Universitat Pompeu Fabra
Now showing items 1051-1070 of 3213
Based on high-frequency price data, this thesis focuses on estimating the realized covariance and the integrated volatility of asset prices, and applying volatility estimation to price jump detection. The first chapter ...
In my Ph.D. thesis, I study the subjects of monetary economics, heterogeneity of households and firms, and optimal policy. I solve models with rich heterogeneity and use statistical models to work with time series macro ...
This thesis focuses on the issue of bank funding structure and its implications for financial instability. The first chapter investigates how the dynamic interaction between the regulator and banks can endogenously lead to ...
This thesis contributes to the empirical literature that analyses the link between banking, international finance and monetary policy. It studies several micro-level supervisory databases, each crucial for identification. ...
Esta tesis se ocupa de los problemas de la estimación econométrica con muestras pequeñas, en los contextos del los VARs monetarios y de la investigación empírica del crecimiento. Primero, demuestra cómo mejorar el análisis ...
This thesis consists of three independent essays on behavioral economic theory. The rst article (Chapter 2) builds a framework of rational decision-making with conformity. The approach in this chapter is axiomatic. I ...
This thesis consists of three independent essays on decision theory, behavioral economics, and experimental economics. The first article (Chapter 2) studies variety-seeking behavior, an empirically well-documented driver ...
This thesis focuses in understanding the relationship between board of directors’ composition and firm outcomes. Chapter 1 investigates how US firms board of directors responded to a quasi-exogenous shift in the cyber risk ...
La tesis trata de los modelos de gestión modernos de naturaleza causal, entre los que destaca el Cuadro de Mando Integral (CMI). En primer lugar, se presenta un análisis conceptual su supuesto central, las relaciones ...
This dissertation consists of three essays that investigate the effect of children’s health shocks on children’s and parent’s wellbeing. In the first chapter, we investigate the effect of C-sections on newborn health. ...
The thesis deals with monitoring strategies designed to implement self-enforcing collusive agreements when individual choices remain hidden and firms use public information stemming from different sources. With imperfect ...
In this thesis I analyze 3 current empirical questions of interest in macroeconomics. The first concerns the effect of competition on cash holdings. The large increase in cash held by US firms has increased interest in ...
The adoption of open innovation models has been widely recognized as an effective strategy to be successful in knowledge creation. This holds true since a joint adoption of internal and external technology sources may ...
My dissertation consists of three essays with the common theme of analyzing economic models of financial assets markets featuring heterogeneous market participants and testing the predictions of these models empirically. ...
En el capítulo I, se examina el rendimiento de los activos financieros que representan las "mejores ideas" de los gestores de los fondos de inversión. Las inversiones para las que un gestor activo augura un buen ...
In the Catalan public health system, the provision of services through the use of digital health tools has gone hand in hand with the increasing digitalization of society as a whole. Since these services are often implemented ...
The objective of this work is the evaluation of the impact of new direct acting antivirals for Hepatitis C as a case of disruptive healthcare innovation that challenged healthcare systems. Two systematic reviews address ...
Esta tesis doctoral es una colección de tres artículos. Los capítulos 1 y 2, co-autorados con Joachim Voth, investigan por qué Europa en 1700 ya era más rico que el resto del mundo y por qué Inglaterra fue el primer país ...
These essays propose different measures of economic uncertainty and evaluate its impact at the microeconomic and macroeconomic level. The first essay in Chapter 2 proposes a measure of macroeconomic uncertainty that allows ...
This thesis presents three essays on emerging Markets, with a special emphasis in Ecuador. The thesis uses both individual level (Chapter 1) and firm level data (Chapter 2) from Ecuador. Using dynamic pseudo panels, the ...
