Regime switching in international securitized property markets
Regime switching in international securitized property markets
... Original securitized property index Regime switching in securitized property markets Derive returns from property index Original macroeconomic data from Datastream Univariant regime switching ... shift induces endogenous regime switching in the real interest rate Another group of literature focuses on examining the exchange rate by regime switching models The p...
Ngày tải lên: 14/09/2015, 14:13
The long run relationships and short term linkages in international securitized real estate markets
... bridge the gap between This study investigates the long- run relationships and short- term linkages in international securitized real estate markets with the consideration of structural breaks and the ... in securitized real estate markets Section 2.3 reviews the theory on structural breaks and its application to the long- run relationship...
Ngày tải lên: 16/10/2015, 15:34
Jumps and regime switching in commodity prices
... importance of regime switching in conjunction with jumps which none of the extant models address Conclusion This article explores the importance of jumps and changes in regime in commodity prices Unlike ... of jumps and changes in regime in modeling the behavior of crude oil futures prices We find evidence of high and low volatility regimes which are very p...
Ngày tải lên: 10/09/2015, 15:52
essays on regime switching models in finance
... ……………………………………………………………………… 118 ix Essays on Regime Switching Models in Finance Hong Miao Abstract This dissertation consists of four essays focusing on applications of regime switching models in …nance The …rst ... four essays focusing on applications of regime switching models in finance The first essay discusses the investment timing problem in a...
Ngày tải lên: 03/06/2014, 01:51
Finite horizon trading strategy with transaction costs and exponential utility in a regime switching market
... Abstract This thesis studies the finite horizon optimal trading strategy with proportional transaction costs in a regime switching stock market This problem is an extension of the classic investment ... buying and selling boundaries This is due to the difficulty in dealing with the variational inequalities with gradient constraints Dai et al (2010) has establis...
Ngày tải lên: 06/10/2015, 20:57
Time varying mean and volatility spillover in asian securitized real estate markets
... of Asian economy has attracted the attention of investors in the whole world, investors’ interests in Asian real estate markets are intensifying However, investing in Asian public real estate markets ... research and the industry to help understand the mean and volatility spillovers in Asian securitized real estate markets The results can be applied...
Ngày tải lên: 16/10/2015, 12:00
Facts of Vietnam Freight forwarding industry and the role of Vietnam Freight Forwarders Association (VIFFAS) to the industry in international economic integration processhelpful to Oristar.doc
... about the facts of Vietnam freight forwarding industry and the Association s importance to the industry, especially in today’s economic integration process Therefore, I chose the topic Facts of Vietnam ... Association (VIFFAS) and then emphasize on the role of the Association (VIFFAS) to Vietnam freight forwarding industry...
Ngày tải lên: 27/10/2012, 16:42
The Real Estate Sector: The Capital and Property Markets
... Warehouse 223 2.5 8,777 100.0 Total U.S Real Estate Adapted from DiPasquale and Wheaton (1996) MIT Center for Real Estate U.S Real Estate Ownership, 1990 All Real Estate Residential Only Nonresidential ... later) ? MIT Center for Real Estate What is a real Estate Market? • Within markets all properties should move together: high substitutability, easy mobility • Betw...
Ngày tải lên: 04/11/2013, 20:15
A STUDY ON TRANSLATION OF DELIVERY TERMS IN INTERNATIONAL BUSINESS CONTRACTS
... 1999) Chapter three: A STUDY ON THE TRANSLATION OF DELIVERY TERMS IN INTERNATIONAL BUSINESS CONTRACTS Translation of some authentic international business contracts The general knowledge about terms ... knowledge in native language as well as foreign languages Finally, I am also interested in translation skill, especially in translation of terms...
Ngày tải lên: 11/12/2013, 23:55
CHAPTER 8 Consumer Choice and Demand in Traditional and Network Markets
... the short-term demand curve 16 Chapter Consumer Choice and Demand in Traditional and Network Markets Changes in Demand The determinants of the elasticity of demand are fewer and easier to identify ... Chapter Consumer Choice and Demand in Traditional and Network Markets 33 Irrationality and the Law of Demand So far we have been discussing...
Ngày tải lên: 17/12/2013, 15:18
Tài liệu Methods of Payment in International Trade pdf
... Methods of Payment in International Trade This guide explains the different methods of getting paid and the different levels of risks involved You should note that none of the methods outlined ... has a habit of changing rules regularly or quickly? SITPRO Guides Financial Methods of Payment in International Trade SITPRO produces a guide to Managing the Risk...
Ngày tải lên: 19/01/2014, 11:20