Narrow search
Showing 1 - 10 of 334
Cover Image
How volatile is ENSO for global greenhouse gas emissions and the global economy?
Lan Fen Chu; McAleer, Michael; Chen, Chi-chung - 2013
Persistent link: https://www.econbiz.de/10009724118
Cover Image
How Volatile is ENSO for Global Greenhouse Gas Emissions and the Global Economy?
Chu, Lan-Fen; McAleer, Michael; Chen, Chi-Chung - 2013
This paper analyzes two indexes in order to capture the volatility inherent in El Niños Southern Oscillations (ENSO), develops the relationship between the strength of ENSO and greenhouse gas emissions, which increase as the economy grows, with carbon dioxide being the major greenhouse gas, and...
Persistent link: https://www.econbiz.de/10010326363
Cover Image
How volatile is ENSO for global greenhouse gas emissions and the global economy?
Lan Fen Chu; McAleer, Michael; Chen, Chi-chung - 2013
Persistent link: https://www.econbiz.de/10009754970
Cover Image
How volatile is ENSO for global greenhouse gas emissions
Lan Fen Chu; McAleer, Michael; Chen, Chi-chung - 2012
Persistent link: https://www.econbiz.de/10009624310
Cover Image
How volatile is ENSO for global greenhouse gas emissions and the global economy?
Lan Fen Chu; McAleer, Michael; Chen, Chi-chung - 2012
Persistent link: https://www.econbiz.de/10010360665
Cover Image
Volatility Smirk as an Externality of Agency Conflict and Growing Debt
Jaskowski, Marcin; McAleer, Michael - 2013
from other potential explanations like volatility feedback, the time-varying risk premium, and a down-market effect. …
Persistent link: https://www.econbiz.de/10010326423
Cover Image
Volatility smirk as an externality of agency conflict and growing debt
Jaskowski, Marcin; McAleer, Michael - 2013
Persistent link: https://www.econbiz.de/10009784936
Cover Image
Risk Management and Financial Derivatives: An Overview
Hammoudeh, Shawkat; McAleer, Michael - Department of Economics and Finance, College of … - 2012
Risk management is crucial for optimal portfolio management. One of the fastest growing areas in empirical finance is … the expansion of financial deriva-tives. The purpose of this special issue on “Risk Management and Financial Deriva … contributed significantly to the analysis of risk management, with an emphasis on financial derivatives, specifically conditional …
Persistent link: https://www.econbiz.de/10010907433
Cover Image
Volatility Smirk as an Externality of Agency Conflict and Growing Debt
Jaskowski, Marcin; McAleer, Michael - Tinbergen Instituut - 2013
from other potential explanations like volatility feedback, the time-varying risk premium, and a down-market effect. …
Persistent link: https://www.econbiz.de/10011268659
Cover Image
Estimating the Leverage Parameter of Continuous-Time Stochastic Volatility Models Using High Frequency S&P 500 and VIX
Ishida, Isao; McAleer, Michael; Oya, Kosuke - 2011
This paper proposes a new method for estimating continuous-time stochastic volatility (SV) models for the S&P 500 stock index process using intraday high-frequency observations of both the S&P 500 index and the Chicago Board Options Exchange (CBOE) implied (or expected) volatility index (VIX)....
Persistent link: https://www.econbiz.de/10014186411