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University of Minnesota Ph.D. dissertation. August 2009. Major: Economics. Advisor: Narayana Kocherlakota. 1 computer file (PDF); iv, 65 pages, appendices A-B.
Persistent link: https://www.econbiz.de/10009462812
Die Arbeit hat das Ziel, die ursprünglich rein kapitalmarkttheoretisch ausgelegte Optionspreistheorie für das Management anwendungsorientierter Grundlagenforschung und produktorientierter Anwendungsforschung nutzbar zu machen. An der Schnittstelle von Modelltheorie und Empirie untersucht sie,...
Persistent link: https://www.econbiz.de/10009467496
. EXCHANGE RATE SPECULATION IN THE KRUGMAN MODEL - 5. EXCHANGE RATE SPECULATION IN TARGET ZONES AS A STATIC GAME - 6. EXCHANGE … RATE SPECULATION IN TARGET ZONES AS A DYNAMIC GAME - 7. SYNOPSIS AND CONCLUSIONS …
Persistent link: https://www.econbiz.de/10009471730
This thesis deals with decision making under ambiguity. Ambiguity refers to situations in which probabilities for uncertain events are partially known. Ambiguitysensitive behavior, as manifested in Ellsberg-type experiments, is today a widely studied phenomenon, then, first of all, there is an...
Persistent link: https://www.econbiz.de/10009476201
statistically significant impacts on milk price volatility. While speculation positively affects milk futures markets, the effect …
Persistent link: https://www.econbiz.de/10009444323
Three attributes of futures contract behavior important for market performance—liquidity, volatility, and convergence—are investigated before and after the 2005 increase in speculative position limits for corn, soybean, and wheat contracts at the Chicago Board of Trade. The analysis of...
Persistent link: https://www.econbiz.de/10009444925
In recent years a number of market participants called into question the efficiency of the price discoverymechanism in commodity futures markets. They believe that speculators move commodity futures marketsaway from their fundamentals by distorting prices and exacerbating volatility. The smoking...
Persistent link: https://www.econbiz.de/10009445112
, consistently lead futures pricechanges. Fourth, there is a historical pattern of attacks upon speculation during periods ofextreme …
Persistent link: https://www.econbiz.de/10009446398
Speculation plays an ever-increasing role in optimizing the execution of programs in computer architecture. Speculative … consequently do not realize their potential accuracy. Perceptrons, or simple neural networks, can be highly useful in speculation … speculation in computer architecture.This dissertation first studies how perceptrons can be made to predict accurately when they …
Persistent link: https://www.econbiz.de/10009450658
The essays empirically show the impact of investors speculation and disagreements on the returns and trading volume of … volatility speculation. This essay empirically shows that higher retail trading proportions are related to lower delta …
Persistent link: https://www.econbiz.de/10009455359