Shigeyuki Hamori is a Professor at the Graduate School of Economics, Kobe University. He obtained his Ph.D. from Duke University. His main research interests are applied time series analysis, empirical finance, data science, and international finance. He has published more than 190 research papers in international peer-reviewed journals, such as Journal of Banking and Finance, Journal of Futures Markets, European Journal of Finance, Econometric Reviews, and Sustainability. He is an elected Fellow of the IETI (International Engineering and Technological Institute) and Honorary Chair Professor of Asia University (Taiwan). He is the Associate Editor of Singapore Economic Review, the Associate Editor of International Review of Financial Analysis, the Co-Editor-In-Chief of Advances in Decision Sciences, the Advisory Board of Journal of Risk and Financial Management, the Editorial Board of Annals of Financial Economics, the International Advisory Board of Journal of Management Information and Decision Sciences, the Associate Editor of International Economics and Finance Journal, the Editorial Board of Journal of Reviews on Global Economics, and the Editorial Board of Accounting and Finance Research.
He is the author of An Empirical Investigation of Stock Markets: the CCF Approach (Springer), the co-author of Hidden Markov Models: Applications to Financial Economics (Springer), Empirical Techniques in Finance (Springer), International Competitiveness in Africa: Policy Implications in the Sub-Saharan Region (Springer), Introduction of the Euro and the Monetary Policy of the European Central Bank (World Scientific), Rural Labor Migration, Discrimination, and the New Dual Labor Market in China (Springer), Indian Economy: Empirical Analysis on Monetary and Financial Issues in India (World Scientific), The European Sovereign Debt Crisis and Its Impacts on Financial Markets (Routledge), Credit Default Swap Markets in the Global Economy: An Empirical Analysis (Routledge),and the co-editor of Global Linkages and Economic Rebalancing in East Asia (World Scientific), Financial Globalization and Regionalism in East Asia (Routledge), Financial Linkages, Remittances, and Resource Dependence in East Asia (World Scientific), Moving Up the Ladder: Development Challenges for Low and Middle-Income Asia (World Scientific).
Professor, Graduate School of Economics, Kobe University, Japan.
Project Leader, Integrated Research Center, Kobe University.
Honorary Chair Professor of Asia University (Taiwan), from 2018.
Member of Associate Editor, Singapore Economic Review, from 2018.
Member of Associate Editor, International Review of Financial Analysis, from 2018.
Co-Editor-In-Chief, Advances in Decision Sciences, from 2018.
Member of Advisory Board, Journal of Risk and Financial Management, from 2017.
Member of Editorial Board, Annals of Financial Economics, from 2017.
Member of International Advisory Board, Journal of Management Information and Decision Sciences, from 2017.
Member of Associate Editor, International Economics and Finance Journal, from 2014.
Member of Editorial Board, Journal of Reviews on Global Economics, from 2012.
Member of Editorial Board, Accounting and Finance Research, from 2012.
Guest Editor, Journal of Risk and Financial Management, 2018.
Guest Editor/Co-Editor, Emerging Markets Finance and Trade, 2016.
Editor’s Choice, Journal of Reviews on Global Economics, 2015.
Nomura Award, Nomura Holdings, Inc., 2013.
Murao Award for Young Researcher, Murao Foundation, 2002.
Highest Quality Rating, ANBAR Electronic Intelligence, 1999.
Highest Quality Rating, ANBAR Electronic Intelligence, 1998.
Fulbright Fellow, 1988.
Co-Chair, Program Committee, International Conference on Applied Econometrics, Honolulu, USA, 2017.
Co-Chair, Program Committee, International Conference on Applied Econometrics, Honolulu, USA, 2016.
Chair, Program Committee, International Conference on Applied Econometrics, Honolulu, USA, 2015.