Showing 1 - 3 of 3
This paper demonstrates that the current economic crisis has its roots in the evolution of the global economy during the 1960s. The gradual increase of US debt from the 1960s accompanied by the deficit in the US trade balance due to international competition from EU, Japan, and later from China...
Persistent link: https://www.econbiz.de/10009352458
:12-2010:7 period for the USA and Japan. In contrast with previous empirical research, the findings show that the C-CAPM fits well for … both countries yet for different time periods (1987:12-1996:11 and 1987:12-2001:1 for the USA and Japan respectively …). However, during the sample period, the gamma coefficient estimated for the USA was high (above eight) compared with that for …
Persistent link: https://www.econbiz.de/10010732432
This paper studies the effects of the TNX ten-year treasury note, the crude oil light sweet, the denatured fuel ethanol, the S%P 500 Stock Index and the US dollar/yen exchange rate on the conditional mean and variance return of corn futures. It employs daily data from January 1, 2002 to August...
Persistent link: https://www.econbiz.de/10010669644