional correlation analysis of linkages of European financial institutions during the Greek sovereign debt crisis," The European Journal of Finance, Taylor & Francis Journals, volume 19, issue 10, pages 939-950, November, DOI: 10.1080/1351847X.2012.712921.
  17. Guifu Chen & Shigeyuki Hamori, 2013, "Formal And Informal Employment And Income Differentials In Urban China," Journal of International Development, John Wiley & Sons, Ltd., volume 25, issue 7, pages 987-1004, October.

2012

  1. 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, volume 32, issue 1, pages 437-448.
  2. Takashi Miyazaki & Yuki Toyoshima & Shigeyuki Hamori, 2012, "Exploring the dynamic interdependence between gold and other financial markets," Economics Bulletin, AccessEcon, volume 32, issue 1, pages 37-50.
  3. Go Tamakoshi & Shigeyuki Hamori, 2012, "Informational roles of commodity prices for monetary policy: evidence from the Euro area," Economics Bulletin, AccessEcon, volume 32, issue 2, pages 1282-1290.
  4. Shigeyuki Hamori & Yoshihiro Hashiguchi, 2012, "Small sample properties of CIPS panel unit root test under conditional and unconditional heteroskedasticity," Economics Bulletin, AccessEcon, volume 32, issue 3, pages 2353-2365.
  5. 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, volume 23, issue 4, pages 344-352, DOI: 10.1016/j.asieco.2012.04.002.
  6. Hamori, Shigeyuki & Hashiguchi, Yoshihiro, 2012, "The effect of financial deepening on inequality: Some international evidence," Journal of Asian Economics, Elsevier, volume 23, issue 4, pages 353-359, DOI: 10.1016/j.asieco.2011.12.001.
  7. 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, volume 22, issue 2, pages 381-394, DOI: 10.1016/j.intfin.2011.12.002.
  8. Tadahiro Nakajima & Shigeyuki Hamori, 2012, "Testing for Rational Bubbles in the Commodity Market," Accounting and Finance Research, Sciedu Press, volume 1, issue 2, pages 101-101, November.
  9. Fengbao Yin & Shigeyuki Hamori, 2012, "Economic Openness and Growth in China and India: A Comparative Study," Journal of Reviews on Global Economics, Lifescience Global, volume 1, pages 139-149.
  10. 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, volume 1, pages 41-46.
  11. Yuki Toyoshima & Shigeyuki Hamori, 2012, "Panel cointegration analysis of co-movement between interest rate swap and treasury markets," Applied Economics Letters, Taylor & Francis Journals, volume 19, issue 15, pages 1483-1486, October, DOI: 10.1080/13504851.2011.636015.
  12. 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, volume 19, issue 2, pages 161-165, February, DOI: 10.1080/13504851.2011.570702.
  13. 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, volume 22, issue 11, pages 849-862, June, DOI: 10.1080/09603107.2011.628293.
  14. 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, volume 22, issue 5, pages 395-408, March, DOI: 10.1080/09603107.2011.613764.

2011

  1. Fengbao Yin & Shigeyuki Hamori, 2011, "Estimating the import demand function in the autoregressive distributed lag framework: The case of China," Economics Bulletin, AccessEcon, volume 31, issue 2, pages 1576-1591.
  2. Yuki Toyoshima & Shigeyuki Hamori, 2011, "Panel cointegration analysis of the Fisher effect: Evidence from the US, the UK, and Japan," Economics Bulletin, AccessEcon, volume 31, issue 3, pages 2674-2682.
  3. Fengbao Yin & Shigeyuki Hamori, 2011, "The Sustainability of Trade Balances in China," Economics Bulletin, AccessEcon, volume 31, issue 3, pages 2090-2097.
  4. Takeshi Inoue & Shigeyuki Hamori, 2011, "An empirical analysis on the efficiency of the microfinance investment market," Economics Bulletin, AccessEcon, volume 31, issue 3, pages 2725-2735.
  5. Go Tamakoshi & Shigeyuki Hamori, 2011, "Transmission of stock prices amongst European countries before and during the Greek sovereign debt crisis," Economics Bulletin, AccessEcon, volume 31, issue 4, pages 3339-3353.
  6. Zhang, Yu & Song, Junghyun & Hamori, Shigeyuki, 2011, "Impact of subsidy policies on diffusion of photovoltaic power generation," Energy Policy, Elsevier, volume 39, issue 4, pages 1958-1964, April.
  7. Shigeyuki Hamori & Naoko Hamori, 2011, "An empirical analysis of real exchange rate movements in the euro," Applied Economics, Taylor & Francis Journals, volume 43, issue 10, pages 1187-1191, DOI: 10.1080/00036840802600319.
  8. Kaoru Kawamoto & Shigeyuki Hamori, 2011, "Market efficiency among futures with different maturities: Evidence from the crude oil futures market," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 31, issue 5, pages 487-501, May.

