Now showing items 1-10 of 34
Symbiotic transfer, arbitrage, and equilibrium
We lay a unified foundation for a theory of general equilibrium by proving the existence of an equilibrium for a grand model which covers all the well-known general equilibrium models under the convexity and continuity ...
A time series analysis of the Japanese yen
This paper sought to address the question as to whether the exchange rate can be forecasted more accurately by a monetary model of exchange rate determination or the random walk in the case of the Japan-U.S. exchange ...
INDIRECT TAXES AND RELATIVE PRICES: AN APPLICATION OF LEONTIEF MODELS
The generalized Leontief model is particularly suitable for the study of indirect taxation and, yet, to my knowledge, it had not been extended to a world where taxes are levied. Three features of the model distingush it ...
Higher-order spectral based tests of Gaussianity, linearity, and stationarity in stock returns
This paper presents empirical examinations of three important aspects of stock returns: Gaussianity, linearity, and stationarity by applying time series tests based upon the higher-order spectra. If the stationary time ...
Essays on the taxation of capital income
This dissertation consists of three essays on the taxation of capital income. The first essay examines the effects of the interactions of home and host country tax provisions on capital investment decisions by a U.S. ...
Essays on demand for international reserves
This dissertation consists of four chapters. In the first chapter, a review is made of the research on international reserve demand in the last decade. The next three chapters offer alternative models of reserve demand. ...