Details about Shigeyuki Hamori

Access statistics for papers by Shigeyuki Hamori.

Last updated 2017-08-20. Update your information in the RePEc Author Service.

Short-id: pha320

Working Papers

2016

1. The determinants of a simultaneous crash in gold and stock markets: An ordered logit approach
   Discussion Papers, Graduate School of Economics, Kobe University

2015

2. Financial Development and Financial Openness Nexus: The Precondition of Banking Competition
   Discussion Papers, Graduate School of Economics, Kobe University
   See also Journal Article in Applied Economics (2016)

2014

3. Are government interventions effective in regulating China fs house prices?
   Discussion Papers, Graduate School of Economics, Kobe University
4. House Prices and Stock Prices: Evidence from a Dynamic Heterogeneous Panel in China
   Discussion Papers, Graduate School of Economics, Kobe University View citations (1)

2013

5. Financial Permeation and Economic Growth: Evidence from Sub-Saharan Africa
   MPRA Paper, University Library of Munich, Germany

2012

6. 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) View citations (2)
7. Market efficiency of commodity futures in India
   IDE Discussion Papers, Institute of Developing Economies, Japan External Trade Organization(JETRO)
   See also Journal Article in Applied Economics Letters (2014)

2011

8. 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) View citations (1)

2010

9. An empirical analysis on the efficiency of the microfinance investment market
   IDE Discussion Papers, Institute of Developing Economies, Japan External Trade Organization(JETRO)
   See also Journal Article in Economics Bulletin (2011)
10. 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) View citations (2)
    See also Journal Article in Applied Financial Economics (2012)
11. Small sample properties of CIPS panel unit root test under conditional and unconditional heteroscedasticity
    MPRA Paper, University Library of Munich, Germany View citations (2)
    See also Journal Article in Economics Bulletin (2012)
12. The interdependence of Taiwanese and Japanese stock prices
    MPRA Paper, University Library of Munich, Germany
    See also Journal Article in Economics Bulletin (2010)
13. The size of the underground economy in Japan
    MPRA Paper, University Library of Munich, Germany View citations (1)
    See also Journal Article in Economics Bulletin (2010)
14. The sustainability of trade balances in Sub-Saharan Africa: panel cointegration tests with cross-section dependence
    MPRA Paper, University Library of Munich, Germany
    See also Journal Article in Applied Economics Letters (2012)

2009

15. An Empirical Analysis of the Monetary Policy Reaction Function in India
    IDE Discussion Papers, Institute of Developing Economies, Japan External Trade Organization(JETRO) View citations (2)
16. Empirical Analysis of Export Demand Behavior of LDCs: Panel Cointegration Approach
    MPRA Paper, University Library of Munich, Germany View citations (4)
    See also Journal Article in Economics Bulletin (2009)
17. Empirical Analysis of Import Demand Behavior of Least Developed Countries
    MPRA Paper, University Library of Munich, Germany View citations (4)
    See also Journal Article in Economics Bulletin (2009)
18. Energy prices and China’s international competitiveness
    MPRA Paper, University Library of Munich, Germany View citations (3)
19. Formal Employment, Informal Employment and Income Differentials in Urban China
    MPRA Paper, University Library of Munich, Germany
20. Globalization, Financial Depth, and Inequality in Sub-Saharan Africa
    Discussion Papers, Graduate School of Economics, Kobe University View citations (42)
    See also Journal Article in Economics Bulletin (2009)
21. Microfinance and Inequality
    MPRA Paper, University Library of Munich, Germany View citations (5)
22. Saving-Investment Relationship and Capital Mobility:Evidence from Chinese Provincial Data, 1980—2007
    MPRA Paper, University Library of Munich, Germany View citations (1)
    See also Journal Article in Economics Bulletin (2009)
23. 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) View citations (3)
    See also Journal Article in Economics Bulletin (2009)

2008

24. An empirical analysis of the money demand function in India
    IDE Discussion Papers, Institute of Developing Economies, Japan External Trade Organization(JETRO) View citations (12)
    See also Journal Article in Economics Bulletin (2009)

