Now showing items 1-20 of 53

    • A Financial and Policy Analysis of Small Photovoltaic Ownership for Investor-Owned Utility Customers in North Carolina 

      Kataoka, George (2013-04-24)
      As a source of clean distributed generation, small solar photovoltaic (PV) systems for residential investor-owned utility (IOU) customers can yield significant benefits to their owners along with a cleaner energy ...
    • Applications of Statistical and Economic Analysis in Finance and Health Industry 

      Sun, Xuan (2015)
      This paper intends to present my summary of internship and some academic individual and team projects, including a quantitative and statistical analysis of some important Macro factors and financial models, and a data analysis ...
    • Applied Dynamic Factor Analysis for Macroeconomic Forecasting 

      Eastman, William (2018)
      The use of dynamic factor analysis in statistical modeling has broad utility across an array of applications. This paper presents a novel hierachical structure suited to a particular class of predictive problems - those ...
    • Asymmetric Correlations in Financial Markets 

      Ozsoy, Sati Mehmet (2013)
      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, ...
    • Computation in Macroeconomic Asset Pricing 

      Aldrich, Eric Mark (2011)
      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 ...
    • Corporate Governance and Institutional Trading 

      Zhu, Heqing (2014)
      This dissertation includes two parts. The first part examines the preventive effect of hedge fund activism against corporate policy deviations. Using stock liquidity and mutual fund fire sales as instruments, I find that ...
    • Daily House Price Indexes: Volatility Dynamics and Longer-Run Predictions 

      Wang, Wenjing (2014)
      This dissertation presents the construction procedure of “high-frequency” daily measure of changes in housing valuations, and analyzes its return dynamics, as well as investigates its relationship to capital ...
    • Dynamic Capital Budgeting, Compensation, and Security Design 

      Fu, Shiming (2015)
      This thesis examines how various agency frictions affect corporate financing, capital budgeting, managerial compensation and investment in dynamic settings. In the internal capital budgeting process, the agency issues considered ...
    • Dynamic Compensation and Investment with Limited Commitment 

      Feng, Felix Zhiyu (2014)
      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 long-term ...
    • Dynamic modeling and Bayesian predictive synthesis 

      McAlinn, Kenichiro (2017)
      This dissertation discusses model and forecast comparison, calibration, and combination from a foundational perspective. For nearly five decades, the field of forecast combination has grown exponentially. Its practicality ...
    • Essays in Applied Financial Econometrics 

      Liu, Lily Yanli (2015)
      This dissertation studies applied econometric problems in volatility estimation and CDS pricing. The first chapter studies estimation of loss given default from CDS spreads for U.S. corporates. This paper combines a term ...
    • Essays in Asset Pricing 

      Ochoa-Coloma, Juan Marcelo (2013)
      The three essays in this dissertation explore the role of fluctuations in aggregate volatility and global temperature as sources of systemic risk. The first essay proposes a production-based asset pricing model and provides ...
    • Essays in Corporate Finance 

      Pratt, Ryan (2012)
      I study the effect of human capital on firms' leverage decisions in a structural dynamic model. Firms produce using physical capital and labor. They pay a cost per employee they hire, thus investing in human capital. ...
    • Essays in Empirical Asset Pricing 

      Zhao, Bingzhi (2017)
      This dissertation consists of three essays that shed light on various problems in empirical asset pricing and portfolio management by applying high frequency econometric techniques. Chapter 1, An Efficient Factor from Basis ...
    • Essays in Financial Econometrics 

      De Lira Salvatierra, Irving (2015)
      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 ...
    • Essays in Financial Economics 

      Li, Kai (2013)
      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 constraint ...
    • Essays in Financial Economics 

      Kung, Howard Pan (2012)
      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. In ...
    • Essays in Macro Finance 

      Rosoiu, Alexandru George (2016)
      I study the link between capital markets and sources of macroeconomic risk. In chapter 1 I show that expected inflation risk is priced in the cross section of stock returns even after controlling for cash flow growth and ...
    • Essays in Real Estate and the Real Economy 

      Kleiner, Kristopher Michael (2014)
      This dissertation explores the causes and consequences of real estate price fluctuations. Given the collapse of US house prices during 2007-2009 along with the simultaneous rise in national unemployment an thorough understanding ...