Access Statistics for Shigeyuki Hamori

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An Empirical Analysis of the Monetary Policy Reaction Function in India 0 2 6 117 1 7 19 260
An empirical analysis of the money demand function in India 0 1 1 221 1 2 5 594
An empirical analysis on the efficiency of the microfinance investment market 0 0 0 35 0 1 2 64
Are government interventions effective in regulating China fs house prices? 0 1 2 46 0 4 20 83
Empirical Analysis of Export Demand Behavior of LDCs: Panel Cointegration Approach 0 1 1 34 0 4 6 102
Empirical Analysis of Import Demand Behavior of Least Developed Countries 0 0 0 50 2 2 2 138
Energy prices and China’s international competitiveness 0 0 1 90 0 0 4 191
Ensemble Learning or Deep Learning? Application to Default Risk Analysis 0 3 10 58 2 7 30 70
Financial Development and Financial Openness Nexus: The Precondition of Banking Competition 0 0 0 0 0 0 5 67
Financial Hazard Map: Financial Vulnerability Predicted by a Random Forests Classification Model 0 0 0 0 3 6 15 21
Financial Permeation and Economic Growth: Evidence from Sub-Saharan Africa 1 1 3 28 1 1 11 88
Financial permeation as a role of microfinance: has microfinance actually been helpful to the poor? 0 0 2 222 1 1 5 211
Forecasting the Vulnerability of Industrial Economic Activities: Predicting the Bankruptcy of Companies 0 0 0 0 0 5 15 36
Formal Employment, Informal Employment and Income Differentials in Urban China 0 1 3 168 3 20 59 1,249
Globalization, Financial Depth, and Inequality in Sub-Saharan Africa 1 2 3 119 3 9 19 356
House Prices and Stock Prices: Evidence from a Dynamic Heterogeneous Panel in China 0 1 5 69 2 6 23 127
How has financial deepening affected poverty reduction in India?: empirical analysis using state-level panel data 0 0 6 49 1 2 18 114
Inflation targeting in Korea, Indonesia, Thailand, and the Philippines: the impact on business cycle synchronization between each country and the world 0 0 6 131 2 3 19 416
Market efficiency of commodity futures in India 0 0 2 126 0 2 10 431
Microfinance and Inequality 0 1 11 289 0 4 19 530
Saving-Investment Relationship and Capital Mobility:Evidence from Chinese Provincial Data, 1980—2007 0 0 0 56 0 0 0 103
Small sample properties of CIPS panel unit root test under conditional and unconditional heteroscedasticity 0 0 0 36 0 0 3 120
The determinants of a simultaneous crash in gold and stock markets: An ordered logit approach 0 0 0 0 0 3 12 44
The interdependence of Taiwanese and Japanese stock prices 1 1 1 25 1 2 5 105
The size of the underground economy in Japan 1 1 4 87 2 4 18 280
The sustainability of trade balances in Sub-Saharan Africa: panel cointegration tests with cross-section dependence 0 0 1 36 0 1 5 98
What Explains Real and Nominal Exchange Rate Fluctuations? Evidence from SVAR Analysis for India 0 1 1 72 0 1 2 243
Total Working Papers 4 17 69 2,164 25 97 351 6,141


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Sustainable Metropolis: Perspectives of Population, Productivity and Parity 0 0 0 0 1 3 15 15
A dynamic conditional correlation analysis of European stock markets from the perspective of the Greek sovereign debt crisis 0 2 5 257 0 4 9 804
A new approach to analysing comovement in European equity markets 0 0 1 15 0 0 2 49
A numerical analysis of the monetary aspects of the Japanese economy: the cash-in-advance approach 0 0 0 17 0 0 0 82
A simple method to test the Fisher effect 0 0 0 58 0 1 2 186
A theory of quality signaling in the marriage market 0 0 2 93 0 0 5 358
AN EMPIRICAL ANALYSIS OF MARITAL STATUS IN JAPAN 0 0 0 0 5 5 5 5
Alternative characterization of the volatility in the growth rate of real GDP 0 1 1 44 0 2 3 188
