Details about Shigeyuki Hamori

Homepage:	https://researchmap.jp/read0034833?lang=en
Workplace:	Faculty of Political Science and Economics, Yamato University, (more information at EDIRC)

Access statistics for papers by Shigeyuki Hamori.

Last updated 2025-06-23. Update your information in the RePEc Author Service.

Short-id: pha320

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Working Papers

2024

1. Is It Possible to Detect the Insolvency of a Company?
   Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University
2. Reality Hits Early Warning System: Based on Unsupervised Isolation Forest Anomaly Detection
   Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University

2023

3. Asymmetry in Higher Moment Spillovers: Evidence from Sustainable and Traditional Investments
   Discussion Papers, Graduate School of Economics, Kobe University
4. The Higher the Better? Hedging and Investment Strategies in Cryptocurrency Markets: Insights from Higher Moment Spillovers
   Discussion Papers, Graduate School of Economics, Kobe University
   See also Journal Article The higher the better? Hedging and investment strategies in cryptocurrency markets: Insights from higher moment spillovers, International Review of Financial Analysis, Elsevier (2024) View citations (4) (2024)

2018

5. Ensemble Learning or Deep Learning? Application to Default Risk Analysis
   Discussion Papers, Graduate School of Economics, Kobe University View citations (16)
   See also Journal Article Ensemble Learning or Deep Learning? Application to Default Risk Analysis, JRFM, MDPI (2018) View citations (17) (2018)

2017

6. Financial Hazard Map: Financial Vulnerability Predicted by a Random Forests Classification Model
   Discussion Papers, Graduate School of Economics, Kobe University View citations (3)
   See also Journal Article Financial Hazard Map: Financial Vulnerability Predicted by a Random Forests Classification Model, Sustainability, MDPI (2018) View citations (7) (2018)
7. Forecasting the Vulnerability of Industrial Economic Activities: Predicting the Bankruptcy of Companies
   Discussion Papers, Graduate School of Economics, Kobe University View citations (2)

2016

8. The determinants of a simultaneous crash in gold and stock markets: An ordered logit approach
   Discussion Papers, Graduate School of Economics, Kobe University View citations (1)
   See also Journal Article 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. (2018) View citations (1) (2018)

2015

9. Financial Development and Financial Openness Nexus: The Precondition of Banking Competition
   Discussion Papers, Graduate School of Economics, Kobe University
   See also Journal Article Financial development and financial openness nexus: the precondition of banking competition, Applied Economics, Taylor & Francis Journals (2016) View citations (7) (2016)

2014

10. Are government interventions effective in regulating China's house prices?
    Discussion Papers, Graduate School of Economics, Kobe University
11. House Prices and Stock Prices: Evidence from a Dynamic Heterogeneous Panel in China
    Discussion Papers, Graduate School of Economics, Kobe University View citations (5)

2013

12. Financial Permeation and Economic Growth: Evidence from Sub-Saharan Africa
    MPRA Paper, University Library of Munich, Germany View citations (6)

2012

13. 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 (8)
14. Market efficiency of commodity futures in India
    IDE Discussion Papers, Institute of Developing Economies, Japan External Trade Organization(JETRO)
    See also Journal Article Market efficiency of commodity futures in India, Applied Economics Letters, Taylor & Francis Journals (2014) View citations (11) (2014)
    Chapter Market Efficiency of Commodity Futures in India, World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd. (2014) View citations (10) (2014)

2011

15. 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

16. 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 An empirical analysis on the efficiency of the microfinance investment market, Economics Bulletin, AccessEcon (2011) (2011)
17. 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 (5)
    See also Journal Article How has financial deepening affected poverty reduction in India? Empirical analysis using state-level panel data, Applied Financial Economics, Taylor & Francis Journals (2012) View citations (30) (2012)
18. Small sample properties of CIPS panel unit root test under conditional and unconditional heteroscedasticity
    MPRA Paper, University Library of Munich, Germany View citations (5)
    See also Journal Article Small sample properties of CIPS panel unit root test under conditional and unconditional heteroskedasticity, Economics Bulletin, AccessEcon (2012) (2012)
19. The interdependence of Taiwanese and Japanese stock prices
    MPRA Paper, University Library of Munich, Germany
    See also Journal Article The Interdependence of Taiwanese and Japanese Stock Prices, Economics Bulletin, AccessEcon (2010) (2010)
20. The size of the underground economy in Japan
    MPRA Paper, University Library of Munich, Germany View citations (1)
    See also Journal Article The size of the underground economy in Japan, Economics Bulletin, AccessEcon (2010) View citations (1) (2010)
21. 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 The sustainability of trade balances in sub-Saharan Africa: panel cointegration tests with cross-section dependence, Applied Economics Letters, Taylor & Francis Journals (2012) View citations (6) (2012)

2009

22. 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 (6)
23. Empirical Analysis of Export Demand Behavior of LDCs: Panel Cointegration Approach
    MPRA Paper, University Library of Munich, Germany View citations (6)
    See also Journal Article Empirical analysis of export demand behavior of LDCs: Panel cointegration approach, Economics Bulletin, AccessEcon (2009) View citations (3) (2009)
24. Empirical Analysis of Import Demand Behavior of Least Developed Countries
    MPRA Paper, University Library of Munich, Germany View citations (5)
    See also Journal Article Empirical analysis of import demand behavior of least developed countries, Economics Bulletin, AccessEcon (2009) View citations (3) (2009)
25. Energy prices and China’s international competitiveness
    MPRA Paper, University Library of Munich, Germany View citations (3)
26. Formal Employment, Informal Employment and Income Differentials in Urban China
    MPRA Paper, University Library of Munich, Germany
27. Globalization, Financial Depth, and Inequality in Sub-Saharan Africa
    Discussion Papers, Graduate School of Economics, Kobe University View citations (75)
    See also Journal Article Globalization, financial depth, and inequality in Sub-Saharan Africa, Economics Bulletin, AccessEcon (2009) View citations (65) (2009)
28. Microfinance and Inequality
    MPRA Paper, University Library of Munich, Germany View citations (11)
29. 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 Saving-Investment Relationship and Capital Mobility: Evidence from Chinese Provincial Data, 1980—2007, Economics Bulletin, AccessEcon (2009) View citations (2) (2009)
30. 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 (5)
    See also Journal Article What Explains Real and Nominal Exchange Rate Fluctuations?: Evidence from SVAR Analysis for India, Economics Bulletin, AccessEcon (2009) View citations (5) (2009)

