Investigating the correlation of unobserved expectations: expected returns in equity and foreign exchange markets and other samples

Article Abstract:

An analysis of the correlation of unobserved expectations is presented. This situation is predicted by most economic models for two series conditions. An informative technique is applied to evaluate the sample correlation coefficient for fitted values based on unrestricted least square regressions. It is shown that such a method generatesinformation for correlation conditions which are not present in current statistical procedures.

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Perceptions of market efficacy, transaction costs, and vertical disintegration in offshore oil gathering

Article Abstract:

The predictive value of the transaction-cost paradigm is examined relative to vertical disintegration by oil companies and the provision of intermediate inputs in offshore oil gathering. The assessment used sample-survey information. Of central concern is whether transactions, which differ in their attributes, are aided by the economics of governance structures as predicted by the theory.

Crude petroleum and natural gas, Petroleum and Petroleum Products, Research, Finance, Petroleum industry, Vertical integration

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Realignment expectations and the US dollar 1890-1897: was there a 'Peso problem'?

Article Abstract:

Research is presented describing the key events which influenced the relationship between the dollar and sterling currencies from 1890 to 1908.

United States, Economic aspects, Pound (United Kingdom), Dollar (United States)

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