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the test of adjusted correlation coefficients between markets and propose a new procedure that involves testing the non … phenomenon between the financial markets of the USA, Brazil, Russia, India and China during the current crisis. …
Persistent link: https://www.econbiz.de/10010944841
We analyze a new fluctuation test for constant correlation with respect to its properties and possible applications in …
Persistent link: https://www.econbiz.de/10010994210
methodology in Chakrabarti and Roll (2002), we study regional as well as country-regional volatility, covariance and correlation … the time of the Asian financial crisis. There was a sharp decline in regional correlation during the third quarter of 2008 …
Persistent link: https://www.econbiz.de/10008496952
This paper discusses the estimation of models of the term structure of interest rates. After reviewing the term structure models, specifically the Nelson-Siegel Model and Affine Term- Structure Model, this paper estimates the terms structure of Treasury bond yields for the United States with...
Persistent link: https://www.econbiz.de/10008727797
The correlation analysis was conducted on dynamic of GDP and company failure rate for Poland, Europe and USA for the … period 2003-2011; it was found a negative correlation. An analysis was undertaken for the relation between the rate of … significant correlation was observed. An alternative significant variable was pointed out for a linear regression model. Results …
Persistent link: https://www.econbiz.de/10011259056
This paper uses Taiwan's archival documents to reexamine the two Taiwan Strait crises and the characteristics of Chiang Kai-shek's strategic thinking. Section 2 examines the oscillation of U.S. policy concerning the ROC's offensive toward mainland China and the defense of the Da-chen islands...
Persistent link: https://www.econbiz.de/10010938732
The growing importance of innovation in economic growth has encouraged the development of innovation capabilities in East Asia, within which China, Japan, and Korea are most important in terms of technological capabilities. Using U.S. patent data, we examine how knowledge networks have developed...
Persistent link: https://www.econbiz.de/10009351438
In selected East Asian economies, the behavior of detrended macroeconomic variables was found to be similar to that observed in the postwar U.S. economy. Consumption and investment are highly procyclical while the balance of trade and the price level are counter-cyclical in most of them. Labor...
Persistent link: https://www.econbiz.de/10005534171
This 2012 Global Food Policy Report is the second in an annual series that provides an in-depth look at major food policy developments and events. Initiated in response to resurgent interest in food security, the series offers a yearly overview of the food policy developments that have...
Persistent link: https://www.econbiz.de/10010630750
For a decade now, Asia?s regionalism has been in mutation. There has been a proliferation of economic agreements and institutional arrangements bundled together without much coherence. These regional dynamics reflect the diversity in understanding and interests among Asia?s great power and have...
Persistent link: https://www.econbiz.de/10005560225