Now showing items 34-53 of 77

    • Essays on Price Discovery Measure, Exchange-Traded Funds and Liquidity 

      Sultan, Syed Galib
      Price Discovery is the process by which new information is impounded into asset prices through trading activity. A market is considered to contribute more to price discovery if it is the first to capture new information ...
    • Essays on real interest rates, government debt, and monetary policy 

      Mitra, Srobona (2002)
      The three dissertation chapters explore various issues regarding interest rate as an instrument for monetary policy in industrial countries.Chapter 1. "Is the quantity of debt a constraint on monetary policy?" Monetary ...
    • Essays on return predictability and yield factors 

      Ma, Xuyang
      This dissertation includes three chapters in which the first two are on return predictability and the third is on yield curve and yield factors. The abstract of each of them is as follows: 1), This paper proposes using ...
    • Essays on Risk and Uncertainty: Insights from Behavioral Economics 

      Keefer, Ben
      Essays on Risk and Uncertainty: Insights from Behavioral Economics Sensitization, Excess Volatility, and Extraordinary Persistence It is well-documented that stock prices are more volatile than their underlying fundamentals. ...
    • Essays on Social Capital and Economic Growth 

      Rai, Sumant (2013-02-25)
      In this thesis we present three models to analyze the dynamic relationship between social capital and economic growth. Throughout it is assumed that social capital increases with socialization while it decreases with labor ...
    • Essays on Subjective Well-Being and Public Finance 

      KIYA, KOHEI (2013-07-25)
      This dissertation explores relationships between well-being and public finance by using subjective well-being measures such as self-reported life satisfaction. The first chapter summarizes the discussion over the use of ...
    • Essays on the Economics of Crime and Family 

      HSU, LIN-CHI
      This dissertation studies topics in the economics of crime and family. In the first chapter, I examine transfer schedules for the Temporary Assistance for Needy Families (TANF) program and find a causal relationship between ...
    • Essays on the Puzzles in International Finance 

      Lee, Seojin
      The overall theme of this dissertation is the explanation of puzzles in international finance. Empirically, exchange rates seem to be disconnected to the economic fundamentals, and it is referred to as the exchange rate ...
    • Essays on the volatility of macroeconomic and financial time series 

      Yu, Wei-Choun (2006)
      The essays are comprised of three chapters to investigate the structural changes and reasons of Japanese postwar macroeconomic dynamic, the structural changes and nature of exchange rate realized volatility, and the ...
    • Essays on Time Series Econometrics 

      Aylar, Emre
      This dissertation focuses on the construction of statistical tests to differentiate stationary and non-stationary time series. Chapter 1 deals with non-stationarity induced by a broken trend function and considers testing ...
    • Essays on Traditional IRAs and Roth IRAs: Effects on Household Saving and the Participation Choice 

      Ko, sang bum (2014-02-24)
      This dissertation studies the effects of traditional IRAs and Roth IRAs on household saving and the participation choice between the two types of IRAs in the U.S. The first chapter summarizes the previous literature on ...
    • Essays on volatility models using EMM estimation 

      Gu, Ying, 1978- (2006)
      Academic researchers and investment institutions have devoted a significant amount of their efforts over the past two decades to developing and testing sophisticated models of the volatility dynamics of different types of ...
    • Essays on water and energy economics 

      Olsen, Skylar
      The preferences and behavior of economic agents is often highly nuanced and heterogenous, having large impacts on the costs and benefits of different methods employed to acheive environmental goals, such as the production ...
    • Essays on Water Resource Economics 

      Brent, Daniel Aaron (2014-02-24)
      A canonical example in economics of the difference between marginal and total value is the diamond-water paradox. The high price of diamonds is derived from their rarity; whereas the price of water is low due to its ...
    • Estimation and Identification Issues in Monetary Policy Rules 

      Chon, So Ra
      The dissertation explores the links between macroeconomic phenomena and monetary policy and to develop new econometric methods. In the first chapter, “Monetary Policy Rules and Macroeconomic Stability Revisited: Limited ...
    • Foreign Exchange Options and the Economics of Exchange Rates 

      Gwati, Ranganai
      Chapter 1: Historically, the currency derivative pricing literature and the macroeconomics literature on FX determination have progressed separately. In this Chapter I argue the joint study of these two strands of literature ...
    • Identification and Inference of Duration Models Driven By Stochastic Processes 

      Liu, Ruixuan
      I study a new class of duration models driven by stochastic processes. In contrast with the standard hazard-based models, the duration outcome or survival time is de fined to be the the fi rst time a Lévy subordinator--a ...
    • The Impact of Identity and Self-perception on Labor Market Outcomes 

      Hoagland, Chasya Jeannine
      This dissertation explores the impact of perception on labor market outcomes in three contexts. The first chapter uses NELS:88 data to examine the differential impact of subject specific self-perception on education choices ...
    • Inferential Theory for Factor Models of Large Dimensions under Monotone Missing Data 

      Cahan, Ercument (2014-02-24)
      In this dissertation we investigate the inferential theory for factor models with large cross-section ($N$) and time series ($T$) dimensions under monotone-missing data. The major contribution of the dissertation is the ...
    • Investigating the effects of the 1990 Clean Air Act Amendments on inputs to coal-fired power plants 

      Lange, Ian (2005)
      This dissertation examines the effects of the 1990 Clean Air Act Amendments (CAAA) on inputs to coal-fired power plants. The 1990 CAAA established a system of tradable permits for sulfur dioxide (SO2) emissions for all ...