Shigeyuki Hamori : Citation Profile


Are you Shigeyuki Hamori?

Kobe University

15

H index

33

i10 index

872

Citations

RESEARCH PRODUCTION:

152

Articles

19

Papers

3

Books

6

Chapters

EDITOR:

2

Books edited

RESEARCH ACTIVITY:

   29 years (1989 - 2018). See details.
   Cites by year: 30
   Journals where Shigeyuki Hamori has often published
   Relations with other researchers
   Recent citing documents: 141.    Total self citations: 50 (5.42 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pha320
   Updated: 2018-09-22    RAS profile: 2018-09-15    
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Relations with other researchers


Works with:

Yang, Lu (15)

Tamakoshi, Go (13)

inoue, takeshi (6)

inoue, takeshi (6)

Toyoshima, Yuki (2)

Nakajima, Tadahiro (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Shigeyuki Hamori.

Is cited by:

Asongu, Simplice (34)

Miller, Stephen (20)

Shahbaz, Muhammad (10)

Tiwari, Aviral (10)

GUPTA, RANGAN (9)

Reboredo, Juan (8)

tansel, aysıt (7)

Czudaj, Robert (7)

Bonanno, Graziella (7)

Mishra, Vinod (7)

Zhang, Wei-Bin (7)

Cites to:

Engle, Robert (56)

Pedroni, Peter (29)

Johansen, Soren (28)

Clarida, Richard (25)

Granger, Clive (23)

Gali, Jordi (20)

Bollerslev, Tim (20)

Rose, Andrew (18)

Pesaran, M (18)

Hammoudeh, Shawkat (18)

Perron, Pierre (17)

Main data


Where Shigeyuki Hamori has published?


Journals with more than one article published# docs
Economics Bulletin28
Applied Economics Letters20
Applied Financial Economics10
Applied Economics10
Japan and the World Economy7
Economics Letters6
Journal of Reviews on Global Economics6
The North American Journal of Economics and Finance5
Emerging Markets Finance and Trade4
Journal of International Financial Markets, Institutions and Money4
Journal of Asian Economics4
Economic Modelling4
International Journal of Financial Research3
Energy Policy3
Sustainability2
Applied Econometrics and International Development2
Research in International Business and Finance2
Economic Systems2
International Journal of Business and Economics2
International Review of Economics & Finance2
Empirical Economics2
Journal of Futures Markets2
Journal of Economics and Finance2

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany11
Discussion Papers / Graduate School of Economics, Kobe University8

Recent works citing Shigeyuki Hamori (2018 and 2017)


YearTitle of citing document
2018Gender Inequality and Access to Microfinance: Evidence from Ghana. (2018). Mannah-Blankson, Theresa. In: Journal of African Development. RePEc:afe:journl:v:20:y:2018:i:2:p:21-33.

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2018Revisiting the Finance-Inequality Nexus in a Panel of African Countries. (2018). Asongu, Simplice ; Meniago, Christelle. In: Working Papers. RePEc:agd:wpaper:18/014.

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2018The relationship between financial deepening and economic growth: Bootstrap causality approach for the selected upper middle income countries. (2018). Gezer, Mesut Alper. In: Theoretical and Applied Economics. RePEc:agr:journl:v:1(614):y:2018:i:1(614):p:95-112.

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2017Impact of GDP and tax revenue on health care financing: An empirical investigation from Indian states. (2017). Behera, Deepak ; Dash, Umakant . In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxiv:y:2017:i:2(611):p:249-262.

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2017Market Efficiency and Government Interventions in Prewar Japanese Rice Futures Markets. (2017). Noda, Akihiko ; Maeda, Kiyotaka ; Ito, Mikio. In: Papers. RePEc:arx:papers:1404.1164.

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2017The Futures Premium and Rice Market Efficiency in Prewar Japan. (2017). Noda, Akihiko ; Maeda, Kiyotaka ; Ito, Mikio. In: Papers. RePEc:arx:papers:1404.5381.

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2017Market Integration in the Prewar Japanese Rice Markets. (2017). Noda, Akihiko ; Maeda, Kiyotaka ; Ito, Mikio. In: Papers. RePEc:arx:papers:1604.00148.

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2018Measuring the response of gold prices to uncertainty: An analysis beyond the mean. (2018). Selmi, Refk ; bouoiyour, jamal ; Wohar, Mark . In: Papers. RePEc:arx:papers:1806.07623.

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2017Economic Growth and Structural Change ? A Synthesis of the Walrasian General Equilibrium, Ricardian Distribution and Neoclassical Growth Theories. (2017). Zhang, Wei-Bin. In: Asian Development Policy Review. RePEc:asi:adprev:2017:p:17-36.

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2018Financial spillovers, spillbacks, and the scope for international macroprudential policy coordination. (2018). Agenor, Pierre-Richard ; Pereira, Luiz Awazu . In: BIS Papers. RePEc:bis:bisbps:97.

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2017Time-Varying Linkage of Possible Safe Haven Assets: A Cross-Market and Cross-asset Analysis. (2017). Nguyen, Phong ; Liu, Wei-Han. In: International Review of Finance. RePEc:bla:irvfin:v:17:y:2017:i:1:p:43-76.

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2017Did bubbles migrate from the stock to the housing market in China between 2005 and 2010?. (2017). Joyeux, Roselyne ; girardin, eric ; Deng, Yongheng ; Shi, Shuping. In: Pacific Economic Review. RePEc:bla:pacecr:v:22:y:2017:i:3:p:276-292.

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2017Assessing the readiness of the BRICS grouping for mutually beneficial financial integration. (2017). Bonga-Bonga, Lumengo. In: Review of Development Economics. RePEc:bla:rdevec:v:21:y:2017:i:4:p:e204-e219.

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2018Predicting exchange rate with commodity prices: The role of structural breaks and asymmetries. (2018). Salisu, Afees ; Alimi, Wasiu A ; Emmanuel, Zachariah ; Adekunle, Wasiu. In: Working Papers. RePEc:cui:wpaper:0055.

