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Search: ("BREXIT" OR "Handelsabkommen" OR "Handelskonflikt" OR "Handelspolitik" OR "Transatlantisches Freihandelsabkommen" OR "USA" OR "Welthandel" OR "WTO-Regeln") AND NOT isPartOf:Wirtschaftsdienst
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ECONIS (ZBW)
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1
Stochastic Dominance Statistics for Risk Averters and Risk Seekers: An Analysis of Stock Preferences for
USA
and China
Bai, Zhidong
;
Li, Hua
;
McAleer, Michael
;
Wong, Wing-Keung
-
Institute of Economic Research, Kyoto University
-
2012
We derive the limiting process of the stochastic dominance statistics for risk averters as well as for risk seekers when the underlying processes might be dependent or independent. We take account of the dependency of the partitions and propose a bootstrap method to decide the critical point. In...
Persistent link: https://www.econbiz.de/10010551390
Saved in:
2
Estimation of allocative inefficiency and productivity growth with dynamic adjustment costs
Atkinson, Scott Estes
;
Cornwell, Christopher Mark
- In:
Econometric reviews
30
(
2011
)
3
,
pp. 337-357
Persistent link: https://www.econbiz.de/10008990410
Saved in:
3
Alternative asymmetric stochastic volatility models
Asai, Manabu
;
McAleer, Michael
- In:
Econometric reviews
30
(
2011
)
5
,
pp. 548-564
Persistent link: https://www.econbiz.de/10009130226
Saved in:
4
Measuring the volatility in US treasury benchmarks and debt instruments
Hoti, Suhejla
;
Maasoumi, Esfandiar
;
McAleer, Michael
; …
- In:
Econometric reviews
28
(
2009
)
6
,
pp. 522-554
Persistent link: https://www.econbiz.de/10003881186
Saved in:
5
Asymmetric multivariate stochastic volatility
Asai, Manabu
;
McAleer, Michael
- In:
Econometric reviews
25
(
2006
)
2/3
,
pp. 453-473
Persistent link: https://www.econbiz.de/10003355815
Saved in:
6
Aggregation, Heterogeneous Autoregression and Volatility of Daily International Tourist Arrivals and Exchange Rates
Chang, Chia-Lin
;
McAleer, Michael
-
Institute of Economic Research, Kyoto University
-
2010
TTourism is a major source of service receipts. The two leading tourism countries for Taiwan are Japan and
USA
. Daily … data from 1/1/1990 to 31/12/2008 are used to model tourist arrivals from the world,
USA
and Japan to Taiwan, as well as …
Persistent link: https://www.econbiz.de/10008489840
Saved in:
7
Is Small Beautiful? Size Effects of Volatility Spillovers for Firm Performance and Exchange Rates in Tourism
Chang, Chia-Lin
;
Hsu, Hui-Kuang
;
McAleer, Michael
-
Institute of Economic Research, Kyoto University
-
2012
sources to Taiwan, namely
USA
, Japan, and China. Furthermore, all the return series reveal quite high volatility spillovers …
Persistent link: https://www.econbiz.de/10010599816
Saved in:
8
Volatility Spillovers from the Chinese Stock Market to Economic Neighbours
McAleer, Michael
;
Allen, David
;
Amram, Ron
-
Institute of Economic Research, Kyoto University
-
2011
neighbours and trading partners, including Australia, Hong Kong, Singapore, Japan and
USA
. China’s increasing integration into …
Persistent link: https://www.econbiz.de/10009390617
Saved in:
9
Analyzing and Forecasting Volatility Spillovers and Asymmetries in Major Crude Oil Spot, Forward and Futures Markets
Chang, Chia-Lin
;
McAleer, Michael
;
Tansuchat, Roengchai
-
Institute of Economic Research, Kyoto University
-
2010
international oil market, namely West Texas Intermediate (
USA
), Brent (North Sea), Dubai/Oman (Middle East), and Tapis (Asia …
Persistent link: https://www.econbiz.de/10008461877
Saved in:
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