RSS
- You are here:
- Research Repository UCD
- >
- College of Business and Law
- >
- School of Business
- >
- Business Research Collection
- >
- Search
JavaScript is disabled for your browser. Some features of this site may not work without it.
Search
Search Results for Collection: Business Research Collection
-
(Commission for Aviation Regulation, 2007-03)The weighted average cost of capital (WACC) approach is used to estimate the IAA's cost of capital. To implement this approach, it is necessary to estimate the IAA's cost of equity, its cost of debt and its gearing ratio. ...
-
(Edward Elgar, 2007)
-
(Palgrave Macmillan, 2007)
-
(Routledge, 2007)
-
(University College Dublin. School of Business. Centre for Financial Markets, 2007)We examine whether hedging effectiveness is affected by asymmetry in the return distribution by applying tail specific metrics to compare the hedging effectiveness of short and long hedgers using crude oil futures contracts. ...
-
(Palgrave Macmillan, 2007)This paper discusses the financial risks faced by the UK Pension Protection Fund (PPF) and what, if anything, it can do about them. It draws lessons from the regulatory regimes under which other financial institutions, ...
-
(American Real Estate Society, 2007)Using a time-varying approach, this paper examines the dynamics of volatility in the real estate investment trust (REIT) sector. The results highlight the attractiveness and suitability of using GARCH based approaches in ...
-
(Elsevier Science, 2007-12)Accurate forecasting of risk is the key to successful risk management techniques. Using the largest stock index futures from 12 European bourses, this paper presents VaR measures based on their unconditional and conditional ...
-
(Icfai University Press, 2007-12)Spectral risk measures are attractive risk measures as they allow the user to obtain risk measures that reflect their subjective risk-aversion. This paper examines spectral risk measures based on an exponential utility ...