Kobe LADS (Kobe Laboratry for Asian Develoment Studies)

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Articles by Kobe LADS members

2016
  • Tamakoshi, T. and Hamori, S., (2016) Testing cointegration between health care expenditure and GDP in Japan with the presence of a regime shift, Applied Economics Letters, Vol. 23(2), pp. 151-155. (DOI:10.1080/13504851.2015.1058901)
  • Tamakoshi, G. and Hamori, S. (2016) Time-varying co-movements and volatility spillovers among financial sector CDS indexes in the UK, Research in International Business and Finance, Vol. 36(C), pp. 288-296.(doi:10.1016/j.ribaf.2015.09.027)
  • Inoue, T., Kinkyo, T., and Hamori, S. (2016) Revisiting the Roles of Financial Access and Deepening for Growth and Reducing Inequality, Emerging Markets Finance and Trade, Vol. 52(3), pp. 722-723.
  • Inoue, T. and Hamori, S. (2016) Do Workers’ Remittances Promote Access to Finance? Evidence from Asia-Pacific Developing Countries, Emerging Markets Finance and Trade, Vol. 52(3), pp. 765-774.
  • Inoue, T. and Hamori, S. (2016) Financial Access and Economic Growth: Evidence from Sub-Saharan Africa, Emerging Markets Finance and Trade, Vol. 52(3), pp. 743-753.
  • Yang, L. and Hamori,S. (2016) Hot Money and Business Cycle Volatility: Evidence from Selected ASEAN Countries, Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 52(2), pp. 351-363.
  • Lu, Y., & Cai, X.-J., Zhang, H., and & Hamori, S. (2016) Interdependence of foreign exchange markets: A wavelet coherence analysis, Economic Modelling, Vol. 55(C), pp. 6-14.
  • Chen, W., Kinkyo, T., and Hamori, S. (2016) Financial Development and Financial Openness Nexus: The Precondition of Banking Competition, Applied Economics, Vol. 48, Issue 12, pp. 1130-1139. (DOI:10.1080/00036846.2015.1093087)
  • Cai, X.J., Tian, S., and Hamori S., (2016) Dynamic correlation and equicorrelation analysis of global financial turmoil: evidence from emerging East Asian stock markets, Applied Economics, Vol.48, Issue 40, August 2016, pp. 3789-3803 (http://dx.doi.org/10.1080/00036846.2016.1145349)

2015
  • Xie, J. (2015) CEO career concerns and investment efficiency: evidence from China, Emerging Markets Review, Vol.24, pp.149-159.
  • Matsuoka, Y. and Hamori, S. (2015) On the relationship between estimate and its t vallue, Theoretical Economics Letters, Vol.5, No.1, pp.1-3.
  • Yang, L., Zhang, H. and Hamori, S. (2015) Are the Hot IPOs Still Relevant? Evidence from China’s Growth Enterprise Market, Journal of Reviews on Global Economics, Vol.4, pp.43-50.
  • Yang, L. and Hamori, S. (2015) Interdependence between the bond markets of CEEC-3 and Germany: A wavelet coherence analysis, North American Journal of Economics and Finance, Vol.32, pp.124-138.
  • Tamakoshi, T. and Hamori, S. (2015) Health care expenditure, GDP and share of the elderly in Japan: a panel cointegration analysis, Applied Economics Letters, Vol.22, No.9, pp.725-729. (http://dx.doi.org/10.1080/13504851.2014.972540).
  • Yang, L., Cai,S., Li, M., and Hamori, S. (2015) Modeling dependence structures among international stock markets: Evidence from hierarchical Archimedean copulas, Economic Modelling. Vol. 51, pp.308-314. (doi:10.1016/j.econmod.2015.08.017)
  • Tian, S. and Hamori, S. (2015) Modeling interest rate volatility: A Realized GARCH approach, Journal of Banking & Finance, Vol.61, pp.158-171. (http://dx.doi.org/10.1016/j.jbankfin.2015.09.008)

