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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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Optimality, Sub-optimality, Nirvana, and Transaction Costs Foraging on the Commons
Feeny, David - 1995
choice of viewpoint from which to assess outcomes, time horizon, choice of normative system, measurement properties of the …
Persistent link: https://www.econbiz.de/10009468417
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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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Common Persistence in Conditional Variances
Bollerslev, Tim; Engle, Robert F. - 1994
Since the introduction of the autoregressive conditional heteroskedastic (ARCH) model in Engle (1982), numerous applications of this modeling strategy have already appeared. A common finding in many of these studies with high frequency financial or monetary data concerns the presence of an...
Persistent link: https://www.econbiz.de/10009475524
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Macroeconomic Determinants of the Happiness of the Poor: A Case Study of Pakistan
Shahbaz, Muhamm; Aamir, Naveed - 2008
that this is qualitative and subjective phenomena are not easily captured by measurement. In the present endeavour, the …
Persistent link: https://www.econbiz.de/10009468683
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Internationalit?t der Unternehmung - Aktueller Forschungsstand, Analyse und Konzeptualisierung
Fischer, Laura Denise - 2006
The research field of (measurement) concepts depicting the degree of multinationality of a firm is vast and complex … multinationality is, however, a precondition for the validity of measurement concepts. Hence, the development of a well … framework as well as recommendations for the construction of measurement concepts of firm multinationality are identified and …
Persistent link: https://www.econbiz.de/10009481002
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Forecasting Field Defect Rates Using a Combined Time-based and Metrics-based Approach: a Case Study of OpenBSD
Luo Li, Paul; Herbsleb, James; Shaw, Mary - 2005
Open source software systems are critical infrastructure for many applications; however, little has been precisely measured about their quality. Forecasting the field defect-occurrence rate over the entire lifespan of a release before deployment for open source software systems may enable...
Persistent link: https://www.econbiz.de/10009440981
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A retrospective view of the South African excellence model
Williams, June C. - 2008
, however, performance measurement systems ofworld-class organisations are tailored to drive manufacturing and service …
Persistent link: https://www.econbiz.de/10009442199
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Relative index of inequality: Definition, estimation and inference
Sergeant, JC; Firth, D - 2006
The relative index of inequality (RII) is a commonly used measure of the extent to which the occurrence of an outcome such as chronic illness or early death varies with socioeconomic status or some other background variable. The standard RII estimator applies only to linear variation in...
Persistent link: https://www.econbiz.de/10009447315