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2017Macroeconomic Effects of Export Demand in Nigeria. (2017). Adesoye, Bolaji Adesola. In: EuroEconomica. RePEc:dug:journl:y:2017:i:1:p:122-130.

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2017The Feldstein-Horioka puzzle, the Frankel-Dooley-Mathieson puzzle, spurious ratio correlation and measurement errors. (2017). Chu, Kam Hon . In: Economics Bulletin. RePEc:ebl:ecbull:eb-16-00860.

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2017Excess stock returns, oil shocks, and policy uncertainty in the U.S.. (2017). Gözgör, Giray ; Demir, Ender ; Gozgor, Giray . In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00090.

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2017Analyzing Current Account Sustainability through the Saving-Investment Correlation. (2017). Dash, Santosh Kumar. In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00810.

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2017The Asymmetric Effects of Real and Nominal Uncertainty on Inflation and Output Growth: Empirical Evidence from Bangladesh. (2017). Law, Siong Hook ; Habibullah, Muzafar Shah ; Baharumshah, Ahmad Zubaidi ; Hook, Law Siong . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-01-49.

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2017Has Financialization in Commodity Markets Affected the Predictability in Metal Markets? The Efficient Markets Hypotheses for Metal Returns. (2017). Sierra, Lya Paola ; Osorio, Carolina ; Giron, Luis Eduardo. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-04-03.

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2017Economic Growth and Sustainable Development: Evidence from Central and Eastern Europe. (2017). Leitão, Nuno ; Jambor, Attila ; Leitao, Nuno Carlos. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2017-05-19.

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2017Examining Energy Futures Market Efficiency Under Multiple Regime Shifts. (2017). Buberkoku, Onder. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2017-06-8.

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2017Modelling the interdependence of tourism demand: The global vector autoregressive approach. (2017). Cao, Zheng ; Li, Gang ; Song, Haiyan. In: Annals of Tourism Research. RePEc:eee:anture:v:67:y:2017:i:c:p:1-13.

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2017Self-consumption with PV+Battery systems: A market diffusion model considering individual consumer behaviour and preferences. (2017). Klingler, Anna-Lena. In: Applied Energy. RePEc:eee:appene:v:205:y:2017:i:c:p:1560-1570.

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2018Co-movement of coherence between oil prices and the stock market from the joint time-frequency perspective. (2018). Huang, Shupei ; Jia, Xiaoliang . In: Applied Energy. RePEc:eee:appene:v:221:y:2018:i:c:p:122-130.

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2017Increasing wage, mechanization, and agriculture production in China. (2017). Qiao, Fangbin. In: China Economic Review. RePEc:eee:chieco:v:46:y:2017:i:c:p:249-260.

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2017Pain of disasters: The educational cost of exogenous shocks evidence from Tangshan Earthquake in 1976. (2017). Wang, Jun ; Li, BO ; Yang, Juan . In: China Economic Review. RePEc:eee:chieco:v:46:y:2017:i:c:p:27-49.

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2018Housing and marital matching: A signaling perspective. (2018). Fang, LI ; Tian, Chuanhao. In: China Economic Review. RePEc:eee:chieco:v:47:y:2018:i:c:p:27-46.

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2018Fundamentals and the volatility of real estate prices in China: A sequential modelling strategy. (2018). Joyeux, Roselyne ; Deng, Yongheng ; Girardin, Eric. In: China Economic Review. RePEc:eee:chieco:v:48:y:2018:i:c:p:205-222.

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2018Income inequality, poverty, and the liquidity of stock markets. (2018). Blau, Benjamin. In: Journal of Development Economics. RePEc:eee:deveco:v:130:y:2018:i:c:p:113-126.

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2017How are Africas emerging stock markets related to advanced markets? Evidence from copulas. (2017). ALAGIDEDE, PAUL ; Mensah, Jones Odei. In: Economic Modelling. RePEc:eee:ecmode:v:60:y:2017:i:c:p:1-10.

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2017Co-movement of ASEAN stock markets: New evidence from wavelet and VMD-based copula tests. (2017). Jiang, Yonghong ; Monginsidi, Joe Yohanes ; Nie, HE. In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:384-398.

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2017Can asymmetric conditional volatility imply asymmetric tail dependence?. (2017). Kim, Jong-Min ; Jung, Hojin. In: Economic Modelling. RePEc:eee:ecmode:v:64:y:2017:i:c:p:409-418.

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2018International stock market contagion: A CEEMDAN wavelet analysis. (2018). Zhou, Zhongbao ; Li, Shuxian ; Lin, Ling. In: Economic Modelling. RePEc:eee:ecmode:v:72:y:2018:i:c:p:333-352.

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2017Testing the Marshall-Lerner condition between the U.S. and other G7 member countries. (2017). Dong, Fang . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:40:y:2017:i:c:p:30-40.

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2017Mutual funds and stock market volatility: An empirical analysis of Asian emerging markets. (2017). Kutan, Ali ; Chan, Sok-Gee ; Gee, Chan Sok ; Ismail, Izlin ; Qureshi, Fiza . In: Emerging Markets Review. RePEc:eee:ememar:v:31:y:2017:i:c:p:176-192.

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2017The kidnapping of Europe: High-order moments transmission between developed and emerging markets. (2017). Perote, Javier ; Mora-Valencia, Andrés ; del Brio, Esther B. In: Emerging Markets Review. RePEc:eee:ememar:v:31:y:2017:i:c:p:96-115.

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2017Good volatility, bad volatility: What drives the asymmetric connectedness of Australian electricity markets?. (2017). Baruník, Jozef ; Apergis, Nicholas ; Keung, Marco Chi. In: Energy Economics. RePEc:eee:eneeco:v:66:y:2017:i:c:p:108-115.

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2017Funding renewable energy: An analysis of renewable portfolio standards. (2017). Upton, Gregory B ; Snyder, Brian F. In: Energy Economics. RePEc:eee:eneeco:v:66:y:2017:i:c:p:205-216.