Journal Articles

2017

1. 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, 2017, 49, (C), 536-547
2. Interdependence between oil and East Asian stock markets: Evidence from wavelet coherence analysis
   Journal of International Financial Markets, Institutions and Money, 2017, 48, (C), 206-223 View citations (2)
3. Stock Market Integration in China: Evidence from the Asymmetric DCC Model and Copula Approach
   Applied Economics and Finance, 2017, 4, (2), 1-10

2016

4. Do Workers’ Remittances Promote Access to Finance? Evidence from Asia-Pacific Developing Countries
   Emerging Markets Finance and Trade, 2016, 52, (3), 765-774
5. Dynamic correlation and equicorrelation analysis of global financial turmoil: evidence from emerging East Asian stock markets
   Applied Economics, 2016, 48, (40), 3789-3803 View citations (1)
6. Financial Access and Economic Growth: Evidence from Sub-Saharan Africa
   Emerging Markets Finance and Trade, 2016, 52, (3), 743-753
7. Financial development and financial openness nexus: the precondition of banking competition
   Applied Economics, 2016, 48, (12), 1130-1139
   See also Working Paper (2015)
8. Hot Money and Business Cycle Volatility: Evidence from Selected ASEAN Countries
   Emerging Markets Finance and Trade, 2016, 52, (2), 351-363 View citations (1)
9. Interdependence of foreign exchange markets: A wavelet coherence analysis
   Economic Modelling, 2016, 55, (C), 6-14 View citations (2)
10. Random forests-based early warning system for bank failures
    Economics Letters, 2016, 148, (C), 118-121
11. Revisiting the Roles of Financial Access and Deepening for Growth and Reducing Inequality
    Emerging Markets Finance and Trade, 2016, 52, (3), 722-723
12. Testing cointegration between health care expenditure and GDP in Japan with the presence of a regime shift
    Applied Economics Letters, 2016, 23, (2), 151-155
13. Time-varying co-movements and volatility spillovers among financial sector CDS indexes in the UK
    Research in International Business and Finance, 2016, 36, (C), 288-296 View citations (3)
14. 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, 2016, 38, (C), 163-171 View citations (2)

2015

15. Health-care expenditure, GDP and share of the elderly in Japan: a panel cointegration analysis
    Applied Economics Letters, 2015, 22, (9), 725-729 View citations (1)
16. Interdependence between the bond markets of CEEC-3 and Germany: A wavelet coherence analysis
    The North American Journal of Economics and Finance, 2015, 32, (C), 124-138 View citations (2)
17. Modeling dependence structures among international stock markets: Evidence from hierarchical Archimedean copulas
    Economic Modelling, 2015, 51, (C), 308-314 View citations (5)
18. Modeling interest rate volatility: A Realized GARCH approach
    Journal of Banking & Finance, 2015, 61, (C), 158-171 View citations (2)
19. This paper investigates whether the hot IPO effect persists post-IPO in China’s Growth Enterprise Market
    Journal of Reviews on Global Economics, 2015, 4, 43-50

