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18 results with keyword: 'using implied volatility measure uncertainty rates'

Using implied volatility to measure uncertainty about interest rates

Hull and White (1987) provide the foundation for the practice of using a constant-volatility model to predict stochastic volatility (SV): If volatility evolves independently of

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2021
Does analyst forecast dispersion represent investors' perceived uncertainty toward earnings?

In this study, I first construct a refined measure of investors’ perceived uncertainty toward upcoming earnings announcement using option contract’s implied volatility and

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2021
Niklaus D. Labhardt 1,2, Motlalepula Sello 1, Thabo Lejone 2, Jochen Ehmer 3, Mohlaba Mokhantso 2, Lutgarde Lynen 4 and Karolin Pfeiffer 3

The primary objective of this retrospective cohort analysis was to compare health centers to hospitals in terms of adoption and adherence to new treatment guidelines, using as a

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2021
EED agribusiness ( )

2 EC IINS1 Learning tasks + assessment 4 EC IINS2 T1 Research and reporting 2 EC IINS3 C1 European Union. 3 EC IINS4 C2 Intercultural Management & English 3 EC IINS5

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2021
In chains, yet prophetic! An African liberationist reading of the portrait of Paul in Acts 27

At this juncture, a critical question to pose is: in view of the various forms of oppression inflicted by the Roman Empire on the early Christians, as argued above, can one

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2020
Ambiguous Accountability in Municipal Innovation

accountability – scrutiny of codes of conduct. Finally, we have social accountability, which describes the situation where public organisations experience an obligation vis-à-vis

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2022
SHORT AND LONG RUN UNCERTAINTY Jose Maria Barrero

In light of these findings, for our empirical work we will measure short-run and long-run uncertainty using only 30-day and 6-month implied volatility data, describing the volatil-

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2021
Siemens Simotion Engineering Manual

Hardware and software selection criteria for production plants with mandatory GMP are modularity, scalability, and support functions for the configuration management of hard- ware

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2021
Teaching to think: Challenges and suitability of teaching inequality topics in a business school

These observations point to the need to develop a better understand of the interaction and overlap between the critical pedagogic approaches (active learning and theoretical debate),

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2020
Canadian Technology Accreditation Criteria (CTAC) INDUSTRIAL ENGINEERING TECHNOLOGY - TECHNOLOGIST Technology Accreditation Canada (TAC)

7.3 Design plant layouts and prepare layout drawings for cost-effective facilities using technical design process and applying principles of economic and statistical analysis

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2021
Immune quiescence: a model of protection against HIV infection

Our model suggests that inducing immune quiescence at the site of HIV exposure will reduce the number of activated target cells, thereby preventing infection or limiting it to

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2020
Rapid Identification of Clinically RelevantLegionella spp  by Analysis of Transfer DNA Intergenic Spacer Length Polymorphism

In this study, we showed that tDNA-ILP analysis was a simple and rapid method which allowed the identification of diverse environmental and clinical strains of the 18 Legionella

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RISK AS AN ANTECEDENT VARIABLES OF BANK SOUNDNESS WITH GOOD CORPORATE  GOVERNANCE  AS  A  MODERATING  VARIABLE ON PRIVATE COMMERCIAL  BANKS LISTED  IN THE INDONESIA STOCK EXCHANGE

The results of this study are also in accordance with the practice of bank soundness assessment in Indonesia using the Risk-Based Bak Rating (RBBR) approach or

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2020
Rodney Coe, MD, MS SUNY Downstate Medical Center December 3, 2009

Multifocal choroiditis with panuveitis: Incidence of ocular complications and loss of visual acuity.. Intravitreal injection of

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2021
INDEPENDENT LIVING SERVICES OFFERED BY CENTERS FOR INDEPENDENT LIVING (CILS) FOR VETERANS

The site includes information on VA facilities, including health care facilities and Veterans Benefits Administration offices. Information is included for each of the 50 states,

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2021
Embedded formative assessment and classroom process quality. How do they interact in promoting students\u27 science understanding

How do they interact in promoting students' science understanding - In: American educational research journal 52 (2015) 6, S.. 1-27 -

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Life Without Instruction: Artemisia, and the Lessons of Perspective

I think there are several possible answers to these questions and all of them are more interesting than a biographical/psycho- analytical reading of Clark’s play in which

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2021
The Audience That Acts

In keeping with the core principle of my practice as described in this thesis, that artist and audience must remain alert and active to the possibilities of any given moment and

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