Explaining Differences Between Quoted and Effective Spreads
How Effective Are Effective Spreads? An Evaluation of Trade Side Classification Algorithms
... the effective spread are also consistent across the existing research and show significant overstatement of effective spread estimates by all ...the effective spread by ...the effective spread ...
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Effective Bid-Ask Spreads in Futures versus Futures Options
... vary between futures and options because options data are limited to days with at least one trade and futures data are limited to days with twenty or more ...bid-ask spreads in wheat options ...average ...
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Explaining the Rate Spreads of Life Settlements *
... The differences between the calculated IRRs and the spot rates of US government bonds that have the maturities matching with the expected death time represent the rate spreads expected by the ...
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Quoted Spreads and Trade Imbalance Dynamics in the European Treasury Bond Market
... an effective hedge against liquidity evaporation only in extreme cases, ...relationship between macro announcements and the response variable is consistent with bond market liquidity being ...
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Explaining Differences in Job Search Outcomes Between Employed and Unemployed Job Seekers
... an effective method of job search for women employees in particular, who may obtain all their jobs from such agencies as part of a career spent in temporary or agency ...
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Explaining gender differences in salary negotiations
... of effective aggressive ...are effective cooperative negotiators. An effective cooperative negotiator would consider salary negotiations in the broader context and concede some portion of salary for ...
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Explaining differences in education-related inequalities in health between urban and rural areas in Mongolia
... The findings provide important policy implications. First, improving accessibility and quality of education, especially for the lower SES groups may reduce socioeconomic-related inequality in health in both rural and ...
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Egypt's Sinai since the Uprising 2011 - Explaining the Differences in the Amount of Violence between North and South
... geographic constraints which they face, and the financial capability of the government to provide defense” (Ibid.: 35). His model is based on utility theory and he argues that rebels “will conduct a civil war if the ...
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Lobbying and Growth: Explaining Differences among OECD Countries
... Growth: Explaining Differences among OECD Countries ♦ Mehmet Babacan ∗ Abstract The paper is an attempt to observe the effects of the development of rent-seeking or lobbying groups on the growth pace of a ...
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Merton's Model Explaining CDS Spreads - a panel data study of OMX Stockholm traded firms
... by differences in firms, when stock return increases by one ...by differences in companies, CDS increases with approximate ...great differences in leverage ratio between financial firms and ...
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Explaining differences in efficiency A meta study on local government literature
... The third country-specific factor is the Integrity of Legal System (ILS) index retrieved from the annual reports released by the Fraser Institute. As a good legal system is a pre- requisite for economic freedom, the ILS ...
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Explaining co-movements between equity and CDS bid-ask spreads
... co-movement between their equity and CDS bid-ask spreads changes over time: it is much higher in 2003 than during the period 2004–2006 and then it rises again during the crisis period of ...
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Factor Distributions Implied by Quoted CDO Spreads Tranche Pricing
... model spreads very close to the mid-market quotes, especially when compared to the spreads representing the best fit of a Vasicek flat correlation model calibrated using the same objective ...
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Explaining price differences between physical and derivative freight contracts
... relationship between spot rates, FFA prices and physical time-charter fixtures represents a complex interplay between time- varying risk premia, volatility structures and basis risk such as differing vessel ...
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Economic Efficiency and Factors Explaining Differences Between Minnesota Farm Households
... Technical Efficiency. The Tobit results for explaining technical efficiency (assuming variable returns to scale) are reported in Table 4. A few explanatory variables changed significance levels but no signs of ...
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Explaining differences in philanthropic behavior between Christians, Muslims, and Hindus in the Netherlands
... The results presented in table 3 only partly support our first hypothesis. Muslims are indeed less likely to engage in secular giving than Protestants and Roman Catholics. However, we did not find a significant ...
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Explaining differences in birth size and adiposity between Pakistani and White British babies
... Maternal age had little effect on the mean difference between White British origin infants and the Pakistani group as a whole (see above) however analysis by generation[r] ...
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Explaining socioeconomic differences in sickness absence:
... For example, men who reported low variety and use of skills had 72% and 82% higher rates of short and long spells of absence respectively, compared with those who reported high variety a[r] ...
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Differences in Adolescent Effective Contraception Use between Population Densities
... population differences in the US adolescent popula- tion regarding contraception counseling and use, and pregnancy ...of effective methods of ...of effective methods of ...
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Explaining differences in reading motivation between immigrant and native students: The role of parental involvement
... Moreover, because parents are usually willing to help their children succeed academically (Jeynes, 2005), schools might foster and exploit such parent/home resources by providing parents with strategies for motivational ...
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