This paper explores the influence of monetary policies, US influences, and other factors affecting stock prices in Japan from the beginning of the 1980s. The data set consists of monthly time series, largely taken from the Federal Bank of St. Louis (FRED) database in the USA. A variety of...

This paper features a statistical analysis of the independence of the core Fama/French factors; SMB and HML, using daily data, of the factor return series, for the USA, Developed Markets and Japan, using a sample taken from the data-sets that are available on French's website. The various series...

The environment and programming language R is reviewed and its capabilities, attractiveness, and limitations are assessed, with reference to its continuing potential use and application in finance, management information, and decision sciences. A brief review of the top packages and programmers,...

The purpose of this paper is to examine the causality between DUST, CO2 and temperature for the Vostok ice core data series [Vostok Data Series], dating from 420 000 years ago, and the EPICA C Dome data going back 800 000 years. In addition, the time-varying volatility and coefficient of...