Browsing by Subject "Multivariate analysis"

Now showing items 1-3 of 3

Can the traditional Asian US dollar peg exchange rate regime be extended to include the Japanese yen?

Kearney, Colm ; Muckley, Cal (University College Dublin. School of Business. Centre for Financial Markets, 2006-06)

Using daily data for a select set of four Asian exchange rates, namely the Hong Kong dollar, the Singapore dollar, the Taiwan dollar and the Thailand baht, from October 1985 to October 2002, we apply principal components ...
Instrumental variables in models with multiple outcomes : the general unordered case

Heckman, James J. ; Urzua, Sergio ; Vytlacil, Edward (University College Dublin. Geary Institute, 2008-12-15)

This paper develops the method of local instrumental variables for models with multiple, unordered treatments when treatment choice is determined by a nonparametric version of the multinomial choice model. Responses to ...
Oil volatility and the option value of waiting : an analysis of the G-7

Bredin, Donal ; Elder, John ; Fountas, Stilianos (University College Dublin. School of Business. Centre for Financial Markets, 2009-08)

There has recently been considerable interest in the potential adverse effects associated with excessive uncertainty in energy futures markets. Theoretical models of investment under uncertainty predict that increased ...