2014

20. 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, 2014, 38, (4), 627-642 View citations (2)
21. Co-movements among major European exchange rates: A multivariate time-varying asymmetric approach
    International Review of Economics & Finance, 2014, 31, (C), 105-113 View citations (14)
22. Cointegration with Regime Shift between Gold and Financial Variables
    International Journal of Financial Research, 2014, 5, (4), 90-97
23. Crowding-out effects of affordable and unaffordable housing in China, 1999-2010
    Applied Economics, 2014, 46, (35), 4318-4333 View citations (1)
24. Dependence structure between CEEC-3 and German government securities markets
    Journal of International Financial Markets, Institutions and Money, 2014, 29, (C), 109-125 View citations (4)
25. Empirical research on monetary policy, asset prices and inflation: an analysis based on provincial panel data in China
    Applied Economics, 2014, 46, (34), 4190-4204
26. Exchange Rate Flexibility and the Integration of the Securities Market in East Asia
    Journal of Reviews on Global Economics, 2014, 3, 293-309
27. Gold prices and exchange rates: a time-varying copula analysis
    Applied Financial Economics, 2014, 24, (1), 41-50 View citations (4)
28. Greek sovereign bond index, volatility, and structural breaks
    Journal of Economics and Finance, 2014, 38, (4), 687-697 View citations (6)
29. Macroeconomic impacts of oil prices and underlying financial shocks
    Journal of International Financial Markets, Institutions and Money, 2014, 29, (C), 1-12 View citations (12)
30. Market efficiency of commodity futures in India
    Applied Economics Letters, 2014, 21, (8), 522-527 View citations (1)
    See also Working Paper (2012)
31. Nonlinear adjustment between the Eonia and Euribor rates: a two-regime threshold cointegration analysis
    Applied Financial Economics, 2014, 24, (2), 139-143 View citations (1)
32. On cross-currency transmissions between US dollar and euro LIBOR-OIS spreads
    Research in International Business and Finance, 2014, 30, (C), 83-90 View citations (2)
33. Spillover effect of US monetary policy to ASEAN stock markets: Evidence from Indonesia, Singapore, and Thailand
    Pacific-Basin Finance Journal, 2014, 26, (C), 145-155 View citations (3)
34. Spillovers among CDS indexes in the US financial sector
    The North American Journal of Economics and Finance, 2014, 27, (C), 104-113 View citations (6)
35. The Phillips Curve in the United States and Canada: A GARCHDCC Analysis
    Journal of Reviews on Global Economics, 2014, 3, 1-6
36. The conditional dependence structure of insurance sector credit default swap indices
    The North American Journal of Economics and Finance, 2014, 30, (C), 122-132 View citations (1)

2013

37. An asymmetric DCC analysis of correlations among bank CDS indices
    Applied Financial Economics, 2013, 23, (6), 475-481
38. An asymmetric dynamic conditional correlation analysis of linkages of European financial institutions during the Greek sovereign debt crisis
    The European Journal of Finance, 2013, 19, (10), 939-950 View citations (7)
39. An empirical analysis of the relationship between economic development and population growth in China
    Applied Economics, 2013, 45, (33), 4651-4661 View citations (11)
40. Asymmetric dynamics in stock market correlations: Evidence from Japan and Singapore
    Journal of Asian Economics, 2013, 24, (C), 117-123 View citations (4)
41. Crude oil hedging strategy: new evidence from the data of the financial crisis
    Applied Financial Economics, 2013, 23, (12), 1033-1041 View citations (2)
42. Dependence structure among international stock markets: a GARCH--copula analysis
    Applied Financial Economics, 2013, 23, (23), 1805-1817 View citations (7)
43. Dynamic Linkages among Foreign Exchange, Stock, and Commodity Markets in Northeast Asian Countries: Effects from Two Recent Crises
    Journal of Reviews on Global Economics, 2013, 2, 278-290
44. Dynamic linkages among cross-currency swap markets under stress
    Applied Economics Letters, 2013, 20, (4), 404-409 View citations (1)
45. EU Accession, Financial Integration, and Contagion Effects: Dynamic Correlation Analysis of CEEC-3 Bond Markets
    Transition Studies Review, 2013, 20, (2), 179-189 View citations (5)
46. FORMAL AND INFORMAL EMPLOYMENT AND INCOME DIFFERENTIALS IN URBAN CHINA
    Journal of International Development, 2013, 25, (7), 987-1004 View citations (3)
47. Financial permeation as a role of microfinance: has microfinance actually been a viable financial intermediary for helping the poor?
    Applied Financial Economics, 2013, 23, (20), 1567-1578 View citations (1)
48. On the Influence of Oil Price Shocks on Economic Activity, Inflation, and Exchange Rates
    International Journal of Financial Research, 2013, 4, (2), 33-41 View citations (1)
49. On the Time-varying Linkages among the London Interbank Offer Rates for Major European Currencies
    International Journal of Financial Research, 2013, 4, (1), 46-53 View citations (2)
50. Testing causal relationships between wholesale electricity prices and primary energy prices
    Energy Policy, 2013, 62, (C), 869-877 View citations (5)
51. Testing for causality between the gold return and stock market performance: evidence for ‘gold investment in case of emergency’
    Applied Financial Economics, 2013, 23, (1), 27-40 View citations (5)
52. Volatility and mean spillovers between sovereign and banking sector CDS markets: a note on the European sovereign debt crisis
    Applied Economics Letters, 2013, 20, (3), 262-266 View citations (12)

