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Browsing College of Business and Law by Title
Now showing items 168-187 of 266
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(University College Dublin. School of Business. Centre for Financial Markets, 2007)This paper assesses the response of Real Estate Investment Trusts (REIT's) to unexpected changes in US monetary policy. A critical element in this study is the use of futures markets to isolate unexpected changes in the ...
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(University College Dublin. School of Business. Centre for Financial Markets, 2006-10-04)We examine the impact and possible pillovers effects of unanticipated monetary policy on international bond returns. First, we decompose international bond returns into news regarding future returns, real interest rates ...
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(University College Dublin. School of Business. Centre for Financial Markets, 2007)We investigate the influence of unanticipated changes in US monetary policy on Equity Real Estate Investment Trusts (REIT’s). Although a number of studies have investigated the issue of interest rate changes, the effect ...
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(University College Dublin. School of Business. Centre for Financial Markets, 2005-04-25)This paper examines volatility in REITs using a multivariate GARCH based model. The Multivariate VAR-GARCH technique documents the return and volatility linkages between REIT sub-sectors and also examines the influence of ...
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(Springer Netherlands, 2006-05)This paper examines volatility in REITs using a multivariate GARCH based model. The Multivariate VAR-GARCH technique documents the return and volatility linkages between REIT sub-sectors and also examines the influence ...
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(Springer, 1999)This paper maps the network of interlocking directorships formed by the boards of the top 50 financial and 200 non-financial companies in Ireland. The Irish network is compared with those in ten countries, based on the ...
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(Office for the Official Publications of the European Communities, 2007-01)The study aims to provide new information on the impact of new governance tools on the different actors of the European system of industrial relations – European institutions, governments and European social partners. ...
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(University College Dublin. School of Business. Centre for Financial Markets, 2008-04-02)In this paper new results are documented regarding the short term evolution of global short term interest rates. Much work has been carried out concerning the evolution of interest rates over long time scales, on the order ...
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(IEEE Press, 2010-07)Designing a suitable objective function is an essential step in successfully applying an evolutionary algorithm to a problem. In this study we apply a grammar-based Genetic Programming algorithm called Grammatical Evolution ...
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(Westdeutscher Verlag, 2002)In Europa finden immer mehr Volksentscheide statt. Diese Entwicklung wird im ersten Kapitel dieses Beitrages dokumentiert. Anschließend werden die europäischen Erfahrungen mit direkter Demokratie klassifiziert, verglichen ...
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(University College Dublin. School of Business. Centre for Financial Markets, 2009-08)There has recently been considerable interest in the potential adverse effects associated with excessive uncertainty in energy futures markets. Theoretical models of investment under uncertainty predict that increased ...
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(Palgrave Macmillan, 2010-01)The benefits of openness to trade are well established, but the disadvantages of openness are less well understood. At the firm level trade is the principal source of exposure to exchange rate movements, and exchange ...
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(Financial Services Institute of Australasia (Finsia), 2000)
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(University College Dublin. School of Business. Centre for Financial Markets, 2007)The Cox, Ingersoll and Ross (1985) term structure model describes the stochastic evolution of government bond yield curves over time using a square root Orstein-Uhlenbeck diffusion process, whilst imposing cross-sectional ...
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(University College Dublin. School of Business. Centre for Financial Markets, 2004-12)A model is developed that can price path dependent options when the underlying process is an exponential Lévy process with closed form conditional characteristic function. The model is an extension of a recent quadrature ...
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(University College Dublin. School of Business. Centre for Financial Markets, 2004)We examine the performance and diversification potential of 332 funds of hedge funds (FOHFs) for the period from January 1990 to May 2003. Consistent with prior studies, we find that FOHFs appear to underperform the hedge ...
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(Elsevier, 2006-02)We examine the performance and diversification potential of 332 funds of hedge funds (FOHFs) for the period from January 1990 to May 2003. Consistent with prior studies, we find that FOHFs appear to underperform the hedge ...
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(VS Verlag für Sozialwissenschaften, 2002-01)In Europa finden immer mehr Volksentscheide statt. Diese Entwicklung wird im ersten Kapitel dieses Beitrages dokumentiert. Anschließend werden die europäischen Erfahrungen mit direkter Demokratie klassifiziert, verglichen ...
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(Business & Finance Media Group, 2006-01)
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(Springer, 2011-04)This paper investigates the effects of early stopping as a method to counteract overfitting in evolutionary data modelling using Genetic Programming. Early stopping has been proposed as a method to avoid model overtraining, ...
Now showing items 168-187 of 266