2014

  • Kinkyo, T. and Hamori, S. (2014) Exchange rate flexibility and the integration of the securities market in East Asia, Journal of Reviews on Global Economis, Vol.3, pp.293-309.
  • Chen, W., Kinkyo, T. and Hamori, S. (2014) Macroeconomic Impacts of Oil Prices and Underlying Financial Shocks, Journal of International Financial Markets, Institutions & Money, Vol.29, pp.1-12 (lead article).
  • Inoue, T. and Hamori, S. (2014) Market efficiency of commodity futures in India, Applied Economics Letters, Vol.21, Issue 8, pp.522-527.
  • Tamakoshi, G. and Hamori, S. (2014) Spillovers among CDS indexes in the US financial sector, North American Journal of Economics and Finance, Vol.27, pp.104-113.
  • Tamakoshi, G. and Hamori, S. (2014) On cross-currency transmissions between US dollar and euro LIBOR-OIS spreads, Research in International Business and Finance, Vol.30, pp.83-90.
  • Tamakoshi, G. and Hamori, S. (2014) Nonlinear adjustment between the Eonia and Euribor rates: a two-regime threshold cointegration analysis, Applied Financial Economics, Vol.24, Issue 2, pp.139-143.
  • Tamakoshi, G. and Hamori, S. (2014) Co-movements among major European exchange rates: A multivariate time-varying asymmetric approach, International Review of Economics and Finance, Vol.31, pp.105-113.
  • Yang, L., and Hamori, S. (2014) Spillover effect of US monetary policy to ASEAN stock markets: Evidence from Indonesia, Singapore, and Thailand, Pacific-Basin Finance Journal, Vol.26, pp.145-155.
  • Yang, L. and Hamori, S. (2014) Gold prices and exchange rates: A time-varying copula analysis, Applied Financial Economics, Vol.24, Issue.1, pp.41-50.
  • Yang, L., and Hamori, S. (2014) Dependence Structure between CEEC-3 and German Government Securities Markets, Journal of International Financial Markets, Institutions & Money, Vol.29, pp.109-125.
  • Yang, L. and Hamori, S. (2014) The Phillips curve in the United States and Canada: A GARCH-DCC analysis, Journal of Reviews on Global Economics, Vol.3, pp.1-6.
  • Yoshizaki, Y. and Hamori, S. (2014) The Effects of Oil Price Shocks on Expenditure Category CPI, Applied Economic, Vol.46, No.14, pp.1652-1664.

2013

  • Chen, G. and Hamori, S., (2013) Formal and Informal Employment, and Income Differentials in Urban China, Journal of International Development, Vol.25, No.7, pp.987-1004.
  • Inoue, T. and Hamori, S. (2013) Financial permeation as a role of microfinance: has microfinance actually been a viable financial intermediary for helping the poor? Applied Financial Economics, Volume 23, Issue 20, pages 1567-1578.
  • Miyazaki, T. and Hamori, S., (2013) Testing for causality between the gold return and stock market performance: evidence for gold investment in case of emergency, Applied Financial Economics, Vol.23, No.1, pp.27-40.
  • Nakajima, T. and Hamori, S. (2013) Testing causal relationships between wholesale electricity prices and primary energy prices, Energy Policy, Vol.62, pp.869-877.
  • Tamakoshi, G. and Hamori, S., (2013) An asymmetric dynamic conditional correlation analysis of linkages of European financial institutions during the Greek sovereign debt crisis, European Journal of Finance, Vol.19, No.10, pp.939-950. (lead article)
  • Tamakoshi, G. and Hamori, S., (2013) An asymmetric DCC analysis of correlations among bank CDS indices, Applied Financial Economics, Vol. 23, No.6, pp. 475-481.
  • Tamakoshi, G. and Hamori, S., (2013) On Time-varying Linkages among LIBOR Rates for Major European Currencies. International Journal of Financial Research, Vol.4, No.1, pp.46-53.
  • Tamakoshi, G. and Hamori, S., (2013) Dynamic linkages among cross-currency swap markets under stress, Applied Economics Letters, Vol.20, No.4, pp.404-409.
  • Tamakoshi, G. and Hamori, S., (2013) Volatility and mean spillovers between sovereign and banking sector CDS markets: a note on the European sovereign debt crisis, Applied Economics Letters, Vol.20, No.3, pp.262-266.
  • Toyoshima, Y. and Hamori, S., (2013) Asymmetric Dynamics in Stock Market Correlations: Evidence from Japan and Singapore, Journal of Asian Economics, Vol.24, No. pp.117-123.
  • Toyoshima, Y., Nakajima, T., and Hamori, S., (2013) Crude oil hedging strategy: New evidence from the data of the financial crisis, Applied Financial Economics, Vol. 23, No. 12, 1033–1041
  • Yang, L. and Hamori, S. (2013) Dependence structure among international stock markets: A GARCH-copula analysis, Applied Financial Economics, Vol.23, No.23, pp.1805-1817.
  • Yang, L. and Hamori, S. (2013) EU accession, financial integration, and contagion effects: Dynamic correlation analysis of CEEC-3 bond markets . Transition Studies Review, Vol.20, Issue 2, pp 179-189 .
  • Yang, L. and Hamori, S., (2013) Dynamic Linkages among Foreign Exchange, Stock, and Commodity Markets in Northeast Asian Countries: Effects from Two Recent Crises, Journal of Reviews on Global Economics, Vol.2, pp.278-290.
  • Yao, W., Kinugasa, T. and Hamori, S., (2013) An empirical analysis of the relationship between economic development and population growth in China, Applied Economics, Vol. 45, No.33, pp.4615-4625.
  • Yoshizaki, Y., Y. Toyoshima, and Hamori, S., (2013) The causal relationship between sovereign CDS premium for Japan and selected EU countries. Applied Economics Letters, Vol.20, No.8, pp.742-747.
  • Yoshizaki, Y. and Hamori, S., (2013) On the Influence of Oil Price Shocks on Economic Activity, Inflation, and Exchange Rates, International Journal of Financial Research, Vol.4, No.2, pp.33-41.
  • Matsubayashi, Y. (2013) Deepening of International Interdependence and the East Asian Economy:Empirical Evidence based on Global VAR. (Economic and Social Research Institute (ESRI).