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Conditional Dependence in Precious Metal Prices 总被引:1,自引:0,他引:1
Vedat Akgiray G. Geoffrey Booth John J. Hatem Chowdhury Mustafa 《The Financial Review》1991,26(3):367-386
This study investigates the time-series properties of gold and silver spot prices. Both precious metal price series are found to exhibit time dependence and pronounced generalized autoregressive conditional heteroscedastic (GARCH) effects. Splitting the data into similar economic subperiods provides superior explanation of these effects because of the observed long-run nonconstancy of the unconditional variance. Further, the power exponential distribution, as opposed to the Student-t, is found to portray accurately the thick-tailed conditional variance that remains after the GARCH effects are removed. These findings imply that constant variance pricing models are inappropriate for securities that are based on precious metal prices. 相似文献
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We evaluate the usefulness of the Hodrick-Prescott (HP) filter as a proxy for rational expectations, using long runs of annual
US inflation data. Our conclusion is that while the HP series are not fully rational in the sense of Muth (1961), they do
generally meet the criterion of `weak rationality' recently proposed by Grant and Thomas (1999). They are also rational proxy
predictors of direction for, following Merton (1981), agents would not change their prior in the opposite direction to these
`forecasts'. However, smoother HP `forecasts' are more prone to inefficiency and less useful predictors of direction.
First Version Received: May 2000/Final Version Received: May 2001 相似文献
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G. Geoffrey Booth Teppo Martikainen Jukka Perttunen Paavo Yli-Olli 《Journal of Business Finance & Accounting》1994,21(3):395-408
This paper examines the functional form of earnings and stock prices on US and Finnish stock markets. Although the functional specification of the components of financial ratios based on purely accounting numbers has received considerable attention, the functional form of earnings and stock prices has not been investigated carefully enough. This investigation is, however, important because of the common use of E/P ratio in financial statement analysis. The empirical evidence provided by this study indicates that the proportional relationship between earnings and stock prices is rejected in both countries. In addition, it is discovered that this deviation from proportionality is a major factor producing the so-called E/P anomaly in these two countries. 相似文献
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