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Heimeshoff, Gerrit Ulrich - 2008

the determinants of telecommunications investments and presents two possible solutions to the investment problem. The …

Persistent link: https://www.econbiz.de/10009451158

Opportunities and costs of portfolio diversification in sadc's smallest equity markets

Hearn B.; Piesse J. - 2008

implications of adopting a minimum investment retention levy by the smaller states is examined. Namibia is found to exhibit the …

Persistent link: https://www.econbiz.de/10009480484

The relationship between the annualised volatility and correlation of G7 ten-year bond returns

Hollander, Martin B. L.; Faculty of Business - University of Western Sydney, Nepean - 1999

The purpose of this thesis is to investigate the relationship between the annualised volatility and correlation of G7 ten-year bond returns for the period July 1992 to June 1998 and the effects that such a relationship has on portfolio diversification. The stock market crash of 1987 and the...

Persistent link: https://www.econbiz.de/10009481952

Which Came First, IT or Productivity? The Virtuous Cycle of Investmentand Use in Enterprise Systems

Aral, Sinan; Brynjolfsson, Erik; Wu, D.J. - 2008

firms that derive value from their initial investment. Theseresults provide an explanation of simultaneity in IT value …. Our work suggests replacing“either-or” views of causality with a positive feedback loopconceptualization in which … successful IT investments initiate a“virtuous cycle” of investment and gain. Our work alsoreveals other important estimation …

Persistent link: https://www.econbiz.de/10009435044

The Use of Object-Oriented Analysis Methods in Surety Analysis

Craft, Richard L.; Funkhouser, Donald R.; Wyss, Gregory D. - 2008

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

Adaptive Dynamic Bayesian Networks

Ng, B M - 2008

nodes representing random variables and directed edges indicating causality between variables. Each node has a probability …

Persistent link: https://www.econbiz.de/10009436882

Modeling Purposeful Adaptive Behavior with the Principle of Maximum Causal Entropy

Ziebart, Brian D. - 2010

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

Derivative markets and economic growth: Is there a relationship?

Baluch, A.; Ariff, Mohamed - 2007

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

Was financial market contagion the source of economic crisis in Asia? Evidence using a multivariate VAR model

Khalid, Ahmed M; Kawai, Masahiro - 2003

different countries within the Asian region using the Granger causality. The empirical evidence, in this paper, does not find …

Persistent link: https://www.econbiz.de/10009441798

Nonparametric Tests for Treatment Effect Heterogeneity

Hotz, V.J.; Crump, Richard; Imbens, Guido; Mitnik, Oscar - 2008

A large part of the recent literature on program evaluation has focused on estimation of theaverage effect of the treatment under assumptions of unconfoundedness or ignorability following the seminal work by Rubin (1974) and Rosenbaum and Rubin (1983). In many cases however, researchers are...

Persistent link: https://www.econbiz.de/10009475601