Macquarie University, Sydney Macquarie University ResearchOnline

Showing items 61 - 75 of 117.

Add to Quick Collection   All 117 Results

Sort:
 Add All Items to Quick Collection
Date: 2008
Language: eng
Resource Type: book chapter
Identifier: http://hdl.handle.net/1959.14/222291
Description: This chapter examines the price impact of large trades in futures markets across 14 stock index futures contracts in 11 different international markets. On the balance, we find that part of the initia ... More
Date: 2008
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/146616
Description: This study employs the classical and modified rescaled adjusted range statistic (R/S statistic) to investigate the sensitivity of the long-term return anomaly observed on the Dow Jones Industrial Aver ... More
Reviewed: Reviewed
Date: 2008
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/79084
Description: This paper investigates two important relationships using the sovereign issues made by major Latin American economies in the international bond market: the determinants of credit spread changes using ... More
Reviewed: Reviewed
Date: 2008
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/219276
Description: The "house money effect" describes the psychological tendency of investors to become increasingly risk-seeking immediately following monetary gains. We observe evidence consistent with this behavioral ... More
Reviewed: Reviewed
Date: 2007
Language: eng
Resource Type: book chapter
Identifier: http://hdl.handle.net/1959.14/22138
Description: 15 page(s)
Date: 2007
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/41847
Description: An increase in the credit rating on an organisation’s debt is generally perceived positively, as higher credit ratings are, in the main, associated with lower perceived volatility in the market value ... More
Reviewed: Reviewed
Date: 2007
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/42095
Description: Using a daily time series from 1983 to 2005 of currency prices in spot and forward USD/Yen markets and matching equivalent maturity short-term US and Japanese interest rates, we investigate the sensit ... More
Reviewed: Reviewed
Date: 2007
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/42210
Description: This study contrasts the development of the Republic of Korea's market for won-denominated foreign bonds (Arirang) with similar markets in the Asia-Pacific region. It discusses the problems, concerns, ... More
Reviewed: Reviewed
Date: 2007
Language: eng
Resource Type: book chapter
Identifier: http://hdl.handle.net/1959.14/76466
Date: 2006
Language: eng
Resource Type: conference paper
Identifier: http://hdl.handle.net/1959.14/103131
Description: 12 page(s)
Reviewed: Reviewed
Date: 2006
Language: eng
Resource Type: conference paper
Identifier: http://hdl.handle.net/1959.14/106257
Description: 17 page(s)
Reviewed: Reviewed
Date: 2006
Language: eng
Resource Type: conference paper
Identifier: http://hdl.handle.net/1959.14/104382
Description: This paper examines the question of how to efficiently align the investment decisions of managers in a bank with the risk/return goals of the centre of the bank. It argues that the contemporary approa ... More
Reviewed: Reviewed
Date: 2006
Language: eng
Resource Type: conference paper
Identifier: http://hdl.handle.net/1959.14/104484
Description: The issue of hybrid instruments by firms is often justified on the grounds that these instruments allow issuers to achieve a lower cost of capital than would be the case under issues of straight debt ... More
Reviewed: Reviewed
Date: 2006
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/14187
Description: This study applies a multivariate EGARCH model, developed from the closed-form valuation model of Longstaff and Schwartz (1995), to explain the time-varying volatility of credit spreads on AAA and AA ... More
Reviewed: Reviewed
Date: 2006
Language: eng
Resource Type: journal article
Identifier: http://hdl.handle.net/1959.14/14060
Description: In this paper we provide an overview of empirical data relating to the use, scale and cost of executive options schemes in Australia. Our data is based on a sample of 100 large listed Australian corpo ... More
Reviewed: Reviewed