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Modelling volatilities and conditional correlations in futures markets with a multivariate t distribution

Pesaran, Bahram (contributor); … - 2007

Persistent link: https://www.econbiz.de/10003499671

International investment positions and exchange rate dynamics : a dynamic panel analysis

Binder, Michael (contributor); … - 2007

Persistent link: https://www.econbiz.de/10003599280

International portfolio flows and exchange rate volatility for emerging markets

Caporale, Guglielmo Maria; Ali, Faek Menla; Spagnolo, Fabio - 2015

This paper investigates the effects of equity and bond portfolio in.ows on exchange rate volatility, using monthly … probability Markov-switching model. We find that net equity (bond) inflows drive the exchange rate to a high (low) volatility … state. In particular, net bond inflows increase the probability of remaining in the low volatility state in the case of …

Persistent link: https://www.econbiz.de/10011387464

Japanese foreign exchange intervention and the Yen/Dollar exchange rate : a simultaneous equations approach using realized volatility

Hillebrand, Eric (contributor); Schnabl, Gunther (contributor) - 2006

Persistent link: https://www.econbiz.de/10003364632

Tax competition, capital mobility and public good provision within a trading block

Hadjiyiannis, Costas; Hatzipanayotou, Panos; Michael, … - 2001

We construct a general equilibrium model of a two-country trading block where governments through tax policies attract mobile capital, and provide an imported public consumption good. At Nash equilibrium, when the public good is under-provided, (i) a country with a large GDP, has a large Nash...

Persistent link: https://www.econbiz.de/10011399347

The globalization paradox revisited

Schwerhoff, Gregor; Edenhofer, Ottmar - 2014

According to the Globalization Paradox, globalization limits the freedom of choice for national governments. Capital mobility in particular induces tax competition, thus putting downward pressure on capital taxes. However, while capital mobility introduces the inefficiency of tax competition, it...

Persistent link: https://www.econbiz.de/10010375314

Capital mobility and tax competition : a survey

Fuest, Clemens; Huber, Bernd; Mintz, Jack M. - 2003

This paper surveys the literature on the implications of international capital mobility for national tax policies. Our main issue for consideration in this survey is whether taxation of income, specifically capital income will survive, how border crossing investment is taxed relative to domestic...

Persistent link: https://www.econbiz.de/10011507954

Choosing club membership under tax competition and free riding

Park, Hyun; Philippopulos, Apostolēs - 2003

We study the choice of club membership, when member-countries national governments set their tax policies non-cooperatively. Federal policy (in the form of club membership) has a higher constitutional status than national policies (in the form of income tax rates). This allows federal policy to...

Persistent link: https://www.econbiz.de/10011508078

Optimal tax policies with private-public clean-up, cross-border pollution and capital mobility

Hadjiyiannis, Costas; Hatzipanayotou, Panos; Michael, … - 2002

This paper builds a model of a region with two non-identical countries, cross-border pollution and free movements of goods and capital within the region. Pollution reduces welfare and there is simultaneous private and public pollution abatement. Public pollution abatement is financed with the...

Persistent link: https://www.econbiz.de/10011514071

China, Hong Kong, and Taiwan : a quantitative assessment of real and financial integration

Cheung, Yin-Wong; Chinn, Menzie David; Fujii, Eiji - 2003

The status of real and financial integration of China, Hong Kong, and Taiwan is investigated using monthly data on one-month interbank rates, exchange rates, and prices. Specifically, the degree of integration is assessed based on the empirical validity of real interest parity, uncovered...

Persistent link: https://www.econbiz.de/10011514149

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