Index annuel 1999

[Faits saillants du Forum annuel].

Chers collègues, Lorsque le Collège a adopté un plus petit CA, axé sur les compétences, il s’est engagé à impliquer davantage les Sections provinciales, les leaders qui siègent sur nos comités, nos sections et nos groupes de travail et les départements universitaires de médecine de famille, afin d’obtenir des rétroactions sur certaines questions stratégiques. En juin dernier, plus de 120 membre...

Hedging Effectiveness in Greek Stock Index Futures Market, 1999-2001

This paper examines hedging effectiveness in Greek stock index futures market. We focus on various techniques to estimate variance reduction from constant and time-varying hedge ratios. For both available stock index futures contracts of the Athens Derivatives Exchange (ADEX), we employ a variety of models to derive and estimate the effectiveness of hedging. We measure hedging effectiveness usi...

WPI - CS - TR - 99 - 33 Feb 1999 Aggregation Path Index for Incremental Web

1 - How useful are implied distributions? Evidence from stock-index options - Dec 1999

Option prices can be used to construct implied (risk-neutral) distributions, but it remains to be proven whether these are useful either in relation to forecasting subsequent market movements or in revealing investor sentiment. We estimate the implied distribution as a mixture of two lognormals and then test its one-day-ahead forecasting performance, using 1987-97 data on LIFFE’s FTSE-100 index...

Limnol. Oceanogr., 44(8), 1999, 1993–1999

We have examined the role of microbial communities on the surface of submersed macrophytes and in the underlying sediment for nitrification and denitrification in light and dark in NH -enriched microcosm systems using isotope 4 pairing and dilution techniques. Potamogeton pectinatus L. and intact sediment cores were collected in a shallow reservoir receiving treated municipal wastewater and con...