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Forecasting the short end of the term structure of interest rates
Graham, Austin - 2010
Master of Arts
Persistent link: https://www.econbiz.de/10009463981
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Effects of technological improvement in the ICT-producing sector on business activity
Hoon, Hian Teck; Phelps, Edmund S. - 2006
It seems to be taken for granted by many commentators that the sharp decline in prices of computers, telecommunications equipment and software resulting from the technological improvements in the information and communications technology (ICT)-producing sector is good for jobs and is a major...
Persistent link: https://www.econbiz.de/10009472332
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Modelling stock market performance of firms as a function of the quality and quantity of intellectual property owned
Chauhan, Lokendra Pratap Singh - 2007
This thesis attempts to analyze a part of the big and complex process of how intellectualproperty ownership and technological innovation influence the performance of firms andtheir revenues. Here I analyze a firm's stock market performance as a function of thequantity and quality of intellectual...
Persistent link: https://www.econbiz.de/10009475991
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The role of financing frictions in agricultural investment decisions: an analysis pre and post financial crisis
O'Toole, Conor M.; Newman, Carol F.; Hennessy, Thia C. - 2011
This paper uses a fundamental Q model of investment to consider the role playedby financing frictions in agricultural investment decisions, controlling econometrically forcensoring, heterogeneity and errors-in-variables. Our findings suggest that farmer's investment decisions are not driven by...
Persistent link: https://www.econbiz.de/10009479521
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An in-depth literary study of Tobin's Q ratio, free cash flow and the relationship that exists between Q and free cash flow
Van Eeden, Johannes Gerhardus - 2009
ENGLISH ABSTRACT: Tobin's q value is widely used by financial analysts as a performance indicator ratio. The market value of a firm over the replacement cost of fixed assets and inventory serves as an indication of whether value is created by investing internally in the firm, or whether value is...
Persistent link: https://www.econbiz.de/10009442060
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The Relationships Among Monetry Policy, Stock Prices and the Exchange Rate
Ivrendi, Mehmet - 2005
the Vector Error Correction Model (VECM) , Multivariate VAR (p), Multivariate-VARX (p) and Multivariate VAR (p)-GARCH (q …
Persistent link: https://www.econbiz.de/10009431226
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Robust Inference with Quantile Regression in Stochastic Volatility Models withapplication to Value at Risk calculation
Saha, Paramita - 2008
at Risk (VaR) calculation entails a numerically indirectprocedure. The Quantile Regression (QR) estimation is an …-KF) based on the QR approach thatcan be used to obtain robust SV model parameter estimates as well as VaR estimates. TheRQMM is … existing Nonlinear Filtering (NF) scheme.This approach is used in likelihood and VaR computations. This algorithm provides …
Persistent link: https://www.econbiz.de/10009431241
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Trade Linkages and Output-Multiplier Effects: A Structural VAR
Abeysinghe, Tilak; Forbes, Kristin J. - 2002
This paper develops a structural VAR model to measure how a shock to one country can affect the GDP of other countries …
Persistent link: https://www.econbiz.de/10009433020
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Can We Apply Principles From Social Networking To Healthcare Informatics For Intelligent Data Analytics?
Shields, Andrew; Datta, Shoumen - 2008
Extracting the principles associated with complexity theory and swarm intelligence has offered practical solutions for …
Persistent link: https://www.econbiz.de/10009433074
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Evaluating the impact of market reforms on Value-at-Risk forecasts of Chinese A and B shares
School of Economics and Finance
markets for the two classes of shares. Value-at-Risk (VaR) threshold forecasts are used to analyse the importance of … information flow on the risk evaluation of a diversified portfolio. The competing VaR forecasts are analysed using the …
Persistent link: https://www.econbiz.de/10009434861