This paper investigates the relationship between industrial property construction and the macroeconomy. The paper uses vector autoregressions to model this relationship, which allows the lags inherent in the construction process to be modeled. The results indicate that employment shocks account...

Using standard deviations and numbers of price changes calculated from tick data for currency futures, this study finds strong day‐of‐the‐week effects for both the Deutsche mark and Japanese yen, mild effects for the British pound, and no effects for the Canadian dollar after controlling...