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Essays on Financial Econometrics
This dissertation studies the U.S. stock market. The first chapter explores a four-moment CAPM under regime switching which incorporates the risk premia for skewness and kurtosis. As expected, estimates of risk premia for covariance, co-skewness and co-kurtosis risks are different across regimes. By allowing time-varying ...
Pensions and Household Saving in The United States
The goal of this research is to examine the effects of employer-provided pensions and Social Security on household saving in the United States. Current interest has intensified because of increasing concerns about insufficient saving for retirement, a trend in pensions from defined benefit to defined contribution plans, and ...
Essays on Macroeconomic Growth: The Role of Human Capital
This paper analyzes the effects of technological change on growth and inequality in a two-sector endogenous growth model. The first two chapters consider two variations of the time path of the shock - discrete and gradual. We find that the effects on inequality depend upon: (i) whether the underlying source of inequality stems ...
An Economic Analysis of Secure Messaging between Patients and Providers
This dissertation presents an economic analysis of patient-provider communication through secure messaging. Section 1 presents the evolution of secure messaging. Section 2 aims to determine whether secure messages can substitute for face-to-face office visits. To answer this question, two demand equations were estimated ...