2008

31. An empirical analysis of the money demand function in India
    IDE Discussion Papers, Institute of Developing Economies, Japan External Trade Organization(JETRO) View citations (19)
    See also Journal Article An Empirical Analysis of the Money Demand Function in India, Economics Bulletin, AccessEcon (2009) View citations (11) (2009)
    Chapter An Empirical Analysis of the Money Demand Function in India, World Scientific Book Chapters, World Scientific Publishing Co. Pte. Ltd. (2014) View citations (1) (2014)

Journal Articles

2025

1. A Multi-Stage Financial Distress Early Warning System: Analyzing Corporate Insolvency with Random Forest
   JRFM, 2025, 18, (4), 1-16
2. Conditional threshold effects of stock market volatility on crude oil market volatility
   Energy Economics, 2025, 143, (C)
3. DIFFERENT MOMENTS CREATE DIFFERENT SPILLOVERS: A STUDY OF COMMODITY MARKETS
   The Singapore Economic Review (SER), 2025, 70, (03), 537-558
4. 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, 2025, 102, (C)
5. TIME-VARYING FREQUENCY CONNECTEDNESS ANALYSIS ACROSS CRUDE OIL, GEOPOLITICAL RISK, ECONOMIC POLICY UNCERTAINTY AND STOCK MARKETS
   The Singapore Economic Review (SER), 2025, 70, (01), 3-71

2024

6. Asymmetric Higher-Moment spillovers between sustainable and traditional investments
   Journal of International Financial Markets, Institutions and Money, 2024, 97, (C)
7. Can NFTs hedge the risk of traditional assets after the COVID-19 pandemic?
   The North American Journal of Economics and Finance, 2024, 72, (C) View citations (2)
8. Changes in subjective mortality expectations and savings during COVID-19: empirical analysis using questionnaire data in Japan
   Applied Economics, 2024, 56, (44), 5225-5237
9. Empirical study about the effect of parental and child longevity on child education under COVID-19
   International Journal of Economic Policy Studies, 2024, 18, (2), 341-356
10. How does venture capital play a role in corporate green innovation? Evidence from China
    International Review of Economics & Finance, 2024, 96, (PB) View citations (1)
11. Quantile Connectedness of Uncertainty Indices, Carbon Emissions, Energy, and Green Assets: Insights from Extreme Market Conditions
    Energies, 2024, 17, (22), 1-24 View citations (1)
12. Quantile time-frequency connectedness analysis between crude oil, gold, financial markets, and macroeconomic indicators: Evidence from the US and EU
    Energy Economics, 2024, 132, (C) View citations (4)
13. The higher the better? Hedging and investment strategies in cryptocurrency markets: Insights from higher moment spillovers
    International Review of Financial Analysis, 2024, 95, (PA) View citations (4)
    See also Working Paper The Higher the Better? Hedging and Investment Strategies in Cryptocurrency Markets: Insights from Higher Moment Spillovers, Discussion Papers (2023) (2023)
14. The response of oil-importing and oil-exporting countries’ macroeconomic aggregates to crude oil price shocks: some international evidence
    Eurasian Economic Review, 2024, 14, (4), 933-980

2023

15. A Multiple Timescales Conditional Causal Analysis on the Carbon-Energy Relationship: Evidence from European and Emerging Markets
    Emerging Markets Finance and Trade, 2023, 59, (8), 2775-2785 View citations (2)
16. Differential Tail Dependence between Crude Oil and Forex Markets in Oil-Importing and Oil-Exporting Countries during Recent Crisis Periods
    Sustainability, 2023, 15, (19), 1-24 View citations (1)
17. Do Large Datasets or Hybrid Integrated Models Outperform Simple Ones in Predicting Commodity Prices and Foreign Exchange Rates?
    JRFM, 2023, 16, (6), 1-25
18. Modeling the global sovereign credit network under climate change
    International Review of Financial Analysis, 2023, 87, (C) View citations (11)
19. Risk spillover from international financial markets and China's macro-economy: A MIDAS-CoVaR-QR model
    International Review of Economics & Finance, 2023, 84, (C), 55-69 View citations (4)
20. 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, 2023, 89, (C) View citations (27)

2022

21. A connectedness analysis among BRICS’s geopolitical risks and the US macroeconomy
    Economic Analysis and Policy, 2022, 76, (C), 182-203 View citations (11)
22. The impact of economic uncertainty caused by COVID-19 on renewable energy stocks
    Empirical Economics, 2022, 62, (4), 1495-1515 View citations (15)
23. 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, 2022, 83, (C) View citations (42)

2021

24. 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, 2021, 56, (C) View citations (9)
25. Crude oil market and stock markets during the COVID-19 pandemic: Evidence from the US, Japan, and Germany
    International Review of Financial Analysis, 2021, 74, (C) View citations (169)
26. 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, 2021, 74, (C) View citations (25)
27. 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, 2021, 82, (C), 145-162 View citations (10)
28. Does Investor Sentiment Affect Clean Energy Stock? Evidence from TVP-VAR-Based Connectedness Approach
    Energies, 2021, 14, (12), 1-21 View citations (10)
29. ESG Disclosures and Stock Price Crash Risk
    JRFM, 2021, 14, (2), 1-20 View citations (19)
30. Is volatility spillover enough for investor decisions? A new viewpoint from higher moments
    Journal of International Money and Finance, 2021, 116, (C) View citations (41)
31. 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, 2021, 14, (5), 1-18 View citations (1)
32. Not all bank systemic risks are alike: Deposit insurance and bank risk revisited
    International Review of Financial Analysis, 2021, 77, (C) View citations (3)
33. On the Predictability of China Macro Indicator with Carbon Emissions Trading
    Energies, 2021, 14, (5), 1-24
34. Systemic risk and economic policy uncertainty: International evidence from the crude oil market
    Economic Analysis and Policy, 2021, 69, (C), 142-158 View citations (19)
35. The role of the carbon market in relation to the cryptocurrency market: Only diversification or more?
    International Review of Financial Analysis, 2021, 77, (C) View citations (31)