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2017Which determinant is the most informative in forecasting crude oil market volatility: Fundamental, speculation, or uncertainty?. (2017). Wei, YU ; Hu, Yang ; Lai, Xiaodong ; Liu, Jing. In: Energy Economics. RePEc:eee:eneeco:v:68:y:2017:i:c:p:141-150.

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2017Volatility spillovers and cross-hedging between gold, oil and equities: Evidence from the Gulf Cooperation Council countries. (2017). Tziogkidis, Panagiotis ; Awartani, Basel ; Maghyereh, Aktham I. In: Energy Economics. RePEc:eee:eneeco:v:68:y:2017:i:c:p:440-453.

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2018Forecasting volatility in the biofuel feedstock markets in the presence of structural breaks: A comparison of alternative distribution functions. (2018). Hasanov, Akram Shavkatovich ; Heng, Zin Yau ; Al-Freedi, Ajab ; Poon, Wai Ching. In: Energy Economics. RePEc:eee:eneeco:v:70:y:2018:i:c:p:307-333.

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2018Incentive pass-through for residential solar systems in California. (2018). Dong, Changgui ; Rai, Varun ; Wiser, Ryan. In: Energy Economics. RePEc:eee:eneeco:v:72:y:2018:i:c:p:154-165.

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2018Oil prices and news-based uncertainty: Novel evidence. (2018). Yin, Libo ; Lu, Man ; Su, Zhi. In: Energy Economics. RePEc:eee:eneeco:v:72:y:2018:i:c:p:331-340.

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2017Industrial and residential electricity demand dynamics in Japan: How did price and income elasticities evolve from 1989 to 2014?. (2017). Wang, Nan ; Mogi, Gento. In: Energy Policy. RePEc:eee:enepol:v:106:y:2017:i:c:p:233-243.

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2017Liberalization of a retail electricity market: Consumer satisfaction and household switching behavior in Japan. (2017). Managi, Shunsuke ; Shin, Kong Joo. In: Energy Policy. RePEc:eee:enepol:v:110:y:2017:i:c:p:675-685.

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2018Comprehensive effectiveness assessment of renewable energy generation policy: A partial equilibrium analysis in China. (2018). Liu, Dunnan ; Niu, Dongxiao ; Xiao, Bowen ; Guo, Xiaodan ; Pang, BO ; Xu, Erfeng. In: Energy Policy. RePEc:eee:enepol:v:115:y:2018:i:c:p:330-341.

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2017The growing importance of natural gas as a predictor for retail electricity prices in US. (2017). Alexopoulos, Thomas A. In: Energy. RePEc:eee:energy:v:137:y:2017:i:c:p:219-233.

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2017Revisiting driving factors of oil price shocks across time scales. (2017). An, Feng ; Huang, Shupei ; Wen, Shaobo. In: Energy. RePEc:eee:energy:v:139:y:2017:i:c:p:617-629.

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2018Long-term modelling and assessment of the energy-economy decoupling in Spain. (2018). Garcia-Gusano, Diego ; Dufour, Javier ; Suarez-Botero, Jasson. In: Energy. RePEc:eee:energy:v:151:y:2018:i:c:p:455-466.

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2017Main driving factors of the interest rate-stock market Granger causality. (2017). Jareño, Francisco ; Hammoudeh, Shawkat M ; Jareo, Francisco ; Ferrer, Roman ; Jammazi, Rania. In: International Review of Financial Analysis. RePEc:eee:finana:v:52:y:2017:i:c:p:260-280.

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2018Dynamic network of implied volatility transmission among US equities, strategic commodities, and BRICS equities. (2018). Ji, Qiang ; Roubaud, David ; Bouri, Elie. In: International Review of Financial Analysis. RePEc:eee:finana:v:57:y:2018:i:c:p:1-12.

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2017Exchange rate dynamics in a Taylor rule framework. (2017). Yao, Shujie ; Chen, Chuanglian ; Ou, Jinghua . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:46:y:2017:i:c:p:158-173.

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2017On exchange rate comovements: New evidence from a Taylor rule fundamentals model with adaptive learning. (2017). Keddad, Benjamin ; DE TRUCHIS, Gilles ; Delleva, Cyril . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:48:y:2017:i:c:p:82-98.

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2017Declined effectiveness of fiscal and monetary policies faced with aging population in Japan. (2017). Miyamoto, Hiroaki ; Yoshino, Naoyuki. In: Japan and the World Economy. RePEc:eee:japwor:v:42:y:2017:i:c:p:32-44.

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2018Financial development, remittances, and poverty reduction: Empirical evidence from a macroeconomic viewpoint. (2018). inoue, takeshi. In: Journal of Economics and Business. RePEc:eee:jebusi:v:96:y:2018:i:c:p:59-68.

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2017Option-implied expectations in commodity markets and monetary policy. (2017). Triantafyllou, Athanasios ; Dotsis, George. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:77:y:2017:i:c:p:1-17.

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2017Investor demand, market efficiency and spot-futures relation: Further evidence from crude palm oil. (2017). Lau, Wee-Yeap ; Go, You-How. In: Resources Policy. RePEc:eee:jrpoli:v:53:y:2017:i:c:p:135-146.

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2017Conditional dependence between international stock markets: A long memory GARCH-copula model approach. (2017). Mokni, Khaled ; Mansouri, Faysal. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:42-43:y:2017:i::p:116-131.

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2017Sovereign default risk linkage: Implication for portfolio diversification. (2017). Hoque, Ariful ; Gasbarro, Dominic ; Hassan, Kamrul . In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:41:y:2017:i:c:p:1-16.

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2017Cross-correlations between the US monetary policy, US dollar index and crude oil market. (2017). Li, Jianfeng ; Sun, Xinxin ; Yue, Gongzheng ; Lu, Xinsheng. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:467:y:2017:i:c:p:326-344.

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2017Time-varying correlations in global real estate markets: A multivariate GARCH with spatial effects approach. (2017). Liu, Zhixue ; Gu, Huaying ; Weng, Yingliang . In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:471:y:2017:i:c:p:460-472.

