Carceles Poveda, Eva (Date of defense: 2001-10-23)
Uno de los problemas principales de la literature moderna de ciclos es la imposibilidad de replicar el comportamiento de los rendimientos de activos financieros. Varios autores han incorporado mercados ...
Garvin, Nicholas (Date of defense: 2018-07-09)
This dissertation comprises three chapters on banking system liquidity. The first chapter models various policies for injecting liquidity into banks during a cri-sis. Liquidity injections through secured ...
Pitschner, Stefan (Date of defense: 2016-09-16)
This thesis consists of three chapters on topics in macroeconomics and finance. In the first chapter, I use texts from corporate filings of US companies to investigate if liquidity shortages that occurred ...
Platikanova, Petya (Date of defense: 2010-03-03)
The purpose of this thesis is to analyze how capital markets interpret accounting disclosure. In three empirical studies, I evaluate the role that accounting disclosure plays in evaluating financial ...
Hans, Christina (Date of defense: 2017-09-26)
This thesis investigates various aspects of systemic risk in nancial networks. Chapter 1 explores the existence of a contagion channel to security returns given that banks are connected via overlapping ...
Ciccarelli, Matteo (Date of defense: 2001-04-27)
The task of this work is to discuss issues conceming the specification, estimation, inference and forecasting in multivariate dynamic heterogeneous panel data models from a Bayesian perspective. Three ...
Llorens-Terrazas, Jordi (Date of defense: 2023-09-05)
This thesis comprises three essays on statistical learning theory for time series. In the first chapter, joint with Christian Brownlees, we propose an alternative specification of a dynamic conditional ...
Khametshin, Dmitry (Date of defense: 2017-12-18)
In the first two chapters of this thesis, I study the effects of financial stability policies on bank behavior. Thus, in the first chapter, I analyze whether liquidity provision mechanisms may have ...
Mauersberger, Felix (Date of defense: 2018-06-27)
En esta tesis estudio cómo los agentes económicos forman creencias en situaciones de interacción estratégica repetida. En economía, los modelos de formación de creencias suelen ser deterministas en el ...
Melero Martín, Eduardo (Date of defense: 2005-01-13)
The study of career paths within organizations is an issue that has received strong attention in the theoretical literature of organizational economics and management1. From the empirical point of view, ...