Content
2010
- 10197/2567 Assessing co-ordinated Asian exchange rate regimes
by Raj Aggarwal & Cal Muckley - 10197/2565 The Variance Gamma Self-Decomposable Process in Actuarial Modelling
by Conall O'Sullivan & Michael Moloney - 10197/2564 Pricing European and American options under Heston's stochastic volatility model with accelerated explicit finite differencing methods
by Conall O'Sullivan & Stephen O'Sullivan - 10197/2562 Housing risk and return : evidence from a housing asset-pricing model
by Karl E. Case & John Cotter & Stuart A. Gabriel
2009
- 10197/2599 Time varying risk aversion : an application to energy hedging
by John Cotter & Jim Hanly - 10197/2598 Oil volatility and the option value of waiting : an analysis of the G-7
by Donal Bredin & John Elder & Stilianos Fountas - 10197/2597 Hedging : scaling and the investor horizon
by John Cotter & Jim Hanly - 10197/2596 Investigating sources of unanticipated exposure in industry stock returns
by Donal Bredin & Stuart Hyde - 10197/2595 Scaling conditional tail probability and quantile estimators
by John Cotter - 10197/2568 An analysis of the EU Emission Trading Scheme
by Donal Bredin & Cal Muckley - 10197/2563 A Comparative Anatomy of REITs and Residential Real Estate Indexes: Returns, Risks and Distributional Characteristics
by John Cotter & Richard Roll
2008
- 10197/1690 Extreme measures of agricultural financial risk
by John Cotter & Kevin Dowd & Wyn Morgan - 10197/1190 Spectral risk measures : properties and limitations
by Kevin Dowd & John Cotter & Ghulam Sorwar - 10197/1176 Conundrum or complication : a study of yield curve dynamics under unusual economic conditions and monetary policies
by Peter Cripwell & David Edelman - 10197/1175 How unlucky is 25-Sigma?
by Kevin Dowd & John Cotter & Christopher Humphrey & Margaret Woods - 10197/1153 Do private equity buyouts represent value for target shareholders? Premiums in the boom of the early 2000s
by Elaine Hutson & Darragh Mahony - 10197/1146 The non-linear evolution of high frequency short term interest rates
by Peter Cripwell & David Edelman
2007
- 10197/1195 Exponential spectral risk measures
by Kevin Dowd & John Cotter - 10197/1194 Monetary policy & real estate investment trusts
by Donal Bredin & Gerard O'Reilly & Simon Stevenson - 10197/1193 Parameter uncertainty in Kalman filter estimation of the CIR term structure model
by Conall O'Sullivan - 10197/1191 Evaluating the precision of estimators of quantile-based risk measures
by Kevin Dowd & John Cotter - 10197/1188 Spectral risk measures and the choice of risk aversion functior
by Kevin Dowd & John Cotter - 10197/1187 Monetary shocks and REIT returns
by Donal Bredin & Gerard O'Reilly & Simon Stevenson - 10197/1186 Hedging effectiveness under conditions of asymmetry
by John Cotter & Jim Hanly - 10197/1180 Assessing co-ordinated Asian exchange rate regimes
by Raj Aggarwal & Cal Muckley - 10197/1178 Is macroeconomic uncertainty bad for macroeconomic performance? Evidence from five Asian countries
by Donal Bredin & Stilianos Fountas - 10197/1168 Correlation dynamics between Asia-Pacifc, EU and US stock returns
by Stuart Hyde & Donal Bredin & Nghia Nguyen - 10197/1161 Intra-day seasonality in foreign exchange market transactions
by John Cotter & Kevin Dowd - 10197/1151 The tail risks of FX return distributions : a comparison of the returns associated with limit orders and market orders
by John Cotter & Kevin Dowd
2006
- 10197/1189 Spectral risk measures with an application to futures clearinghouse variation margin requirements
by John Cotter & Kevin Dowd - 10197/1185 Financial risks and the Pension Protection Fund : can it survive them?
