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EXCHANGE RATE REGIMES, FX LIQUIDITY RISK, AND CARRY TRADE RETURNS
Title
EXCHANGE RATE REGIMES, FX LIQUIDITY RISK, AND CARRY TRADE RETURNS
Author
Abankwa, Samuel
Date Created
2016
Subjects--Topical
Finance, Industrial management, Economics
Description
The dissertation consists of three related topics: FX market-wide liquidity measure and individual currency-pair liquidity co-movements, FX liquidity risk and carry trade returns, and the forward premium puzzle in foreign exchange markets. This is...
Exchange Rates, Carry Trade Returns and Political Risks
Title
Exchange Rates, Carry Trade Returns and Political Risks
Author
Kesse, Kwabena
Date Created
2016
Subjects--Topical
Finance, Industrial management
Description
This dissertation elucidates the channels through which sovereign risk, exchange rates and currency risk premia are related. I show that the channels are different depending on whether a country is classified as emerging or an advanced economy. Ge...
OPTIMAL STRATEGIES IN "LOCKS, BOMBS AND TESTING" (LBT) PROBLEM FOR THE CASE OF INDEPENDENT PROTECTION
Title
OPTIMAL STRATEGIES IN "LOCKS, BOMBS AND TESTING" (LBT) PROBLEM FOR THE CASE OF INDEPENDENT PROTECTION
Author
Liu, Li
Date Created
2019
Subjects--Topical
Mathematics, Statistics, Operations research
Description
This thesis constructs a Defense/Attack resource allocation model. Defender uses "locks" to protect their boxes from Attacker, and Attacker uses "bombs" to destroy as many boxes as possible. The first models of such type were given by E. Borel (19...
ORGANIZATIONAL STRUCTURE, AGENCY COSTS, MONITORING, AND FINANCIAL INSTITUTIONS
Title
ORGANIZATIONAL STRUCTURE, AGENCY COSTS, MONITORING, AND FINANCIAL INSTITUTIONS
Author
JIN, LICHENG
Date Created
2019
Subjects--Topical
Finance
Description
This dissertation focuses on the general research topic: organizational structure, agency costs, and monitoring in financial institutions. The first topic is on the organizational structure change in the insurance industry. Using data of demutuali...
Three Essays in Corporate Finance
Title
Three Essays in Corporate Finance
Author
Chen, Jun
Date Created
2014
Subjects--Topical
Finance
Description
The economy and market have dramatically developed over the past decades. The corporations try to survive and urge to grow in such erratic circumstance. Two key dimensions are involved in winning a game of the law of the jungle: the management of ...
Three Essays in Empirical Asset Pricing and Return Predictability
Title
Three Essays in Empirical Asset Pricing and Return Predictability
Author
Lu, Yueliang
Date Created
2023
Subjects--Topical
Finance
Description
This dissertation contains three essays on empirical asset pricing. The first essay presents the first evidence on how macro trends affect equity risk premium, going beyond the literature that rely on only the most recent values. We show that macr...
Three Essays on Bond Returns and the Cost of Debt
Title
Three Essays on Bond Returns and the Cost of Debt
Author
Li, Sailu
Date Created
2016
Subjects--Topical
Finance, Accounting
Description
The three essays in this dissertation are focused on the same general research topic: returns to bondholders and the cost of debt. Each of the three essays should be treated as a stand-alone paper. The first essay is on the bond returns to debthol...