Pravosud, Makar (Date of defense: 2024-03-01)
In this thesis we study the asymptotic behaviour of the at-the-money skew and the level of the implied volatility of a European, an Asian, Inverse and Quanto Inverse call options under a general stochastic ...
Mozorov, Vladislav (Date of defense: 2024-05-27)
This thesis consists of three essays on identification, estimation, and inference on distributional features of heterogeneous parameters using panel data. In the first chapter, Christian Brownlees and ...
Karaoğlu, Iren Eylül (Date of defense: 2024-03-06)
This Ph.D. thesis is a compilation of three articles that aim to contribute to a deeper understanding of the intercultural policies by focusing on the perspectives of different actors about urban ...
Lee, Adam (Date of defense: 2022-07-29)
This thesis consists of three chapters which relate to problems of statistical inference in (potentially) non-regular semiparametric models. Chapter 1 considers hypothesis testing problems in ...
Rui, Guan (Date of defense: 2022-07-28)
This thesis comprises three chapters on topics in behavioral and experimental economics. In the first chapter, I show formally that, in a limited attention framework, the choices made by a decision ...
Cenzon, Josefina (Date of defense: 2024-06-05)
This thesis explores how personal experiences influence individuals’ beliefs about the macroeconomy and their economic decisions. Chapter 1 uses US household survey data to show that personally ...
Spantidaki-Kyriazi, Eva (Date of defense: 2024-06-11)
This thesis comprises three chapters focusing on economic behavior and personality traits. In the first chapter, I investigate experimentally how subjects choose their partners and how they play ...
Sargsyan, Hayk (Date of defense: 2024-06-11)
This thesis addresses important macro-financial questions and deliberates on policies in response to market inefficiencies. The first chapter explores the impact of debt renegotiations in credit markets ...
Huang, Jiaming (Date of defense: 2024-06-07)
The thesis consists of three chapters on macroeconometric analysis with heterogeneity. Chapter 1 introduces an efficient data-driven clustering methodology for grouping heterogeneous responses within ...
Crespo Rey, Ignacio (Date of defense: 2024-06-21)
This thesis comprises three chapters on econometric forecasting, with applications to macroeconomics and finance. The first chapter introduces a testing procedure for evaluating superior predictive ...