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An Econometric Evaluation of International Monetary Policy Rules: Fixed Versus Flexible Exchange Rates
Econometric Evaluation International Monetary Policy Rules
2015/8/4
An Econometric Evaluation of International Monetary Policy Rules: Fixed Versus Flexible Exchange Rates.
Estimation and Hedging Effectiveness of Time-Varying Hedge Ratio: Flexible Bivariate GARCH Approaches
conditional variance Hedging performance hedge ratios
2011/4/2
Bollerslev’s (1990) constant conditional correlation (CCC) and Engle’s (2002) dynamic conditional correlation (DCC) bivariate generalized autoregressive conditional heteroskedasticity (BGARCH) models ...
We propose a unified methodology to input non-linear views from any number of users in fully general non-normal markets, and perform, among others, stress-testing, scenario analysis, and ranking alloc...
Versatile and flexible use of intellectual capital in entrepreneurial opportunity discovery
Entrepreneurship Opportunity Discovery Intellectual Capital Strategy-Making
2010/10/18
This study examined the links between intellectual capital of entrepreneurs and the strategies they use to discover business opportunities. The findings suggest that the relationship between intellect...