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Now showing items 91-100 of 111
Perfect Implementation of Normal-Form Mechanisms
(2005)
Privacy and trust affect our strategic thinking, yet they have not been precisely modeled in mechanism design. In settings of incomplete information, traditional implementations of a normal-form mechanism ---by disregarding ...
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 ...
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 ...
Credit derivatives and sovereign debt
(CFAP, Cambridge Judge Business School, University of Cambridge, 2005-10)
We study the introduction of credit protection on sovereign debt. We find that such protection reduces debtor moral hazard by allowing a bonghokder to improve his position in negotiations with the sovereign. Moreover, ...
Wormhole throats in R gravity
(Classical and Quantum Gravity, 2005-01-21)
A digital library component assembly environment
(2005)
Digital libraries (DLs), originally termed electronic libraries, are the result of the meshing of two communities: library professionals, including librarians and publishers, and computer scientists, including their poster ...
Mobile information management : investigating paces of interaction using mobile devices
(2005)
Mobile computing, by necessity, introduces its own paradigm of interaction and design complexities. Rather than trying to re-create miniature desktop systems, designers should focus on creating mobile software: software ...
Generalized Conflict Learning For Hybrid Discrete Linear Optimization
(2005-05-20)
Conflict-directed search algorithms have formed the core of practical, model-based reasoning systems for the last three decades. In many of these applications there is a series of discrete constraint optimization problems ...