An Empirical Analysis about Population, Technological Progress, and Economic Growth in Taiwan 1 1 2 20 2 2 5 64
An Empirical Analysis of Chinese Rural Labour Migration Using a Multinomial Logit Model 0 0 6 298 1 2 12 654
An Empirical Analysis of FDI Competitiveness in Sub-Saharan Africa and Developing Countries 0 2 2 27 0 5 10 66
An Empirical Analysis of the Efficiency of the Osaka Rice Market During Japan's Tokugawa Era 0 0 2 5 1 2 14 35
An Empirical Analysis of the Money Demand Function in India 2 4 8 208 4 23 55 697
An asymmetric DCC analysis of correlations among bank CDS indices 0 0 0 23 0 0 0 95
An asymmetric dynamic conditional correlation analysis of linkages of European financial institutions during the Greek sovereign debt crisis 0 0 0 6 0 0 3 43
An empirical analysis of economic fluctuations in Japan: 1885-1940 0 0 0 28 0 0 0 116
An empirical analysis of real exchange rate movements in the euro 0 0 1 25 0 0 2 80
An empirical analysis of the relationship between economic development and population growth in China 0 2 5 46 4 9 26 149
An empirical analysis on the efficiency of the microfinance investment market 0 0 1 22 0 1 3 90
An empirical analysis on the stability of Japan's aggregate import demand function 0 0 1 66 0 1 3 219
Asymmetric correlations in gold and other financial markets 0 0 0 1 0 0 1 5
Asymmetric dynamics in correlations of treasury and swap markets: Evidence from the US market 0 1 1 36 0 1 3 106
Asymmetric dynamics in stock market correlations: Evidence from Japan and Singapore 0 0 1 31 0 4 11 111
Bank Credit and Housing Prices in China: Evidence from a TVP-VAR Model with Stochastic Volatility 0 1 3 3 3 9 17 17
Banking sector resilience to financial spillovers 0 0 1 1 0 1 3 5
Bivariate probit analysis of differences between male and female formal employment in urban China 1 1 2 81 1 1 6 305
Business Cycle Transmission Between Madagascar, Seychelles,and Their Major Economic Partners 0 0 0 0 0 0 2 285
Can We Forecast Daily Oil Futures Prices? Experimental Evidence from Convolutional Neural Networks 0 2 3 3 1 5 8 8
Causality in variance and the type of traders in crude oil futures 0 0 2 68 0 1 3 171
Causality-in-variance and causality-in-mean between the Greek sovereign bond yields and Southern European banking sector equity returns 0 0 0 8 0 1 3 44
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 1 1 3 80 1 1 9 330
Co-movement in the price of risk of aggregate equity markets 0 0 0 25 0 0 2 86
Co-movements among major European exchange rates: A multivariate time-varying asymmetric approach 0 0 3 44 0 0 15 120
Cointegration with Regime Shift between Gold and Financial Variables 0 0 0 5 0 0 0 20
Complexity of financial stress spillovers: Asymmetry and interaction effects of institutional quality and foreign bank ownership 0 1 1 1 4 5 5 5
Component structures of agricultural commodity futures traded on the Tokyo Grain Exchange 0 0 0 42 0 0 1 268
Conditional Dependence between Oil Prices and Exchange Rates in BRICS Countries: An Application of the Copula-GARCH Model 0 0 0 0 3 3 3 3
Consumption growth and the intertemporal elasticity of substitution: some evidence from income quintile groups in Japan 0 0 2 40 0 0 2 129
Crowding-out effects of affordable and unaffordable housing in China, 1999-2010 0 0 1 6 1 1 4 47
Crude oil hedging strategy: new evidence from the data of the financial crisis 0 0 0 14 0 0 4 65
Defying the conventional wisdom: US consumers are found to be more risk averse than those of Japan 0 0 0 8 0 0 0 55
Demand for money in the Euro area 0 1 1 61 1 2 6 127
Dependence Structures and Systemic Risk of Government Securities Markets in Central and Eastern Europe: A CoVaR-Copula Approach 0 0 2 4 1 4 21 35