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2017Features of spillover networks in international financial markets: Evidence from the G20 countries. (2017). Liu, Xueyong ; Wen, Shaobo ; Feng, Sida ; Chen, Zhihua ; An, Haizhong. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:479:y:2017:i:c:p:265-278.

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2017Are Vietnam and Chinese stock markets out of the US contagion effect in extreme events?. (2017). Henry, Darren ; Bhatti, Ishaq M ; Nguyen, Cuong. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:480:y:2017:i:c:p:10-21.

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2017A multifractal detrended fluctuation analysis of financial market efficiency: Comparison using Dow Jones sector ETF indices. (2017). Yoon, Seong-Min ; Tiwari, Aviral ; Albulescu, Claudiu. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:483:y:2017:i:c:p:182-192.

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2018Time–frequency wavelet analysis of the interrelationship between the global macro assets and the fear indexes. (2018). Kaffel, Bilel ; Abid, Fathi. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:490:y:2018:i:c:p:1028-1045.

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2018A pre-crisis vs. crisis analysis of peripheral EU stock markets by means of wavelet transform and a nonlinear causality test. (2018). Faria, S H ; Neumann, M B ; Polanco-Martinez, J M ; Fernandez-Macho, J. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:490:y:2018:i:c:p:1211-1227.

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2018Modeling returns volatility: Realized GARCH incorporating realized risk measure. (2018). Jiang, Wei ; Li, YE ; Ruan, Qingsong. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:500:y:2018:i:c:p:249-258.

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2017An early alarm system for housing bubbles. (2017). Huang, Meichi ; Chiang, Hsiu-Hsuan . In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:63:y:2017:i:c:p:34-49.

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2018On the interdependence of natural gas and stock markets under structural breaks. (2018). Ahmed, Walid. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:67:y:2018:i:c:p:149-161.

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2018Habits and rational behaviour in residential electricity demand. (2018). Masiero, Giuliano ; Filippini, Massimo ; Hirl, Bettina . In: Resource and Energy Economics. RePEc:eee:resene:v:52:y:2018:i:c:p:137-152.

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2017Causality between oil prices and the stock market in China: The relevance of the reformed oil product pricing mechanism. (2017). Bouri, Elie ; Lv, Xin ; Xin Lv, ; Lien, Donald ; Chen, Qian. In: International Review of Economics & Finance. RePEc:eee:reveco:v:48:y:2017:i:c:p:34-48.

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2017Dynamic correlations and domestic-global diversification. (2017). Li, Leon. In: Research in International Business and Finance. RePEc:eee:riibaf:v:39:y:2017:i:pa:p:280-290.

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2017Sovereign and bank Interdependencies—Evidence from the CDS market. (2017). Yu, Sherry. In: Research in International Business and Finance. RePEc:eee:riibaf:v:39:y:2017:i:pa:p:68-84.

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2017Examining dynamic currency linkages amongst South Asian economies: An empirical study. (2017). Diesting, Florent ; Sehgal, Sanjay ; Pandey, Piyush. In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:173-190.

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2017On the dynamic dependence and investment performance of crude oil and clean energy stocks. (2017). Ahmad, Wasim. In: Research in International Business and Finance. RePEc:eee:riibaf:v:42:y:2017:i:c:p:376-389.

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2018Testing output gap and economic uncertainty as an explicator of stock market returns. (2018). Ahmad, Wasim ; Sharma, Sumit Kumar. In: Research in International Business and Finance. RePEc:eee:riibaf:v:45:y:2018:i:c:p:293-306.

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2017Structural breaks in international tourism demand: Are they caused by crises or disasters?. (2017). Cro, Susana ; Martins, Antonio Miguel . In: Tourism Management. RePEc:eee:touman:v:63:y:2017:i:c:p:3-9.

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2017Causes and timing of the European debt crisis: An econometric evaluation. (2017). Purificato, Francesco ; Papagni, Erasmo ; Suarez, Marta Vazquez ; Panico, Carlo ; Filoso, Valerio . In: EERI Research Paper Series. RePEc:eei:rpaper:eeri_rp_2017_03.

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2018.

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2018The Interaction between Oil Price and Financial Stress: Evidence from the U.S. Data. (2018). Polat, Onur. In: Fiscaoeconomia. RePEc:fis:journl:180302.

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2018Testing for Causality-In-Mean and Variance between the UK Housing and Stock Markets. (2018). Toyoshima, Yuki. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:11:y:2018:i:2:p:21-:d:143280.

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2018Sustainable Rural Development in Northern China: Caught in a Vice between Poverty, Urban Attractions, and Migration. (2018). Tianming, Gao ; Erokhin, Vasilii ; Ivolga, Anna . In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:5:p:1467-:d:145087.

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2018Is Liquidity Risk Priced? Theory and Evidence. (2018). Hur, Seok-Kyun ; Liu, Chang ; Chung, Chune Young. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:6:p:1809-:d:149805.

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2018Specialized Villages in Inland China: Spatial and Developmental Issues. (2018). Li, Xiaojian ; Lou, Fan ; Leipnik, Mark ; Zheng, Chunhui ; Zhou, Xiongfei ; Ye, Xinyue. In: Sustainability. RePEc:gam:jsusta:v:10:y:2018:i:9:p:2994-:d:165341.

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2017Sustaining Regional Advantages in Manufacturing: Skill Accumulation of Rural–Urban Migrant Workers in the Coastal Area of China. (2017). Zhu, Huasheng ; Xu, Fan ; Wang, Maojun ; Feng, Junwei . In: Sustainability. RePEc:gam:jsusta:v:9:y:2017:i:1:p:72-:d:87138.

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2017Relationships between Tourism and Hospitality Sector Electricity Consumption in Spanish Provinces (1999–2013). (2017). Pablo-Romero, Maria ; Sanchez-Rivas, Javier ; Pozo-Barajas, Rafael ; Del, Maria . In: Sustainability. RePEc:gam:jsusta:v:9:y:2017:i:4:p:480-:d:93893.