by David Blake & John Cotter & Kevin Dowd - 10197/1177 Real & nominal foreign exchange volatility effects on exports – the importance of timing
by Donal Bredin & John Cotter - 10197/1174 A simple recursive numerical method for Bermudan option pricing under Lévy processes
by Conall O'Sullivan - 10197/1172 Estimating financial risk measures for futures positions : a non-parametric approach
by John Cotter & Kevin Dowd - 10197/1171 Modeling long memory in REITs
by John Cotter & Simon Stevenson - 10197/1160 Monetary policy surprises and international bond markets
by Donal Bredin & Stuart Hyde & Gerard O'Reilly - 10197/1159 U.S. core inflation : a wavelet analysis
by Kevin Dowd & John Cotter - 10197/1156 Implied correlation from VaR
by John Cotter & François Longin - 10197/1154 Dynamics of equity market integration in Europe : impact of political-economy events
by Raj Aggarwal & Brian M. Lucey & Cal Muckley - 10197/1145 Can the traditional Asian US dollar peg exchange rate regime be extended to include the Japanese yen?
by Colm Kearney & Cal Muckley
2005
- 10197/1932 European monetary policy surprises : the aggregate and sectoral stock market response
by Donal Bredin & Stuart Hyde & Gerard O'Reilly - 10197/1197 Multivariate modeling of daily REIT volatility
by John Cotter & Simon Stevenson - 10197/1196 Modelling catastrophic risk in international equity markets : an extreme value approach
by John Cotter - 10197/1184 Macroeconomic uncertainty and performance in the European Union and implications for the objectives of monetary policy
by Donal Bredin & Stilianos Fountas - 10197/1173 Reassessing the evidence of an emerging Yen block in North and Southeast Asia
by Colm Kearney & Cal Muckley - 10197/1169 Extreme spectral risk measures : an application to futures clearinghouse margin requirements
by John Cotter & Kevin Dowd - 10197/1167 UK Stock returns & the impact of domestic monetary policy shocks
by Donal Bredin & Stuart Hyde & Gerard O'Reilly - 10197/1152 Is North and South East Asia becoming a Yen block?
by Colm Kearney & Cal Muckley - 10197/1144 Re-evaluating hedging performance
by John Cotter & Jim Hanly
2004
- 10197/1239 Uncovering volatility dynamics in daily REIT returns
by John Cotter & Simon Stevenson - 10197/1192 Path dependent option pricing under Lévy processes applied to Bermudan options
by Conall O'Sullivan - 10197/1183 Risk aversion and the efficiency of the New York independent system operator’s market for transmission congestion contracts
by Afzal S. Siddiqui & Emily S. Bartholomew & Chris Marnay & Shmuel S. Oren - 10197/1182 Foreign shocks and the volatility of the ISEQ
by Donal Bredin & Caroline Gavin & Gerard O'Reilly - 10197/1181 Modelling financial crises of global equity markets
by John Cotter - 10197/1179 The performance and diversification benefits of funds of hedge funds
by Emily Denvir & Elaine Hutson - 10197/1170 Is there a high technology pecking order? An investigation of the capital structure of NTBFs in the Irish software sector
by Teresa Hogan & Elaine Hutson - 10197/1166 Capital structure in new technology-based firms : evidence from the Irish software sector
by Teresa Hogan & Elaine Hutson - 10197/1165 Volatility and Irish exports
by Donal Bredin & John Cotter - 10197/1164 International influences on Irish stock returns
by Donal Bredin & Stuart Hyde - 10197/1163 International policy rate changes and Dublin interbank offer rates
by Donal Bredin & Caroline Gavin & Gerard O'Reilly - 10197/1162 Margin requirements with intraday dynamics
by John Cotter & François Longin - 10197/1158 Minimum capital requirement calculations for UK futures
by John Cotter - 10197/1157 Empirical analysis of the spot market implications of price-elastic demand
by Afzal S. Siddiqui & Emily S. Bartholomew & Chris Marnay - 10197/1155 Price-elastic demand in deregulated electricity markets
by Afzal S. Siddiqui - 10197/1142 Uncovering long memory in high frequency UK futures
by John Cotter - 10197/1141 What factors determine the use of venture capital? Evidence from the Irish software sector
by Teresa Hogan & Elaine Hutson - 10197/1140 Tail behaviour of the Euro
by John Cotter - 10197/1139 Absolute return volatility
by John Cotter - 10197/1138 Varying the VaR for unconditional and conditional environments
by John Cotter - 10197/1127 The minimum local cross-entropy criterion for inferring risk-neutral price distributions from traded options prices
by David Edelman - 10197/1125 Macroeconomic uncertainty and macroeconomic performance: are they related?
by Donal Bredin & Stilianos Fountas - 10197/1124 Are fund of hedge fund returns asymmetric?
by Margaret Lynch & Elaine Hutson & Max Stevenson
2003
- 10197/1143 The early managed fund industry : investment trusts in 19th century Britain
by Elaine Hutson
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