2020

36. 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), 2020, 65, (04), 805-836 View citations (2)
37. Can One Reinforce Investments in Renewable Energy Stock Indices with the ESG Index?
    Energies, 2020, 13, (5), 1-19 View citations (12)
38. Co-movements in commodity markets and implications in diversification benefits
    Empirical Economics, 2020, 58, (2), 393-425 View citations (12)
39. Copula-based regression models with data missing at random
    Journal of Multivariate Analysis, 2020, 180, (C) View citations (2)
40. Dependence structures and risk spillover in China’s credit bond market: A copula and CoVaR approach
    Journal of Asian Economics, 2020, 68, (C) View citations (12)
41. Diversification and Desynchronicity: An Organizational Portfolio Perspective on Corporate Risk Reduction
    Risks, 2020, 8, (2), 1-16 View citations (6)
42. Do Machine Learning Techniques and Dynamic Methods Help Forecast US Natural Gas Crises?
    Energies, 2020, 13, (9), 1-22 View citations (3)
43. Does Ensemble Learning Always Lead to Better Forecasts?
    Applied Economics and Finance, 2020, 7, (2), 51-56
44. Dynamic effects of financial spillovers on bank lending: evidence from local projection-based impulse response analysis
    Applied Economics Letters, 2020, 27, (5), 400-405 View citations (2)
45. Empirical Finance
    JRFM, 2020, 13, (1), 1-3 View citations (7)
46. Forecasting Crude Oil Market Crashes Using Machine Learning Technologies
    Energies, 2020, 13, (10), 1-14 View citations (6)
47. Forecasts of Value-at-Risk and Expected Shortfall in the Crude Oil Market: A Wavelet-Based Semiparametric Approach
    Energies, 2020, 13, (14), 1-27 View citations (4)
48. HUMAN CAPITAL AND ENERGY: A DRIVER OR DRAG FOR ECONOMIC GROWTH
    The Singapore Economic Review (SER), 2020, 65, (03), 683-714 View citations (6)
49. How Does the Spillover among Natural Gas, Crude Oil, and Electricity Utility Stocks Change over Time? Evidence from North America and Europe
    Energies, 2020, 13, (3), 1-26 View citations (18)
50. Influence of Fluctuations in Fossil Fuel Commodities on Electricity Markets: Evidence from Spot and Futures Markets in Europe
    Energies, 2020, 13, (8), 1-20 View citations (10)
51. Moving average threshold heterogeneous autoregressive (MAT‐HAR) models
    Journal of Forecasting, 2020, 39, (7), 1035-1042 View citations (5)
52. Multi-Horizon Dependence between Crude Oil and East Asian Stock Markets and Implications in Risk Management
    Energies, 2020, 13, (2), 1-24 View citations (9)
53. Oil, Gas, or Financial Conditions-Which One Has a Stronger Link with Growth?
    The North American Journal of Economics and Finance, 2020, 54, (C) View citations (8)
54. Recent Advancements in Section “Financial Technology and Innovation”
    JRFM, 2020, 13, (12), 1-2
55. Spillover effects between energies, gold, and stock: the United States versus China
    Energy & Environment, 2020, 31, (8), 1416-1447 View citations (19)
56. Spillovers to Renewable Energy Stocks in the US and Europe: Are They Different?
    Energies, 2020, 13, (12), 1-28 View citations (28)
57. The Influence of Quality and Variety of New Imports on Enterprise Innovation: Evidence from China
    Sustainability, 2020, 12, (22), 1-20 View citations (1)
58. The Predictability of the Exchange Rate When Combining Machine Learning and Fundamental Models
    JRFM, 2020, 13, (3), 1-16 View citations (7)
59. The Response of US Macroeconomic Aggregates to Price Shocks in Crude Oil vs. Natural Gas
    Energies, 2020, 13, (10), 1-17 View citations (3)

2019

60. AN EMPIRICAL ANALYSIS OF MARITAL STATUS IN JAPAN
    The Singapore Economic Review (SER), 2019, 64, (03), 773-798 View citations (1)
61. ANALYZING INDUSTRY‐LEVEL VULNERABILITY BY PREDICTING FINANCIAL BANKRUPTCY
    Economic Inquiry, 2019, 57, (4), 2017-2034 View citations (7)
62. Asymmetric technological distance measure based on language model
    Applied Economics Letters, 2019, 26, (18), 1548-1551
63. Calibration estimation of semiparametric copula models with data missing at random
    Journal of Multivariate Analysis, 2019, 173, (C), 85-109 View citations (3)
64. Can We Forecast Daily Oil Futures Prices? Experimental Evidence from Convolutional Neural Networks
    JRFM, 2019, 12, (1), 1-13 View citations (7)
65. Complexity of financial stress spillovers: Asymmetry and interaction effects of institutional quality and foreign bank ownership
    The North American Journal of Economics and Finance, 2019, 48, (C), 567-581 View citations (2)
66. Conditional Dependence between Oil Prices and Exchange Rates in BRICS Countries: An Application of the Copula-GARCH Model
    JRFM, 2019, 12, (2), 1-25 View citations (2)
67. Connectedness Between Natural Gas Price and BRICS Exchange Rates: Evidence from Time and Frequency Domains
    Energies, 2019, 12, (20), 1-28 View citations (5)
68. Determinants of the Long-Term Correlation between Crude Oil and Stock Markets
    Energies, 2019, 12, (21), 1-15 View citations (10)