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2017Information Flows across the Futures Term Structure: Evidence from Crude Oil Prices. (2017). Robe, Michel ; Raynaud, Franck ; Lautier, Delphine. In: Post-Print. RePEc:hal:journl:hal-01781761.

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2017Shocks propagation across the futures term structure : evidence from crude oil prices. (2017). Robe, Michel ; Raynaud, Franck ; Lautier, Delphine. In: Post-Print. RePEc:hal:journl:hal-01781765.

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2018Measuring the response of gold prices to uncertainty: An analysis beyond the mean. (2018). Selmi, Refk ; bouoiyour, jamal ; Wohar, Mark . In: Post-Print. RePEc:hal:journl:hal-01817067.

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2017International risk spillover in the sovereign credit markets: An empirical analysis. (2017). de Peretti, Christian ; Hmaied, Dorra ; Sabkha, Saker. In: Working Papers. RePEc:hal:wpaper:hal-01652526.

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2018On the performances of Dynamic Conditional Correlation models in the Sovereign CDS market and the corresponding bond market. (2018). de Peretti, Christian ; Sabkha, Saker. In: Working Papers. RePEc:hal:wpaper:hal-01710398.

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2018International Presence of the Japanese Study of Russian and East European Economies. (2018). Iwasaki, Ichiro. In: RRC Working Paper Series. RePEc:hit:rrcwps:74.

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2017USING ARDL APPROACH TO COINTEHRATION FOR INVESTIGATING THE RELATIONSHIP BETWEEN PAYMENT TECHNOLOGIES AND MONEY DEMAND ON A WORLD SCALE. (2017). Aliha, Payam Mohammad ; Said, Fathin Faizah ; Shaar, Abu Hassan ; Sarmidi, Tamat. In: Regional Science Inquiry. RePEc:hrs:journl:v:ix:y:2017:i:2:p:29-37.

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2017An Investigation into the Interest Elasticity of Demand for Money in Developing Countries: A Panel Data Approach. (2017). Nyumuah, Felix S. In: International Journal of Economics and Finance. RePEc:ibn:ijefaa:v:9:y:2017:i:3:p:69-80.

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2017Dynamic Linkages between Gold and Equity Prices: Evidence from Indian Financial Services and Information Technology Companies. (2017). Shubhasis, Dey ; Aravind, Sampath . In: Working papers. RePEc:iik:wpaper:251.

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2017Financial Development and Poverty Reduction: Evidence from Selected African Countries. (2017). Keho, Yaya. In: International Journal of Financial Research. RePEc:jfr:ijfr11:v:8:y:2017:i:4:p:90-98.

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2018China, Japan and the US Stock Markets and the Global Financial Crisis. (2018). Zhang, Yan . In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:25:y:2018:i:1:d:10.1007_s10690-018-9237-6.

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2017Dynamic and Asymmetric Contagion Reactions of Financial Markets During the Last Subprime Crisis. (2017). Zhou, Wei. In: Computational Economics. RePEc:kap:compec:v:50:y:2017:i:2:d:10.1007_s10614-016-9606-z.

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2018Finance-growth-poverty nexus: a re-assessment of the trickle-down hypothesis in China. (2018). Ho, Sin-Yu ; Iyke, Bernard Njindan. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:51:y:2018:i:3:d:10.1007_s10644-017-9203-8.

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2017The relationship between population growth and standard-of-living growth over 1870–2013: evidence from a bootstrapped panel Granger causality test. (2017). Miller, Stephen ; GUPTA, RANGAN ; Chang, Tsangyao ; Deale, Frederick W ; Chu, Hsiao-Ping . In: Empirica. RePEc:kap:empiri:v:44:y:2017:i:1:d:10.1007_s10663-016-9315-9.

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More than 100 citations found, this list is not complete...

Shigeyuki Hamori has edited the books:


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Works by Shigeyuki Hamori:


