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Search Results for Collection: Business Research Collection
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(Elsevier, 2004)The early years of the 21st century have been a difficult and challenging time for the managed funds industry. The neglected history of managed funds reveals prior episodes of sustained growth, questionable practices, ...
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(Routledge, 2004)This paper applies extreme value theory to measure downside risk for European equity markets. Two related measures, value at risk and the excess loss probability estimator provide a coherent approach to optimally protect ...
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International equity market integration in a small open economy : Ireland January 1990–December 2000 (Elsevier, 2004)We examine the relationship between the Irish, German, UK and U.S. equity markets. Our main finding is that the Irish equity market depends heavily on trading activity in the other markets but not vice versa. Significant ...
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(Irish Economic Association, 2004)
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(University College Dublin. School of Business. Centre for Financial Markets, 2004)
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(Henry Stewart Publications, 2004)Focuses on the importance of the accurate modelling of market risk. Dates of extreme trading events experienced by derivative traders; Standard approach to modelling any market movement and its implications; Use of extreme ...
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(Irish Bankers' Federation, 2004)This paper assesses the viability of the Irish Stock Exchange. Overall the prognosis is positive with a few notable exceptions. On the downside some trading characteristics including thin trading and an uncompetitive ...
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(Papazisis Press, 2004-11)Extreme asset price movements appear to be more pronounced recently and have major consequences for an economy’s financial stability and monetary policies. This paper investigates the extreme behaviour of equity market ...
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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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(Wiley, 2004-07)This paper examines the issue of independence of boards of directors and non-executive directors of companies listed on the Irish Stock Exchange. Based on information published in annual reports, the study found that most ...