Cotter, John; Hanly, Jim(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 ...
Bargain, Olivier; Doorley, Karina(University College Dublin. School of EconomicsUniversity College Dublin. Geary Institute, 2009-07)
While financial incentives usually have a signifi cant effect on the labor supply of married women
and single mothers, the evidence about the participation elasticity of childless singles, and single males
especially, ...
Cotter, John; Hanly, Jim(University College Dublin. School of Business. Centre for Financial MarketsUniversity College Dublin. Geary Institute, 2009-08)
Risk aversion is a key element of utility maximizing hedge strategies; however, it has
typically been assigned an arbitrary value in the literature. This paper instead applies a
GARCH-in-Mean (GARCH-M) model to estimate ...
Bargain, Olivier(University College Dublin. School of EconomicsUniversity College Dublin. Geary Institute, 2009-02)
Using counterfactual microsimulations, Shapley decompositions of time change in inequality and
poverty indices make it possible to disentangle and quantify the relative effect of tax-benefi t policy
changes, compared to ...
Denny, Kevin(University College Dublin. School of EconomicsUniversity College Dublin. Geary Institute, 2009-07)
I show a simple back-of-the-envelope method for calculating marginal effects in binary
choice and count data models. The approach suggested here focuses attention on
marginal effects at different points in the distribution ...
Denny, Kevin(University College Dublin. School of EconomicsUniversity College Dublin. Geary Institute, 2009-10-21)
Kanazawa (2007) offers an explanation for the variation across countries of average intelligence. It is based on the idea human intelligence is a domain specific adaptation and that both temperature and the distance from ...
A combination of high deductible health plans (HDHPs) and health savings accounts (HSAs) holds promise for expanding health insurance for small firms. We provide information on HSA take-up and shopping behavior from a 2008 ...
We use data from the Irish census and exploit regional and temporal variation in infant mortality rates over the 20th century to examine effects of early life conditions on later life health. Our main identification is ...