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Browsing College of Business and Law by Title
Now showing items 107-126 of 266
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(University College Dublin. School of Business. Centre for Financial Markets, 2005)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. ...
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(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. ...
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(University College Dublin. School of Business. Centre for Financial MarketsUniversity College Dublin. Geary Institute, 2009-08)This paper examines the volatility and covariance dynamics of cash and futures contracts that underlie the Optimal Hedge Ratio (OHR) across different hedging time horizons. We examine whether hedge ratios calculated over ...
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(Euromoney Institutional Investor PLC., 2006-06)
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(Emerald Group, 2008)
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(Institute of Chartered Accountants in Ireland, 2006)
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(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 ...
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(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 ...
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(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 ...
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(Euromoney Institutional Investor, 2008)This article examines the likelihood of high-sigma loss events, paying particular attention to the so-called 25-sigma events which a number of financial institutions have allegedly experienced in the recent financial ...
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(University College Dublin. School of Business. Centre for Financial MarketsUniversity College Dublin. School of Business, 2008-03-24)
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(IEEE Press, 2010-07)Significant payment flows now take place on-line, giving rise to a requirement for efficient and effective systems for the detection of credit card fraud. A particular aspect of this problem is that it is highly dynamic, ...
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(Edward Elgar, 2001)
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(Routledge, 1999-04)A view has developed among some retailing researchers that financial markets have, from time to time, unduly favoured the retail sector in the UK. It is argued that this has been exploited, to some extent, by retailing ...
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(Asian Academy of Management (AAM) and Penerbit Universiti Sains Malaysia, 2005)This paper comprises a review of the literature on materiality in accounting. The paper starts by examining the context in which materiality is relevant, and the problems arising from applying the concept in practice. ...
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(Irish Economic Association, 2004)
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(University College Dublin. School of Business. Centre for Financial Markets, 2006)Value at risk (VaR) is a risk measure that has been widely implemented by financial institutions. This paper measures the correlation among asset price changes implied from VaR calculation. Empirical results using US and ...
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(Emerald, 2011-04)Purpose – Prior accounting research views impression management predominantly though the lens of economics. Drawing on social psychology research, we provide a complementary perspective on corporate annual narrative reporting ...
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(Emerald, 2009)Purpose – This paper develops a holistic measure for analysing impression management and for detecting bias introduced into corporate narratives as a result of impression management. Design/methodology/approach – Prior ...
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(2005)This paper examines the capital structure of 117 new technology-based firms in the Irish software sector. In apparent contradiction to the pecking order hypothesis (POH), most external finance is private equity, and debt ...
Now showing items 107-126 of 266