2010

  1. Kunlin Hsieh & Yuching Hsieh & Shigeyuki Hamori, 2010, "The Interdependence of Taiwanese and Japanese Stock Prices," Economics Bulletin, AccessEcon, volume 30, issue 1, pages 879-892.
  2. Koji KANAO & Shigeyuki HAMORI, 2010, "The size of the underground economy in Japan," Economics Bulletin, AccessEcon, volume 30, issue 1, pages 893-902.
  3. Haifeng Xu & Shigeyuki Hamori, 2010, "Dynamic linkages of stock prices among G7 countries: effects of the American financial crisis," Economics Bulletin, AccessEcon, volume 30, issue 4, pages 2656-2667.
  4. Qian Liu & Shigeyuki Hamori, 2010, "The efficiency of the Chinese stock market and the role of market liberalization," Economics Bulletin, AccessEcon, volume 30, issue 3, pages 2524-2532.
  5. Chen, Guifu & Hamori, Shigeyuki, 2010, "Bivariate probit analysis of differences between male and female formal employment in urban China," Journal of Asian Economics, Elsevier, volume 21, issue 5, pages 494-501, October.
  6. 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, volume 38, issue 5, pages 2470-2476, May.

2009

  1. 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, volume 17, issue 4, pages 53-71, July, DOI: 10.1111/j.1749-124X.2009.01158.x.
  2. 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, volume 9, issue 1.
  3. Takeshi Inoue & Shigeyuki Hamori, 2009, "An Empirical Analysis of the Money Demand Function in India," Economics Bulletin, AccessEcon, volume 29, issue 2, pages 1224-1245.
  4. Shigeyuki Hamori & Naoko Hamori, 2009, "On the Sustainability of Budget Deficits in the Euro Area," Economics Bulletin, AccessEcon, volume 29, issue 1, pages 56-66.
  5. Shigeyuki Hamori & Takeshi Hoshikawa & Junya Masuda & Kunihiro Hanabusa, 2009, "Price and Wage Setting in Japan: An Empirical Investigation," Economics Bulletin, AccessEcon, volume 29, issue 1, pages 38-50.
  6. Yoichi Matsubayashi & Shigeyuki Hamori, 2009, "Empirical analysis of import demand behavior of least developed countries," Economics Bulletin, AccessEcon, volume 29, issue 2, pages 1443-1458.
  7. Yoshihiro Hashiguchi & Shigeyuki Hamori, 2009, "Saving-Investment Relationship and Capital Mobility: Evidence from Chinese Provincial Data, 1980—2007," Economics Bulletin, AccessEcon, volume 29, issue 3, pages 1981-1989.
  8. Shigeyuki Hamori & Yoichi Matsubayashi, 2009, "Empirical analysis of export demand behavior of LDCs: Panel cointegration approach," Economics Bulletin, AccessEcon, volume 29, issue 3, pages 1990-1999.
  9. Hisako Kai & Shigeyuki Hamori, 2009, "Globalization, financial depth, and inequality in Sub-Saharan Africa," Economics Bulletin, AccessEcon, volume 29, issue 3, pages 2025-2037.
  10. Takeshi Inoue & Shigeyuki Hamori, 2009, "What Explains Real and Nominal Exchange Rate Fluctuations?: Evidence from SVAR Analysis for India," Economics Bulletin, AccessEcon, volume 29, issue 4, pages 2803-2815.
  11. CHEN, Guifu & HAMORI, Shigeyuki, 2009, "Economic returns to schooling in urban China: OLS and the instrumental variables approach," China Economic Review, Elsevier, volume 20, issue 2, pages 143-152, June.
  12. Hisashi Tanizaki & Shigeyuki Hamori, 2009, "Volatility transmission between Japan, UK and USA in daily stock returns," Empirical Economics, Springer, volume 36, issue 1, pages 27-54, February, DOI: 10.1007/s00181-007-0182-x.
  13. Shigeyuki Hamori & Naoko Hamori, 2009, "International term structure of interest rates in the Euro area," Applied Economics Letters, Taylor & Francis Journals, volume 16, issue 11, pages 1113-1116, DOI: 10.1080/17446540802389040.
  14. Shigeyuki Hamori, 2009, "The sustainability of trade accounts of the G-7 countries," Applied Economics Letters, Taylor & Francis Journals, volume 16, issue 17, pages 1691-1694, DOI: 10.1080/13504850701675490.

