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Hatanaka, Michio; Yamada, Hiroshi - 2003 - [1. Aufl.]

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Do stock prices contain predictive information on business turning points? : A wavelet analysis

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Hatanaka, Michio - 2003

In macro-econometrics more attention needs to be paid to the relationships among deterministic trends of different variables, or co-trending, especially when economic growth is of concern. The number of relationships, i.e., the co-trending rank, plays an important role in evaluating the veracity...

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The informational role of commodity prices in formulating monetary policy : a reexamination under the frequency domain

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Which determinant is the most informative in forecasting crude oil market volatility : fundamental, speculation, or uncertainty?

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Forecasting the realized range-based volatility using dynamic model averaging approach

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