YearTitleTypeCited
2009Solution to the Dilemma of the Migrant Labor Shortage and the Rural Labor Surplus in China In: China & World Economy.
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article6
1989 Information Costs, Learning Process and the Effectiveness of Monetary Policy. In: Scandinavian Journal of Economics.
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article1
2008Trade Balances and the Terms of Trade in G-7 Countries: Penal Cointegration Approach In: Applied Econometrics and International Development.
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article7
2009An Empirical Analysis of Chinese Rural Labour Migration Using a Multinomial Logit Model In: Applied Econometrics and International Development.
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2005An Empirical Analysis of FDI Competitiveness in Sub-Saharan Africa and Developing Countries In: Economics Bulletin.
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article8
2007The information role of commodity prices in formulating monetary policy: some evidence from Japan In: Economics Bulletin.
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article2
2007Sources of Real and Nominal Exchange Rate Movements for the Euro In: Economics Bulletin.
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article4
2007An Empirical Analysis about Population, Technological Progress, and Economic Growth in Taiwan In: Economics Bulletin.
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article1
2007International Capital Flows and the Frankel-Dooley-Mathieson Puzzle In: Economics Bulletin.
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article2
2009An Empirical Analysis of the Money Demand Function in India In: Economics Bulletin.
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2009On the Sustainability of Budget Deficits in the Euro Area In: Economics Bulletin.
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article1
2009Price and Wage Setting in Japan: An Empirical Investigation In: Economics Bulletin.
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article0
2008Do Chinese employers discriminate against females when hiring employees ? In: Economics Bulletin.
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article3
2008Empirical Analysis of the Money Demand Function in Sub-Saharan Africa In: Economics Bulletin.
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article15
2009Empirical analysis of import demand behavior of least developed countries In: Economics Bulletin.
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article2
2009Empirical Analysis of Import Demand Behavior of Least Developed Countries.(2009) In: MPRA Paper.
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2009Saving-Investment Relationship and Capital Mobility: Evidence from Chinese Provincial Data, 1980—2007 In: Economics Bulletin.
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article1
2009Saving-Investment Relationship and Capital Mobility:Evidence from Chinese Provincial Data, 1980—2007.(2009) In: MPRA Paper.
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2009Empirical analysis of export demand behavior of LDCs: Panel cointegration approach In: Economics Bulletin.
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2009Empirical Analysis of Export Demand Behavior of LDCs: Panel Cointegration Approach.(2009) In: MPRA Paper.
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2009Globalization, financial depth, and inequality in Sub-Saharan Africa In: Economics Bulletin.
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2009Globalization, Financial Depth, and Inequality in Sub-Saharan Africa.(2009) In: Discussion Papers.
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2009What Explains Real and Nominal Exchange Rate Fluctuations?: Evidence from SVAR Analysis for India In: Economics Bulletin.
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2010The Interdependence of Taiwanese and Japanese Stock Prices In: Economics Bulletin.
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2010The interdependence of Taiwanese and Japanese stock prices.(2010) In: MPRA Paper.
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2010The size of the underground economy in Japan In: Economics Bulletin.
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2010The size of the underground economy in Japan.(2010) In: MPRA Paper.
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2010Dynamic linkages of stock prices among G7 countries: effects of the American financial crisis In: Economics Bulletin.
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2010The efficiency of the Chinese stock market and the role of market liberalization In: Economics Bulletin.
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2011Estimating the import demand function in the autoregressive distributed lag framework: The case of China In: Economics Bulletin.
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2011Panel cointegration analysis of the Fisher effect: Evidence from the US, the UK, and Japan In: Economics Bulletin.
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article3
2011The Sustainability of Trade Balances in China In: Economics Bulletin.
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2012A dynamic conditional correlation analysis of European stock markets from the perspective of the Greek sovereign debt crisis In: Economics Bulletin.
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2011An empirical analysis on the efficiency of the microfinance investment market In: Economics Bulletin.
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2011Transmission of stock prices amongst European countries before and during the Greek sovereign debt crisis In: Economics Bulletin.
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2012Informational roles of commodity prices for monetary policy: evidence from the Euro area In: Economics Bulletin.
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2010Bivariate probit analysis of differences between male and female formal employment in urban China In: Journal of Asian Economics.
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2012Dynamic linkages of stock prices between the BRICs and the United States: Effects of the 2008–09 financial crisis In: Journal of Asian Economics.
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2013Asymmetric dynamics in stock market correlations: Evidence from Japan and Singapore In: Journal of Asian Economics.
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article4
2009Economic returns to schooling in urban China: OLS and the instrumental variables approach In: China Economic Review.
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1998Defying the conventional wisdom: US consumers are found to be more risk averse than those of Japan In: Economic Modelling.
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article2
2008Information content of commodity futures prices for monetary policy In: Economic Modelling.
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article17
2015Modeling dependence structures among international stock markets: Evidence from hierarchical Archimedean copulas In: Economic Modelling.
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2016Interdependence of foreign exchange markets: A wavelet coherence analysis In: Economic Modelling.
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2014Spillovers among CDS indexes in the US financial sector In: The North American Journal of Economics and Finance.
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2014The conditional dependence structure of insurance sector credit default swap indices In: The North American Journal of Economics and Finance.
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article2
2015Interdependence between the bond markets of CEEC-3 and Germany: A wavelet coherence analysis In: The North American Journal of Economics and Finance.
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2016Time-varying price shock transmission and volatility spillover in foreign exchange, bond, equity, and commodity markets: Evidence from the United States In: The North American Journal of Economics and Finance.
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article1
2018What determines the long-term correlation between oil prices and exchange rates? In: The North American Journal of Economics and Finance.
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article0
2016Random forests-based early warning system for bank failures In: Economics Letters.
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article1
1992Test of C-CAPM for Japan: 1980-1988 In: Economics Letters.
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article15
1992On the structural stability of preference parameters obtained from Japanese financial market data In: Economics Letters.
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article3
1993Test of the international equity integration of Japan In: Economics Letters.
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article1
1997Testing for a unit root in the presence of a variance shift1 In: Economics Letters.
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article53
2004Empirical characteristics of the permanent and transitory components of stock return: analysis in a Markov switching heteroscedasticity framework In: Economics Letters.
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article10
2007Co-movement in the price of risk of aggregate equity markets In: Economic Systems.
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article1
2008Demand for money in the Euro area In: Economic Systems.
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article17
2005Causality in variance and the type of traders in crude oil futures In: Energy Economics.
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2010Change 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 In: Energy Policy.
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2011Impact of subsidy policies on diffusion of photovoltaic power generation In: Energy Policy.
