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81.
Joseph Aschheim Costas Christou P. A. V. B. Swamy George S. Tavlas 《Open Economies Review》1996,7(1):553-571
A considerable body of theoretical and empirical literature has developed seeking to explain the timing, magnitude, and mechanics of speculative attacks against currencies. This paper extends the empirical specification of the traditional speculative attack model by developing a random coefficient (RC) model which, as we show, encompasses a variety of fixed-coefficient models as special cases. Two classes of models (fixed- and random-coefficient models) are estimated for the case of Mexican peso over the period January 1988 to Novemeber 1994, while forecasts of the peso/U.S. dollar exchange rate are generated for the period December 1994 through December 1995. The comparison of forecast errors generated by five model specifications indicates that forecasts based on the RC procedures are superior to those based on the fixed-coefficient estimation. It is also shown that there are good theoretical reasons why the RC procedure performs better in prediction than the fixed-coefficient procedure. 相似文献
82.
Costas Th. Grammenos Angelos G. Arkoulis 《Transportation Research Part E: Logistics and Transportation Review》2003,39(6):459-471
This paper investigates determinants of pricing of new high yield bond offerings of shipping companies. New high yield bond offerings issued by shipping companies in the US market, during the period 1993–1998, are used in the investigation. The empirical results suggest that credit rating is the major determinant of the price spread of the bond offerings. Financial leverage and shipping market conditions also account for a significant part of the price variability. 相似文献
83.
Aggregate time series provide evidence of short-term dynamic adjustment that appears to be governed by complex or negative real eigenvalues. This finding is at odds with the predictions of reasonably parameterized, convex one-sector growth models with complete markets. We study life-cycle economies in which aggregate saving depends non-trivially on the distribution of wealth among cohorts. If consumption goods are weak gross substitutes near the steady-state price vector, we prove that the unique equilibrium of a life-cycle exchange economy converges to the unique non-monetary steady state via damped oscillations. We also discuss examples and extensions. 相似文献
84.
Summary. Asset prices and returns are known to vary significantly more than␣output or aggregate consumption growth, and an order of
magnitude in excess of what is justified by innovations to fundamentals. We study excess price volatility in a lifecycle economy
with two assets (claims on capital and␣a public debt bubble), heterogeneous agents, and increasing returns to financial intermediation.
We show that a relatively modest nonconvexity generates a set valued equilibrium correspondence in asset prices, with two␣stable
branches. Price volatility is the outcome of an equilibrium selection mechanism, which mixes adaptive learning with “noise”,
and alternates stochastically between the two stable branches of the price correspondence.
Received: March 19, 1998; revised version: June 2, 1998 相似文献