2018

69. A Sustainable Metropolis: Perspectives of Population, Productivity and Parity
    Sustainability, 2018, 10, (11), 1-17 View citations (2)
70. ARTIFICIAL INTELLIGENCE AND ECONOMIC GROWTH
    Advances in Decision Sciences, 2018, 22, (1), 256-278
71. Bank Credit and Housing Prices in China: Evidence from a TVP-VAR Model with Stochastic Volatility
    JRFM, 2018, 11, (4), 1-16 View citations (5)
72. Dependence Structures and Systemic Risk of Government Securities Markets in Central and Eastern Europe: A CoVaR-Copula Approach
    Sustainability, 2018, 10, (2), 1-23 View citations (8)
73. 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, 2018, 45, (C), 116-137 View citations (19)
74. Determinants of dependence structures of sovereign credit default swap spreads between G7 and BRICS countries
    International Review of Financial Analysis, 2018, 59, (C), 19-34 View citations (27)
75. Ensemble Learning or Deep Learning? Application to Default Risk Analysis
    JRFM, 2018, 11, (1), 1-14 View citations (17)
    See also Working Paper Ensemble Learning or Deep Learning? Application to Default Risk Analysis, Discussion Papers (2018) View citations (16) (2018)
76. Financial Hazard Map: Financial Vulnerability Predicted by a Random Forests Classification Model
    Sustainability, 2018, 10, (5), 1-18 View citations (7)
    See also Working Paper Financial Hazard Map: Financial Vulnerability Predicted by a Random Forests Classification Model, Discussion Papers (2017) View citations (3) (2017)
77. MODELING THE DYNAMICS OF INTERNATIONAL AGRICULTURAL COMMODITY PRICES: A COMPARISON OF GARCH AND STOCHASTIC VOLATILITY MODELS
    Annals of Financial Economics (AFE), 2018, 13, (03), 1-20 View citations (6)
78. Measuring the Time-Frequency Dynamics of Return and Volatility Connectedness in Global Crude Oil Markets
    Energies, 2018, 11, (11), 1-18 View citations (24)
79. Modeling the Dependence Structure of Share Prices among Three Chinese City Banks
    JRFM, 2018, 11, (4), 1-18 View citations (4)
80. Predicting Currency Crises: A Novel Approach Combining Random Forests and Wavelet Transform
    JRFM, 2018, 11, (4), 1-11 View citations (3)
81. THE DETERMINANTS OF A SIMULTANEOUS CRASH IN GOLD AND STOCK MARKETS: AN ORDERED LOGIT APPROACH
    Annals of Financial Economics (AFE), 2018, 13, (01), 1-25 View citations (1)
    See also Working Paper The determinants of a simultaneous crash in gold and stock markets: An ordered logit approach, Discussion Papers (2016) View citations (1) (2016)
82. The long-run relationship between farm size and productivity
    China Agricultural Economic Review, 2018, 11, (2), 373-386 View citations (1)
83. What determines the long-term correlation between oil prices and exchange rates?
    The North American Journal of Economics and Finance, 2018, 44, (C), 140-152 View citations (28)

2017

84. Banking sector resilience to financial spillovers
    Applied Economics Letters, 2017, 24, (6), 422-426 View citations (3)
85. 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 View citations (104)
86. 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 (58)
87. Stock Market Integration in China: Evidence from the Asymmetric DCC Model and Copula Approach
    Applied Economics and Finance, 2017, 4, (2), 1-10 View citations (1)
88. Volatility and Causality in Strategic Commodities: Characteristics, Myth and Evidence
    International Journal of Economics and Finance, 2017, 9, (8), 162-178 View citations (1)

2016

89. Asymmetric correlations in gold and other financial markets
    Applied Economics, 2016, 48, (46), 4419-4425 View citations (6)
90. Do Workers’ Remittances Promote Access to Finance? Evidence from Asia-Pacific Developing Countries
    Emerging Markets Finance and Trade, 2016, 52, (3), 765-774 View citations (8)
91. 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 (11)
92. Financial Access and Economic Growth: Evidence from Sub-Saharan Africa
    Emerging Markets Finance and Trade, 2016, 52, (3), 743-753 View citations (26)
93. Financial development and financial openness nexus: the precondition of banking competition
    Applied Economics, 2016, 48, (12), 1130-1139 View citations (7)
    See also Working Paper Financial Development and Financial Openness Nexus: The Precondition of Banking Competition, Discussion Papers (2015) (2015)
94. Hot Money and Business Cycle Volatility: Evidence from Selected ASEAN Countries
    Emerging Markets Finance and Trade, 2016, 52, (2), 351-363 View citations (5)
95. Interdependence of foreign exchange markets: A wavelet coherence analysis
    Economic Modelling, 2016, 55, (C), 6-14 View citations (44)
96. Random forests-based early warning system for bank failures
    Economics Letters, 2016, 148, (C), 118-121 View citations (50)
97. Revisiting the Roles of Financial Access and Deepening for Growth and Reducing Inequality
    Emerging Markets Finance and Trade, 2016, 52, (3), 722-723
98. 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 View citations (3)
99. 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 (20)
100. 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 (35)

2015

101. 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 (5)
102. 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 (18)
103. Modeling dependence structures among international stock markets: Evidence from hierarchical Archimedean copulas
     Economic Modelling, 2015, 51, (C), 308-314 View citations (27)
104. Modeling interest rate volatility: A Realized GARCH approach
     Journal of Banking & Finance, 2015, 61, (C), 158-171 View citations (22)
105. 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

