Author: Yin-Wong CheungPublisher:
ISBN:
Category : Euro-dollar market
Languages : en
Pages : 32
Book Description
Information flows between the Eurodollar spot and futures markets
Author: Yin-Wong CheungPublisher:
ISBN:
Category : Euro-dollar market
Languages : en
Pages : 32
Book Description
Information Flows Between Eurodollar Spot and Futures Markets
Author: Yin-Wong CheungPublisher:
ISBN:
Category :
Languages : en
Pages : 17
Book Description
The pattern of information flows between Eurodollar spot and futures markets is examined using a robust two-step procedure. This procedure allows for conditional mean and variance dynamics as well as conditional heteroskedasticity. We find spot rates affect futures data and vice versa. In addition, there is evidence of volatility spillover between the two markets. Our results also indicate that information conveyed by data on futures tends to have a more persistent impact on both the mean and volatility of cash market price movements than the other way around.
An Empirical Investigation of Stock Markets
Author: Shigeyuki HamoriPublisher: Springer Science & Business Media
ISBN: 1441992081
Category : Business & Economics
Languages : en
Pages : 140
Book Description
An Empirical Investigation of Stock Markets: The CCF Approach attempts to make an empirical contribution to the literature on the movements of stock prices in major economies, i.e. Germany, Japan, the UK and the USA. Specifically, the cross-correlation function (CCF) approach is used to analyze the stock market. This volume provides some empirical evidence regarding the economic linkages among a group of different countries. Chapter 2 and Chapter 3 analyze the international linkage of stock prices among Germany, Japan, the UK and the USA. Chapter 2 applies the standard approach, whereas Chapter 3 uses the CCF approach. Chapter 4 analyzes the relationship between stock prices and exchange rates. Chapter 5 analyzes the relationship among stock prices, exchange rates, and real economic activities. Chapter 6 summarizes the main results obtained in each chapter and comments on the possible directions of future research.
Multinational Finance Journal
Author: Publisher:
ISBN:
Category : International finance
Languages : en
Pages : 332
Book Description
International Evidence on the Stock Market and Aggregate Economic Activity
Author: Yin-Wong CheungPublisher:
ISBN:
Category : Stock exchanges
Languages : en
Pages : 52
Book Description
Capital Structure and Socially Optimal Capacity in Oligopoly
Author: Tae Hoon OumPublisher:
ISBN:
Category : Aeronautics, Commercial
Languages : en
Pages : 48
Book Description
On Existence of an "optimal Stock Price"
Author: Lifan WuPublisher:
ISBN:
Category : Stock splitting
Languages : en
Pages : 44
Book Description
Individual Learning in Normal Form Games
Author: Yin-Wong CheungPublisher:
ISBN:
Category : Economics, Mathematical
Languages : en
Pages : 64
Book Description
Macroeconomic Determinants of Long-term Stock Market Comovements Among Major EMS Countries
Author: Yin-Wong CheungPublisher:
ISBN:
Category : Macroeconomics
Languages : en
Pages : 48
Book Description
An Analysis of Fortress Hubs in Airline Networks
Author: Anming ZhangPublisher:
ISBN:
Category : Aeronautics, Commercial
Languages : en
Pages : 40
Book Description