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Much research has investigated the differences between option implied volatilities and econometric model-based forecasts. Implied volatility is a market determined forecast, in contrast to model-based forecasts that employ some degree of smoothing of past volatility to generate forecasts....
Persistent link: https://www.econbiz.de/10009483523
This study investigates the impact of changes to the New Zealand Exchange's listing rules and legislative amendments to the Securities Markets Act 1988 enacted in December 2002. The reforms provided statutory backing for a more stringent disclosure regime. We find evidence that non-dual listed...
Persistent link: https://www.econbiz.de/10009430976
establishments where scientific and technical occupations are an important location factor; the geographic and sectoral distribution …
Persistent link: https://www.econbiz.de/10009435432
Section 1, Section 2 analyzes the distribution of the efficiency of refrigerators and air-conditioners in China based on data …
Persistent link: https://www.econbiz.de/10009435539
, distribution networks) and the expansion of the system; long-term planning of the extension of the installations required to meet … the demand growth; separation of the generation, transmission and distribution activities by allocating them into … different companies; new contracts between generating and distribution companies must result from bidding processes based on …
Persistent link: https://www.econbiz.de/10009435556
developed. It included the realistic costs involved in establishing and operating the accelerator facility and the distribution … established to account for inflation and current demand. The same distribution model and production schedule from the Global ‘99 …
Persistent link: https://www.econbiz.de/10009435643
manufacturing, wholesale, and retail distribution subsectors, or energy efficiency-focused operations and maintenance performed by …
Persistent link: https://www.econbiz.de/10009435695
.g. at different nominal prices) and to determine the distribution of individual customers' response. …
Persistent link: https://www.econbiz.de/10009435765
The Quarterly Coal Report (QCR) provides comprehensive information about US coal production, distribution, exports … coal industry, and the general public. Coke production, consumption, distribution, imports, and exports data are also …
Persistent link: https://www.econbiz.de/10009435778
failures are unavoidable. Also evident is that states are taking very different approaches to the distribution of these funds …
Persistent link: https://www.econbiz.de/10009435806