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Modeling Asset Returns: A Comparison of Theoretical and Empirical Models

Lüders, Erik; Schröder, Michael - 2004

large economies, USA, United Kingdom, Germany, France and Japan. The empirical results show that although the pure NGARCH …

Persistent link: https://www.econbiz.de/10010297345

Exchange Rate or Wage Changes in International Adjustment? Japan and China versus the United States

McKinnon, Ronald - 2005

China or Japan, has no predictable effect on its trade surplus. Currency appreciation by the creditor country will slow its …-growth and low-growth economies, as between Japan and the U.S. from in 1950 to 1971 and China and the U.S. from 1994 to 2005 …

Persistent link: https://www.econbiz.de/10010297476

China's Exchange Rate Appreciation in the Light of the Earlier Japanese Experience

McKinnon, Ronald - 2006

experience of Japan. Exchange rate appreciation, or the threat of it, causes macroeconomic distress without having any …

Persistent link: https://www.econbiz.de/10010297543

Modeling Asset Returns: A Comparison of Theoretical and Empirical Models

Schröder, Michael; Lüders, Erik - 2004

large economies, USA, United Kingdom, Germany, France and Japan. The empirical results show that although the pure NGARCH …

Persistent link: https://www.econbiz.de/10010298005

International Stock Return Predictability Under Model Uncertainty

Schrimpf, Andreas - 2008

This paper examines return predictability when the investor is uncertain about the right state variables. A novel feature of the model averaging approach used in this paper is to account for finite-sample bias of the coefficients in the predictive regressions. Drawing on an extensive...

Persistent link: https://www.econbiz.de/10010298059