2012

53. A dynamic conditional correlation analysis of European stock markets from the perspective of the Greek sovereign debt crisis
    Economics Bulletin, 2012, 32, (1), 437-448 View citations (10)
54. Asymmetric dynamics in correlations of treasury and swap markets: Evidence from the US market
    Journal of International Financial Markets, Institutions and Money, 2012, 22, (2), 381-394 View citations (4)
55. Dynamic linkages of stock prices between the BRICs and the United States: Effects of the 2008–09 financial crisis
    Journal of Asian Economics, 2012, 23, (4), 344-352 View citations (16)
56. Economic Openness and Growth in China and India: A Comparative Study
    Journal of Reviews on Global Economics, 2012, 1, 139-149
57. Exploring the dynamic interdependence between gold and other financial markets
    Economics Bulletin, 2012, 32, (1), 37-50 View citations (8)
58. How has financial deepening affected poverty reduction in India? Empirical analysis using state-level panel data
    Applied Financial Economics, 2012, 22, (5), 395-408 View citations (11)
    See also Working Paper (2010)
59. Informational roles of commodity prices for monetary policy: evidence from the Euro area
    Economics Bulletin, 2012, 32, (2), 1282-1290 View citations (1)
60. Panel cointegration analysis of co-movement between interest rate swap and treasury markets
    Applied Economics Letters, 2012, 19, (15), 1483-1486
61. 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, 2012, 1, 41-46 View citations (1)
62. Small sample properties of CIPS panel unit root test under conditional and unconditional heteroskedasticity
    Economics Bulletin, 2012, 32, (3), 2353-2365
    See also Working Paper (2010)
63. The effect of financial deepening on inequality: Some international evidence
    Journal of Asian Economics, 2012, 23, (4), 353-359 View citations (10)
64. The sustainability of trade balances in sub-Saharan Africa: panel cointegration tests with cross-section dependence
    Applied Economics Letters, 2012, 19, (2), 161-165 View citations (3)
    See also Working Paper (2010)
65. Volatility transmission of swap spreads among the US, Japan and the UK: a cross-correlation function approach
    Applied Financial Economics, 2012, 22, (11), 849-862 View citations (1)

2011

66. An empirical analysis of real exchange rate movements in the euro
    Applied Economics, 2011, 43, (10), 1187-1191 View citations (2)
67. An empirical analysis on the efficiency of the microfinance investment market
    Economics Bulletin, 2011, 31, (3), 2725-2735
    See also Working Paper (2010)
68. Estimating the import demand function in the autoregressive distributed lag framework: The case of China
    Economics Bulletin, 2011, 31, (2), 1576-1591 View citations (10)
69. Impact of subsidy policies on diffusion of photovoltaic power generation
    Energy Policy, 2011, 39, (4), 1958-1964 View citations (20)
70. Market efficiency among futures with different maturities: Evidence from the crude oil futures market
    Journal of Futures Markets, 2011, 31, (5), 487-501 View citations (2)
71. Panel cointegration analysis of the Fisher effect: Evidence from the US, the UK, and Japan
    Economics Bulletin, 2011, 31, (3), 2674-2682 View citations (3)
72. The Sustainability of Trade Balances in China
    Economics Bulletin, 2011, 31, (3), 2090-2097
73. Transmission of stock prices amongst European countries before and during the Greek sovereign debt crisis
    Economics Bulletin, 2011, 31, (4), 3339-3353 View citations (2)

2010

74. Bivariate probit analysis of differences between male and female formal employment in urban China
    Journal of Asian Economics, 2010, 21, (5), 494-501
75. 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, 2010, 38, (5), 2470-2476 View citations (24)
76. Dynamic linkages of stock prices among G7 countries: effects of the American financial crisis
    Economics Bulletin, 2010, 30, (4), 2656-2667
77. The Interdependence of Taiwanese and Japanese Stock Prices
    Economics Bulletin, 2010, 30, (1), 879-892
    See also Working Paper (2010)
78. The efficiency of the Chinese stock market and the role of market liberalization
    Economics Bulletin, 2010, 30, (3), 2524-2532
79. The size of the underground economy in Japan
    Economics Bulletin, 2010, 30, (1), 893-902 View citations (1)
    See also Working Paper (2010)

