Showing 1 - 10 of 86
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
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
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
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
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
Open-economy macroeconomics contains a monetary model in the Keynesian tradition that is deemed serviceable for analyzing the short run and a nonmonetary neoclassical model thought capable of handling the long run. But do the Keynesian and neoclassical models meet the challenges thrown out by...
Persistent link: https://www.econbiz.de/10009363909
Open-economy macroeconomics contains a monetary model in the Keynesian tradition that is deemed serviceable for analyzing the short run and a nonmonetary neoclassical model thought capable of handling the long run. But do the Keynesian and neoclassical models meet the challenges thrown out by...
Persistent link: https://www.econbiz.de/10009365495
-level data set from Japan, we show that the turnout effect on the amounts of intergovernmental fiscal transfers is indeed …
Persistent link: https://www.econbiz.de/10009363308
This paper provides structural estimates of heterogeneous returns to work experience for Japanese married women. A dynamic model of labor force participation is used to account for dynamic self-selection into employment. Heterogeneity is incorporated into the model in a way that allows for the...
Persistent link: https://www.econbiz.de/10009363356
when he and his Singaporean counterpart, Goh Chok Tong, signed the Japan-Singapore Economic Partnership Agreement (JSEPA … global trade liberalisation. This paper aims to examine how and why Japan and Singapore decided to pursue FTAs, what … mainly through Singapores initial offer to exclude agricultural products from tariff elimination. But Japan faced problems in …
Persistent link: https://www.econbiz.de/10009363377