Dependence structure among international stock markets: a GARCH--copula analysis 0 0 6 24 0 2 13 72
Dependence structure between CEEC-3 and German government securities markets 0 0 1 15 0 4 11 68
Dependence structures between Chinese stock markets and the international financial market: Evidence from a wavelet-based quantile regression approach 0 2 6 6 1 4 15 15
Determinants of dependence structures of sovereign credit default swap spreads between G7 and BRICS countries 0 2 5 5 1 7 20 20
Do Chinese employers discriminate against females when hiring employees ? 0 0 1 12 0 1 23 98
Do Workers’ Remittances Promote Access to Finance? Evidence from Asia-Pacific Developing Countries 0 1 1 4 0 1 6 19
Does the crude oil price influence the exchange rates of oil-importing and oil-exporting countries differently? A wavelet coherence analysis 0 1 8 14 2 8 30 53
Dynamic Linkages among Foreign Exchange, Stock, and Commodity Markets in Northeast Asian Countries: Effects from Two Recent Crises 0 0 0 22 0 0 3 84
Dynamic correlation and equicorrelation analysis of global financial turmoil: evidence from emerging East Asian stock markets 0 0 4 58 0 0 8 149
Dynamic linkages among cross-currency swap markets under stress 0 0 0 28 0 1 3 99
Dynamic linkages of stock prices among G7 countries: effects of the American financial crisis 0 0 2 69 0 0 10 207
Dynamic linkages of stock prices between the BRICs and the United States: Effects of the 2008–09 financial crisis 1 3 9 34 2 5 20 126
EU Accession, Financial Integration, and Contagion Effects: Dynamic Correlation Analysis of CEEC-3 Bond Markets 0 0 3 16 0 0 7 61
Economic Openness and Growth in China and India: A Comparative Study 0 0 0 23 0 0 1 94
Economic returns to schooling in urban China: OLS and the instrumental variables approach 0 1 6 191 3 9 27 494
Empirical Analysis of the Money Demand Function in Sub-Saharan Africa 2 2 3 47 2 5 12 143
Empirical analysis of export demand behavior of LDCs: Panel cointegration approach 0 0 0 75 0 0 1 184
Empirical analysis of import demand behavior of least developed countries 0 0 1 51 1 1 3 193
Empirical characteristics of the permanent and transitory components of stock return: analysis in a Markov switching heteroscedasticity framework 0 0 0 44 0 0 1 122
Empirical investigation on the relationship between Japanese and Asian emerging equity markets 0 0 0 38 0 0 0 153
Empirical research on monetary policy, asset prices and inflation: an analysis based on provincial panel data in China 0 1 2 14 0 1 3 42
Ensemble Learning or Deep Learning? Application to Default Risk Analysis 0 1 7 14 4 6 28 46
Estimating the import demand function in the autoregressive distributed lag framework: The case of China 1 3 22 180 1 6 44 386
Exchange Rate Flexibility and the Integration of the Securities Market in East Asia 0 0 1 7 0 0 1 39
Exploring the dynamic interdependence between gold and other financial markets 2 9 18 207 3 15 36 439
FORMAL AND INFORMAL EMPLOYMENT AND INCOME DIFFERENTIALS IN URBAN CHINA 0 0 0 7 0 0 0 32
Financial Access and Economic Growth: Evidence from Sub-Saharan Africa 1 3 12 24 2 39 79 117
Financial Hazard Map: Financial Vulnerability Predicted by a Random Forests Classification Model 0 1 1 1 1 4 23 25
Financial development and financial openness nexus: the precondition of banking competition 0 1 2 7 0 1 3 11
Financial permeation as a role of microfinance: has microfinance actually been a viable financial intermediary for helping the poor? 1 1 2 12 1 1 6 45
Globalization, financial depth, and inequality in Sub-Saharan Africa 2 4 13 263 4 12 40 981
Gold prices and exchange rates: a time-varying copula analysis 0 0 1 26 0 3 8 84
