This dissertation consists of three essays, the first two on the foreign exchange market and the third on credit markets.Chapter 2 examines empirically the exchange rateinterest differential relationship in a co-integration framework. We test and estimate an error correction model (ECM) for the...

This dissertation consists of three essays, the first two on the foreign exchange market and the third on credit markets. Chapter 2 examines empirically the exchange rate–interest differential relationship in a co-integration framework. We test and estimate an error correction model (ECM) for...

Purpose: Growing up in the technology era and heavily invested in longer full-time education, the millennial workforce holds unique characteristics that may influence important job outcomes. Building on the recent research on workforce generations, this paper aims to investigate not only the...

We make a first step in the literature to analyse a hybrid model of credit rationing with simultaneous presence of adverse selection and moral hazard. Motivated by the observation that credit markets in less-developed countries are rather opaque owing to the lack of necessary institutions to...

This paper presents an experimental study of the alcohols–gasoline and gasoline–alcohols dual-fuel spark ignition (DFSI) combustion for knock suppression and higher engine efficiency using a gasoline engine with high compression ratio. Alcohols–gasoline DFSI is organized using a port fuel...

Let ξ=(ξt) be a locally finite (2,β)-superprocess in Rd with β<1 and d>2/β. Then for any fixed t0, the random measure ξt can be a.s. approximated by suitably normalized restrictions of Lebesgue measure to the ε-neighborhoods of suppξt. This extends the Lebesgue approximation of Dawson–Watanabe...</1>

In this article, we introduce the stthreg package of Stata commands to fit the threshold regression model, which is based on the first hitting time of a boundary by the sample path of a Wiener diffusion process and is well suited to applications involving time-to-event and survival data. The...