2009

80. An Empirical Analysis of Chinese Rural Labour Migration Using a Multinomial Logit Model
    Applied Econometrics and International Development, 2009, 9, (1)
81. An Empirical Analysis of the Money Demand Function in India
    Economics Bulletin, 2009, 29, (2), 1224-1245 View citations (4)
    See also Working Paper (2008)
82. Business Cycle Transmission Between Madagascar, Seychelles,and Their Major Economic Partners
    The IUP Journal of Applied Economics, 2009, VIII, (1), 7-19
83. Economic returns to schooling in urban China: OLS and the instrumental variables approach
    China Economic Review, 2009, 20, (2), 143-152 View citations (29)
84. Empirical analysis of export demand behavior of LDCs: Panel cointegration approach
    Economics Bulletin, 2009, 29, (3), 1990-1999 View citations (1)
    See also Working Paper (2009)
85. Empirical analysis of import demand behavior of least developed countries
    Economics Bulletin, 2009, 29, (2), 1443-1458 View citations (2)
    See also Working Paper (2009)
86. Globalization, financial depth, and inequality in Sub-Saharan Africa
    Economics Bulletin, 2009, 29, (3), 2025-2037 View citations (35)
    See also Working Paper (2009)
87. International term structure of interest rates in the Euro area
    Applied Economics Letters, 2009, 16, (11), 1113-1116
88. On the Sustainability of Budget Deficits in the Euro Area
    Economics Bulletin, 2009, 29, (1), 56-66
89. Price and Wage Setting in Japan: An Empirical Investigation
    Economics Bulletin, 2009, 29, (1), 38-50
90. Saving-Investment Relationship and Capital Mobility: Evidence from Chinese Provincial Data, 1980—2007
    Economics Bulletin, 2009, 29, (3), 1981-1989 View citations (1)
    See also Working Paper (2009)
91. Solution to the Dilemma of the Migrant Labor Shortage and the Rural Labor Surplus in China
    China & World Economy, 2009, 17, (4), 53-71 View citations (5)
92. The sustainability of trade accounts of the G-7 countries
    Applied Economics Letters, 2009, 16, (17), 1691-1694 View citations (7)
93. Volatility transmission between Japan, UK and USA in daily stock returns
    Empirical Economics, 2009, 36, (1), 27-54 View citations (11)
94. What Explains Real and Nominal Exchange Rate Fluctuations?: Evidence from SVAR Analysis for India
    Economics Bulletin, 2009, 29, (4), 2803-2815 View citations (4)
    See also Working Paper (2009)

2008

95. A new approach to analysing comovement in European equity markets
    Studies in Economics and Finance, 2008, 25, (1), 4-20
96. Demand for money in the Euro area
    Economic Systems, 2008, 32, (3), 274-284 View citations (14)
97. Do Chinese employers discriminate against females when hiring employees ?
    Economics Bulletin, 2008, 10, (14), 1-17 View citations (1)
98. Empirical Analysis of the Money Demand Function in Sub-Saharan Africa
    Economics Bulletin, 2008, 15, (4), 1-15 View citations (13)
99. Information content of commodity futures prices for monetary policy
    Economic Modelling, 2008, 25, (2), 274-283 View citations (17)
100. Trade Balances and the Terms of Trade in G-7 Countries: Penal Cointegration Approach
     Applied Econometrics and International Development, 2008, 8, (2), 13-22 View citations (6)

2007

101. An Empirical Analysis about Population, Technological Progress, and Economic Growth in Taiwan
     Economics Bulletin, 2007, 15, (23), 1-13 View citations (1)
102. Co-movement in the price of risk of aggregate equity markets
     Economic Systems, 2007, 31, (3), 256-271 View citations (1)
103. International Capital Flows and the Frankel-Dooley-Mathieson Puzzle
     Economics Bulletin, 2007, 15, (19), 1-12 View citations (1)
104. Sources of Real and Nominal Exchange Rate Movements for the Euro
     Economics Bulletin, 2007, 6, (32), 1-10 View citations (4)
105. The information role of commodity prices in formulating monetary policy: some evidence from Japan
     Economics Bulletin, 2007, 5, (13), 1-7 View citations (3)

