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Issue DateTitleAuthor(s)
2009An analysis of the EU Emission Trading SchemeBredin, Donal; Muckley, Cal
2007Correlation dynamics between Asia-Pacifc, EU and US stock returnsHyde, Stuart; Bredin, Donal; Nguyen, Nghia
Jun-2006Dynamics of equity market integration in Europe : impact of political-economy eventsAggarwal, Raj; Lucey, Brian M.; Muckley, Cal
23-Dec-2006Estimating financial risk measures for futures positions : a non-parametric approachCotter, John; Dowd, Kevin
May-2007Evaluating the precision of estimators of quantile-based risk measuresDowd, Kevin; Cotter, John
20-Mar-2007Exponential spectral risk measuresDowd, Kevin; Cotter, John
14-Dec-2005Extreme spectral risk measures : an application to futures clearinghouse margin requirementsCotter, John; Dowd, Kevin
2007Hedging effectiveness under conditions of asymmetryCotter, John; Hanly, Jim
Aug-2009Hedging : scaling and the investor horizonCotter, John; Hanly, Jim
Mar-2004International influences on Irish stock returnsBredin, Donal; Hyde, Stuart
18-May-2007Intra-day seasonality in foreign exchange market transactionsCotter, John; Dowd, Kevin
2009Investigating sources of unanticipated exposure in industry stock returnsBredin, Donal; Hyde, Stuart
Aug-2001Margin exceedences for European stock index futures using extreme value theoryCotter, John
14-Jun-2004Margin requirements with intraday dynamicsCotter, John; Longin, François
27-Jun-2006Margin setting with high-frequency dataCotter, John; Longin, François
Oct-2014The non-linear trade-off between return and risk: a regime-switching multi-factor frameworkCotter, John; Salvador, Enrique
2004The performance and diversification benefits of funds of hedge fundsDenvir, Emily; Hutson, Elaine
24-Jul-2005Re-evaluating hedging performanceCotter, John; Hanly, Jim
2012Re-evaluating hedging performance for asymmetry : the case of crude oilCotter, John; Hanly, Jim
11-Mar-2007Spectral risk measures and the choice of risk aversion functiorDowd, Kevin; Cotter, John
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