Browsing Theses and Dissertations by Title

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  • Vukotic, Marija (2010)
    <p>This dissertation consists of three essays in empirical macroeconomics. In the first essay, I explore the dynamic effects of aggregate news about</p> <p>future technology improvements on sectoral fundamentals. I ...
  • De Lira Salvatierra, Irving (2015)
    <p>The main goal of this work is to explore the effects of time-varying extreme jump tail dependencies in asset markets. Consequently, a lot of attention has been devoted to understand the extremal tail dependencies between ...
  • Carlston, Benjamin Arthur (2013)
    <p>This dissertation consists of three essays. In the first essay, I analyze the performance of five different classes of integrated variance estimators when applied to various stocks of differing market capitalization in ...
  • Li, Kai (2013)
    <p>My dissertation, consisting of three related essays, aims to understand the role of macroeconomic risks in the stock and bond markets. In the first chapter, I build a financial intermediary sector with a leverage ...
  • Shaliastovich, Ivan (2009)
    <p>The central puzzles in financial economics commonly include</p><p>violations of the expectations hypotheses, predictability of excess returns, and the levels and volatilities of nominal bond yields, in addition to ...
  • Kung, Howard Pan (2012)
    <p>In my dissertation, I study the link between economic growth and asset prices in stochastic endogenous growth models. In these settings, long-term growth prospects are endogenously determined by innovation and R\&D. ...
  • MURFIN, JUSTIN RILEY (2010)
    <p>The first essay of my dissertation investigates how lender-specific shocks impact the strictness of the loan contract that a borrower receives. Exploiting between-bank variation in recent portfolio performance, I find ...
  • Cas, Ava Gail (2012)
    <p>This dissertation encompasses three essays that examine the extent to which parental loss and social programs affect the health, education and time allocation of children in developing countries. </p><p> The first chapter ...
  • Mazur, Lawrence Joseph (2015)
    <p>This dissertation extends the economics literature in industrial organization with three empirical essays on the strategic decisions of firms in imperfectly competitive markets. Using data from the U.S. airline industry, ...
  • Li, Ying (2015)
    <p>This dissertation consists of three chapters investigating the effect of firms' entry and exit behavior on market outcomes. Chapters 1 and 2 relate to the recent financial crisis in the auto industry that led to General ...
  • LEE, CHUNG-YING (2014)
    <p>The dissertation consists of three chapters relating to pricing strategies. Chapter 1 studies coupons for prescription drugs and their impacts on consumer welfare, firm profits, and insurance payments. Chapter 2 examines ...
  • Blevins, Jason Ryan (2010)
    <p>This dissertation consists of three chapters relating to</p> <p>identification and inference in dynamic microeconometric models</p> <p>including dynamic discrete games with many players, dynamic games with</p> ...
  • Lustig, Scott Jordan (2011)
    <p>This dissertation is a collection of three chapters all pertaining to institutional economics. In short, the eld of institutional economics is an outgrowth of public economics, in the sense that in many cases he key ...
  • Sakane, Michiru (2011)
    <p>This dissertation consists of two chapters on international business cycles. In the first chapter, I revisit the problem of the anomaly of terms of trade dynamics. First, I empirically analyze the effect of a US aggregate ...
  • Valchev, Rosen (2015)
    <p>This dissertation addresses three key issues in international finance and economics: the uncovered interest rate parity puzzle in exchange rates, the home bias puzzle in portfolio allocations, and the surprising lack ...
  • Liu, Xuan (2007-05-10)
    This dissertation consists of two essays in international macroeconomics. The first essay shows that optimal fiscal and monetary policy is time consistent in a standard small open economy. Further, there exist many ...
  • Tabova, Alexandra (2011)
    <p>This dissertation consists of two essays in international macroeconomics. In the first essay I explore the role of portfolio diversification in explaining the distribution of foreign investment across countries. I do ...
  • Iyavarakul, Tongyai (2009)
    <p>This dissertation comprises of three essays in law and economics. The first chapter, a joint work with my advisor - Marjorie McElroy, examines the longly debated effect of the liberalized divorce laws in the United ...
  • Arias, Jonas (2013)
    <p>This dissertation consists of two essays in macroeconomics. In the first essay, I explain the increase in the interbank market credit spreads during the recent financial crisis using a model with endogenous default, in ...
  • Szemely, Bela (2011)
    <p>During 2007-2009 the U.S. economy experienced the most severe financial crisis since the Great Depression. Why did the financial crisis turn into such a severe recession? And what were the causes of the Great Recession? ...