106. 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 (12)
107. 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 (56)
108. Cointegration with Regime Shift between Gold and Financial Variables
     International Journal of Financial Research, 2014, 5, (4), 90-97 View citations (6)
109. Crowding-out effects of affordable and unaffordable housing in China, 1999-2010
     Applied Economics, 2014, 46, (35), 4318-4333 View citations (5)
110. 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 (13)
111. 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 View citations (1)
112. Exchange Rate Flexibility and the Integration of the Securities Market in East Asia
     Journal of Reviews on Global Economics, 2014, 3, 293-309 View citations (1)
113. Gold prices and exchange rates: a time-varying copula analysis
     Applied Financial Economics, 2014, 24, (1), 41-50 View citations (15)
114. Greek sovereign bond index, volatility, and structural breaks
     Journal of Economics and Finance, 2014, 38, (4), 687-697 View citations (14)
115. Macroeconomic impacts of oil prices and underlying financial shocks
     Journal of International Financial Markets, Institutions and Money, 2014, 29, (C), 1-12 View citations (58)
116. Market efficiency of commodity futures in India
     Applied Economics Letters, 2014, 21, (8), 522-527 View citations (11)
     See also Working Paper Market efficiency of commodity futures in India, IDE Discussion Papers (2012) (2012)
     Chapter Market Efficiency of Commodity Futures in India, World Scientific Book Chapters, 2014, 73-85 (2014) View citations (10) (2014)
117. 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)
118. 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 (4)
119. 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 (12)
120. Spillovers among CDS indexes in the US financial sector
     The North American Journal of Economics and Finance, 2014, 27, (C), 104-113 View citations (10)
121. The Phillips Curve in the United States and Canada: A GARCHDCC Analysis
     Journal of Reviews on Global Economics, 2014, 3, 1-6
122. 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 (10)
123. The effects of oil price shocks on expenditure category CPI
     Applied Economics, 2014, 46, (14), 1652-1664 View citations (9)

2013

124. An asymmetric DCC analysis of correlations among bank CDS indices
     Applied Financial Economics, 2013, 23, (6), 475-481 View citations (1)
125. 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 (24)
126. An empirical analysis of the relationship between economic development and population growth in China
     Applied Economics, 2013, 45, (33), 4651-4661 View citations (28)
127. Asymmetric dynamics in stock market correlations: Evidence from Japan and Singapore
     Journal of Asian Economics, 2013, 24, (C), 117-123 View citations (10)
128. Crude oil hedging strategy: new evidence from the data of the financial crisis
     Applied Financial Economics, 2013, 23, (12), 1033-1041 View citations (15)
129. Dependence structure among international stock markets: a GARCH--copula analysis
     Applied Financial Economics, 2013, 23, (23), 1805-1817 View citations (23)
130. 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
131. Dynamic linkages among cross-currency swap markets under stress
     Applied Economics Letters, 2013, 20, (4), 404-409 View citations (2)
132. 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 (7)
133. FORMAL AND INFORMAL EMPLOYMENT AND INCOME DIFFERENTIALS IN URBAN CHINA
     Journal of International Development, 2013, 25, (7), 987-1004 View citations (11)
134. 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 (9)
135. 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 (7)
136. 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 (3)
137. Testing causal relationships between wholesale electricity prices and primary energy prices
     Energy Policy, 2013, 62, (C), 869-877 View citations (21)
138. 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 (28)
139. The causal relationships between sovereign CDS premiums for Japan and selected EU countries
     Applied Economics Letters, 2013, 20, (8), 742-747 View citations (3)
140. 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 (21)

2012

141. 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 (13)
142. 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 (9)
143. 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 (38)
144. Economic Openness and Growth in China and India: A Comparative Study
     Journal of Reviews on Global Economics, 2012, 1, 139-149
145. Exploring the dynamic interdependence between gold and other financial markets
     Economics Bulletin, 2012, 32, (1), 37-50 View citations (24)
146. 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 (30)
     See also Working Paper How has financial deepening affected poverty reduction in India?: empirical analysis using state-level panel data, IDE Discussion Papers (2010) View citations (5) (2010)
147. Informational roles of commodity prices for monetary policy: evidence from the Euro area
     Economics Bulletin, 2012, 32, (2), 1282-1290 View citations (2)
148. Panel cointegration analysis of co-movement between interest rate swap and treasury markets
     Applied Economics Letters, 2012, 19, (15), 1483-1486 View citations (1)
149. 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)
150. 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 Small sample properties of CIPS panel unit root test under conditional and unconditional heteroscedasticity, MPRA Paper (2010) View citations (5) (2010)
151. Testing for Rational Bubbles in the Commodity Market
     Accounting and Finance Research, 2012, 1, (2), 101 View citations (1)
152. The effect of financial deepening on inequality: Some international evidence
     Journal of Asian Economics, 2012, 23, (4), 353-359 View citations (67)
153. 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 (6)
     See also Working Paper The sustainability of trade balances in Sub-Saharan Africa: panel cointegration tests with cross-section dependence, MPRA Paper (2010) (2010)
154. 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 (2)

2011

155. An empirical analysis of real exchange rate movements in the euro
     Applied Economics, 2011, 43, (10), 1187-1191 View citations (5)
156. An empirical analysis on the efficiency of the microfinance investment market
     Economics Bulletin, 2011, 31, (3), 2725-2735
     See also Working Paper An empirical analysis on the efficiency of the microfinance investment market, IDE Discussion Papers (2010) (2010)
157. Estimating the import demand function in the autoregressive distributed lag framework: The case of China
     Economics Bulletin, 2011, 31, (2), 1576-1591 View citations (15)
158. Impact of subsidy policies on diffusion of photovoltaic power generation
     Energy Policy, 2011, 39, (4), 1958-1964 View citations (53)
159. 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 (11)
160. Panel cointegration analysis of the Fisher effect: Evidence from the US, the UK, and Japan
     Economics Bulletin, 2011, 31, (3), 2674-2682 View citations (9)
161. The Sustainability of Trade Balances in China
     Economics Bulletin, 2011, 31, (3), 2090-2097
162. Transmission of stock prices amongst European countries before and during the Greek sovereign debt crisis
     Economics Bulletin, 2011, 31, (4), 3339-3353 View citations (4)

2010

163. Bivariate probit analysis of differences between male and female formal employment in urban China
     Journal of Asian Economics, 2010, 21, (5), 494-501 View citations (2)
     See also Chapter Bivariate Probit Analysis of the Differences Between Male and Female Formal Employment in Urban China, SpringerBriefs in Economics, 2014, 65-76 (2014) (2014)
164. 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 (50)
165. Dynamic linkages of stock prices among G7 countries: effects of the American financial crisis
     Economics Bulletin, 2010, 30, (4), 2656-2667 View citations (1)
166. The Interdependence of Taiwanese and Japanese Stock Prices
     Economics Bulletin, 2010, 30, (1), 879-892
     See also Working Paper The interdependence of Taiwanese and Japanese stock prices, MPRA Paper (2010) (2010)
167. The efficiency of the Chinese stock market and the role of market liberalization
     Economics Bulletin, 2010, 30, (3), 2524-2532
168. The size of the underground economy in Japan
     Economics Bulletin, 2010, 30, (1), 893-902 View citations (1)
     See also Working Paper The size of the underground economy in Japan, MPRA Paper (2010) View citations (1) (2010)

