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Direction-of-Change Forecasts Based on Conditional Variance, Skewness and Kurtosis Dynamics : International Evidence
Christoffersen, Peter F.; Diebold, Francis X.; Mariano, … - East Asian Bureau of Economic Research (EABER) - 2006
Recent theoretical work has revealed a direct connection between asset return volatility forecastability and asset … return sign forecastability. This suggests that the pervasive volatility forecastability in equity returns could, via induced …
Persistent link: https://www.econbiz.de/10009363828
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Direction-of-Change Forecasts Based on Conditional Variance, Skewness and Kurtosis Dynamics : International Evidence
Tay, Anthony S.; Christoffersen, Peter F.; Diebold, … - East Asian Bureau of Economic Research (EABER) - 2006
Recent theoretical work has revealed a direct connection between asset return volatility forecastability and asset … return sign forecastability. This suggests that the pervasive volatility forecastability in equity returns could, via induced …
Persistent link: https://www.econbiz.de/10009363861
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An Analysis of the Special Safeguard Mechanisms in the Doha Round of Negotiations - A Proposed Price-trigger-based Safeguard Mechanism
Pal, Parthapratim; Wadhwa, Deepika - East Asian Bureau of Economic Research (EABER) - 2006
In the Doha Round of negotiations on agriculture it has been decided that all developing and least developed Member countries of the WTO will have access to a Special Safeguard Mechanism (SSM). This means that developing countries will now have the option to temporarily impose higher tariff...
Persistent link: https://www.econbiz.de/10009365123
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Real Exchange Rate Dynamics in the Presence of Nontraded Goods and Transaction Costs
LEE, Inkoo; SHIN, Jonghyup - East Asian Bureau of Economic Research (EABER) - 2008
volatility of the real exchange rate. In addition, the sensitivity analysis shows that our model can rationalize more than 97% of … both persistence and volatility of the real exchange rate. Our analysis suggests that the purchasing price parity puzzle …
Persistent link: https://www.econbiz.de/10009365409
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Impact Of Proposed Commodity Transaction Tax On Futures Trading In India
Sahoo, Pravakar; Kumar, Rajiv - East Asian Bureau of Economic Research (EABER) - 2008
taxes is to contain price rise and volatility, to generate revenue, and to increase transparency, these arguments are …, volatility and transaction cost using a three-equation structural model for five top selected commodities namely Gold, Copper … cost and liquidity, and a positive relationship between transaction cost and volatility. Therefore, if the government …
Persistent link: https://www.econbiz.de/10009365429
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Understanding the Impact of the Economic Crisis on Child and Maternal Health among the Poor : Opportunities for South Asia
Cader, Azra Abdul; Perera, Lakwimashi - East Asian Bureau of Economic Research (EABER) - 2011
The economic crisis hit many countries in 2007 and the effects are still being felt, especially in poorer developing nations. Much of the debate surrounding the economic crisis and its impacts has focused on the financial and economic aspects—import/export impacts, economic...
Persistent link: https://www.econbiz.de/10009653162
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Understanding the Impact of the Economic Crisis on Child and Maternal Health among the Poor : Opportunities for South Asia
Cader, Azra Abdul; Perera, Lakwimashi - East Asian Bureau of Economic Research (EABER) - 2011
The economic crisis hit many countries in 2007 and the effects are still being felt, especially in poorer developing nations. Much of the debate surrounding the economic crisis and its impacts has focused on the financial and economic aspects—import/export impacts, economic...
Persistent link: https://www.econbiz.de/10009653179
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Understanding the Impact of the Economic Crisis on Child and Maternal Health among the Poor : Opportunities for South Asia
Cader, Azra Abdul; Perera, Lakwimashi - East Asian Bureau of Economic Research (EABER) - 2011
The economic crisis hit many countries in 2007 and the effects are still being felt, especially in poorer developing nations. Much of the debate surrounding the economic crisis and its impacts has focused on the financial and economic aspects—import/export impacts, economic...
Persistent link: https://www.econbiz.de/10009653185
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Assessing the Impact of International Natural Resource Management Research - The Case of Zero Tillage in India’s Rice-Wheat Systems
Laxmi, Vijay; Erenstein, Olaf - East Asian Bureau of Economic Research (EABER) - 2006
A conservative ex-ante assessment of supply-shift gains alone (excluding social and environmental gains), shows that the investment in zero tillage (ZT) R&D by the Rice-Wheat Consortium and CIMMYT was highly beneficial with a benefit-cost ratio of 39, a net present value of US$ 94 million and an...
Persistent link: https://www.econbiz.de/10009363785
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Productivity lessons for the Asian region
Park, Jungsoo; Lau, Lawrence - East Asian Bureau of Economic Research (EABER) - 2015
This study investigates how the patterns of productivity growth have changed over the past few decades for the Asian economies in comparison with the advanced economies. The findings indicate that the Asian economies are in the process of transition in terms of pattern of growth. It seems that...
Persistent link: https://www.econbiz.de/10011268110