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Global Yield Curve Dynamics and Interactions : A Dynamic Nelson-Siegel Approach
Diebold, Francis X. - 2007
-specific factors. In an empirical analysis of term structures of government bond yields for the Germany, Japan, the U.K. and the U …
Persistent link: https://www.econbiz.de/10012465058
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Stock Return Predictability : Is it There?
Ang, Andrew - 2001
We ask whether stock returns in France, Germany, Japan, the UK and the US are predictable by three instruments: the …
Persistent link: https://www.econbiz.de/10012470517
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Characterizing Predictable Components in Excess Returns on Equity and Foreign Exchange Markets
Bekaert, Geert - 1991
The paper characterizes predictable components in excess rates of returns on major equity and foreign exchange markets using lagged excess returns, dividend yields, and forward premiums as instruments. Vector autoregressive techniques demonstrate one-step-ahead predictability and provide implied...
Persistent link: https://www.econbiz.de/10012475210
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Anomalies Abroad : Beyond Data Mining
Lu, Xiaomeng - 2017
, Germany, Japan, and the U.K. All of the anomalies are consistently significant across these five countries, whose developed …
Persistent link: https://www.econbiz.de/10012453902
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The industrial organization and regulation of the securities industry
Lo, Andrew W. (ed.) - 1996
Persistent link: https://www.econbiz.de/10000937532
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Public policies and household saving
Poterba, James M. (ed.) - 1994
Persistent link: https://www.econbiz.de/10013480937
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International comparisons of household saving
Poterba, James M. (contributor) - 1994
Persistent link: https://www.econbiz.de/10013481012
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Living Up to Expectations : Central Bank Credibility, the Effectiveness of Forward Guidance, and Inflation Dynamics Post-Global Financial Crisis
Cole, Stephen J.; Martínez-García, Enrique; Sims, Eric R. - National Bureau of Economic Research - 2023
and affects the overall effectiveness of forward guidance. We find that the central banks of the U.S., the U.K., Germany …, and other major advanced economies have similar levels of credibility (albeit far from full credibility); however, Japan …
Persistent link: https://www.econbiz.de/10014421202
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The World's Rust Belts : The Heterogeneous Effects of Deindustrialization on 1,993 Cities in Six Countries
Gagliardi, Luisa; Moretti, Enrico; Serafinelli, Michel - National Bureau of Economic Research - 2023
We investigate the employment consequences of deindustrialization for 1,993 cities in France, Germany, Great Britain …, Italy, Japan, and the United States. In all six countries we find a strong negative relationship between a city's share of …
Persistent link: https://www.econbiz.de/10014447269
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Training and the private sector : international comparisons
Lynch, Lisa M. (ed.) - 1994
Persistent link: https://www.econbiz.de/10013481068