Government consumption and fiscal policy: some evidence from Japan 0 0 1 29 0 0 1 114
Greek sovereign bond index, volatility, and structural breaks 0 0 2 15 1 2 10 57
Habit formation and durability and consumption: some evidence from income quintile groups in Japan 0 0 0 35 0 0 0 89
Health-care expenditure, GDP and share of the elderly in Japan: a panel cointegration analysis 0 0 0 12 0 0 1 56
Hot Money and Business Cycle Volatility: Evidence from Selected ASEAN Countries 0 0 0 3 0 0 2 13
How has financial deepening affected poverty reduction in India? Empirical analysis using state-level panel data 0 0 0 48 2 6 14 216
Impact of subsidy policies on diffusion of photovoltaic power generation 0 0 1 44 0 0 2 143
Import Demand Function: Some Evidence from Madagascar and Mauritius 0 0 0 0 0 1 2 476
Information Costs, Learning Process and the Effectiveness of Monetary Policy 0 0 0 0 0 0 0 57
Information Flow between Price Change and Trading Volume in Gold Futures Contracts 0 0 1 26 0 1 5 125
Information content of commodity futures prices for monetary policy 0 0 1 92 2 2 7 198
Informational roles of commodity prices for monetary policy: evidence from the Euro area 0 0 1 52 1 1 5 133
Interdependence between oil and East Asian stock markets: Evidence from wavelet coherence analysis 0 1 3 9 4 6 14 26
Interdependence between the bond markets of CEEC-3 and Germany: A wavelet coherence analysis 0 0 0 11 0 0 4 46
Interdependence of foreign exchange markets: A wavelet coherence analysis 0 0 1 14 2 2 7 75
International Capital Flows and the Frankel-Dooley-Mathieson Puzzle 0 0 0 5 0 2 5 55
International term structure of interest rates in the Euro area 0 0 0 31 0 0 0 87
International transmission of stock prices among G7 countries: LA-VAR approach 0 0 0 56 0 0 1 150
Linkages among agricultural commodity futures prices: some further evidence from Tokyo 0 0 0 72 0 0 0 187
MODELING THE DYNAMICS OF INTERNATIONAL AGRICULTURAL COMMODITY PRICES: A COMPARISON OF GARCH AND STOCHASTIC VOLATILITY MODELS 3 5 7 7 3 8 23 23
Macroeconomic impacts of oil prices and underlying financial shocks 0 2 4 56 1 4 10 179
Market efficiency among futures with different maturities: Evidence from the crude oil futures market 0 0 0 3 0 0 3 16
Market efficiency of commodity futures in India 0 0 0 11 0 1 3 58
Measuring the Time-Frequency Dynamics of Return and Volatility Connectedness in Global Crude Oil Markets 1 3 11 11 1 9 32 32
Modeling dependence structures among international stock markets: Evidence from hierarchical Archimedean copulas 0 0 2 12 0 1 11 58
Modeling interest rate volatility: A Realized GARCH approach 0 0 3 46 2 3 13 136
Modeling the Dependence Structure of Share Prices among Three Chinese City Banks 0 2 4 4 0 6 22 22
Money, exchange rates and international business cycle between Japan and the United States 0 0 0 28 0 0 0 223
Nonlinear adjustment between the Eonia and Euribor rates: a two-regime threshold cointegration analysis 1 1 2 19 3 3 10 77
On cross-currency transmissions between US dollar and euro LIBOR-OIS spreads 0 0 0 21 1 1 3 141
On least-squares bias in the AR(p) models: Bias correction using the bootstrap methods 0 0 0 12 0 0 0 46
On the Influence of Oil Price Shocks on Economic Activity, Inflation, and Exchange Rates 0 1 3 15 0 4 7 38
On the Sustainability of Budget Deficits in the Euro Area 0 0 0 79 0 0 3 479
On the Time-varying Linkages among the London Interbank Offer Rates for Major European Currencies 0 0 0 2 0 0 1 11
On the structural stability of preference parameters obtained from Japanese financial market data 0 0 0 19 0 0 0 58
Panel cointegration analysis of co-movement between interest rate swap and treasury markets 0 0 0 40 0 0 1 107
