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complemented by a comparative case study of Turkey and Malaysia. The results show that industrial and trade policies, if carefully …
Persistent link: https://www.econbiz.de/10009467997
The potential accession of Turkey to the EU, and the related adoption of the CAP by Turkey,is expected to influence … agricultural markets in both the EU and Turkey. The extent of theaccession impacts depends on the one hand on the way the CAP will …-membership simulation show that the impacts on agriculturalmarkets in Turkey are significant, while effects on EU markets are rather limited …
Persistent link: https://www.econbiz.de/10009446181
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
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
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
. Our work suggests replacing“either-or” views of causality with a positive feedback loopconceptualization in which …
Persistent link: https://www.econbiz.de/10009435044
causality and behavior of a system in a common object-oriented analysis model, surety analysts can make the assumptions that …
Persistent link: https://www.econbiz.de/10009436205
nodes representing random variables and directed edges indicating causality between variables. Each node has a probability …
Persistent link: https://www.econbiz.de/10009436882
Predicting human behavior from a small amount of training examples is a challenging machine learning problem. In this thesis, we introduce the principle of maximum causal entropy, a general technique for applying information theory to decision-theoretic, game-theoretic, and control settings...
Persistent link: https://www.econbiz.de/10009441102
The spread of capital markets during the half century to-date is a notable global phenomenon in economic development. Derivative markets spread globally in the last quarter century spreading form just two to some 50 in 2007. But the role of derivative markets to economic development has yet been...
Persistent link: https://www.econbiz.de/10009441773