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The Global ETD Search service is a free service for researchers
to find electronic theses and dissertations. This service is
provided by the
Networked Digital Library of Theses and Dissertations.
Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.
Search results
Showing 221 to 230 of 13896 (0.034 seconds)| 221 |
Learners becoming teachers : an exploratory study of beliefs held by prospective and practising EFL teachers in BrazilGimenez, Telma Nunes January 1994 (has links)
No description available.
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| 222 |
The trajectories of UK owned operational divisions in BrazilRezende, SeÌrgio Fernando Loureiro January 2001 (has links)
No description available.
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| 223 |
Joint ventures and industrialisation in BahrainAl Sadik, Abdulla Mohammed January 1990 (has links)
No description available.
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| 224 |
Walking the tightrope : Canadian China policy 1948-57Beecroft, S. J. January 1986 (has links)
No description available.
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| 225 |
The volatility of financial markets: A time-series analysis of foreign exchange futures.Naka, Atsuyuki. January 1989 (has links)
This research introduces hedging and basis risk models based on intertemporal asset pricing between futures and spot currency exchange markets. Recently developed time-series models are employed and empirically tested for five currencies: the British pound, Canadian dollar, Deutschemark, Japanese yen and Swiss franc. The models of international intertemporal asset pricing, which have heretofore been largely based on the rational expectations hypothesis, are modified to allow for risk aversion. Recent research has demonstrated that the presence of risk premia can separate the expected future spot prices from certain speculative prices, such as futures and forward exchange rates, at the maturity date. My results show that there is strong indication of varying risk premia, as reflected in heteroskedastic error terms through time, in both hedging and basis risk models. The nature of heteroskedasticity is well captured by Autoregressive Conditional Heteroskedasticity (ARCH) and generalized ARCH (GARCH) models, which may explain the excess volatility of financial markets. Some markets indicate that the correct specification of models are ARMA with ARCH. I also extend the analysis from univariate to multivariate models, where the problem of heteroskedasticity is reflected in a system of equations. A multivariate ARCH model allows the conditional variance-covariance matrix to vary over time. The results support the hypotheses of varying risk premia for both hedging and basis risk models. The results of specification tests indicate that the models based on financial theory can be improved by introducing additional variables such as lagged endogenous and exogenous variables. This study shows how important it is to incorporate the varying variances and covariance matrices into financial models and it also shows that currently established financial models may need to be modified in order to capture the behavior for foreign exchange future markets.
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The Anglo-American defence relationship during the Kennedy presidencyMurray, Claire Donette January 1997 (has links)
No description available.
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Evaluating user interaction with interactive video : users' perceptions of self access language learning with MultiMedia MoviesGardner, David January 2002 (has links)
No description available.
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The acquisition of English wh-interrogatives by Dholuo L1 speakersOnditi, Tom L. S. January 1994 (has links)
No description available.
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An analysis of Turkey's decision to close the oil pipelines in the Gulf crisis, 1990-1991 : from procrastination to cooperationGozen, Ramazan January 1994 (has links)
No description available.
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Language production, grammaticality judgements, and rule verbalisations in second language acquisition : a study of the interlanguage knowledge of English wh-questions by EFL Rwandan learnersBuregeya, Alfred January 1994 (has links)
No description available.
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