Browsing Duke Dissertations by Duke Department "Economics"

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  • Ozsoy, Sati Mehmet (2013)
    <p>This dissertation consists of three essays on asymmetric correlations in financial markets. In the first essay, I have two main contributions. First, I show that dividend growth rates have symmetric correlations. Second, ...
  • Slanchev, Vladislav Valeriev (2013)
    <p>This study uses the data from the National Institute for Children Health and Development Study of Early Child Care and Youth Development to evaluate features of wage and childcare price changes that are associated with ...
  • Mangum, Kyle Douglas (2012)
    <p>People live and work in local markets spatially distinct from one another, yet space is absent from most economic models of the national labor market. Workers choose the markets in which they will participate, but there ...
  • Aldrich, Eric Mark (2011)
    <p>This dissertation investigates computational methods for macroeconomic asset pricing models. It demonstrates that advances in economic modeling often require advances in computation and highlights a particular case where ...
  • Oh, Dong Hwan (2014)
    <p>The dissertation consists of four chapters that concern topics on copulas for high dimensions. Chapter 1 proposes a new general model for high dimension joint distributions of asset returns that utilizes high frequency ...
  • Velasquez, Andrea P. (2014)
    <p>Longitudinal surveys have revolutionized empirical research and our understanding of the dynamic processes that affect the economic prosperity, health and well-being of the population. This dissertation explores and ...
  • Wang, Wenjing (2014)
    <p>This dissertation presents the construction procedure of &ldquo;high-frequency&rdquo; daily measure of changes in housing valuations, and analyzes its return dynamics, as well as investigates its relationship to capital ...
  • Feng, Felix Zhiyu (2014)
    <p>In this dissertation I study the role of limited commitment in dynamic models. In the first part, I consider firms that face uncertainty shocks in a principal-agent setting but have only limited ability to commit to ...
  • Boleslavsky, Raphael (2009)
    <p>I characterize optimal long term contracts offered by a monopolist to a buyer whose private valuation evolves according to a branching process with privately known transition probability. The optimal contract can be ...
  • Garcia Cicco, Javier (2009)
    <p>This dissertation is the collection of three essays aimed to evaluate the empirical performance of dynamic stochastic general equilibrium (DSGE) models in explaining the behavior of macroeconomic dynamics in emerging ...
  • Prasertsom, Nujin (2011)
    <p>This dissertation presents two essays on endogenous growth and renewable resources.</p><p>The first essay explores the role of renewable resources in a tractable</p><p>model of endogenous growth driven by horizontal and ...
  • Peet, Evan D. (2013)
    <p>The essays in applied microeconomics contained within this dissertation examine prices in the developing economy contexts of Indonesia and the Philippines. Prices, observed and unobserved, are determined by and incentivize ...
  • Geissler, Christopher Scott (2013)
    <p>My dissertation focuses on employing microeconomic techniques to study markets and questions that are important and complex, and also have potential policy implications. Two of my chapters analyze the health industry ...
  • Ochoa-Coloma, Juan Marcelo (2013)
    <p>The three essays in this dissertation explore the role of fluctuations in aggregate volatility and global temperature as sources of systemic risk. </p><p>The first essay proposes a production-based asset pricing model ...
  • Kung, Edward (2012)
    <p>This dissertation explores issues regarding the design of consumer financial contracts and their implications for market structure and economic efficiency. These questions are important because, as the recent mortgage ...
  • Genoni, Maria Eugenia (2011)
    <p>This dissertation explores three important topics in the Development Economics literature. The first chapter provides further evidence on the consequences of illness episodes on earnings and consumption in Indonesia. ...
  • Kang, Songman (2012)
    <p>This dissertation consists of three essays in economics of crime. The first chapter examines the relationship between economic inequality and crime, and provides a new theoretical explanation and empirical evidence. ...
  • Romano, Teresa Foy (2014)
    <p>This dissertation consists of three separate essays on the economics of education. In the first chapter, co-authored with Esteban Aucejo, studies the relative effectiveness of reducing absences to extending the school ...
  • 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 ...
  • 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 ...