Extreme-Downside-Risk Spillover from the United States and Japan to Asian-Pacific Stock Markets

2011 ◽  
Author(s):  
Lu Liu
Keyword(s):  
United States ◽  
Stock Markets ◽  
The United States ◽  
Downside Risk ◽  
Asian Pacific

Causality tests of the United States weekly money supply and Asian-pacific stock markets

1992 ◽  
Vol 9 (2) ◽  
pp. 253-260
Author(s):  
Sui-Choi Mak ◽  
Daniel Wai-Wah Cheung
Keyword(s):  
United States ◽  
Money Supply ◽  
Stock Markets ◽  
The United States ◽  
Causality Tests ◽  
Asian Pacific

Do Stock Markets Catch the Flu?

2013 ◽  
Vol 48 (3) ◽  
pp. 979-1000 ◽  
Author(s):  
Brian C. McTier ◽  
Yiuman Tse ◽  
John K. Wald
Keyword(s):  
United States ◽  
New York ◽  
New York City ◽  
Stock Markets ◽  
The United States ◽  
Trading Activity ◽  
Market Makers ◽  
International Data ◽  
The Impact ◽  
Bid Ask Spreads

AbstractWe examine the impact of influenza on stock markets. For the United States, a higher incidence of flu is associated with decreased trading, decreased volatility, decreased returns, and higher bid-ask spreads. Consistent with the flu affecting institutional investors and market makers, the decrease in trading activity and volatility is primarily driven by the incidence of influenza in the greater New York City area. However, the effect of the flu on bid-ask spreads and returns is related to the incidence of flu nationally. International data confirm our findings of a decrease in trading activity and returns when flu incidence is high.

scholarly journals Unknown Unknowns: Uncertainty About Risk and Stock Returns

2018 ◽  
Vol 53 (4) ◽  
pp. 1615-1651 ◽  
Author(s):  
Guido Baltussen ◽  
Sjoerd van Bekkum ◽  
Bart van der Grient
Keyword(s):  
United States ◽  
Stock Returns ◽  
Stock Prices ◽  
Stock Markets ◽  
The United States ◽  
Pricing Mechanism ◽  
European Stock Markets ◽  
Low Uncertainty ◽  
High Uncertainty

Stocks with high uncertainty about risk, as measured by the volatility of expected volatility (vol-of-vol), robustly underperform stocks with low uncertainty about risk by 8% per year. This vol-of-vol effect is distinct from (combinations of) at least 20 previously documented return predictors, survives many robustness checks, and holds in the United States and across European stock markets. We empirically explore the pricing mechanism behind the vol-of-vol effect. The evidence points toward preference-based explanations and away from alternative explanations. Collectively, our results show that uncertainty about risk is highly relevant for stock prices.

Trends and presentation patterns of acute rheumatic fever hospitalisations in the United States

2019 ◽  
Vol 29 (11) ◽  
pp. 1387-1390
Author(s):  
Tyler Bradley-Hewitt ◽  
Chris T. Longenecker ◽  
Vuyisile Nkomo ◽  
Whitney Osborne ◽  
Craig Sable ◽  
...  
Keyword(s):  
United States ◽  
Length Of Stay ◽  
Rheumatic Fever ◽  
Private Insurance ◽  
Case Fatality ◽  
The United States ◽  
Hospital Charges ◽  
The South ◽  
Asian Pacific Islanders ◽  
Asian Pacific

AbstractObjective:Rheumatic fever, an immune sequela of untreated streptococcal infections, is an important contributor to global cardiovascular disease. The goal of this study was to describe trends, characteristics, and cost burden of children discharged from hospitals with a diagnosis of RF from 2000 to 2012 within the United States.Methods:Using the Kids’ Inpatient Database, we examined characteristics of children discharged from hospitals with the diagnosis of rheumatic fever over time including: overall hospitalisation rates, age, gender, race/ethnicity, regional differences, payer type, length of stay, and charges.Results:The estimated national cumulative incidence of rheumatic fever in the United States between 2000 and 2012 was 0.61 cases per 100,000 children. The median age was 10 years, with hospitalisations significantly more common among children aged 6–11 years. Rheumatic fever hospitalisations among Asian/Pacific Islanders were significantly over-represented. The proportion of rheumatic fever hospitalisations was greater in the Northeast and less in the South, although the highest number of rheumatic fever admissions occurred in the South. Expected payer type was more likely to be private insurance, and the median total hospital charges (adjusted for inflation to 2012 dollars) were $16,000 (interquartile range: $8900–31,200). Median length of stay was 3 days, and the case fatality ratio for RF in the United States was 0.4%.Conclusions:Rheumatic fever persists in the United States with an overall downwards trend between 2003 and 2012. Rheumatic fever admissions varied considerably based on age group, region, and origin.

