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Cost structure analysis under disequilibrium : price, scale, efficiency and capacity utilisation effects
Sarkis, Ziad - 1999
Persistent link: https://www.econbiz.de/10001428065
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What Shareholders in Japan Say About Director Pay : Does Article 361 of Japan's Companies Act Matter?
McGinty, Sean - 2020
Article 361 of the Companies Act which requires that director pay be set by the corporation's general shareholders meeting. To … explore the question of whether this rule, by giving shareholders a veto over changes to compensation they disagree with …, matters to pay in Japan this paper examines the results of the shareholders meetings of companies listed on the first section …
Persistent link: https://www.econbiz.de/10012853359
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Managerial objectives in Japanese banking : a test of the expense preference hypothesis
Izawa, Hiroshi - In: Applied financial economics 8 (1998) 1, pp. 89-99
Persistent link: https://www.econbiz.de/10001240657
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Real-time multivariate density forecast evaluation and calibration : monitoring the risk of high-frequency returns on foreign exchange
Diebold, Francis X.; Hahn, Jinyong; Tay, Anthony S. - 1998
Persistent link: https://www.econbiz.de/10000682409
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International stock return predictability under model uncertainty
Schrimpf, Andreas (contributor) - 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/10003728591
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Three essays on empirical asset pricing
Zhang, Xiaoyan - 2002
Persistent link: https://www.econbiz.de/10003777584
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Long memory and volatility dynamics in the US dollar exchange rate
Caporale, Guglielmo Maria; Gil-Alaña, Luis A. - 2010
This paper focuses on nominal exchange rates, specifically the US dollar rate vis-à-vis the Euro and the Japanese Yen at a daily frequency. We model both absolute values of returns and squared returns using long-memory techniques, being particularly interested in volatility modelling and...
Persistent link: https://www.econbiz.de/10003931070
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The forward premium puzzle and latent factors day by day
Bernoth, Kerstin; Hagen, Jürgen von; Vries, Casper G. de - 2010
Persistent link: https://www.econbiz.de/10003969493
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The forward premium puzzle and latent factors day by day
Bernoth, Kerstin; Hagen, Jürgen von; Vries, Casper G. de - 2010
We use futures instead of forward rates to study the complete maturity spectrum of the forward premium puzzle from two days to six months. At short maturities the slope coefficient is positive, but these turn negative as the maturity increases to the monthly level. Futures data allow us to...
Persistent link: https://www.econbiz.de/10003949496
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The forward premium puzzle and latent factors day by day
Bernoth, Kerstin; Hagen, Jürgen von; Vries, Casper G. de - 2010
Persistent link: https://www.econbiz.de/10003954428