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Relationship between labor-income risk and average return: empirical evidence from the Japanese stock market

Jagannathan, Ravi; Kubota, Keiichi; Takehara, Hitoshi - Federal Reserve Bank of Minneapolis - 1997

In Japan, as in the United States, stocks that are more sensitive to changes in the monthly growth rate of labor income … rates as well as asset returns. In Japan, the book-to-market-price characteristic can be adequately captured by a particular …

Persistent link: https://www.econbiz.de/10005498976

A comparison of discount rate models using international stock market data

Kasa, Kenneth - Federal Reserve Bank of San Francisco - 1994

of stock returns in the U.S., Japan, England, Germany, and Canada. The data consist of quarterly returns (in dollars) on …

Persistent link: https://www.econbiz.de/10005078342

U.S economic performance: good fortune, bubble, or new era?

Browne, Lynn Elaine - In: New England Economic Review (1999) May, pp. 3-20

What accounts for the extraordinary performance of the U.S. economy in recent years? How is that we have been able to enjoy such strong economic growth and resulting low unemployment rates without an upturn in inflation? The author reviews the primary explanations offered for these unusually...

Persistent link: https://www.econbiz.de/10005729126

Margin requirements, speculative trading and stock price fluctuations: the case of Japan

Hardouvelis, Gikas A.; Peristiani, Steve - Federal Reserve Bank of New York - 1990

Persistent link: https://www.econbiz.de/10005717256

Do leveraged/inverse ETFs wag the underlying market? : evidence from the Korean stock market

Lee, Kyuseok; Kim, Soo-hyun - In: Hitotsubashi journal of economics 59 (2018) 2, pp. 83-94

Persistent link: https://www.econbiz.de/10011985803

Financial derivatives usage and monetary policy transmission : evidence from Korean firm-level data

Park, Danbee; Kim, Joocheol - In: Global economic review 44 (2015) 1, pp. 101-115

Persistent link: https://www.econbiz.de/10010509113

Examining the effects of information sources on individual earning rates in the South Korean stock market

Park, Eunil; Kwon, Sang Jib - In: Economic research 28 (2015) 1, pp. 650-667

Persistent link: https://www.econbiz.de/10012220773

Quantile dependence between foreign exchange market and stock market : the case of Korea

Han, Heejoon; Lee, Na Kyeong - In: East Asian economic review 20 (2016) 4, pp. 519-544

stock market in Korea. Instead of adopting a multivariate model such as a vector autoregressive model, a multivariate GARCH …

Persistent link: https://www.econbiz.de/10011765039

Macroeconomic shocks and stock market returns : the case of Korea

Yang, Eunsun; Kim, Sŏng-hyŏn; Kim, Maria H.; Ryu, Doojin - In: Applied economics 50 (2018) 7, pp. 757-773

Persistent link: https://www.econbiz.de/10011847162

Who benefitted from the pyeongchang olympic announcement? : evidence from the South Korean stock market

Hayduk, Ted, III - In: Journal of sports economics 23 (2022) 1, pp. 39-75

Persistent link: https://www.econbiz.de/10012794859