Bredin, Donal; Hyde, Stuart(University College Dublin. School of Business. Centre for Financial Markets, 2004-03)
We examine the influence of US and UK macroeconomic and financial variables on Irish stock returns in a nonlinear framework. We allow for time variation via regime switching using a smooth transition
regression (STR) ...
In this paper we analyse a railroad cartel run by the Joint Executive Committee (JEC) in the United States in the nineteenth century. The JEC was a cartel whose members anticipated a periodic fall in demand due to competition ...
A scaled self-decomposable stochastic process put forward by Carr, Geman, Madan
and Yor (2007) is used to model long term equity returns and options prices. This
parsimonious model is compared to a number of other ...
This paper uses harmonized data for the member states of the European Union to analyse household income packaging from a ‘welfare regimes’ perspective. Using data from the third wave of the ECHP, it looks at how the role ...
Aggarwal, Raj; Muckley, Cal(University College Dublin. School of Business. Centre for Financial Markets, 2010-01)
This study assesses prospective Asian exchange rate regimes and finds short- and longrun
currency dynamics more conducive to the introduction of a common peg based on a
basket of the European euro, the United States ...
Aggarwal, Raj; Muckley, Cal(University College Dublin. School of Business. Centre for Financial Markets, 2007-08)
This study assesses alternative Asian exchange rate regimes and finds short- and long-run currency dynamics more conducive to the possibility of introducing a common peg based on a basket of the European euro, the United ...
Spin crossover requires cooperative behaviour of the metal centers in order to become useful for devices. While cooperativity is barely predictable in solids, we show here that solution processing and the covalent introduction ...
Digital control of power converters has been an area of considerable research interest in recent times. One of the problems which arises in these systems is that of the limit cycle oscillations that occur due to quantization ...
In this paper we look at one aspect of the growth trade relations as between the EU and the CEEC states, which reflects the pattern of trade. We argue that there is some evidence to support the proposition that a facet of ...