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2013Testing causal relationships between wholesale electricity prices and primary energy prices In: Energy Policy.
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article6
2012Asymmetric dynamics in correlations of treasury and swap markets: Evidence from the US market In: Journal of International Financial Markets, Institutions and Money.
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article3
2014Macroeconomic impacts of oil prices and underlying financial shocks In: Journal of International Financial Markets, Institutions and Money.
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article14
2014Dependence structure between CEEC-3 and German government securities markets In: Journal of International Financial Markets, Institutions and Money.
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article4
2017Interdependence between oil and East Asian stock markets: Evidence from wavelet coherence analysis In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]
article4
2000An empirical analysis of economic fluctuations in Japan: 1885-1940 In: Japan and the World Economy.
[Full Text][Citation analysis]
article3
2000Volatility of real GDP: some evidence from the United States, the United Kingdom and Japan In: Japan and the World Economy.
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article15
2000A theory of quality signaling in the marriage market In: Japan and the World Economy.
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article5
2001An empirical analysis on the stability of Japans aggregate import demand function In: Japan and the World Economy.
[Full Text][Citation analysis]
article13
2001Seasonality and stock returns: some evidence from Japan In: Japan and the World Economy.
[Full Text][Citation analysis]
article1
2003Alternative characterization of the volatility in the growth rate of real GDP In: Japan and the World Economy.
[Full Text][Citation analysis]
article24
1997Risk premiums and conditional covariances in tests of asset pricing models: Some evidence from Japan In: Japan and the World Economy.
[Full Text][Citation analysis]
article1
2015Modeling interest rate volatility: A Realized GARCH approach In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article4
2014Spillover effect of US monetary policy to ASEAN stock markets: Evidence from Indonesia, Singapore, and Thailand In: Pacific-Basin Finance Journal.
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article3
2014Co-movements among major European exchange rates: A multivariate time-varying asymmetric approach In: International Review of Economics & Finance.
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article17
2017Does the crude oil price influence the exchange rates of oil-importing and oil-exporting countries differently? A wavelet coherence analysis In: International Review of Economics & Finance.
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article3
2014On cross-currency transmissions between US dollar and euro LIBOR-OIS spreads In: Research in International Business and Finance.
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article2
2016Time-varying co-movements and volatility spillovers among financial sector CDS indexes in the UK In: Research in International Business and Finance.
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article7
2008A new approach to analysing comovement in European equity markets In: Studies in Economics and Finance.
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article0
2018Ensemble Learning or Deep Learning? Application to Default Risk Analysis In: Journal of Risk and Financial Management.
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article0
2018Ensemble Learning or Deep Learning? Application to Default Risk Analysis.(2018) In: Discussion Papers.
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2018Dependence Structures and Systemic Risk of Government Securities Markets in Central and Eastern Europe: A CoVaR-Copula Approach In: Sustainability.
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2018Financial Hazard Map: Financial Vulnerability Predicted by a Random Forests Classification Model In: Sustainability.
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article0
2017Volatility and Causality in Strategic Commodities: Characteristics, Myth and Evidence In: International Journal of Economics and Finance.
[Full Text][Citation analysis]
article0
2009Business Cycle Transmission Between Madagascar, Seychelles,and Their Major Economic Partners In: The IUP Journal of Applied Economics.
[Citation analysis]
article0
2002Some International Evidence on the Seasonality of Stock Prices In: International Journal of Business and Economics.
[Full Text][Citation analysis]
article1
2004Information Flow between Price Change and Trading Volume in Gold Futures Contracts In: International Journal of Business and Economics.
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article4
2013On the Time-varying Linkages among the London Interbank Offer Rates for Major European Currencies In: International Journal of Financial Research.
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article3
2013On the Influence of Oil Price Shocks on Economic Activity, Inflation, and Exchange Rates In: International Journal of Financial Research.
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article1
2014Cointegration with Regime Shift between Gold and Financial Variables In: International Journal of Financial Research.
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2006Component structures of agricultural commodity futures traded on the Tokyo Grain Exchange In: Asia-Pacific Financial Markets.
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article1
2014Are government interventions effective in regulating China fs house prices? In: Discussion Papers.
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2014House Prices and Stock Prices: Evidence from a Dynamic Heterogeneous Panel in China In: Discussion Papers.
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2015Financial Development and Financial Openness Nexus: The Precondition of Banking Competition In: Discussion Papers.
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2016Financial development and financial openness nexus: the precondition of banking competition.(2016) In: Applied Economics.
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2016The determinants of a simultaneous crash in gold and stock markets: An ordered logit approach In: Discussion Papers.
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2017Financial Hazard Map: Financial Vulnerability Predicted by a Random Forests Classification Model In: Discussion Papers.
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2017Forecasting the Vulnerability of Industrial Economic Activities: Predicting the Bankruptcy of Companies In: Discussion Papers.
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2012Economic Openness and Growth in China and India: A Comparative Study In: Journal of Reviews on Global Economics.
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2012Real Oil Prices, Real Economic Activity, Real Interest Rates, and the US Dollar: A Cointegration Analysis with Structural Breaks In: Journal of Reviews on Global Economics.
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2013Dynamic Linkages among Foreign Exchange, Stock, and Commodity Markets in Northeast Asian Countries: Effects from Two Recent Crises In: Journal of Reviews on Global Economics.
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2014The Phillips Curve in the United States and Canada: A GARCHDCC Analysis In: Journal of Reviews on Global Economics.
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article0
2014Exchange Rate Flexibility and the Integration of the Securities Market in East Asia In: Journal of Reviews on Global Economics.
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article0
2015This paper investigates whether the hot IPO effect persists post-IPO in China’s Growth Enterprise Market In: Journal of Reviews on Global Economics.
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2016Hot Money and Business Cycle Volatility: Evidence from Selected ASEAN Countries In: Emerging Markets Finance and Trade.
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2016Revisiting the Roles of Financial Access and Deepening for Growth and Reducing Inequality In: Emerging Markets Finance and Trade.
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2016Financial Access and Economic Growth: Evidence from Sub-Saharan Africa In: Emerging Markets Finance and Trade.
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2016Do Workers’ Remittances Promote Access to Finance? Evidence from Asia-Pacific Developing Countries In: Emerging Markets Finance and Trade.
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2005Import Demand Function: Some Evidence from Madagascar and Mauritius In: Journal of African Economies.
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2009Microfinance and Inequality In: MPRA Paper.
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2009Formal Employment, Informal Employment and Income Differentials in Urban China In: MPRA Paper.
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2009Energy prices and China’s international competitiveness In: MPRA Paper.
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2010The sustainability of trade balances in Sub-Saharan Africa: panel cointegration tests with cross-section dependence In: MPRA Paper.
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2012The sustainability of trade balances in sub-Saharan Africa: panel cointegration tests with cross-section dependence.(2012) In: Applied Economics Letters.
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2013Financial Permeation and Economic Growth: Evidence from Sub-Saharan Africa In: MPRA Paper.
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2017Stock Market Integration in China: Evidence from the Asymmetric DCC Model and Copula Approach In: Applied Economics and Finance.
