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This paper examines the response of U.S. manufacturers to changes in competitiveness brought about by movements in the price of natural gas. I estimate the response of various measures of manufacturing activity using panel regression methods across roughly 80 industries that allow each...
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This paper develops an intertemporal, international asset pricing model for use in applied theoretical and empirical …'s fundamental dynamic nature. The model is shown to be consistent with the domestic-general equilibrium asset pricing models of Cox …, Ingersoll, and Ross (1985) and Brock (1982). The model is applied to pricing forward exchange, and an empirically tractable …
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