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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...
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, the U.S., India, Japan, and Mexico. This indicates that for these five countries, the EIA uses assumptions which cannot be … projection with forecasts by the U.S. Energy Information Administration (EIA) for eight countries - the U.S., China, India …, Brazil, Japan, South Korea, Canada, and Mexico. We find that the EIA's projections are lower than ours in the case of China …
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