Relationship between the United States housing and stock markets: Some evidence from wavelet analysis

2019 ◽  
Vol 50 ◽  
pp. 101033 ◽  
Author(s):  
Kim Hiang Liow ◽  
Yuting Huang ◽  
Jeonseop Song
Keyword(s):  
United States ◽  
Wavelet Analysis ◽  
Stock Markets ◽  
The United States

Dynamic Global Linkages of the BRICS Stock Markets with the United States and Europe Under External Crisis Shocks: Implications for Portfolio Risk Forecasting

World Economy ◽  
2016 ◽  
Vol 39 (11) ◽  
pp. 1703-1727 ◽  
Author(s):  
Shawkat Hammoudeh ◽  
Sang Hoon Kang ◽  
Walid Mensi ◽  
Duc Khuong Nguyen
Keyword(s):  
United States ◽  
Stock Markets ◽  
The United States ◽  
Portfolio Risk ◽  
Risk Forecasting ◽  
Global Linkages

Volatility spillover between the US, Chinese and Australian stock markets

2017 ◽  
Vol 43 (2) ◽  
pp. 263-285 ◽  
Author(s):  
Emawtee Bissoondoyal-Bheenick ◽  
Robert Brooks ◽  
Wei Chi ◽  
Hung Xuan Do
Keyword(s):  
United States ◽  
Financial Services ◽  
Stock Markets ◽  
Global Financial Crisis ◽  
The United States ◽  
Jel Classification ◽  
Volatility Spillover ◽  
Stock Market Volatility ◽  
Index Level ◽  
The Global Financial Crisis

We assess the stock market volatility spillover between three closely related countries, the United States, China and Australia. This study considers industry data and hence provides a clear idea of the channels through which volatility is transmitted across these countries. We find that there is significant bilateral causality between the countries at the market index level and across most of the industries for the full sample period from July 2007 to May 2016. There is one-way volatility spillover from the United States to China in the financial services, industrials, consumer discretionary and utilities industry. There is insignificant volatility spillover from the Australian to Chinese stock markets in financial services, telecommunications and energy industries. Once we remove the effect of the global financial crisis (GFC), we find significant bilateral relationship across all of the industries across the three countries. JEL Classification: G15

Racial disparities in the presentation of hepatocellular carcinoma in the population 65+ years in the United States.

2018 ◽  
Vol 36 (4_suppl) ◽  
pp. 249-249
Author(s):  
Michael Ross Kaufman ◽  
David J. Delgado ◽  
Stephanie Costa ◽  
Brandon George ◽  
Edith P. Mitchell
Keyword(s):  
United States ◽  
Hepatocellular Carcinoma ◽  
Racial Disparities ◽  
Late Stage ◽  
The United States ◽  
Pacific Islanders ◽  
Stage Iii ◽  
Ajcc Stage ◽  
Asian Pacific Islanders ◽  
Asian Pacific

249 Background: Insufficient evidence exists regarding the presentation and management of elderly patients with hepatocellular carcinoma (HCC). The purpose of this study was to describe racial differences in cancer staging of elderly (65+) patients with HCC diagnosed in the United States. Methods: A retrospective cohort study was conducted using the 1973-2014 Surveillance, Epidemiology and End Results Program (SEER) database of the National Cancer Institute. Patients with primary hepatocellular carcinoma, diagnosed between 2004 and 2014, and with complete information on race, gender, year of diagnosis, age, marital status, region and stage at diagnosis (Derived SEER Summary Stage 2000, and Derived American Joint Committee on Cancer (AJCC) Stage Group, 6th Edition) were included. Descriptive statistics were used to compare sociodemographic and clinical variables with race. Univariate and multivariate logistic regressions were preformed to describe the association of race with the diagnosis of late stage HCC (Regional/Distant vs Localized Stage for SEER Summary Stage, and Stage III/IV vs Stage I/II for AJCC Stage Group). Results: The sample consisted of 19,902 HCC patients: 69.7% White, 9.2% Black, 20.2% API, 1.0% AI; 69.1% male; 45.1% diagnosed in 2004-2009; 56.2% age 65-74, 35.6% 75-84, and 8.2% 85 and older; 58.3% married; 7.4% Midwest, 12.4% Northeast, 17.0% Southeast, 63.2% Pacific West; 44.9% Regional/Distant Stage (SEER Summary Stage) and 41.2% Stage III/IV (AJCC Stage Group). After controlling for confounding variables, Asian/Pacific Islanders had a decreased odds of presenting with late stage disease relative to whites in both the SEER Summary Stage (OR: 0.867, CI:0.805-0.934) and AJCC Stage Group (OR: 0.904, CI:0.838-0.975). Conclusions: Racial disparities exist at the presentation of HCC in the 65+ population. Asian/Pacific Islanders are less likely to be diagnosed with late stage HCC compared to whites. There is a need to study further these relationships in subpopulations.

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