INTERNATIONAL RELATIONS, LAW, AND ORGANIZATIONS - Globalization and Its Discontents
In: Perspectives on political science, Band 32, Heft 3, S. 180
ISSN: 1045-7097
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In: Perspectives on political science, Band 32, Heft 3, S. 180
ISSN: 1045-7097
In: Journal of conflict and security law, Band 8, Heft 2, S. 391-410
ISSN: 1467-7954
In: Foreign affairs, Band 82, Heft 5, S. 168
ISSN: 0015-7120
In: Diplomatic history, Band 27, Heft 2, S. 291-293
ISSN: 0145-2096
In: The British journal of social work, Band 33, Heft 1, S. 17-29
ISSN: 1468-263X
In: Review of social economy: the journal for the Association for Social Economics, Band 60, Heft 4, S. 521-541
ISSN: 1470-1162
In: Modern Asian studies, Band 36, Heft 4
ISSN: 1469-8099
In: Journal of broadcasting & electronic media: an official publication of the Broadcast Education Association, Band 46, Heft 3, S. 431-452
ISSN: 1550-6878
In: Global environmental politics, Band 2, Heft 3, S. 118-123
ISSN: 1536-0091
In: The journal of financial research: the journal of the Southern Finance Association and the Southwestern Finance Association, Band 25, Heft 2, S. 203-221
ISSN: 1475-6803
AbstractUsing government bond market data for the United States, Canada, the United Kingdom, Germany, France, and Japan, I investigate several hypotheses. Market efficiency is investigated by testing for seasonality and cointegration. The seasonality results are mixed. In regression tests, a January effect is detected in several markets (United States, Germany, France, United Kingdom, and Canada) using local currencies. However, in a nonparametric test, the January effect is supported only for France. When U.S. dollar returns are used, regression results also reveal a January effect for several markets (United States, Germany, France, and United Kingdom). These results are not confirmed by a nonparametric test. Correlation analysis shows considerable diversification opportunities for short‐term investors. Cointegration tests indicate that several of the markets share cointegrating vectors, increasing the possibilities of using other endogenous bond markets to better predict movements in a particular market.
In: PS: political science & politics, Band 35, Heft 1, S. 127-131
In: Politica, Band 34, Heft 4, S. 398-411
ISSN: 2246-042X
In: Connections / Deutsche Ausgabe, Band 1, Heft 4, S. 125-152
World Affairs Online
In: Armed forces & society, Band 28, Heft 2, S. 353-356
ISSN: 1556-0848
In: Rapport annuel mondial sur le système économique et les stratégies, S. 284-285