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(University College Dublin. School of Business. Centre for Financial Markets, 2005)We examine the evidence of an emerging yen block in North and Southeast Asia using up to 27 years of weekly data on 9 bilateral yen exchange rates. The exchange rate returns are modelled in response to variations in their ...
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(Wiley-Blackwell, 2012-08)The analysis of network data is an area that is rapidly growing, both within and outside of the discipline of statistics. This review provides a concise summary of methods and models used in the statistical analysis of ...
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(Elsevier, 2003-04)A method is described for determining both the rate of heat generation and the time-dependent thermal properties of concrete so that the temperature development in a concrete section can be modelled. The method uses measured ...
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(University College Dublin. School of Business. Centre for Financial Markets, 2005-04-06)This letter uses the Block Maxima Extreme Value approach to quantify catastrophic risk in international equity markets. Risk measures are generated from a set threshold of the distribution of returns that avoids the ...
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(Taylor & Francis, 2006)This letter uses the Block Maxima Extreme Value approach to quantify catastrophic risk in international equity markets. Risk measures are generated from a set threshold of the distribution of returns that avoids the pitfall ...
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(University College Dublin. School Of Economics, 2004-11-05)In sectors with cumulative and complementry technologies, some rms build patent portfolios in order to block their competitors' access to the technology and/or to negociate cross licensing agreements. We propose a dynamic ...
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(University College Dublin. School of Economics, 1994-11)The measurement of protection has been a key stumbling block for economists seeking to establish an empirical link between trade policy and growth. This note comments on a theoretically based index of protection recently ...
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(American Geophysical Union, 2007)The distinct element method is used for modeling the growth of normal faults in layered sequences. The models consist of circular particles that can be bonded together with breakable cement. Size effects of the model ...
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(Elsevier, 2011-04)Natural and man-made brittle layers embedded in a weaker matrix and subjected to layer-parallel extension typically develop an array of opening-mode fractures with a remarkably regular spacing. This spacing often scales ...
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(University College Dublin. School of Business. Centre for Financial Markets, 2005-05)Using weekly observations on 9 Asian currencies from November 1976 to December 2003, we re-examine the evidence of an emerging yen block in North and Southeast Asia. In contrast to previous research that assumes instantaneous ...