Liquidity in the Foreign Exchange Market: Measurement, Commonality, and Risk Premiums
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This thesis describes the development of three conceptual models built to serve as decision support tools in liberalised electricity markets. The introduction of competition, higher uncertainty and decentralised planning requires new planning and analysis ...
Existing theories of the term structure of swap rates provide an analysis of the Treasury-swap spread based on either a liquidity convenience yield in the Treasury market, or default risk in the swap market. Although these models do not focus on the relati ...
This short note gives a short overview of correlation markets and was prepared for the "Roundtable Discussion on Default Risk Correlation Models" given at the inaugural SoFiE-Conference in June 2008. ...
The objective of this paper is to present the operating and hedging analysis of a hydroelectric system in a non-hydro dominated market using a specifically-developed tool for operating and contracting decisions. Hydropower companies are likely to face stoc ...
The effect of nitrogen-15 proton-driven spin diffusion on quantitative N-15 T-1 measurements in solid proteins is investigated, and the impact on the measurement of dynamic parameters is assessed. A simple model of exchange between neighboring nitrogens is ...
The syntheses and single crystal X-ray structural analysis of five novel hetero- and homometallic μ3-oxo trinuclear cluster with the formula [FeIII2MII(μ3-O)(μ-O2CCH3)6(4-Rpy)3] · x(4-Rpy) · y(CH3CN) where R ) Ph for 1(Fe2Mn),2(Fe2Fe), 3(Fe2Co), 4(Fe2Ni) a ...
This paper investigates whether monetary and exchange rate policies are important for the success of major fiscal adjustments. We assess their role controlling for other determinants of success identified in the literature, including the size and compositi ...
Exchange transferred effects in soln.-state NMR expts. allow one to det. the conformation of ligands that are weakly bound to macromols. Exchange-transferred nuclear Overhauser effect spectroscopy (TR-NOESY) provides information about internuclear distance ...
