Browsing Economics by Author "Kim, Chang-Jin"
Now showing items 1-5 of 5
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Essays on Asset Pricing and International Finance
Jeong, SeungryulIn this dissertation, I empirically analyze how asset prices, especially exchange rates and stock prices, are determined. In chapter 1, I develop and estimate an empirical model of exchange rates that can explain four ... -
Essays on Nonparametric and Dynamic Time-Seies Econometrics
Hwu, Shih-TangThis dissertation explores important macroeconomics issues based on both classical and Bayesian Econometrics tools developed. One goal of the first chapter of the dissertation is to develop identification conditions and ... -
Essays on Stock Prices and Equity Premium
Lee, SeunghanThis dissertation studies the role of cash flow in explaining stock price variations and the determination of equity premium after correcting for the measurement error of cash flow growth. In Chapter 1, we incorporate ... -
Essays on the Puzzles in International Finance
Lee, SeojinThe 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 ... -
Estimation and Identification Issues in Monetary Policy Rules
Chon, So RaThe 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 ...