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This paper studies price discovery in Nikkei 225 markets through the nonlinear smooth transition price adjustments between spot and future prices and across all three futures markets. We test for smooth transition nonlinearity and employ an exponential smooth transition error correction model...
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This article presents the results from the November 1993 Reserve Bank of New Zealand Survey of Expectations.
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This article presents the results from the February 1993 Reserve Bank of New Zealand Survey of Expectations.
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