2006

106. Component structures of agricultural commodity futures traded on the Tokyo Grain Exchange
     Asia-Pacific Financial Markets, 2006, 13, (1), 1-9 View citations (1)
107. Empirical investigation on the relationship between Japanese and Asian emerging equity markets
     Applied Financial Economics Letters, 2006, 2, (2), 77-86 View citations (2)
108. Linkages among agricultural commodity futures prices: some further evidence from Tokyo
     Applied Economics Letters, 2006, 13, (8), 535-539 View citations (4)
109. On least-squares bias in the AR(p) models: Bias correction using the bootstrap methods
     Statistical Papers, 2006, 47, (1), 109-124 View citations (3)

2005

110. An Empirical Analysis of FDI Competitiveness in Sub-Saharan Africa and Developing Countries
     Economics Bulletin, 2005, 6, (20), 1-8 View citations (7)
111. Causality in variance and the type of traders in crude oil futures
     Energy Economics, 2005, 27, (3), 527-539 View citations (12)
112. Import Demand Function: Some Evidence from Madagascar and Mauritius
     Journal of African Economies, 2005, 14, (3), 411-434 View citations (9)

2004

113. Empirical characteristics of the permanent and transitory components of stock return: analysis in a Markov switching heteroscedasticity framework
     Economics Letters, 2004, 82, (2), 157-165 View citations (9)
114. Information Flow between Price Change and Trading Volume in Gold Futures Contracts
     International Journal of Business and Economics, 2004, 3, (1), 45-56 View citations (5)
115. The link between inflation and inflation uncertainty: Evidence from G7 countries
     Empirical Economics, 2004, 29, (4), 825-853 View citations (18)

2003

116. Alternative characterization of the volatility in the growth rate of real GDP
     Japan and the World Economy, 2003, 15, (2), 223-231 View citations (21)
117. Some international evidence on the stability of aggregate import demand function
     Applied Economics, 2003, 35, (13), 1497-1504 View citations (4)

2002

118. Some International Evidence on the Seasonality of Stock Prices
     International Journal of Business and Economics, 2002, 1, (1), 79-86 View citations (1)

2001

119. An Empirical Analysis of the Efficiency of the Osaka Rice Market During Japan's Tokugawa Era
     Journal of Futures Markets, 2001, 21, (9), 861-874 View citations (8)
120. An empirical analysis on the stability of Japan's aggregate import demand function
     Japan and the World Economy, 2001, 13, (2), 135-144 View citations (13)
121. SEASONAL INTEGRATION FOR DAILY DATA
     Econometric Reviews, 2001, 20, (2), 187-200 View citations (1)
122. Seasonal cointegration and the money demand function: some evidence from Japan
     Applied Economics Letters, 2001, 8, (5), 305-310 View citations (17)
123. Seasonality and stock returns: some evidence from Japan
     Japan and the World Economy, 2001, 13, (4), 463-481 View citations (1)

2000

124. A theory of quality signaling in the marriage market
     Japan and the World Economy, 2000, 12, (3), 229-242 View citations (3)
125. An empirical analysis of economic fluctuations in Japan: 1885-1940
     Japan and the World Economy, 2000, 12, (1), 11-19 View citations (2)
126. International transmission of stock prices among G7 countries: LA-VAR approach
     Applied Economics Letters, 2000, 7, (9), 613-618 View citations (14)
127. Seasonal integration and Japanese aggregate data
     Applied Economics Letters, 2000, 7, (9), 591-594 View citations (2)
128. The transmission mechanism of business cycles among Germany, Japan, the UK and the USA
     Applied Economics, 2000, 32, (4), 405-410 View citations (5)
129. Volatility of real GDP: some evidence from the United States, the United Kingdom and Japan
     Japan and the World Economy, 2000, 12, (2), 143-152 View citations (13)