2009

169. An Empirical Analysis of Chinese Rural Labour Migration Using a Multinomial Logit Model
     Applied Econometrics and International Development, 2009, 9, (1)
170. An Empirical Analysis of the Money Demand Function in India
     Economics Bulletin, 2009, 29, (2), 1224-1245 View citations (11)
     See also Working Paper An empirical analysis of the money demand function in India, IDE Discussion Papers (2008) View citations (19) (2008)
     Chapter An Empirical Analysis of the Money Demand Function in India, World Scientific Book Chapters, 2014, 9-26 (2014) View citations (1) (2014)
171. Economic returns to schooling in urban China: OLS and the instrumental variables approach
     China Economic Review, 2009, 20, (2), 143-152 View citations (46)
172. Empirical analysis of export demand behavior of LDCs: Panel cointegration approach
     Economics Bulletin, 2009, 29, (3), 1990-1999 View citations (3)
     See also Working Paper Empirical Analysis of Export Demand Behavior of LDCs: Panel Cointegration Approach, MPRA Paper (2009) View citations (6) (2009)
173. Empirical analysis of import demand behavior of least developed countries
     Economics Bulletin, 2009, 29, (2), 1443-1458 View citations (3)
     See also Working Paper Empirical Analysis of Import Demand Behavior of Least Developed Countries, MPRA Paper (2009) View citations (5) (2009)
174. Globalization, financial depth, and inequality in Sub-Saharan Africa
     Economics Bulletin, 2009, 29, (3), 2025-2037 View citations (65)
     See also Working Paper Globalization, Financial Depth, and Inequality in Sub-Saharan Africa, Discussion Papers (2009) View citations (75) (2009)
175. International term structure of interest rates in the Euro area
     Applied Economics Letters, 2009, 16, (11), 1113-1116 View citations (1)
176. On the Sustainability of Budget Deficits in the Euro Area
     Economics Bulletin, 2009, 29, (1), 56-66 View citations (1)
177. Price and Wage Setting in Japan: An Empirical Investigation
     Economics Bulletin, 2009, 29, (1), 38-50
178. Saving-Investment Relationship and Capital Mobility: Evidence from Chinese Provincial Data, 1980—2007
     Economics Bulletin, 2009, 29, (3), 1981-1989 View citations (2)
     See also Working Paper Saving-Investment Relationship and Capital Mobility:Evidence from Chinese Provincial Data, 1980—2007, MPRA Paper (2009) View citations (1) (2009)
179. 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 (14)
180. The sustainability of trade accounts of the G-7 countries
     Applied Economics Letters, 2009, 16, (17), 1691-1694 View citations (11)
181. Volatility transmission between Japan, UK and USA in daily stock returns
     Empirical Economics, 2009, 36, (1), 27-54 View citations (16)
182. What Explains Real and Nominal Exchange Rate Fluctuations?: Evidence from SVAR Analysis for India
     Economics Bulletin, 2009, 29, (4), 2803-2815 View citations (5)
     See also Working Paper What Explains Real and Nominal Exchange Rate Fluctuations? Evidence from SVAR Analysis for India, IDE Discussion Papers (2009) View citations (5) (2009)

2008

183. A new approach to analysing comovement in European equity markets
     Studies in Economics and Finance, 2008, 25, (1), 4-20
184. Demand for money in the Euro area
     Economic Systems, 2008, 32, (3), 274-284 View citations (30)
185. Do Chinese employers discriminate against females when hiring employees ?
     Economics Bulletin, 2008, 10, (14), 1-17 View citations (4)
     See also Chapter Do Chinese Employers Discriminate Against Females When Hiring Employees?, SpringerBriefs in Economics, 2014, 39-51 (2014) (2014)
186. Empirical Analysis of the Money Demand Function in Sub-Saharan Africa
     Economics Bulletin, 2008, 15, (4), 1-15 View citations (20)
187. Information content of commodity futures prices for monetary policy
     Economic Modelling, 2008, 25, (2), 274-283 View citations (30)
188. 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 (11)

2007

189. An Empirical Analysis about Population, Technological Progress, and Economic Growth in Taiwan
     Economics Bulletin, 2007, 15, (23), 1-13 View citations (2)
190. Co-movement in the price of risk of aggregate equity markets
     Economic Systems, 2007, 31, (3), 256-271 View citations (1)
191. International Capital Flows and the Frankel-Dooley-Mathieson Puzzle
     Economics Bulletin, 2007, 15, (19), 1-12 View citations (2)
192. Sources of Real and Nominal Exchange Rate Movements for the Euro
     Economics Bulletin, 2007, 6, (32), 1-10 View citations (5)
193. 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

194. Component structures of agricultural commodity futures traded on the Tokyo Grain Exchange
     Asia-Pacific Financial Markets, 2006, 13, (1), 1-9 View citations (2)
195. Linkages among agricultural commodity futures prices: some further evidence from Tokyo
     Applied Economics Letters, 2006, 13, (8), 535-539 View citations (5)
196. On least-squares bias in the AR(p) models: Bias correction using the bootstrap methods
     Statistical Papers, 2006, 47, (1), 109-124 View citations (6)

2005

197. An Empirical Analysis of FDI Competitiveness in Sub-Saharan Africa and Developing Countries
     Economics Bulletin, 2005, 6, (20), 1-8 View citations (13)
198. Causality in variance and the type of traders in crude oil futures
     Energy Economics, 2005, 27, (3), 527-539 View citations (22)
199. Import Demand Function: Some Evidence from Madagascar and Mauritius
     Journal of African Economies, 2005, 14, (3), 411-434 View citations (19)

