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Interest and exchange rate risk and stock returns: A multivariate GARCH-M modelling approach
Beirne, J; Caporale, GM; Spagnolo, N - 2008
Japan. We also test for the presence of causality-in-mean and volatility spillovers. The econometric framework is a four … found to play a role in a minority of cases, with mixed signs. Finally, most cases of volatility spillovers occur from …
Persistent link: https://www.econbiz.de/10009481428
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Regulation of International Financial Markets by Transactions Taxes: The Effect of the Tobin Tax on Trade Volume und Exchange Rate Volatility
Haberer, Markus - 2006
volatility on foreign exchange markets. Starting point is the market participant's microeconomic investment decision, which is … trading volume and volatility on foreign exchange markets. We apply various two-country-models with representative market …
Persistent link: https://www.econbiz.de/10009471738
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Trading Systems, Volatility, and the Regulation of Stock Markets: An Investigation of the Microstructure of the Warsaw Stock Exchange
Henke, Harald - 2004
into volatility persistence in stock returns. In part two, I show that the introduction of continuous trading on the WSE is … volatility on days after limit hits and positive autocorrelation in stock returns. I do not find significant advantages of this …
Persistent link: https://www.econbiz.de/10009460735
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Two Essays in Macroeconomics
Wu, Dong - 2010
mid-1980s, in contrast to the simultaneous volatility decline of most aggregates, including overall hours and employment … the skill premium, it is interesting to check its short-run implications for employment volatility. The numerical results … DSGE models' implications for overall labor market' volatility. …
Persistent link: https://www.econbiz.de/10009450956
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Įmonės "Teletechnika" investicinės politikos formavimas ir veiklos efektyvumo gerinimas
Vaišvilaitė, Jolita - 2007
Magistro darbe aprašyta investavimo samprata, investicijų funkcijos, investicinės rizikos rūšys, investicinių rinkų dalyviai ir investuotojų tipai, atlikta investicinių instrumentų analizė, jų pagrindinės charakteristikos palygintos tarpusavyje, išanalizuoti Lietuvos ir užsienio...
Persistent link: https://www.econbiz.de/10009478559
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Lietuvos vertybinių popierių rinka ir jos raida
Montvydaitė, Jurgita - 2007
Financial markets are divided into money market and securities market. Although authoress writes shortly about history of securities market and history of the most important Stock Exchanges of the world, the aim of this paperwork is to observe the evaluation of the Lithuanian Securities market....
Persistent link: https://www.econbiz.de/10009478652
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Geysers Unit 18
Finney, John P. - 2006
The geothermal user's viewpoint in this case is somewhat unique. San Diego Gas & Electric Company, by virtue of its activity in geothermal exploration and development since 1972, is in a position to be considered not only a user of geothermal, but a producer as well through the activities of its...
Persistent link: https://www.econbiz.de/10009435414
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1996-2004 Trends in the Single-Family Housing Market: Spatial Analysis of the Residential Sector
Anderson, Dave M.; Elliott, Douglas B. - 2008
This report provides a detailed geographic analysis of two specific topics affecting the residential sector. First, we performed an analysis of new construction market trends using annual building permit data. We report summarized tables and national maps to help illustrate market conditions....
Persistent link: https://www.econbiz.de/10009435444
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Characterizing emerging industrial technologies in energy models
Laitner, John A.; Worrell, Ernst; Galitsky, Christina; … - 2008
Conservation supply curves are a common tool in economic analysis. As such, they provide an important opportunity to include a non-linear representation of technology and technological change in economy-wide models. Because supply curves are closely related to production isoquants, we explore...
Persistent link: https://www.econbiz.de/10009435506
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Evaluating state markets for residential wind systems: Results from an economic and policy analysis tool
Edwards, Jennifer L.; Wiser, Ryan; Bolinger, Mark; … - 2009
The market for small wind systems in the United States, often defined as systems less than or equal to 100 kW that produce power on the customer side of the meter, is small but growing steadily. The installed capacity of domestic small wind systems in 2002 was reportedly 15-18 MW, though the...
Persistent link: https://www.econbiz.de/10009435571