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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...
Essays in investments and asset allocation
Title
Essays in investments and asset allocation
Author
Chen, Xianzhe
Date Created
2016
Subjects--Topical
Finance
Description
This dissertation consists of three topics in investments and asset allocation. The first chapter studies the dynamics of macro factors and their application in asset allocation. Five meaningful economic factors are extracted from hundreds of econ...
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...
THREE ESSAYS ON CAPITAL INSURANCE AND TOO BIG TO FAIL BANKS
Title
THREE ESSAYS ON CAPITAL INSURANCE AND TOO BIG TO FAIL BANKS
Author
Ivanov, Katerina
Date Created
2016
Subjects--Topical
Finance, Banks and banking
Description
This research study presents an insurance framework of the bank capital by introducinga new type of capital, namely, an insurance capital. A bank pays the insurancecapital to an entity which injects a pre-determined payout of capital during the pe...
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...