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Asymmetry in Government Bond Returns
Fujiwara, Ippei; Korber, Lena Mareen; Nagakura, Daisuke - Crawford School of Public Policy, Australian National … - 2013
Is there asymmetry in the distribution of government bond returns in developed countries? Can asymmetries be predicted using financial and macroeconomic variables? To answer the first question, we provide evidence for asymmetry in government bond returns in particular for short maturities. This...
Persistent link: https://www.econbiz.de/10011186041
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Asymmetry in government bond returns
Nagakura, Daisuke; Korber, Lena Mareen; Fujiwara, Ippei - Australia-Japan Research Centre, Crawford School of … - 2013
Is there asymmetry in the distribution of government bond returns in developed countries? Can asymmetries be predicted using financial and macroeconomic variables? To answer the first question, we provide evidence for asymmetry in government bond returns in particular for short maturities. This...
Persistent link: https://www.econbiz.de/10011201729
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Asymmetry in Government Bond Returns
Fuijwara, Ippei; Korber, Lena Mareen; Nagakura, Daisuke - East Asian Bureau of Economic Research (EABER) - 2013
Is there asymmetry in the distribution of government bond returns in developed countries? Can asymmetries be predicted using financial and macroeconomic variables? To answer the first question, we provide evidence for asymmetry in government bond returns in particular for short maturities. This...
Persistent link: https://www.econbiz.de/10011278032
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Asymmetry in Government Bond Returns
Fuijwara, Ippei; Korber, Lena Mareen; Nagakura, Daisuke - East Asian Bureau of Economic Research (EABER) - 2013
Is there asymmetry in the distribution of government bond returns in developed countries? Can asymmetries be predicted using financial and macroeconomic variables? To answer the first question, we provide evidence for asymmetry in government bond returns in particular for short maturities. This...
Persistent link: https://www.econbiz.de/10011278127
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A note on the two assumptions of standard unobserved components models
Nagakura, Daisuke - In: Economics letters 100 (2008) 1, pp. 123-125
Persistent link: https://www.econbiz.de/10008057563
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Spurious regressions in technical trading
Shintani, Mototsugu; Yabu, Tomoyoshi; Nagakura, Daisuke - In: Journal of econometrics 169 (2012) 2, pp. 301-310
Persistent link: https://www.econbiz.de/10009987067
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Asymmetry in government bond returns
Fujiwara, Ippei; Körber, Lena Mareen; Nagakura, Daisuke - In: Journal of banking & finance 37 (2013) 8, pp. 3218-3226
Persistent link: https://www.econbiz.de/10010132131
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TESTING THE SEQUENTIAL LOGIT MODEL AGAINST THE NESTED LOGIT MODEL
Nagakura, Daisuke; Kobayashi, Masahito - In: The Japanese economic review : the journal of the … 60 (2009) 3, pp. 345-361
Persistent link: https://www.econbiz.de/10008286348
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A note on the two assumptions of standard unobserved components models
Nagakura, Daisuke - In: Economics letters 100 (2008) 1, pp. 123-126
Persistent link: https://www.econbiz.de/10008893307
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Spurious regressions in technical trading : momentum or contrarian?
Shintani, Mototsugu; Yabu, Tomoyoshi; Nagakura, Daisuke - 2008
Persistent link: https://www.econbiz.de/10003727425