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Browsing Interdisciplinary Centres & Research Groups by Title
Now showing items 693-712 of 2160
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(University College Dublin. School of Economics, 2007-11)Random field regression models provide an extremely flexible way to investigate nonlinearity in economic data. This paper introduces a new approach to interpreting such models, which may allow for improved inference about ...
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(Springer, 2011)This paper explores the relative influence of factors affecting light rail ridership on 57 light rail routes in Australia, Europe and North America through an empirical examination of route level data. Previous research ...
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(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 ...
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(University College Dublin. School of Business. Centre for Financial Markets, 2007-03-20)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 ...
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(University College Dublin. School of Economics, 1994-03)The import protection as export promotion thesis is examined from a positive and normative perspective in a series of two-stage games in which firms choose R&D and capacity in the first stage and quantity or price in the ...
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(University College Dublin. School of Economics, 2012-10)In this paper we directly test the proposed productivity hierarchy of direct, indirect and non-exporters using firm-level data from 105 developing and transition countries. Using both regression analysis and propensity ...
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(Irish Trade Board, 1996)
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(University College Dublin. School of Economics, 1988-07)
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(University College Dublin. School of Economics, 1989-04)This paper examines optimal policy towards a home exporting firm which competes on price with a foreign firm. Two policy instruments are compared: an output subsidy and a price subsidy. The paper also considers two games: ...
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(Taylor & Francis, 2010-07)The generation of alum sludge from drinking water purification process remains inevitable when aluminium sulphate is used as primary coagulant for raw water coagulation. Sustainable managing such the sludge becomes an ...
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(Queen’s University. Department of Economics, 1997-01)We study the implementation of social choice rules in incomplete information environments. A sufficiency condition called posterior reversal is given for extensive form implementation. The condition has a natural interpretation ...
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(Elsevier Science, 1998-06)We study the implementation of social choice rules in incomplete information environments. A sufficiency condition called posterior reversal is given for extensive form implementation. The condition has a natural interpretation ...
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(Emerald Insight, 2000)Using the Panel Study of Income Dynamics, we find that true wage changes have many fewer nominal cuts and more nominal freezes than reported nominal wage changes. The data overwhelmingly rejects a model of flexible wage ...
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(University College Dublin. School of Economics, 1993-09-11)This paper examines the responsiveness of real income and the balance of payments to external shocks in a small open economy. It is shown that tariff restrictions and age rigidities tend to increase responsiveness and quota ...
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(University College Dublin. School of Business. Centre for Financial MarketsUniversity College Dublin. School of Business, 2008-10-06)Risk is an inherent feature of agricultural production and marketing and accurate measurement of it helps inform more efficient use of resources. This paper examines three tail quantile-based risk measures applied to the ...
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(Henry Stewart Publications, 2004)Focuses on the importance of the accurate modelling of market risk. Dates of extreme trading events experienced by derivative traders; Standard approach to modelling any market movement and its implications; Use of extreme ...
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(Irish Economic Association, 2003)
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(2007-02-29)Extreme price movements associated with tail returns are catastrophic for all investors and it is necessary to make accurate predictions of the severity of these events. Choosing a time frame associated with large financial ...
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(Routledge, 2005)This article uses Extreme Value Theory (EVT) to measure extreme risk in futures contracts with diverging underlying assets. The approach provides a framework for analysing the distributional properties of extreme returns. ...
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(Elsevier Science, 2006-12)This paper applies the extreme-value (EV) generalised pareto distribution to the extreme tails of the return distributions for the S&P500, FT100, DAX, Hang Seng, and Nikkei225 futures contracts. It then uses tail estimators ...
Now showing items 693-712 of 2160