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2007International Competitiveness in Africa In: Advanced Studies in Theoretical and Applied Econometrics.
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2004The link between inflation and inflation uncertainty: Evidence from G7 countries In: Empirical Economics.
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2009Volatility transmission between Japan, UK and USA in daily stock returns In: Empirical Economics.
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2014Causality-in-variance and causality-in-mean between the Greek sovereign bond yields and Southern European banking sector equity returns In: Journal of Economics and Finance.
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2014Greek sovereign bond index, volatility, and structural breaks In: Journal of Economics and Finance.
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2014Rural Labor Migration, Discrimination, and the New Dual Labor Market in China In: SpringerBriefs in Economics.
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2006On least-squares bias in the AR(p) models: Bias correction using the bootstrap methods In: Statistical Papers.
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2013EU Accession, Financial Integration, and Contagion Effects: Dynamic Correlation Analysis of CEEC-3 Bond Markets In: Transition Studies Review.
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2006Linkages among agricultural commodity futures prices: some further evidence from Tokyo In: Applied Economics Letters.
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2009International term structure of interest rates in the Euro area In: Applied Economics Letters.
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2009The sustainability of trade accounts of the G-7 countries In: Applied Economics Letters.
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2012Panel cointegration analysis of co-movement between interest rate swap and treasury markets In: Applied Economics Letters.
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2013Volatility and mean spillovers between sovereign and banking sector CDS markets: a note on the European sovereign debt crisis In: Applied Economics Letters.
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2013Dynamic linkages among cross-currency swap markets under stress In: Applied Economics Letters.
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2014Market efficiency of commodity futures in India In: Applied Economics Letters.
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2015Health-care expenditure, GDP and share of the elderly in Japan: a panel cointegration analysis In: Applied Economics Letters.
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2016Testing cointegration between health care expenditure and GDP in Japan with the presence of a regime shift In: Applied Economics Letters.
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2017Banking sector resilience to financial spillovers In: Applied Economics Letters.
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1996Consumption growth and the intertemporal elasticity of substitution: some evidence from income quintile groups in Japan In: Applied Economics Letters.
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1997A simple method to test the Fisher effect In: Applied Economics Letters.
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1998Money, exchange rates and international business cycle between Japan and the United States In: Applied Economics Letters.
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1999Stability of the money demand function in Germany In: Applied Economics Letters.
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1999Habit formation and durability and consumption: some evidence from income quintile groups in Japan In: Applied Economics Letters.
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1999Government consumption and fiscal policy: some evidence from Japan In: Applied Economics Letters.
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2000Seasonal integration and Japanese aggregate data In: Applied Economics Letters.
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article2
2000International transmission of stock prices among G7 countries: LA-VAR approach In: Applied Economics Letters.
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2001Seasonal cointegration and the money demand function: some evidence from Japan In: Applied Economics Letters.
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article19
2006Empirical investigation on the relationship between Japanese and Asian emerging equity markets In: Applied Financial Economics Letters.
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2012Volatility transmission of swap spreads among the US, Japan and the UK: a cross-correlation function approach In: Applied Financial Economics.
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article1
2012How has financial deepening affected poverty reduction in India? Empirical analysis using state-level panel data In: Applied Financial Economics.
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2013Crude oil hedging strategy: new evidence from the data of the financial crisis In: Applied Financial Economics.
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2013Testing for causality between the gold return and stock market performance: evidence for ‘gold investment in case of emergency’ In: Applied Financial Economics.
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2013Financial permeation as a role of microfinance: has microfinance actually been a viable financial intermediary for helping the poor? In: Applied Financial Economics.
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2013Dependence structure among international stock markets: a GARCH--copula analysis In: Applied Financial Economics.
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2013An asymmetric DCC analysis of correlations among bank CDS indices In: Applied Financial Economics.
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2014Gold prices and exchange rates: a time-varying copula analysis In: Applied Financial Economics.
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2014Nonlinear adjustment between the Eonia and Euribor rates: a two-regime threshold cointegration analysis In: Applied Financial Economics.
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1998A numerical analysis of the monetary aspects of the Japanese economy: the cash-in-advance approach In: Applied Financial Economics.
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1997The characteristics of the business cycle in Japan In: Applied Economics.
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2000The transmission mechanism of business cycles among Germany, Japan, the UK and the USA In: Applied Economics.
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2003Some international evidence on the stability of aggregate import demand function In: Applied Economics.
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2011An empirical analysis of real exchange rate movements in the euro In: Applied Economics.
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2013An empirical analysis of the relationship between economic development and population growth in China In: Applied Economics.
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2014Empirical research on monetary policy, asset prices and inflation: an analysis based on provincial panel data in China In: Applied Economics.
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2014Crowding-out effects of affordable and unaffordable housing in China, 1999-2010 In: Applied Economics.
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2016Dynamic correlation and equicorrelation analysis of global financial turmoil: evidence from emerging East Asian stock markets In: Applied Economics.
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2016Asymmetric correlations in gold and other financial markets In: Applied Economics.
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2001SEASONAL INTEGRATION FOR DAILY DATA In: Econometric Reviews.
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2013An asymmetric dynamic conditional correlation analysis of linkages of European financial institutions during the Greek sovereign debt crisis In: The European Journal of Finance.
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2001An Empirical Analysis of the Efficiency of the Osaka Rice Market During Japans Tokugawa Era In: Journal of Futures Markets.
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2011Market efficiency among futures with different maturities: Evidence from the crude oil futures market In: Journal of Futures Markets.
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2013FORMAL AND INFORMAL EMPLOYMENT AND INCOME DIFFERENTIALS IN URBAN CHINA In: Journal of International Development.
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2018THE DETERMINANTS OF A SIMULTANEOUS CRASH IN GOLD AND STOCK MARKETS: AN ORDERED LOGIT APPROACH In: Annals of Financial Economics (AFE).
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2013INFLATION TARGETING IN SOUTH KOREA, INDONESIA, THE PHILIPPINES AND THAILAND: THE IMPACT ON BUSINESS CYCLE SYNCHRONIZATION BETWEEN EACH COUNTRY AND THE WORLD In: World Scientific Book Chapters.
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2016Linkages among East Asian Stock Markets, US Financial Markets Stress, and Gold In: World Scientific Book Chapters.
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2016Business Cycle Volatility and Hot Money in Emerging East Asian Markets In: World Scientific Book Chapters.
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2016Dynamic Impacts of Remittances on Economic Growth in Asia: Evidence from the Dynamic Heterogeneous Panel In: World Scientific Book Chapters.
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2016Effects of Remittances on Poverty Reduction in Asia In: World Scientific Book Chapters.
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