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Modeling a Presidential Prediction Market

Chen, M. Keith; Jonathan E. Ingersoll, Jr.; Kaplan, … - In: Management Science 54 (2008) 8, pp. 1381-1394

Prediction markets now cover many important political events. The 2004 presidential election featured an active online prediction market at Intrade.com, where securities addressing many different election-related outcomes were traded. Using the 2004 data from this market, we examined three...

Persistent link: https://www.econbiz.de/10009218142

The international transmission of financial shocks: the case of Japan

Peek, Joe; Rosengren, Eric S. - Federal Reserve Bank of Boston - 1996

One of the more dramatic financial events of the late 1980s and early 1990s was the surge in Japanese stock prices that was immediately followed by a very sharp decline of more than 50 percent. While the unprecedented fluctuations in Japanese stock prices were domestic financial shocks, the...

Persistent link: https://www.econbiz.de/10005379789

An analysis of Japanese stock return dynamics conditional on U.S. Monday holiday closures

Hiraki, Takato; Maberly, Edwin D. - Federal Reserve Bank of Atlanta - 2000

This paper examines a unique data set consisting of Japanese equity returns for the Friday, Monday, and Tuesday surrounding U.S. Monday holiday closures. The objective is to neutralize the impact of spillover effects from New York to Tokyo. Prior studies find that Japanese returns are negative...

Persistent link: https://www.econbiz.de/10005401860

What lessons can be learned from recent financial crises? : the Japanese experience

Suzuki, Yoshio - In: Proceedings - Economic Policy Symposium - Jackson Hole (1997), pp. 169-174

Persistent link: https://www.econbiz.de/10005415368

Outlook for Interest Rates and Japanese Banksâ€™ Risk Exposures under Abenomics

Arslanalp, Serkan; Lam, Raphael W. - International Monetary Fund (IMF) - 2013

This paper examines how Japan’s long-term interest rates and Japanese banks’ interest rate risk exposures may evolve … yields in Japan are determined to a large extent by growth and inflation outlook, fiscal conditions, demography, and the … increased purchases by the Bank of Japan. At the same time, illustrative scenarios suggest the interest rate risk exposure of …

Persistent link: https://www.econbiz.de/10011142198

Global Bonding; Do U.S. Bond and Equity Spillovers Dominate Global Financial Markets?

Bayoumi, Tamim; Bui, Trung - International Monetary Fund (IMF) - 2012

financial markets and spillovers from Europe to Japan. The results also suggest that the uncertainty about the direction of …

Persistent link: https://www.econbiz.de/10011242378

The 2011 Japanese earthquake, tsunami and nuclear crisis: Evidence of contagion from international financial markets

Asongu, Simplice A. - In: Journal of Financial Economic Policy 4 (2012) 4, pp. 340-353

Purpose – Natural disasters may inflict significant damage upon international financial markets. The purpose of this study is to investigate if any contagion effect occurred in the immediate aftermath of the Japanese earthquake, tsunami and subsequent nuclear crisis....

Persistent link: https://www.econbiz.de/10010814920

Overview of the symposium, Changing Capital Markets: Implications for Monetary Policy (panel)

Tietmeyer, Hans - In: Proceedings - Economic Policy Symposium - Jackson Hole (1993), pp. 405-416

Persistent link: https://www.econbiz.de/10010725822

Overview of the symposium, Changing Capital Markets: Implications for Monetary Policy (panel)

Gyohten, Toyoo - In: Proceedings - Economic Policy Symposium - Jackson Hole (1993), pp. 399-403

Persistent link: https://www.econbiz.de/10010725846

Overview of the symposium, Changing Capital Markets: Implications for Monetary Policy (panel)

Frenkel, Jacob A. - In: Proceedings - Economic Policy Symposium - Jackson Hole (1993), pp. 389-397

Persistent link: https://www.econbiz.de/10010725879