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The rate of return on everything, 1870-2015
Jordà, Òscar; Knoll, Katharina; Kuvshinov, Dmitry; … - 2018
This paper answers fundamental questions that have preoccupied modern economic thought since the 18th century. What is the aggregate real rate of return in the economy? Is it higher than the growth rate of the economy and, if so, by how much? Is there a tendency for returns to fall in the...
Persistent link: https://www.econbiz.de/10011794864
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The Rate of Return on Everything, 1870-2015
Jordà, Òscar - 2018
This paper answers fundamental questions that have preoccupied modern economic thought since the 18th century. What is the aggregate real rate of return in the economy? Is it higher than the growth rate of the economy and, if so, by how much? Is there a tendency for returns to fall in the...
Persistent link: https://www.econbiz.de/10012921279
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Econometric Analysis of Stock Price Co-movement in the Economic Integration of East Asia
Chow, Gregory C; Huang, Shicheng; Niu, Linlin - 2013
integration from 1980 to 2011 among the NIEs of Korea, Hong Kong, Taiwan and Singapore, the increase in integration of China since …
Persistent link: https://www.econbiz.de/10010892117
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Volatility contagion across the equity markets of developed and emerging market economies
Hattori, Masazumi; Shim, Ilhyock; Sugihara, Yoshihiko - 2016
Using variance risk premiums (VRPs) nonparametrically calculated from equity markets in selected major developed economies and emerging market economies (EMEs) over 2007 - 2015, we document the correlation of VRPs across the markets and examine whether equity fund flows work as a path through...
Persistent link: https://www.econbiz.de/10011522100
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Volatility spillovers from Australia's major trading partners across the GFC
Allen, David E.; McAleer, Michael; Powell, Robert; … - 2014
This paper features an analysis of volatility spillover effects from Australia's major trading partners, namely, China … composite and the Hangseng. (in the case of China, as both China and Hong Kong appear in Australian trade statistics), the S …
Persistent link: https://www.econbiz.de/10010391535
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Strengthening the financial system and mobilizing savings to support more balanced growth in ASEAN+3
Siackhachanh, A. Noy - 2012
Nations (ASEAN) and the People's Republic of China, Japan, and the Republic of Korea - collectively known as ASEAN+3 - have …
Persistent link: https://www.econbiz.de/10009697263
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How Do Stock Markets in China and Japan Respond to Economic Policy Uncertainty in the United States?
Sum, Vichet - 2012
This study examines the response of stock markets in China and Japan to the changes in economic policy uncertainty in …, the link is not significant for the case of China …
Persistent link: https://www.econbiz.de/10013104582
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Volatility Spillovers from the Chinese Stock Market to Economic Neighbours
Allen, David E. - 2012
neighbours and trading partners, including Australia, Hong Kong, Singapore, Japan and USA. China's increasing integration into …-GFC periods, but there is little evidence of spillover effects from China to related markets during the GFC. This is presumably …
Persistent link: https://www.econbiz.de/10013113161
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Integration of Chinese and Russian Stock Markets with World Markets : National and Sectoral Perspectives
Komarek, Lubos - 2014
degree of stock market integration between Russia and China as well as between them and the United States, the euro area and … integration resumes between Russia and China, and with world markets. Notably, the episode of sigma-divergence from the 2008 …/2009 crisis is stronger for China than Russia. We also find that the process of stock market integration and the impact of the …
Persistent link: https://www.econbiz.de/10013066581
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The Diffusion of Foreign Cultural Products: The Case Analysis of Japanese Comics (Manga) Market in the US
Matsui, Takeshi - Center for Arts and Cultural Policy Studies, Woodrow … - 2009
This paper outlines the historical development of the US manga (Japanese comics) industry from the 1980s through the present in order to address the question why foreign cultural products become popular in offshore markets in spite of cultural difference. This paper focuses on local publishers...
Persistent link: https://www.econbiz.de/10011150270