Showing 1 - 10 of 4,798
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
the USA and Japan due to different food requirements and the variety of products being exported from India. The USA …The purpose of the paper is to explore trends and demand of Indian marine fisheries and seafood exports to the USA and … Japan. We have identified various parameters that affect the demand of these products from India. The results show that the …
Persistent link: https://www.econbiz.de/10010668813
This paper addresses the problem of portfolio selection under a multifactor asset return model, using Bayesian analysis to deal with uncertainties in parameter estimation and model specification. These sources of error are ignored in the classical mean-variance method. We apply two approaches:...
Persistent link: https://www.econbiz.de/10010669060
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
The compensation hypothesis predicts a positive causation from international economic openness to the size of the public sector, as governments step in to perform a risk mitigating role to counterbalance the increasing exposure to external risk and the economic dislocations caused by growing...
Persistent link: https://www.econbiz.de/10010670287
between Japan and the USA. The results indicate that high-frequency finance data can reveal the existence of long-term PPP …
Persistent link: https://www.econbiz.de/10005753713