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Browsing School of Business by Title
Now showing items 139-158 of 260
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(IEEE, 2011-08-31)For computational intelligence to be useful in creating game agent AI we need to focus on methods that allow the creation and maintenance of models for the environment, which the artificial agents inhabit. Maintaining a ...
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Le relazioni industriali europee dopo la crisi. Verso un interventismo regolatorio post-democratico? (Ediesse, 2012-01)L'attuale programma di liberalizzazioni europee sta minando il consenso sociale che era alla base dell'integrazione europea. Le ripercussioni gravissime sui sistemi sociali e di r.i. nei paesi più in difficoltà. Il ...
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(Syllepse, 2002)Les syndicats pourraient être des agents de la démocratisation de l'Union européenne pour deux raisons : primo, le syndicalisme a souvent joué un rôle substantiel dans les processus de démocratisation nationale. Secundo, ...
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(University College Dublin. School of Business. Centre for Financial Markets, 2004-02)We use a very general multivariate GARCH-M model and G7 monthly data covering the 1957-2003 period to test for the impact of real and nominal macroeconomic uncertainty on inflation and output growth.Our evidence supports ...
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(University College Dublin. School of Business. Centre for Financial Markets, 2005)We use a very general bivariate GARCH-M model and EU monthly data covering the 1962-2003 period to test for the impact of real (output growth) and nominal (inflation) macroeconomic uncertainty on inflation and output growth. ...
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(Irish Bankers Federation, 2006-05)All exporters need to correctly manage their foreign exchange exposure with the full support and expertise of their banks, states Dr. John Cotter.
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(Elsevier Science, 2001-08)Futures exchanges require a margin requirement that ensures their competitiveness and protects against default risk. This paper applies extreme value theory in computing unconditional optimal margin levels for a selection ...
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(Elsevier Science, 2006)
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(University College Dublin. School of Business. Centre for Financial Markets, 2004-06-14)Both in practice and in the academic literature, models for setting margin requirements in futures markets use daily closing price changes. However, financial markets have recently shown high intraday volatility, which ...
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(2006-06-27)Both in practice and in the academic literature, models for setting margin requirements in futures markets classically use daily closing price changes. However, as well documented by research on high-frequency data, ...
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(Financial Services Research Forum, 1997)his paper applies an event study methodology to 22 Irish equities between 1990-1995. A recursive-sample methodology is used to account for informational flows. The research design allows risk to vary in event time testing ...
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(Wiley Blackwell, 1997-06)
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(Elsevier, 2005)We use bivariate ARCH specifications to model the conditional mean and stock price volatility for 56 takeover bids from January 1985 and July 1994. Using daily data from one year prior to the takeover announcement until ...
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(Routledge, 2007)
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(Wiley Blackwell Publishing, 2010-09)This article uses case study data from a major Irish city council to investigate and explain public sector worker attitudes towards social partnership at local and national level. It is argued that the more sceptical ...
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(Wiley, 2004-02)Key to the imposition of appropriate minimum capital requirements on a daily basis is accurate volatility estimation. Here, measures are presented based on discrete estimation of aggregated high-frequency UK futures ...
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(University College Dublin. School of Business. Centre for Financial Markets, 2004)Key to the imposition of appropriate minimum capital requirements on a daily basis requires accurate volatility estimation. Here, measures are presented based on discrete estimation of aggregated high frequency UK futures ...
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(University College Dublin. School of Business. Centre for Financial Markets, 2004-04-18)A quantity known as the Local Cross-Entropy (LCE) for a density is proposed, defined to be the local derivative of the Cross-Entropy between a density and a ’kernel-smoothed’ version of itself, with respect to bandwidth ...
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(Wiley, 2008)One stylized feature of financial volatility impacting the modeling process is long memory. This article examines long memory for alternative risk measures, observed absolute and squared returns for Daily Equity real estate ...
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(University College Dublin. School of Business. Centre for Financial MarketsUniversity College Dublin. School of Business, 2006-11)One stylized feature of financial volatility impacting the modeling process is long memory. This paper examines long memory for alternative risk measures, observed absolute and squared returns for Daily REITs and compares ...
Now showing items 139-158 of 260