2008

  1. 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, volume 8, issue 2, pages 13-22.
  2. Shigeyuki Hamori & Guifu Chen, 2008, "Do Chinese employers discriminate against females when hiring employees ?," Economics Bulletin, AccessEcon, volume 10, issue 14, pages 1-17.
  3. Shigeyuki Hamori, 2008, "Empirical Analysis of the Money Demand Function in Sub-Saharan Africa," Economics Bulletin, AccessEcon, volume 15, issue 4, pages 1-15.
  4. Bhar, Ramaprasad & Hamori, Shigeyuki, 2008, "Information content of commodity futures prices for monetary policy," Economic Modelling, Elsevier, volume 25, issue 2, pages 274-283, March.
  5. Hamori, Shigeyuki & Hamori, Naoko, 2008, "Demand for money in the Euro area," Economic Systems, Elsevier, volume 32, issue 3, pages 274-284, September.
  6. Ramaprasad Bhar & Shigeyuki Hamori, 2008, "A new approach to analysing comovement in European equity markets," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 25, issue 1, pages 4-20, March, DOI: 10.1108/10867370810857531.

2007

  1. Shigeyuki Hamori, 2007, "The information role of commodity prices in formulating monetary policy: some evidence from Japan," Economics Bulletin, AccessEcon, volume 5, issue 13, pages 1-7.
  2. Shigeyuki Hamori & Naoko Hamori, 2007, "Sources of Real and Nominal Exchange Rate Movements for the Euro," Economics Bulletin, AccessEcon, volume 6, issue 32, pages 1-10.
  3. Shigeyuki Hamori & Yu-Ching Hsieh & Wan-Jun Yao, 2007, "An Empirical Analysis about Population, Technological Progress, and Economic Growth in Taiwan," Economics Bulletin, AccessEcon, volume 15, issue 23, pages 1-13.
  4. Shigeyuki Hamori, 2007, "International Capital Flows and the Frankel-Dooley-Mathieson Puzzle," Economics Bulletin, AccessEcon, volume 15, issue 19, pages 1-12.
  5. Bhar, Ramaprasad & Hamori, Shigeyuki, 2007, "Co-movement in the price of risk of aggregate equity markets," Economic Systems, Elsevier, volume 31, issue 3, pages 256-271, September.

2006

  1. Ramaprasad Bhar & Shigeyuki Hamori, 2006, "Component structures of agricultural commodity futures traded on the Tokyo Grain Exchange," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 13, issue 1, pages 1-9, March, DOI: 10.1007/s10690-007-9032-2.
  2. 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, volume 47, issue 1, pages 109-124, January, DOI: 10.1007/s00362-005-0275-6.
  3. Ramaprasad Bhar & Shigeyuki Hamori, 2006, "Linkages among agricultural commodity futures prices: some further evidence from Tokyo," Applied Economics Letters, Taylor & Francis Journals, volume 13, issue 8, pages 535-539, DOI: 10.1080/13504850500400421.

2005

  1. Shigeyuki Hamori & Ivohasina Razafimahefa, 2005, "An Empirical Analysis of FDI Competitiveness in Sub-Saharan Africa and Developing Countries," Economics Bulletin, AccessEcon, volume 6, issue 20, pages 1-8.
  2. Bhar, Ramaprasad & Hamori, Shigeyuki, 2005, "Causality in variance and the type of traders in crude oil futures," Energy Economics, Elsevier, volume 27, issue 3, pages 527-539, May.
  3. 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, volume 14, issue 3, pages 411-434, September.

2004

  1. 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, volume 82, issue 2, pages 157-165, February.
  2. Ramaprasad Bhar & Shigeyuki Hamori, 2004, "Information Flow between Price Change and Trading Volume in Gold Futures Contracts," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, volume 3, issue 1, pages 45-56, April.
  3. Ramaprasad Bhar & Shigeyuki Hamori, 2004, "The link between inflation and inflation uncertainty: Evidence from G7 countries," Empirical Economics, Springer, volume 29, issue 4, pages 825-853, December, DOI: 10.1007/s00181-004-0220-x.

