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Direction-of-Change Forecasts Based on Conditional Variance, Skewness and Kurtosis Dynamics : International Evidence
Christoffersen, Peter F.; Diebold, Francis X.; Mariano, … - East Asian Bureau of Economic Research (EABER) - 2006
Recent theoretical work has revealed a direct connection between asset return volatility forecastability and asset return sign forecastability. This suggests that the pervasive volatility forecastability in equity returns could, via induced sign forecastability, be used to produce...
Persistent link: https://www.econbiz.de/10009363828
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Direction-of-Change Forecasts Based on Conditional Variance, Skewness and Kurtosis Dynamics : International Evidence
Tay, Anthony S.; Christoffersen, Peter F.; Diebold, … - East Asian Bureau of Economic Research (EABER) - 2006
Recent theoretical work has revealed a direct connection between asset return volatility forecastability and asset return sign forecastability. This suggests that the pervasive volatility forecastability in equity returns could, via induced sign forecastability, be used to produce direction-of...
Persistent link: https://www.econbiz.de/10009363861
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Time-Varying Incentives in the Mutual Fund Industry
Tay, Anthony - East Asian Bureau of Economic Research (EABER) - 2008
This paper re-examines the incentives of mutual fund managers arising from investor flows. We provide evidence that the convexity of the flow-performance relationship varies with economic activity. We show that the effect is economically large and is not driven by abnormal years. We test two...
Persistent link: https://www.econbiz.de/10009365425
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Assessing the Experience of South Asia–East Asia Integration and India’s Role
Wignaraja, Ganeshan - East Asian Bureau of Economic Research (EABER) - 2014
integration process has been led by India and Pakistan with limited participation of smaller South Asian economies. Tackling key … most gains for South Asia and that India has an incentive to include its neighbors in such an arrangement rather than going …
Persistent link: https://www.econbiz.de/10011147326
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Assessing the Experience of South Asia–East Asia Integration and India’s Role
Wignaraja, Ganeshan - East Asian Bureau of Economic Research (EABER) - 2014
integration process has been led by India and Pakistan with limited participation of smaller South Asian economies. Tackling key … most gains for South Asia and that India has an incentive to include its neighbors in such an arrangement rather than going …
Persistent link: https://www.econbiz.de/10011147329
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Industrializing West Bengal? The case of institutional stickiness
Chakravarty, Deepita; Bose, Indranil - East Asian Bureau of Economic Research (EABER) - 2010
While there is a clear policy shift towards large-scale industrialization in the state of West Bengal (WB) during the early 1990s, not much improvement can be discerned in the performance of the manufacturing output. Moreover, contrary to the Indian experience, more than half of the...
Persistent link: https://www.econbiz.de/10009363291
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India’s Role in East Asia : Lessons from Cultural and Historical Linkages
Frost, Ellen L. - East Asian Bureau of Economic Research (EABER) - 2009
opportunity for India but also a long-term strategic shift in regional order. The purpose of this essay is to demonstrate that for … historical, cultural, political as well as for substantial economic reasons India belongs to the East Asian table. It is time to …
Persistent link: https://www.econbiz.de/10009363292
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Sex trafficking of girls and women : Evidence from Anantapur district, Andhra Pradesh
Vindhya, U.; Dev, V. Swathi - East Asian Bureau of Economic Research (EABER) - 2010
A crucial gap in the trafficking literature from India is the dearth of primary data and micro studies that could be … district in Andhra Pradesh to metropolitan cities across India and who have since returned to their homes. The paper attempted …
Persistent link: https://www.econbiz.de/10009363297
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Political Economy of Tribal Development : A Case Study of Andhra Pradesh
Reddy, M. Gopinath; Kumar, K. Anil - East Asian Bureau of Economic Research (EABER) - 2010
The tribal population in the State of Andhra Pradesh, and in the country as a whole, is the most deprived and vulnerable community that faces severe economic exclusion. Although certain constitutional safeguards are provided, no significant economic, social and political mobility has taken place...
Persistent link: https://www.econbiz.de/10009363312
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Drivers of Academic Research and Patenting in India : Econometric Estimation of the Research Production Function
Ray, Amit Shovon; Saha, Sabyasachi - East Asian Bureau of Economic Research (EABER) - 2010
India. Academic research is conceptualised as a research production process where research inputs (like research time and …. Our results clearly identify several drivers of academic research and patenting in India, in terms of faculty background … India. In particular, we argue that putting in place institutional structures will not serve the purpose without addressing …
Persistent link: https://www.econbiz.de/10009363320