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37 research outcomes, page 1 of 4
  • other research product . 2016
    English
    Authors:
    Maheu, John M; Shamsi, Azam;
    Project: SSHRC

    This paper derives a dynamic conditional beta representation using a Bayesian semiparametric multivariate GARCH model. The conditional joint distribution of excess stock returns and market excess returns are modeled as a countably infinite mixture of normals. This allow...

  • other research product . 2015
    English
    Authors:
    Staley, Mark;

    A model of firm dynamics is presented in which the growth rate of knowledge capital is linked to productivity, and productivity fluctuates randomly. The distribution of productivity forms a stable traveling wave, representing a growing economy. Granularity is maintained...

  • other research product . 2015
    English
    Authors:
    Staley, Mark;

    A model of economic growth is presented in which firm productivity is encoded in manager's knowledge. Knowledge is subject to random shocks and is transmitted to some workers, who then become managers. Some managers start their own firms. In the competition for labor, t...

  • other research product . 2011
    English
    Authors:
    Putthiwanit, Chutinon; Vogler, Denis Marcel; Zhu, Jingling; Kincart, Andrew;

    Our research aims to explore a unique package of a Thai language course in foreigners’ perceptions by using Conjoint Analysis technique. This study is a descriptive research in which Conjoint Analysis technique is applied to give a greater understanding of the more desi...

  • other research product . 2007
    Open Access English
    Authors:
    Landon, Stuart; Smith, Constance;

    Aggregate and sector-level investment equations that incorporate the exchange rate are estimated for a panel of 17 OECD countries using an error correction methodology. A real currency depreciation is found to have a significant negative effect on aggregate investment i...

  • other research product . 2010
    English
    Authors:
    Sen, Debapriya; Stamatopoulos, Giorgos;

    We consider a Cournot duopoly with strategic delegation, where quantities of firms are chosen by their managers. A firm can offer its manager one of the two incentive contracts: the profit incentive or the revenue incentive. We show that in this setting there are Nash e...

  • other research product . 2017
    English
    Authors:
    Rockerbie, Duane; Easton, Stephen;

    Professional sports leagues that feature teams in different countries with different currencies are exposed to exchange rate uncertainty and risk. This is particularly evident for three professional sports leagues that feature teams in the United States and Canada. We c...

  • The analytical challenges in evaluating the impacts of transmission line investments have vexed practitioners and electricity market regulators. The purpose of this study is to provide a guideline for improving the accuracy and predictability of the impacts of electrici...

  • other research product . 2014
    English
    Authors:
    Abdel-Rahman, Alaa; Fuller, David;

    For the past decades, different economic policies were implemented in order to better the Egyptians’ living standards. However when we look at where Egypt stands in terms of quality of education and labor efficiency, we realize that those policies did not help as much a...

  • other research product . 2009
    English
    Authors:
    McTaggart-Cowan, H; O'Cathain, A; Tsuchiya, A; Brazier, J;
    Project: CIHR

    Purpose: This study aimed to gain an understanding of what factors induce individuals to alter their opinions about a health condition after being informed about disease adaptation and being given time to reflect and deliberate on this information. Rheumatoid arthritis ...

37 research outcomes, page 1 of 4