2003

  1. Bhar, Ramaprasad & Hamori, Shigeyuki, 2003, "Alternative characterization of the volatility in the growth rate of real GDP," Japan and the World Economy, Elsevier, volume 15, issue 2, pages 223-231, April.
  2. Yoichi Matsubayashi & Shigeyuki Hamori, 2003, "Some international evidence on the stability of aggregate import demand function," Applied Economics, Taylor & Francis Journals, volume 35, issue 13, pages 1497-1504, DOI: 10.1080/0003684032000095965.

2002

  1. Shigeyuki Hamori & Akira Tokihisa, 2002, "Some International Evidence on the Seasonality of Stock Prices," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, volume 1, issue 1, pages 79-86, April.

2001

  1. Hamori, Shigeyuki & Matsubayashi, Yoichi, 2001, "An empirical analysis on the stability of Japan's aggregate import demand function," Japan and the World Economy, Elsevier, volume 13, issue 2, pages 135-144, April.
  2. Hamori, Shigeyuki, 2001, "Seasonality and stock returns: some evidence from Japan," Japan and the World Economy, Elsevier, volume 13, issue 4, pages 463-481, December.
  3. Shigeyuki Hamori & Akira Tokihisa, 2001, "Seasonal cointegration and the money demand function: some evidence from Japan," Applied Economics Letters, Taylor & Francis Journals, volume 8, issue 5, pages 305-310, DOI: 10.1080/135048501750157468.
  4. Akira Tokihisa & Shigeyuki Hamori, 2001, "Seasonal Integration For Daily Data," Econometric Reviews, Taylor & Francis Journals, volume 20, issue 2, pages 187-200, DOI: 10.1081/ETC-100103822.
  5. Shigeyuki Hamori & Naoko Hamori & David A. Anderson, 2001, "An Empirical Analysis of the Efficiency of the Osaka Rice Market During Japan's Tokugawa Era," Journal of Futures Markets, John Wiley & Sons, Ltd., volume 21, issue 9, pages 861-874, September.

2000

  1. Hamori, Shigeyuki & Hamori, Naoko, 2000, "An empirical analysis of economic fluctuations in Japan: 1885-1940," Japan and the World Economy, Elsevier, volume 12, issue 1, pages 11-19, January.
  2. Hamori, Shigeyuki, 2000, "Volatility of real GDP: some evidence from the United States, the United Kingdom and Japan," Japan and the World Economy, Elsevier, volume 12, issue 2, pages 143-152, May.
  3. Anderson, David A. & Hamori, Shigeyuki, 2000, "A theory of quality signaling in the marriage market," Japan and the World Economy, Elsevier, volume 12, issue 3, pages 229-242, September.
  4. Shigeyuki Hamori & Akira Tokihisa, 2000, "Seasonal integration and Japanese aggregate data," Applied Economics Letters, Taylor & Francis Journals, volume 7, issue 9, pages 591-594, DOI: 10.1080/13504850050059069.
  5. Shigeyuki Hamori & Yuriko Imamura, 2000, "International transmission of stock prices among G7 countries: LA-VAR approach," Applied Economics Letters, Taylor & Francis Journals, volume 7, issue 9, pages 613-618, DOI: 10.1080/13504850050059113.
  6. Shigeyuki Hamori, 2000, "The transmission mechanism of business cycles among Germany, Japan, the UK and the USA," Applied Economics, Taylor & Francis Journals, volume 32, issue 4, pages 405-410, DOI: 10.1080/000368400322589.

1999

  1. Naoko Hamori & Shigeyuki Hamori, 1999, "Stability of the money demand function in Germany," Applied Economics Letters, Taylor & Francis Journals, volume 6, issue 5, pages 329-332, DOI: 10.1080/135048599353339.
  2. 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, volume 6, issue 6, pages 397-402, DOI: 10.1080/135048599353177.
  3. Shigeyuki Hamori & Kazumi Asako, 1999, "Government consumption and fiscal policy: some evidence from Japan," Applied Economics Letters, Taylor & Francis Journals, volume 6, issue 9, pages 551-555, DOI: 10.1080/135048599352583.

