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VAR model reveal short run causal flows from Japan-US relative GDP and relative broad money supply to the yen …
Persistent link: https://www.econbiz.de/10008538919
VAR model reveal short run causal flows from Japan-US relative GDP and relative broad money supply to the yen …
Persistent link: https://www.econbiz.de/10005225831
VAR model reveal short run causal flows from Japan-US relative GDP and relative broad money supply to the yen …
Persistent link: https://www.econbiz.de/10005227717
The paper analyses whether communication and actual interventions in FX markets are successful in moving exchange rates over the medium- to long-run. It compares empirical evidence based on time-series analysis with that obtained from an eventstudy approach. Both the time-series approach based...
Persistent link: https://www.econbiz.de/10005070384
two largest trading partners. We test the phenomenon for 36 industries (59 industries) that trade between Egypt and USA …
Persistent link: https://www.econbiz.de/10010670354
international competition from EU, Japan, and later from China and the other emerging economies had played a pivotal role in the …
Persistent link: https://www.econbiz.de/10009352458
markets of USA, France, Germany, Japan and UK during the current crisis. …
Persistent link: https://www.econbiz.de/10009352484
The study assesses the impact of the 2007 US sub-prime crisis on the Malaysian stock market by analysing both the benchmark and sectoral indices. Specifically, it empirically examines the integration of the Malaysian, US and Japanese stock markets at the sectoral level, such as finance,...
Persistent link: https://www.econbiz.de/10009352984
: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 … Japan (around one). I also find that there is no relationship between USA stock market returns and Japanese household …
Persistent link: https://www.econbiz.de/10010732432
, Japan, Norway, Spain, Switzerland and the USA, between 1970 and 2010. We find that foreign direct investment, trade openness …
Persistent link: https://www.econbiz.de/10010668774