نتایج جستجو برای: g19
تعداد نتایج: 144 فیلتر نتایج به سال:
Within institutional economics perspective of project finance, this paper empirically examines the potential influence of factors on debt capacity in project companies when financed through bankdominated financial systems with weak legal, regulatory and political institutions. The econometric results confirm that in order to capture the potential debt capacity of project companies financed thro...
Hedging in the Possible Presence of Unspanned Stochastic Volatility: Evidence from Swaption Markets∗
This paper examines whether higher order multifactor models, with state variables linked solely to the full set of underlying LIBOR-swap rates, are by themselves capable of explaining and hedging interest rate derivatives, or whether models explicitly exhibiting features such as unspanned stochastic volatility are necessary. Our research shows that swaptions and even swaption straddles can be w...
We analyze the equilibrium spread when the transaction size of informed traders is elastic in the value of private information (α). We show that the pooling equilibrium is likely to be inefficient when trade size is sensitive to α and the inefficient equilibrium can occur before the market breaks down. The pooling equilibrium spread does not monotonically increase with α, although it increases ...
For a dynamic limit order market, we present a Markov perfect equilibrium with Edgeworth cycles. In equilibrium, when sellers enter the market consecutively, the best quote decreases tick by tick, then jumps more than one tick, creating a hole in the book. The next quote rebounds to the less aggressive level, and the same cycle starts over again. Holes can relate to the high kurtosis of transac...
Early flowering and frost in native genotypes are among causes of reduction in almond production in most years. Therefore, a proper understanding of the resistance mechanisms is necessary for developing varieties with high quality and resistant to frost. In this research, four different genotypes were selected out of 40 genotypes based on flowering time and resistance to frost, including late f...
We study the dynamic relation between aggregate mutual fund flow and market-wide volatility. Using daily flow data and a VAR approach, we find that market volatility is negatively related to concurrent and lagged flow. A structural VAR impulse response analysis suggests that shock in flow has a negative impact on market volatility: An inflow (outflow) shock predicts a decline (an increase) in v...
The TCR-CD3 complex consists of the clonotypic disulfide-linked TCRalphabeta or TCRdeltagamma heterodimers, and the invariant CD3delta, epsilon, gamma and zeta chains. We generated plasmid constructs expressing the extracellular domains of the CD3delta, epsilon or gamma subunits fused to human IgG1 Fc. Recombinant fusion proteins consisting of individual CD3delta, epsilon or gamma subunits reac...
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