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A Comparative Perspective on Long-Term Care Systems

Kotschy, Rainer; Bloom, David E. - National Bureau of Economic Research - 2022

adequate care quality. In the third step, we identify solutions for these challenges by comparing the care systems of Germany …, Israel, Japan, the Netherlands, and South Korea …

Persistent link: https://www.econbiz.de/10013191046

Do Demographic Changes Affect Risk Premiums? Evidence from International Data

Ang, Andrew - 2003

century for the US, Japan, UK, Germany and France, and a shorter sample covering the last third of the twentieth century for …

Persistent link: https://www.econbiz.de/10012469021

Sources of Funds and Investment Activities of Venture Capital Funds : Evidence from Germany, Israel, Japan and the UK

Mayer, Colin - 2003

We compare sources of funds and investment activities of venture capital (VC) funds in Germany, Israel, Japan and the … particularly important in Germany, corporations in Israel, insurance companies in Japan, and pension funds in the UK. VC investment … countries; for example, bank backed VC funds in Germany and Japan are as involved in early stage finance as other funds in these …

Persistent link: https://www.econbiz.de/10012469053

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

Modeling and Forecasting Realized Volatility

Andersen, Torben G. - 2001

This paper provides a general framework for integration of high-frequency intraday data into the measurement forecasting of daily and lower frequency volatility and return distributions. Most procedures for modeling and forecasting financial asset return volatilities, correlations, and...

Persistent link: https://www.econbiz.de/10012470566

Real-Time Multivariate Density Forecast Evaluation and Calibration : Monitoring the Risk of High-Frequency Returns on Foreign Exchange

Diebold, Francis X. - 1998

We provide a framework for evaluating and improving multivariate density forecasts. Among other things, the multivariate framework lets us evaluate the adequacy of density forecasts involving cross-variable interactions, such as time-varying conditional correlations. We also provide conditions...

Persistent link: https://www.econbiz.de/10012471967

Implied Exchange Rate Distributions : Evidence from OTC Option Markets

Campa, Jose M. - 1997

This paper uses a rich new data set of option prices on the dollar-mark, dollar-yen, and key EMS cross-rates to extract the entire risk-neutral probability density function (pdf) over horizons of one and three months. We compare three alternative smoothing methods---cubic splines, an implied...

Persistent link: https://www.econbiz.de/10012472635

Monetary Policy in Japan, Germany and the United States : Does One Size Fit All?

Chinn, Menzie D. - 1997

We study the post-war evidence for Japan to see if the same specification for both the economy and the monetary policy … rule is useful for understanding Japan's economy and monetary policy. A recurrent theme in the literature on Japanese … that, with minor adjustments, the same specification provides a useful framework for understanding monetary policy in Japan …

Persistent link: https://www.econbiz.de/10012472722

Were Trade and Factor Mobility Substitutes in History?

Collins, William J. - 1997

Trade theorists have come to understand that their theory is ambiguous on the question: Are trade and factor flows substitutes? While this sounds like an open invitation for empirical research, hardly any serious econometric work has appeared in the literature. This paper uses history to fill...

Persistent link: https://www.econbiz.de/10012472755

The Term Structure of Forward Exchange Premia and the Forecastibility of Spot Exchange Rates : Correcting the Errors

Clarida, Richard H. - 1993

We present theory and evidence that challenges the view that forward premia contain little information regarding subsequent spot rate movements. Using weekly dollar-mark and dollar sterling data, we find that spot and forward exchange rates together are well represented by a vector error...

Persistent link: https://www.econbiz.de/10012474508

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