2004

200. 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 (12)
201. 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 (7)
202. The link between inflation and inflation uncertainty: Evidence from G7 countries
     Empirical Economics, 2004, 29, (4), 825-853 View citations (31)

2003

203. Alternative characterization of the volatility in the growth rate of real GDP
     Japan and the World Economy, 2003, 15, (2), 223-231 View citations (30)
204. Some international evidence on the stability of aggregate import demand function
     Applied Economics, 2003, 35, (13), 1497-1504 View citations (9)

2002

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

2001

206. 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 (14)
207. 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 (17)
208. SEASONAL INTEGRATION FOR DAILY DATA
     Econometric Reviews, 2001, 20, (2), 187-200 View citations (1)
209. Seasonal cointegration and the money demand function: some evidence from Japan
     Applied Economics Letters, 2001, 8, (5), 305-310 View citations (20)
210. Seasonality and stock returns: some evidence from Japan
     Japan and the World Economy, 2001, 13, (4), 463-481 View citations (2)

2000

211. A theory of quality signaling in the marriage market
     Japan and the World Economy, 2000, 12, (3), 229-242 View citations (5)
212. An empirical analysis of economic fluctuations in Japan: 1885-1940
     Japan and the World Economy, 2000, 12, (1), 11-19 View citations (2)
213. International transmission of stock prices among G7 countries: LA-VAR approach
     Applied Economics Letters, 2000, 7, (9), 613-618 View citations (18)
214. Seasonal integration and Japanese aggregate data
     Applied Economics Letters, 2000, 7, (9), 591-594 View citations (2)
215. The transmission mechanism of business cycles among Germany, Japan, the UK and the USA
     Applied Economics, 2000, 32, (4), 405-410 View citations (11)
216. 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 (22)

1999

217. Government consumption and fiscal policy: some evidence from Japan
     Applied Economics Letters, 1999, 6, (9), 551-555 View citations (10)
218. 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)
219. Stability of the money demand function in Germany
     Applied Economics Letters, 1999, 6, (5), 329-332 View citations (12)

1998

220. 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)
221. 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 (2)
222. 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

223. A simple method to test the Fisher effect
     Applied Economics Letters, 1997, 4, (8), 477-479
224. 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)
225. Testing for a unit root in the presence of a variance shift1
     Economics Letters, 1997, 57, (3), 245-253 View citations (66)
226. The characteristics of the business cycle in Japan
     Applied Economics, 1997, 29, (9), 1105-1113 View citations (4)

1996

227. 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 (15)

1993

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

1992

229. On the structural stability of preference parameters obtained from Japanese financial market data
     Economics Letters, 1992, 40, (4), 459-464 View citations (4)
230. Test of C-CAPM for Japan: 1980-1988
     Economics Letters, 1992, 38, (1), 67-72 View citations (19)

Books

2021

1. ESG Investment in the Global Economy
   SpringerBriefs in Economics, Springer View citations (6)

2019

2. Financial Inclusion, Remittance Inflows, and Poverty Reduction in Developing Countries:Evidence from Empirical Analyses
   World Scientific Books, World Scientific Publishing Co. Pte. Ltd.

2014

3. Indian Economy:Empirical Analysis on Monetary and Financial Issues in India
   World Scientific Books, World Scientific Publishing Co. Pte. Ltd.
4. Rural Labor Migration, Discrimination, and the New Dual Labor Market in China
   SpringerBriefs in Economics, Springer View citations (7)

2009

5. Introduction of the Euro and the Monetary Policy of the European Central Bank
   World Scientific Books, World Scientific Publishing Co. Pte. Ltd. View citations (2)

2007

6. International Competitiveness in Africa
   Advanced Studies in Theoretical and Applied Econometrics, Springer 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. View citations (3)

2013

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

Chapters

2021

1. Does ESG Index Have Strong Conditional Correlations with Sustainability Related Stock Indices?
   Springer View citations (4)
2. How Does the Environmental, Social, and Governance Index Impacts the Financial Market and Macro-Economy?
   Springer View citations (1)
3. Measuring Tail Dependencies Between ESG and Renewable Energy Stocks: A Copula Approach
   Springer View citations (3)
4. Which Factors Will Affect the ESG Index in the USA and Europe: Stock, Crude Oil, or Gold?
   Springer View citations (3)

2019

5. Financial Inclusion and Economic Growth: Is Banking Breadth Important for Economic Growth?
   Chapter 1 in Financial Inclusion, Remittance Inflows, and Poverty Reduction in Developing Countries: Evidence from Empirical Analyses, 2019, pp 1-16 View citations (1)
6. Financial Inclusion and Poverty Reduction: Has Microfinance Been Helpful to Poor People?
   Chapter 2 in Financial Inclusion, Remittance Inflows, and Poverty Reduction in Developing Countries: Evidence from Empirical Analyses, 2019, pp 17-36
7. Financial Inclusion, Remittance Inflows, and Poverty Reduction: Complements or Substitutes?
   Chapter 6 in Financial Inclusion, Remittance Inflows, and Poverty Reduction in Developing Countries: Evidence from Empirical Analyses, 2019, pp 125-140
8. Remittance Inflows and Economic Growth: Clarifying Conflicting Results in the Literature
   Chapter 3 in Financial Inclusion, Remittance Inflows, and Poverty Reduction in Developing Countries: Evidence from Empirical Analyses, 2019, pp 37-83
9. Remittance Inflows and Financial Inclusion: Do Workers’ Remittances Promote Access to Finance?
   Chapter 5 in Financial Inclusion, Remittance Inflows, and Poverty Reduction in Developing Countries: Evidence from Empirical Analyses, 2019, pp 111-123
10. Remittance Inflows and Poverty Reduction: How Economic Development Affects Remittances’ Effect on Poverty Reduction
    Chapter 4 in Financial Inclusion, Remittance Inflows, and Poverty Reduction in Developing Countries: Evidence from Empirical Analyses, 2019, pp 85-110

