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 ...
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 ...
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 ...