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Now showing items 11-20 of 33
Quantifying the effects of the inclusion and segregation of Contracts for Difference in Australian equity markets
(2013)
This study examines the effects that Contracts for Difference (CFDs) have had on theAustralian equity market, either as an accelerant for mispricing, or as a source of increased marketfunctionality through the addition of ...
The spatial relationship between economic activity and river water quality
(National University of Ireland, Galway, 2010-12)
This paper, using Ireland as a case study, examines the relationship between economic
activities and river water quality. The stipulation from the EU water framework
directive (WFD) that all surface waters in the EU must ...
Examining the dynamical transition in the Dow Jones Industrial Index from Bull to Bear market using Recurrence Quantification Analysis
(2012-11-20)
We present evidence of phase transitions (periodic to chaotic and
chaotic to chaotic) in the Dow Jones Industrial Index as it transitions
from Bull to Bear market. There is also evidence of a completely unpredictable
(i.e., ...
A choice experiment versus a contingent valuation approach to agri-environmental policy valuation
(National University of Ireland, Galway, 2011-07)
The non-market value accruing from an agri-environmental scheme can be examined by assessing the public's willingness to pay for the policy outputs as a whole or by modelling the preferences of society for the component ...
A model of deliberative and aggregative democracy
(National University of Ireland, Galway, 2011-02)
We present a model of collective decision making in which voting and deliberation are treated simultaneously. Political theorists argue that public discussion can lead individuals to change their preferences. This aspect ...
A measure of distance between judgment sets (Working paper no. 169)
(National University of Ireland, Galway, 2011-02)
In the literature on judgment aggregation, an important open question is how to measure the distance between any two judgment sets. This is relevant for issues of social choice: if two individuals hold different beliefs ...
Aggregating partitions
(National University of Ireland, Galway, 2011-02)
Consider the following social choice problem. A group of individuals seek to partition a finite set X into two subsets. The individuals may disagree over the partition and an aggregation rule is applied to determine a ...
Quantitative Risk Estimation in the Credit Default Swap Market using Exteme Value Theory
(National University of Ireland, Galway, 2010)
This paper is motivated by empirical evidence illustrating the non-Gaussian nature of financial returns, (Jondeau et al 2007) and analyses extreme value theory, (EVT) as a proposed improvement (Embrechts et al., 2005) for ...
Captive Offshoring by U.S. Multinationals: Measuring the Domestic Employment Impacts of Vertical FDI
(National University of Ireland, Galway, 2010)
The pervasive and complex nature of "international outsourcing" has hampered efforts to quantify the importance of this phenomenon for national economies. Indeed, available evidence on the extent of "offshoring" associated ...
How have Contracts for Difference affected Irish equity market volatility?
(2013)
Contracts for Difference (CFDs) have existed for less than twenty years and the market has grown significantly up to the period before the recent international crises. This paper presents an analysis of how CFDs have ...