Search
Now showing items 111-120 of 163
HDPE (CM1) optical birefringence pattern in cross-slot flow, piston speed 2.2mm/s, 155C
(2008-09-05)
The optical birefringence pattern obtained from lightly branched high density polyethyene (HDPE - produced by metallocene catalysis polymerisation) flowing in a cross-slot multi-pass rheometer cell. Experiment carried out ...
HDPE (CM1) optical birefringence pattern in cross-slot flow, piston speed 2.2mm/s, 175C
(2008-09-05)
The optical birefringence pattern obtained from lightly branched high density polyethyene (HDPE - produced by metallocene catalysis polymerisation) flowing in a cross-slot multi-pass rheometer cell. Experiment carried out ...
Corporate governance and banking regulation
(CFAP, Cambridge Judge Business School, University of Cambridge, 2004-06)
The globalisation of banking markets has raised important issues regarding corporate governance regulation for banking institutions. This research paper addresses some of the major issues of corporate governance as it ...
Towards a reconstruction of macroeconomics using a stock flow consistent (SFC) model
(CFAP, Cambridge Judge Business School, University of Cambridge, 2004-05)
This paper aims to rehabilitate “stock flow consistent” (SFC) macroeconomics as a radical alternative to the neo-classical approach which has dominated the subject during the last thirty years. Commercial banks are reckoned ...
The US treasury market in August 1998: untangling the effects of Hong Kong and Russia with high frequency data
(CFAP, Cambridge Judge Business School, University of Cambridge, 2005-09)
The second half of August 1998 was dominated by two events. From 14 to 28 August, the Hong Kong Monetary Authority (HKMA) intervened in the Hong Kong equity markets to prevent a speculative double play against their ...
Simple open economy macro with comprehensive accounting: a two country model
(CFAP, Cambridge Judge Business School, University of Cambridge, 2005-02)
This paper presents a stock flow model of two economies (together comprising the whole world) which trade goods and financial assets with one another. The accounting framework, though comprehensive in its own terms, is ...
Endogenous contagion – a panel data analysis
(CFAP, Cambridge Judge Business School, University of Cambridge, 2006)
This paper proposes a panel data model to analyze contagion in a multivariate framework. The model distinguishes between vulnerability and contagion, and provides a time series of contagion. The most important feature of ...
Can Feedback Traders Rock the Markets? A Logistic Tale of Persistence and Chaos
(CFAP, Cambridge Judge Business School, University of Cambridge, 2006-03)
This paper introduces a nonlinear feedback trading model at high frequency. All price adjustment is endogenous, driven by asset return and volatility in the previous trading period. There is no stochastic uncertainty or ...
Synchronisation of financial crises
(CFAP, Cambridge Judge Business School, University of Cambridge, 2005-08)
This paper develops concordance indices for studying the simultaneous occurrence of financial crises. The indices are designed to cope with these typically low incidence events. This leads us to confine attention to ...
Credit derivatives, the liquidity of bank assets and banking stability
(CFAP, Cambridge Judge Business School, University of Cambridge, 2005)
The emerging markets for credit derivatives have improved the liquidity of bank assets by providing banks with various new possibilities for selling and hedging their risks. This paper examines the consequences for banking ...