RSS
- You are here:
- Research Repository UCD
- >
- Search
JavaScript is disabled for your browser. Some features of this site may not work without it.
Search
Search Results
-
(2009-11)This paper investigates the risk-return relationship in determination of housing asset pricing. In so doing, the paper evaluates behavioral hypotheses advanced by Case and Shiller (1988, 2002, 2009) in studies of boom ...
-
(2007-09-01)Financial risk model evaluation or backtesting is a key part of the internal model’s approach to market risk management as laid out by the Basle Committee on Banking Supervision (2004). However there are a number of ...
-
(2010-01)This paper investigates the risk-return relationship in determination of housing asset pricing. In so doing, the paper evaluates behavioral hypotheses advanced by Case and Shiller (1988, 2002, 2009) in studies of boom and ...
-
(University College Dublin. School of Business. Centre for Financial Markets, 2010-05-24)This paper investigates the risk-return relationship in determination of housing asset pricing. In so doing, the paper evaluates behavioral hypotheses advanced by Case and Shiller (1988, 2002, 2009) in studies of boom and ...
-
(University College Dublin. Geary Institute, 2009-11)This paper investigates the risk-return relationship in determination of housing asset pricing. In so doing, the paper evaluates behavioral hypotheses advanced by Case and Shiller (1988, 2002, 2009) in studies of boom and ...
-
(CIGRE, 2010)The concept of capacity credit is widely used to quantify the contribution of renewable technologies to securing demand. This may be quantified in a number of ways; this paper recommends the use of Effective Load ...
-
(University College Dublin. School of Business. Centre for Financial MarketsUniversity College Dublin. Geary Institute, 2009-10-28)Real Estate Investment Trusts (REITs) are the only truly liquid assets related to real estate investments. We study the behavior of U.S. REITs over the past three decades and document their return characteristics. REITs ...
-
(University College Dublin. School of Economics, 2010-10)In this paper we model the behaviour of the Irish suicide rate over the period 1968‐2009 using the unemployment rate and the level of alcohol consumption as explanatory variables. It is found that these variables have ...
-
(University College Dublin. School of Economics, 2012-10)Early life conditions have been linked to various domains of later life health, including cardiovascular outcomes. Using life history data from 13 European countries, I find that childhood socioeconomic status and measures ...
-
(University College Dublin. School of Business. Centre for Financial Markets, 2007-03-11)Spectral risk measures are attractive risk measures as they allow the user to obtain risk measures that reflect their risk-aversion functions. To date there has been very little guidance on the choice of risk-aversion ...