Now showing items 1-5 of 5

    • Essays on Asset Pricing and International Finance 

      Jeong, Seungryul
      In 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-Tang
      This 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, Seunghan
      This 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, 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 ...
    • 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 ...