This dissertation employs high-frequency data and techniques to examine various topics in financial markets. Chapter 1 compares forward regression model with eight statistical/practical trading exchange rate models in terms of forecasting foreign exchange rates. Superior forecast power of the...

My dissertation studies the dynamics of primary commodity prices empirically and theoretically. In Chapter II, I provide empirical evidence on the time series behavior of commodity price movements. Employing monthly prices for 36 individual commodities, I find that the commodity price to CPI...

This study contributes to the scarce empirical literature on dollarization by investigating the short and long-run effects of dollarization on the dynamics of prices at the macro and the micro level. This study also presents a survey of the available literature.This study examines the short-run...