Whether all parties to the employment relationship benefit from workplace partnership and with what consequences is one of the most persistent research questions in industrial relations scholarship. Three dominant theoretical ...
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 ...
Although there is a plentiful literature on the use of evolutionary methodologies for the trading of Financial assets, little attention has been paid to the issue of efficient trade execution. Trade execution is concerned ...
Although there is a plentiful literature on the use of evolutionary methodologies for the trading of financial assets, little attention has been paid to potential use of these methods for efficient trade execution. Trade ...
Trade execution is concerned with the actual mechanics of buying or selling the desired amount of a financial instrument of interest. A practical problem in trade execution is how to trade a large order as efficiently as ...
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 ...
We present an acceleration technique, effective for explicit finite difference schemes
describing diffusive processes with nearly symmetric operators, called Super-Time-
Stepping (STS). The technique is applied to the ...
A scaled self-decomposable stochastic process put forward by Carr, Geman, Madan
and Yor (2007) is used to model long term equity returns and options prices. This
parsimonious model is compared to a number of other ...
Aggarwal, Raj; Muckley, Cal(University College Dublin. School of Business. Centre for Financial Markets, 2010-01)
This study assesses prospective Asian exchange rate regimes and finds short- and longrun
currency dynamics more conducive to the introduction of a common peg based on a
basket of the European euro, the United States ...
This paper proposes the use of wavelet methods to estimate U.S. core inflation. It explains wavelet methods and suggests they are ideally suited to this task. Comparisons are made with traditional CPI-based and regression-based ...