Non-linear predictability of UK stock market returns

Article Abstract:

Findings show the exponential smooth transition threshold model is a useful prediction tool under non-linear conditions. Results of out-of-sample and in-sample specification tests are presented, and the tool is applied to United Kingdom stock returns as an illustration.

Market trend/market analysis, Comparative analysis, Return on investment, Nonlinear functional analysis, Rate of return, Prediction theory, Stock markets, Stock market

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The cost effectiveness of the UK's sovereign debt portfolio

Article Abstract:

A study examining the extent to which costs can be minimized on public debt, in a scenario where short-term interest rates are dictated by monetary policy and there are risks and market impact constraints, is presented.

Public Finance Activities, Management dynamics, National Government Liabilities & Debt, Asset & Risk Management, Cost Control Techniques, Analysis, Management, Risk management, Markets (Economics), Monetary policy, National debt, Public debts, Company business management, Cost control, Cost reduction

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Household choice of fixed versus floating rate debt: a binomial Probit model with correction for classification error

Article Abstract:

Fixed-rate and adjustable rate mortgages and interest rates are analyzed with a binomial probit model. Problems with the usage of this model is discussed.

Science & research, Population information, Mortgages, Statistical Data Included, Models, Finance, Research, Illustration, Fixed rate mortgages, Adjustable rate mortgages, Binomial theorem

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