1999

130. Government consumption and fiscal policy: some evidence from Japan
     Applied Economics Letters, 1999, 6, (9), 551-555 View citations (9)
131. Habit formation and durability and consumption: some evidence from income quintile groups in Japan
     Applied Economics Letters, 1999, 6, (6), 397-402 View citations (1)
132. Stability of the money demand function in Germany
     Applied Economics Letters, 1999, 6, (5), 329-332 View citations (10)

1998

133. A numerical analysis of the monetary aspects of the Japanese economy: the cash-in-advance approach
     Applied Financial Economics, 1998, 8, (1), 51-59 View citations (2)
134. Defying the conventional wisdom: US consumers are found to be more risk averse than those of Japan
     Economic Modelling, 1998, 15, (2), 217-235 View citations (1)
135. Money, exchange rates and international business cycle between Japan and the United States
     Applied Economics Letters, 1998, 5, (1), 31-35 View citations (2)

1997

136. A simple method to test the Fisher effect
     Applied Economics Letters, 1997, 4, (8), 477-479
137. Risk premiums and conditional covariances in tests of asset pricing models: Some evidence from Japan
     Japan and the World Economy, 1997, 9, (3), 413-430 View citations (2)
138. Testing for a unit root in the presence of a variance shift1
     Economics Letters, 1997, 57, (3), 245-253 View citations (51)
139. The characteristics of the business cycle in Japan
     Applied Economics, 1997, 29, (9), 1105-1113 View citations (4)

1996

140. Consumption growth and the intertemporal elasticity of substitution: some evidence from income quintile groups in Japan
     Applied Economics Letters, 1996, 3, (8), 529-532 View citations (11)

1993

141. Test of the international equity integration of Japan
     Economics Letters, 1993, 42, (1), 71-76 View citations (3)

1992

142. On the structural stability of preference parameters obtained from Japanese financial market data
     Economics Letters, 1992, 40, (4), 459-464 View citations (4)
143. Test of C-CAPM for Japan: 1980-1988
     Economics Letters, 1992, 38, (1), 67-72 View citations (14)

1989

144. Information Costs, Learning Process and the Effectiveness of Monetary Policy
     Scandinavian Journal of Economics, 1989, 91, (3), 535-46 View citations (1)

Books

2009

1. Introduction of the Euro and the Monetary Policy of the European Central Bank
   World Scientific Books, World Scientific Publishing Co. Pte. Ltd. View citations (1)

Edited books

2016

1. Financial Linkages, Remittances, and Resource Dependence in East Asia
   World Scientific Books, World Scientific Publishing Co. Pte. Ltd.

2013

2. Global Linkages and Economic Rebalancing in East Asia
   World Scientific Books, World Scientific Publishing Co. Pte. Ltd.

Chapters

2016

1. Business Cycle Volatility and Hot Money in Emerging East Asian Markets
   Chapter 4 in FINANCIAL LINKAGES, REMITTANCES, AND RESOURCE DEPENDENCE IN EAST ASIA, 2016, pp 59-80
2. Dynamic Impacts of Remittances on Economic Growth in Asia: Evidence from the Dynamic Heterogeneous Panel
   Chapter 5 in FINANCIAL LINKAGES, REMITTANCES, AND RESOURCE DEPENDENCE IN EAST ASIA, 2016, pp 83-100
3. Effects of Remittances on Poverty Reduction in Asia
   Chapter 6 in FINANCIAL LINKAGES, REMITTANCES, AND RESOURCE DEPENDENCE IN EAST ASIA, 2016, pp 101-117
4. Linkages among East Asian Stock Markets, US Financial Markets Stress, and Gold
   Chapter 3 in FINANCIAL LINKAGES, REMITTANCES, AND RESOURCE DEPENDENCE IN EAST ASIA, 2016, pp 31-58

2013

5. GLOBALIZATION AND ECONOMIC GROWTH IN EAST ASIA
   Chapter 6 in Global Linkages and Economic Rebalancing in East Asia, 2013, pp 109-138 View citations (1)
6. INFLATION TARGETING IN SOUTH KOREA, INDONESIA, THE PHILIPPINES AND THAILAND: THE IMPACT ON BUSINESS CYCLE SYNCHRONIZATION BETWEEN EACH COUNTRY AND THE WORLD
   Chapter 5 in Global Linkages and Economic Rebalancing in East Asia, 2013, pp 85-108