Title:Futures Markets: Modelling, managing, and monitoring futures trading
Author(s):STREIT, Manfred E.Date:1983Type of Publication:BookAbstract:Today's unstable economic climate, with its frequent fluctuations in prices and exchange rates, has led to extraordinary expansion and diversification in futures markets and greatly increased their importance in economic ...
Title:Fuzzy Adaptive Decision-making for Boundedly Rational Traders in Speculative Stock Markets
Author(s):BEKIROS, Stelios D.Date:2010Type of Publication:ArticleAbstract:The development of new models that would enhance predictability for time series with dynamic time-varying, nonlinear features is a major challenge for speculators. Boundedly rational investors called “chartists” use advanced ...
Title:Gender Wage Gap in Expectations and Realizations
Author(s):ICHINO, Andrea; FILIPPIN, AntonioDate:2005Type of Publication:ArticleAbstract:Realized wages are affected by investments and signals concerning productivity, which workers undertake on the basis of expectations on future job prospects. Thus, the gender wage gap is also likely to depend on workers' ...
Title:A General Test of Gaming
Author(s):COURTY, Pascal; MARSCHKE, GeraldDate:2004Type of Publication:Working PaperSeries/Report no.:Discussion Paper
Title:A General Test of Gaming
Author(s):COURTY, Pascal; MARSCHKE, GeraldDate:2004Type of Publication:Working PaperSeries/Report no.:EUI ECO
Title:General-to-Specific or Specific-to-General Modelling? An Opinion on Current Econometric Terminology
Author(s):LUETKEPOHL, HelmutDate:2007Type of Publication:ArticleAbstract:It is argued that what is the dominant approach to analyzing systems of cointegrated variables is not well described as general-to-specific (gets) modelling. The gets approach was developed during the last decades predominantly ...
Title:Generalized Least Squares Estimation for Cointegration Parameters Under Conditional Heteroskedasticity
Author(s):HERWARTZ, Helmut; LUETKEPOHL, HelmutDate:2009Type of Publication:Working PaperSeries/Report no.:EUI ECOAbstract:In the presence of generalized conditional heteroscedasticity (GARCH) in the residuals of a vector error correction model (VECM), maximum likelihood (ML) estimation of the cointegration parameters has been shown to be ...
Title:Genuine Savings and the Voracity Effect
Author(s):VAN DER PLOEG, FrederickDate:2007Type of Publication:Working PaperSeries/Report no.:EUI ECOAbstract:Many resource-rich countries have negative genuine saving rates, so deplete their exhaustible
natural resource wealth faster than they build up wealth in other assets. This phenomenon is
stronger in more fractionalized ...
Title:Getting European Universities into Shape
Author(s):JACOBS, Bas; VAN DER PLOEG, FrederickDate:2006Type of Publication:ArticleAbstract:Most European universities lag behind the best universities in the Anglo-Saxon world. A key challenge is to raise resources per student in Europe to US levels. The Lisbon agenda demands fundamental reform of the European ...
Title:Global Imbalances
Author(s):CORSETTI, GiancarloDate:2009Type of Publication:Contribution to book
Title:Global Imbalances: Saving and Investment Imbalances
Author(s):CORNELI, FlaviaDate:2011Type of Publication:ThesisSeries/Report no.:EUI PhD thesesAbstract:The goal of the present thesis is to analyze the diverging savings and investment behavior among countries. The purpose of this work is to suggest possible explanations for the so called .global imbalances.. In particular, ...