1998

  1. Hamori, Shigeyuki, 1998, "Defying the conventional wisdom: US consumers are found to be more risk averse than those of Japan," Economic Modelling, Elsevier, volume 15, issue 2, pages 217-235, April.
  2. Shigeyuki Hamori, 1998, "Money, exchange rates and international business cycle between Japan and the United States," Applied Economics Letters, Taylor & Francis Journals, volume 5, issue 1, pages 31-35, DOI: 10.1080/758540122.
  3. 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, volume 8, issue 1, pages 51-59, DOI: 10.1080/096031098333249.

1997

  1. Hamori, Shigeyuki & Tokihisa, Akira, 1997, "Testing for a unit root in the presence of a variance shift1," Economics Letters, Elsevier, volume 57, issue 3, pages 245-253, December.
  2. Hamori, Shigeyuki, 1997, "Risk premiums and conditional covariances in tests of asset pricing models: Some evidence from Japan," Japan and the World Economy, Elsevier, volume 9, issue 3, pages 413-430, August.
  3. Shigeyuki Hamori, 1997, "A simple method to test the Fisher effect," Applied Economics Letters, Taylor & Francis Journals, volume 4, issue 8, pages 477-479, DOI: 10.1080/758536629.
  4. Shigeyuki Hamori & Shin-Ichi Kitasaka, 1997, "The characteristics of the business cycle in Japan," Applied Economics, Taylor & Francis Journals, volume 29, issue 9, pages 1105-1113, DOI: 10.1080/00036849700000001.

1996

  1. 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, volume 3, issue 8, pages 529-532, DOI: 10.1080/135048596356177.

1993

  1. Hamori, Shigeyuki, 1993, "Test of the international equity integration of Japan," Economics Letters, Elsevier, volume 42, issue 1, pages 71-76.

1992

  1. Hamori, Shigeyuki, 1992, "Test of C-CAPM for Japan: 1980-1988," Economics Letters, Elsevier, volume 38, issue 1, pages 67-72, January.
  2. Hamori, Shigeyuki, 1992, "On the structural stability of preference parameters obtained from Japanese financial market data," Economics Letters, Elsevier, volume 40, issue 4, pages 459-464, December.

Books

2021

  1. Tadahiro Nakajima & Shigeyuki Hamori & Xie He & Guizhou Liu & Wenting Zhang & Yulian Zhang & Tiantian Liu, 2021, "ESG Investment in the Global Economy," SpringerBriefs in Economics, Springer, number 978-981-16-2990-7, ISBN: ARRAY(0x6c477018), December, DOI: 10.1007/978-981-16-2990-7.

2019

  1. Takeshi Inoue & Shigeyuki Hamori, 2019, "Financial Inclusion, Remittance Inflows, and Poverty Reduction in Developing Countries:Evidence from Empirical Analyses," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 11231, ISBN: ARRAY(0x78664760).

2016

  1. Takuji Kinkyo & Takeshi Inoue & Shigeyuki Hamori (ed.), 2016, "Financial Linkages, Remittances, and Resource Dependence in East Asia," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 9737, ISBN: ARRAY(0x783620b0).

2014

  1. Guifu Chen & Shigeyuki Hamori, 2014, "Rural Labor Migration, Discrimination, and the New Dual Labor Market in China," SpringerBriefs in Economics, Springer, number 978-3-642-41109-0, edition 127, ISBN: ARRAY(0x6bf1b150), December, DOI: 10.1007/978-3-642-41109-0.
  2. Takeshi Inoue & Shigeyuki Hamori, 2014, "Indian Economy:Empirical Analysis on Monetary and Financial Issues in India," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 8829, ISBN: ARRAY(0x78198420).

2013

  1. Takuji Kinkyo & Yoichi Matsubayashi & Shigeyuki Hamori (ed.), 2013, "Global Linkages and Economic Rebalancing in East Asia," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 8532, ISBN: ARRAY(0x7a703560).

2009

  1. Shigeyuki Hamori & Naoko Hamori, 2009, "Introduction of the Euro and the Monetary Policy of the European Central Bank," World Scientific Books, World Scientific Publishing Co. Pte. Ltd., number 7169, ISBN: ARRAY(0x78fb2700).

2007

  1. Ivohasina Fizara Razafimahefa & Shigeyuki Hamori, 2007, "International Competitiveness in Africa," Advanced Studies in Theoretical and Applied Econometrics, Springer, number 978-3-540-68921-8, ISBN: ARRAY(0x7cefbe10), July-Dece, DOI: 10.1007/3-540-68921-4.

