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[PDF] Top 20 Three essays in financial economics

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Three essays in financial economics

Three essays in financial economics

... I would like to thank my advisors, Dimitri Vayanos and Georgy Chabakauri for all the invaluable guidance and support I received. Their comments and suggestions improved this thesis a lot. Their personal example helped me ... See full document

175

Three Essays in Financial Economics

Three Essays in Financial Economics

... The composition of our sample is as follows: we consider eight currencies futures (Australian Dollar, British Pound, Brazilian Real, Canadian Dollar, Dollar Index, Euro Currency, Japanese Yen, Swiss Franc), three ... See full document

93

Three essays in international financial economics

Three essays in international financial economics

... overestimates the importance of the more liquid market for lower values. This suggests that the three measures are complementary for analyzing price discovery dynamics. The bounds of the Hasbrouck procedure ... See full document

200

Three Essays on Financial Economics.

Three Essays on Financial Economics.

... The use of aggregated wage data could be the reason why home bias appears. Palacios- Huerta (2001) considers heterogeneity in human capital between stockholders and non- stockholders. He finds that for stockholders, ... See full document

117

Three essays in financial econometrics

Three essays in financial econometrics

... recent financial crisis one sector generated significant profits for the leading invest- ment banks: Volatility arbitrage trading in forex, fixed income, and ...last three years to reach an average daily ... See full document

162

Two Essays in Financial Economics

Two Essays in Financial Economics

... Our study examines a large sample of international firms from several countries whose shares are traded in their home market and in the U.S. concurrently through an American Depositary Receipt (ADR) facility. The initial ... See full document

64

Two Essays in Financial Economics

Two Essays in Financial Economics

... empirical essays which contribute to the overall field of Financial ...as three time-varying copulas: (i) the normal copula, (ii) the student’s t copula, and (iii) the rotated-gumbel copula as ... See full document

154

Two Essays in Financial Economics

Two Essays in Financial Economics

... Price discovery is a process by which related markets attempt to incorporate new information to reach an equilibrium price. It is particularly important to analyze the issue of price discovery for currency futures ... See full document

84

Two Essays in Financial Economics

Two Essays in Financial Economics

... volume, which is easily obtained from daily stock data for long time series in most stock markets. Illiquidity affects more strongly small firm stocks, thus explaining time series variations in their premiums over time. ... See full document

75

Three essays in applied economics

Three essays in applied economics

... the financial crisis on importer countries and potential spill over of the policy via processing countries, I use US imports of works of art (HS Code 97) as an alternative ... See full document

142

Three essays on the comovement of financial assets

Three essays on the comovement of financial assets

... Before showing the results, it is important to understand the distribution of our data. CDS contracts only are widely available since 2004, this is why our sample spams only for 6 years. Table 3.6, 3.7, and 3.8 show the ... See full document

149

Three essays on econometrics and economics of education

Three essays on econometrics and economics of education

... estimated effect on the summary index of children’s outcomes is positive and significant, 0.144 (se=0.058), suggesting that children are positively affected by participating in the PelCa program. We note again that this ... See full document

215

Three Essays on Economics and Information Shocks

Three Essays on Economics and Information Shocks

... The attentional mechanism is also supported by numerous studies. In an event-based design, Eisensee and Str¨omberg (2007) study the effects of competition between newsworthy events for public attention. Using two ... See full document

254

Essays in financial markets

Essays in financial markets

... The model gives three main insights. First, the investors must have frequent liquidity shocks to successfully form long-term relationship with the principal dealer directly. Specifically, due to the cash ... See full document

146

Three Essays on Information Economics

Three Essays on Information Economics

... Consider a worker trying to choose a job and a career. Each career consists of different jobs. Both the fit of the worker for a career and a job are uncertain. In order to learn about these uncertainties, she need to ... See full document

96

Three Essays in Spatial Economics.

Three Essays in Spatial Economics.

... In Chapter 2, we calculate the actuarially fair premiums for flood insurance policies in Florida. Three single hurdle models are considered for the estimation of the annual count of flood insurance claims in each ... See full document

153

Essays in financial economics

Essays in financial economics

... Three laws govern the budget process in Brazil: the Multi-Year Plan (Plano Pluri-Anual ), the Budget Guidance Law (Lei de Diretrizes Orçamentárias ) and the Annual Budget Law (Lei Orçamentária Anual ). The ... See full document

139

Three Essays in Health Economics

Three Essays in Health Economics

... This essay examines topics in health economics. The first study uses data obtained from the Health and Retirement Study (HRS) and the Rand HRS files, to examine the relationship between access to retiree health ... See full document

169

Essays in financial economics

Essays in financial economics

... Since the early 1970s, mainstream economic models did not allow financial contracts to play an active role in supporting resource allocations. Indeed, in the general equilibrium framework of Arrow and Debreu ... See full document

111

Essays in financial economics

Essays in financial economics

... tween traders’ funding liquidity—i.e. their capital and margin requirements—and the assets’ market liquidity, and show how rising haircuts can have destabilising effects on financial markets and cause a margin ... See full document

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