Panel cointegration analysis of the Fisher effect: Evidence from the US, the UK, and Japan 0 0 5 144 0 2 16 346
Predicting Currency Crises: A Novel Approach Combining Random Forests and Wavelet Transform 0 4 7 7 1 7 17 17
Price and Wage Setting in Japan: An Empirical Investigation 0 0 0 39 0 1 4 146
Random forests-based early warning system for bank failures 1 2 7 24 1 3 23 70
Real Oil Prices, Real Economic Activity, Real Interest Rates, and the US Dollar: A Cointegration Analysis with Structural Breaks 0 0 0 19 0 0 1 75
Revisiting the Roles of Financial Access and Deepening for Growth and Reducing Inequality 0 0 1 3 0 0 1 9
Risk premiums and conditional covariances in tests of asset pricing models: Some evidence from Japan 0 0 0 11 0 0 0 44
SEASONAL INTEGRATION FOR DAILY DATA 0 0 0 29 0 0 2 106
Saving-Investment Relationship and Capital Mobility: Evidence from Chinese Provincial Data, 1980—2007 0 0 0 32 0 0 1 89
Seasonal cointegration and the money demand function: some evidence from Japan 0 0 0 68 0 0 1 181
Seasonal integration and Japanese aggregate data 0 0 0 7 0 1 2 59
Seasonality and stock returns: some evidence from Japan 1 1 3 46 1 3 5 115
Small sample properties of CIPS panel unit root test under conditional and unconditional heteroskedasticity 0 1 1 59 1 3 12 259
Solution to the Dilemma of the Migrant Labor Shortage and the Rural Labor Surplus in China 0 0 0 92 0 1 3 318
Some International Evidence on the Seasonality of Stock Prices 0 0 0 1 0 0 2 28
Some international evidence on the stability of aggregate import demand function 0 0 0 82 0 0 0 263
Sources of Real and Nominal Exchange Rate Movements for the Euro 0 0 0 15 1 1 10 83
Spillover effect of US monetary policy to ASEAN stock markets: Evidence from Indonesia, Singapore, and Thailand 0 0 2 71 0 0 8 177
Spillovers among CDS indexes in the US financial sector 0 0 0 32 0 1 3 99
Stability of the money demand function in Germany 0 0 0 38 0 0 2 106
Stock Market Integration in China: Evidence from the Asymmetric DCC Model and Copula Approach 0 0 1 12 0 0 4 34
THE DETERMINANTS OF A SIMULTANEOUS CRASH IN GOLD AND STOCK MARKETS: AN ORDERED LOGIT APPROACH 0 1 3 3 0 4 18 18
Test of C-CAPM for Japan: 1980-1988 0 2 4 181 0 2 6 344
Test of the international equity integration of Japan 0 0 0 9 0 1 2 45
Testing causal relationships between wholesale electricity prices and primary energy prices 0 0 2 20 1 1 8 96
Testing cointegration between health care expenditure and GDP in Japan with the presence of a regime shift 0 1 1 10 0 1 1 30
Testing for a unit root in the presence of a variance shift1 0 1 3 37 0 1 5 128
Testing for causality between the gold return and stock market performance: evidence for ‘gold investment in case of emergency’ 0 1 3 74 0 2 9 279
The Interdependence of Taiwanese and Japanese Stock Prices 0 0 0 36 0 0 3 149
The Phillips Curve in the United States and Canada: A GARCHDCC Analysis 0 1 1 45 0 2 3 117
The Sustainability of Trade Balances in China 0 1 7 75 1 5 17 190
The characteristics of the business cycle in Japan 0 0 0 124 0 0 0 854
The conditional dependence structure of insurance sector credit default swap indices 0 0 0 14 0 1 2 45
The effect of financial deepening on inequality: Some international evidence 1 5 18 71 1 11 40 177
The efficiency of the Chinese stock market and the role of market liberalization 0 1 4 60 0 1 8 131
The information role of commodity prices in formulating monetary policy: some evidence from Japan 0 0 0 13 0 0 3 55
The link between inflation and inflation uncertainty: Evidence from G7 countries 0 0 0 40 0 1 5 170
The size of the underground economy in Japan 1 2 3 150 3 9 22 629