2005

  1. Ramaprasad Bhar & Shigeyuki Hamori, 2005, "Empirical Techniques in Finance," Springer Finance, Springer, number 978-3-540-27642-5, ISBN: ARRAY(0x8076ddf8), October, DOI: 10.1007/3-540-27642-4.

Chapters

2021

  1. Wenting Zhang & Tadahiro Nakajima & Shigeyuki Hamori, 2021, "Does ESG Index Have Strong Conditional Correlations with Sustainability Related Stock Indices?," SpringerBriefs in Economics, Springer, chapter 0, "ESG Investment in the Global Economy", DOI: 10.1007/978-981-16-2990-7_2.
  2. Xie He & Guizhou Liu & Shigeyuki Hamori, 2021, "Measuring Tail Dependencies Between ESG and Renewable Energy Stocks: A Copula Approach," SpringerBriefs in Economics, Springer, chapter 0, "ESG Investment in the Global Economy", DOI: 10.1007/978-981-16-2990-7_3.
  3. Tiantian Liu & Tadahiro Nakajima & Shigeyuki Hamori, 2021, "Which Factors Will Affect the ESG Index in the USA and Europe: Stock, Crude Oil, or Gold?," SpringerBriefs in Economics, Springer, chapter 0, "ESG Investment in the Global Economy", DOI: 10.1007/978-981-16-2990-7_4.
  4. Yulian Zhang & Tadahiro Nakajima & Shigeyuki Hamori, 2021, "How Does the Environmental, Social, and Governance Index Impacts the Financial Market and Macro-Economy?," SpringerBriefs in Economics, Springer, chapter 0, "ESG Investment in the Global Economy", DOI: 10.1007/978-981-16-2990-7_5.

2019

  1. Takeshi Inoue & Shigeyuki Hamori, 2019, "Financial Inclusion and Economic Growth: Is Banking Breadth Important for Economic Growth?," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, "Financial Inclusion, Remittance Inflows, and Poverty Reduction in Developing Countries: Evidence from Empirical Analyses".
  2. Takeshi Inoue & Shigeyuki Hamori, 2019, "Financial Inclusion and Poverty Reduction: Has Microfinance Been Helpful to Poor People?," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, "Financial Inclusion, Remittance Inflows, and Poverty Reduction in Developing Countries: Evidence from Empirical Analyses".
  3. Takeshi Inoue & Shigeyuki Hamori, 2019, "Remittance Inflows and Economic Growth: Clarifying Conflicting Results in the Literature," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, "Financial Inclusion, Remittance Inflows, and Poverty Reduction in Developing Countries: Evidence from Empirical Analyses".
  4. Takeshi Inoue & Shigeyuki Hamori, 2019, "Remittance Inflows and Poverty Reduction: How Economic Development Affects Remittances’ Effect on Poverty Reduction," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, "Financial Inclusion, Remittance Inflows, and Poverty Reduction in Developing Countries: Evidence from Empirical Analyses".
  5. Takeshi Inoue & Shigeyuki Hamori, 2019, "Remittance Inflows and Financial Inclusion: Do Workers’ Remittances Promote Access to Finance?," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, "Financial Inclusion, Remittance Inflows, and Poverty Reduction in Developing Countries: Evidence from Empirical Analyses".
  6. Takeshi Inoue & Shigeyuki Hamori, 2019, "Financial Inclusion, Remittance Inflows, and Poverty Reduction: Complements or Substitutes?," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, "Financial Inclusion, Remittance Inflows, and Poverty Reduction in Developing Countries: Evidence from Empirical Analyses".

