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Essays on asset pricing and financial econometrics

Kang, Qiang - 2002

The dissertation is focused on studying the behavior of aggregate asset market and its relationship to real economic activity. Chapter 1 offers a new empirical perspective on the relationship between the conditional mean and volatility of stock returns. Chapter 2 builds a general equilibrium...

Persistent link: https://www.econbiz.de/10009438918

Hyperbolic utility consumption-CAPM with time variation

Hong, Seung-Mo Jeff - 2000

In the past the studies done about consumption and the financial market generally produced results that would only work to discount the credibility of consumption-based asset pricing models. This study was motivated by the idea that a model based on hyperbolic utility risk aversion mechanism...

Persistent link: https://www.econbiz.de/10009440708

International financial networks and global supply chains: A unified framework for decision-making, optimization, and risk management

Cruz, Jose M - 2004

electronic transactions. I utilized tools from both management science and finance to identify the commonality in the structures …

Persistent link: https://www.econbiz.de/10009467759

Ladder to development? Foreign direct investment, spillovers, and the governance in a global economy

Zarsky, Lyuba - 2006

This dissertation probes the interface between foreign direct investment (FDI) and sustainable industrial development in the context of the neo-liberal institutions governing the global economy. Comprised of three essays, it defines sustainable industrial development as simultaneous evolution...

Persistent link: https://www.econbiz.de/10009468093

Essays on the emergence of captive finance companies and risk segmentation of the consumer loan market: Theory and evidence

Chong, Byung-Uk - 2004

finance company for expanding the sales by offering loans to consumers who need financing for purchase of durable good. The … model presents that each captive finance company will set a more lenient credit standard than that of a bank, leading to the … captive finance company examined in Essay 1, Essay 2 examines risk segmentation of consumer loan market by banks and captive …

Persistent link: https://www.econbiz.de/10009430522

A financial model for measuring hotel performance

Horton, Brett William - 1999

The purpose of this study was to develop a hotel performance model using structural equation modeling. All hotel firms with a SIC code of 70, with available data for 1996, were used. A total of 106 hotel, hotel and gaming, and hotel conglomerates were included in this study. A model was proposed...

Persistent link: https://www.econbiz.de/10009430604