The sustainability of trade accounts of the G-7 countries 0 0 1 14 0 0 2 56
The sustainability of trade balances in sub-Saharan Africa: panel cointegration tests with cross-section dependence 0 0 0 20 0 0 2 90
The transmission mechanism of business cycles among Germany, Japan, the UK and the USA 0 0 0 49 0 0 0 181
This paper investigates whether the hot IPO effect persists post-IPO in China’s Growth Enterprise Market 1 1 1 24 1 1 3 129
Time-varying co-movements and volatility spillovers among financial sector CDS indexes in the UK 0 1 1 21 0 3 7 58
Time-varying price shock transmission and volatility spillover in foreign exchange, bond, equity, and commodity markets: Evidence from the United States 1 2 2 9 1 2 11 42
Trade Balances and the Terms of Trade in G-7 Countries: Penal Cointegration Approach 0 0 0 127 2 2 4 363
Transmission of stock prices amongst European countries before and during the Greek sovereign debt crisis 0 0 0 66 0 0 2 150
Volatility and Causality in Strategic Commodities: Characteristics, Myth and Evidence 0 1 2 2 0 3 6 7
Volatility and mean spillovers between sovereign and banking sector CDS markets: a note on the European sovereign debt crisis 0 0 2 79 0 0 4 199
Volatility of real GDP: some evidence from the United States, the United Kingdom and Japan 0 0 0 77 0 1 1 263
Volatility transmission between Japan, UK and USA in daily stock returns 0 0 0 73 0 2 4 228
Volatility transmission of swap spreads among the US, Japan and the UK: a cross-correlation function approach 0 1 1 22 0 1 1 63
What Explains Real and Nominal Exchange Rate Fluctuations?: Evidence from SVAR Analysis for India 0 1 3 128 0 3 8 399
What determines the long-term correlation between oil prices and exchange rates? 0 1 11 12 4 11 43 51
Total Journal Articles 26 103 347 6,813 104 392 1,377 23,410


Book File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Financial Inclusion, Remittance Inflows, and Poverty Reduction in Developing Countries:Evidence from Empirical Analyses 1 1 1 1 2 2 2 2
International Competitiveness in Africa 0 0 0 0 0 0 2 4
Introduction of the Euro and the Monetary Policy of the European Central Bank 0 0 1 4 0 1 5 17
Rural Labor Migration, Discrimination, and the New Dual Labor Market in China 0 0 0 0 1 2 3 4
Total Books 1 1 2 5 3 5 12 27


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Business Cycle Volatility and Hot Money in Emerging East Asian Markets 1 1 1 2 1 1 2 13
Dynamic Impacts of Remittances on Economic Growth in Asia: Evidence from the Dynamic Heterogeneous Panel 0 0 1 7 0 0 5 25
Effects of Remittances on Poverty Reduction in Asia 0 0 1 7 1 1 3 26
Financial Inclusion and Economic Growth: Is Banking Breadth Important for Economic Growth? 0 0 0 0 0 0 0 0
Financial Inclusion and Poverty Reduction: Has Microfinance Been Helpful to Poor People? 0 0 0 0 1 1 1 1
Financial Inclusion, Remittance Inflows, and Poverty Reduction: Complements or Substitutes? 0 0 0 0 1 1 1 1
GLOBALIZATION AND ECONOMIC GROWTH IN EAST ASIA 0 0 0 2 0 0 3 23
INFLATION TARGETING IN SOUTH KOREA, INDONESIA, THE PHILIPPINES AND THAILAND: THE IMPACT ON BUSINESS CYCLE SYNCHRONIZATION BETWEEN EACH COUNTRY AND THE WORLD 0 0 0 2 0 0 1 12
Linkages among East Asian Stock Markets, US Financial Markets Stress, and Gold 0 0 0 1 0 0 2 12
Remittance Inflows and Economic Growth: Clarifying Conflicting Results in the Literature 0 0 0 0 0 0 0 0
Remittance Inflows and Financial Inclusion: Do Workers’ Remittances Promote Access to Finance? 0 0 0 0 0 0 0 0
Remittance Inflows and Poverty Reduction: How Economic Development Affects Remittances’ Effect on Poverty Reduction 0 0 0 0 0 0 0 0
Total Chapters 1 1 3 21 4 4 18 113


Statistics updated 2019-07-03