2016

  1. Takuji Kinkyo & Takeshi Inoue & Shigeyuki Hamori, 2016, "Introduction," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, in: Takuji Kinkyo & Takeshi Inoue & Shigeyuki Hamori, "FINANCIAL LINKAGES, REMITTANCES, AND RESOURCE DEPENDENCE IN EAST ASIA".
  2. Takashi Miyazaki & Shigeyuki Hamori, 2016, "Linkages among East Asian Stock Markets, US Financial Markets Stress, and Gold," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, in: Takuji Kinkyo & Takeshi Inoue & Shigeyuki Hamori, "FINANCIAL LINKAGES, REMITTANCES, AND RESOURCE DEPENDENCE IN EAST ASIA".
  3. Xiaojing Cai & Shigeyuki Hamori, 2016, "Business Cycle Volatility and Hot Money in Emerging East Asian Markets," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, in: Takuji Kinkyo & Takeshi Inoue & Shigeyuki Hamori, "FINANCIAL LINKAGES, REMITTANCES, AND RESOURCE DEPENDENCE IN EAST ASIA".
  4. Nannan Yuan & Takeshi Inoue & Shigeyuki Hamori, 2016, "Dynamic Impacts of Remittances on Economic Growth in Asia: Evidence from the Dynamic Heterogeneous Panel," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, in: Takuji Kinkyo & Takeshi Inoue & Shigeyuki Hamori, "FINANCIAL LINKAGES, REMITTANCES, AND RESOURCE DEPENDENCE IN EAST ASIA".
  5. Takeshi Inoue & Shigeyuki Hamori, 2016, "Effects of Remittances on Poverty Reduction in Asia," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, in: Takuji Kinkyo & Takeshi Inoue & Shigeyuki Hamori, "FINANCIAL LINKAGES, REMITTANCES, AND RESOURCE DEPENDENCE IN EAST ASIA".

2014

  1. Guifu Chen & Shigeyuki Hamori, 2014, "Introduction," SpringerBriefs in Economics, Springer, chapter 0, "Rural Labor Migration, Discrimination, and the New Dual Labor Market in China", DOI: 10.1007/978-3-642-41109-0_1.
  2. Guifu Chen & Shigeyuki Hamori, 2014, "Rural Migration and Sectoral Earning Differences in Urban China," SpringerBriefs in Economics, Springer, chapter 0, "Rural Labor Migration, Discrimination, and the New Dual Labor Market in China", DOI: 10.1007/978-3-642-41109-0_2.
  3. Guifu Chen & Shigeyuki Hamori, 2014, "A Solution to the Migrant Labor Shortage and Rural Labor Surplus in China," SpringerBriefs in Economics, Springer, chapter 0, "Rural Labor Migration, Discrimination, and the New Dual Labor Market in China", DOI: 10.1007/978-3-642-41109-0_3.
  4. Guifu Chen & Shigeyuki Hamori, 2014, "Do Chinese Employers Discriminate Against Females When Hiring Employees?," SpringerBriefs in Economics, Springer, chapter 0, "Rural Labor Migration, Discrimination, and the New Dual Labor Market in China", DOI: 10.1007/978-3-642-41109-0_4.
  5. Guifu Chen & Shigeyuki Hamori, 2014, "An Empirical Analysis of Gender Wage Differentials in Urban China," SpringerBriefs in Economics, Springer, chapter 0, "Rural Labor Migration, Discrimination, and the New Dual Labor Market in China", DOI: 10.1007/978-3-642-41109-0_5.
  6. Guifu Chen & Shigeyuki Hamori, 2014, "Bivariate Probit Analysis of the Differences Between Male and Female Formal Employment in Urban China," SpringerBriefs in Economics, Springer, chapter 0, "Rural Labor Migration, Discrimination, and the New Dual Labor Market in China", DOI: 10.1007/978-3-642-41109-0_6.
  7. Guifu Chen & Shigeyuki Hamori, 2014, "Formal and Informal Employment in Urban China: Income Differentials," SpringerBriefs in Economics, Springer, chapter 0, "Rural Labor Migration, Discrimination, and the New Dual Labor Market in China", DOI: 10.1007/978-3-642-41109-0_7.
  8. Guifu Chen & Shigeyuki Hamori, 2014, "Economic Returns to Schooling in Urban China: Ordinary Least Squares the Instrumental Variables Approach," SpringerBriefs in Economics, Springer, chapter 0, "Rural Labor Migration, Discrimination, and the New Dual Labor Market in China", DOI: 10.1007/978-3-642-41109-0_8.
  9. Takeshi Inoue & Shigeyuki Hamori, 2014, "Introduction," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, "INDIAN ECONOMY Empirical Analysis on Monetary and Financial Issues in India".
  10. Takeshi Inoue & Shigeyuki Hamori, 2014, "An Empirical Analysis of the Money Demand Function in India," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, "INDIAN ECONOMY Empirical Analysis on Monetary and Financial Issues in India".
  11. Takeshi Inoue & Shigeyuki Hamori, 2014, "Financial Variables as Policy Indicators: Empirical Evidence from India," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, "INDIAN ECONOMY Empirical Analysis on Monetary and Financial Issues in India".
  12. Takeshi Inoue & Shigeyuki Hamori, 2014, "Is India Ready to Adopt a Policy Framework Targeting Inflation?," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, "INDIAN ECONOMY Empirical Analysis on Monetary and Financial Issues in India".
  13. Takeshi Inoue & Shigeyuki Hamori, 2014, "Causal Relationships in Mean and Variance between Stock Returns and Foreign Institutional Investment in India," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, "INDIAN ECONOMY Empirical Analysis on Monetary and Financial Issues in India".
  14. Takeshi Inoue & Shigeyuki Hamori, 2014, "Market Efficiency of Commodity Futures in India," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, "INDIAN ECONOMY Empirical Analysis on Monetary and Financial Issues in India".
  15. Takeshi Inoue & Shigeyuki Hamori, 2014, "What are the Sources of Real and Nominal Exchange Rate Fluctuations? Evidence from SVAR Analysis for India," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, "INDIAN ECONOMY Empirical Analysis on Monetary and Financial Issues in India".
  16. Takeshi Inoue & Shigeyuki Hamori, 2014, "How Has Financial Deepening Affected Poverty Reduction in India?," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, "INDIAN ECONOMY Empirical Analysis on Monetary and Financial Issues in India".
  17. Takeshi Inoue & Shigeyuki Hamori, 2014, "Financial Inclusion and Poverty Alleviation in India," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, "INDIAN ECONOMY Empirical Analysis on Monetary and Financial Issues in India".
  18. Takeshi Inoue & Shigeyuki Hamori, 2014, "Concluding Remarks: Monetary Policy and Financial Sector for Sustainable Economic Growth and Poverty Reduction," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 10, "INDIAN ECONOMY Empirical Analysis on Monetary and Financial Issues in India".