2016

11. 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 View citations (1)
12. 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
13. Effects of Remittances on Poverty Reduction in Asia
    Chapter 6 in FINANCIAL LINKAGES, REMITTANCES, AND RESOURCE DEPENDENCE IN EAST ASIA, 2016, pp 101-117 View citations (3)
14. Introduction
    Chapter 1 in FINANCIAL LINKAGES, REMITTANCES, AND RESOURCE DEPENDENCE IN EAST ASIA, 2016, pp 1-9 View citations (2)
15. 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

2014

16. A Solution to the Migrant Labor Shortage and Rural Labor Surplus in China
    Springer View citations (2)
17. An Empirical Analysis of Gender Wage Differentials in Urban China
    Springer
18. An Empirical Analysis of the Money Demand Function in India
    Chapter 2 in INDIAN ECONOMY Empirical Analysis on Monetary and Financial Issues in India, 2014, pp 9-26 View citations (1)
    See also Journal Article An Empirical Analysis of the Money Demand Function in India, AccessEcon (2009) View citations (11) (2009)
    Working Paper An empirical analysis of the money demand function in India, Institute of Developing Economies, Japan External Trade Organization(JETRO) (2008) View citations (19) (2008)
19. Bivariate Probit Analysis of the Differences Between Male and Female Formal Employment in Urban China
    Springer
    See also Journal Article Bivariate probit analysis of differences between male and female formal employment in urban China, Elsevier (2010) View citations (2) (2010)
20. Causal Relationships in Mean and Variance between Stock Returns and Foreign Institutional Investment in India
    Chapter 5 in INDIAN ECONOMY Empirical Analysis on Monetary and Financial Issues in India, 2014, pp 53-72
21. Concluding Remarks: Monetary Policy and Financial Sector for Sustainable Economic Growth and Poverty Reduction
    Chapter 10 in INDIAN ECONOMY Empirical Analysis on Monetary and Financial Issues in India, 2014, pp 147-151
22. Do Chinese Employers Discriminate Against Females When Hiring Employees?
    Springer
    See also Journal Article Do Chinese employers discriminate against females when hiring employees ?, AccessEcon (2008) View citations (4) (2008)
23. Economic Returns to Schooling in Urban China: Ordinary Least Squares the Instrumental Variables Approach
    Springer
24. Financial Inclusion and Poverty Alleviation in India
    Chapter 9 in INDIAN ECONOMY Empirical Analysis on Monetary and Financial Issues in India, 2014, pp 127-146
25. Financial Variables as Policy Indicators: Empirical Evidence from India
    Chapter 3 in INDIAN ECONOMY Empirical Analysis on Monetary and Financial Issues in India, 2014, pp 27-38
26. Formal and Informal Employment in Urban China: Income Differentials
    Springer View citations (2)
27. How Has Financial Deepening Affected Poverty Reduction in India?
    Chapter 8 in INDIAN ECONOMY Empirical Analysis on Monetary and Financial Issues in India, 2014, pp 101-126
28. Introduction
    Chapter 1 in INDIAN ECONOMY Empirical Analysis on Monetary and Financial Issues in India, 2014, pp 1-5 View citations (1)
29. Introduction
    Springer
30. Is India Ready to Adopt a Policy Framework Targeting Inflation?
    Chapter 4 in INDIAN ECONOMY Empirical Analysis on Monetary and Financial Issues in India, 2014, pp 39-50
31. Market Efficiency of Commodity Futures in India
    Chapter 6 in INDIAN ECONOMY Empirical Analysis on Monetary and Financial Issues in India, 2014, pp 73-85 View citations (10)
    See also Journal Article Market efficiency of commodity futures in India, Taylor & Francis Journals (2014) View citations (11) (2014)
    Working Paper Market efficiency of commodity futures in India, Institute of Developing Economies, Japan External Trade Organization(JETRO) (2012) (2012)
32. Rural Migration and Sectoral Earning Differences in Urban China
    Springer
33. What are the Sources of Real and Nominal Exchange Rate Fluctuations? Evidence from SVAR Analysis for India
    Chapter 7 in INDIAN ECONOMY Empirical Analysis on Monetary and Financial Issues in India, 2014, pp 87-97

2013

34. GLOBALIZATION AND ECONOMIC GROWTH IN EAST ASIA
    Chapter 6 in Global Linkages and Economic Rebalancing in East Asia, 2013, pp 109-138 View citations (2)
35. 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 View citations (5)

2009

36. Are Budget Deficits Sustainable in the Euro Area?
    Chapter 5 in Introduction Of The Euro And The Monetary Policy Of The European Central Bank, 2009, pp 87-97
37. Empirical Analysis of the Money Demand Function in the Euro Area
    Chapter 2 in Introduction Of The Euro And The Monetary Policy Of The European Central Bank, 2009, pp 31-58 View citations (2)
38. Empirical Analysis of the Term Structure of Interest Rates in the Presence of Cross-Section Dependence
    Chapter 4 in Introduction Of The Euro And The Monetary Policy Of The European Central Bank, 2009, pp 71-86
39. Euro Area Enlargement
    Chapter 9 in Introduction Of The Euro And The Monetary Policy Of The European Central Bank, 2009, pp 143-184
40. History of the EU Monetary Union
    Chapter 1 in Introduction Of The Euro And The Monetary Policy Of The European Central Bank, 2009, pp 1-30
41. International Capital Flows and the Feldstein–Horioka Paradox
    Chapter 7 in Introduction Of The Euro And The Monetary Policy Of The European Central Bank, 2009, pp 115-123
42. Monetary Policy Rule of the European Central Bank
    Chapter 3 in Introduction Of The Euro And The Monetary Policy Of The European Central Bank, 2009, pp 59-70
43. Nominal and Real Exchange Rate Fluctuations: Euro, US Dollar, and Japanese Yen
    Chapter 8 in Introduction Of The Euro And The Monetary Policy Of The European Central Bank, 2009, pp 125-142
44. Yield Spread and Output Growth in the Euro Area
    Chapter 6 in Introduction Of The Euro And The Monetary Policy Of The European Central Bank, 2009, pp 99-113