Correlation evidence in the dynamics of agricultural commodity prices
The article studies the correlation structures of a large panel of agricultural commodities prices between January 1990 and February 2014.
Creative industries and their role in the creative value chain – a comparative study of SMEs in Canada and Thailand
The terms ‘creative economy’ and ‘creative industries’ refer to
emerging models of development that play a major role in both creativity and
in the intellectual capital for economic development, while the creative value
Dual optimization problem on defaultable claims
We study the pricing and hedging problem of a claim ? whose payoff depends on the default times of two firms A and B.