2013

  1. Takeshi Inoue & Yuki Toyoshima & Shigeyuki Hamori, 2013, "Inflation Targeting In South Korea, Indonesia, The Philippines And Thailand: The Impact On Business Cycle Synchronization Between Each Country And The World," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, in: Takuji Kinkyo & Yoichi Matsubayashi & Shigeyuki Hamori, "Global Linkages and Economic Rebalancing in East Asia".
  2. Fengbao Yin & Shigeyuki Hamori, 2013, "Globalization And Economic Growth In East Asia," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, in: Takuji Kinkyo & Yoichi Matsubayashi & Shigeyuki Hamori, "Global Linkages and Economic Rebalancing in East Asia".

2009

  1. Shigeyuki Hamori & Naoko Hamori, 2009, "History of the EU Monetary Union," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 1, "Introduction Of The Euro And The Monetary Policy Of The European Central Bank".
  2. Shigeyuki Hamori & Naoko Hamori, 2009, "Empirical Analysis of the Money Demand Function in the Euro Area," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 2, "Introduction Of The Euro And The Monetary Policy Of The European Central Bank".
  3. Shigeyuki Hamori & Naoko Hamori, 2009, "Monetary Policy Rule of the European Central Bank," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 3, "Introduction Of The Euro And The Monetary Policy Of The European Central Bank".
  4. Shigeyuki Hamori & Naoko Hamori, 2009, "Empirical Analysis of the Term Structure of Interest Rates in the Presence of Cross-Section Dependence," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 4, "Introduction Of The Euro And The Monetary Policy Of The European Central Bank".
  5. Shigeyuki Hamori & Naoko Hamori, 2009, "Are Budget Deficits Sustainable in the Euro Area?," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 5, "Introduction Of The Euro And The Monetary Policy Of The European Central Bank".
  6. Shigeyuki Hamori & Naoko Hamori, 2009, "Yield Spread and Output Growth in the Euro Area," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 6, "Introduction Of The Euro And The Monetary Policy Of The European Central Bank".
  7. Shigeyuki Hamori & Naoko Hamori, 2009, "International Capital Flows and the Feldstein–Horioka Paradox," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 7, "Introduction Of The Euro And The Monetary Policy Of The European Central Bank".
  8. Shigeyuki Hamori & Naoko Hamori, 2009, "Nominal and Real Exchange Rate Fluctuations: Euro, US Dollar, and Japanese Yen," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 8, "Introduction Of The Euro And The Monetary Policy Of The European Central Bank".
  9. Shigeyuki Hamori & Naoko Hamori, 2009, "Euro Area Enlargement," World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd., chapter 9, "Introduction Of The Euro And The Monetary Policy Of The European Central Bank".

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