Search results
-
-
Title
-
Can the Value of Ether Be Explained and Predicted?
-
Author
-
Juhl, Morten Arrild
-
Date Created
-
2018
-
Subjects--Topical
-
Finance, Economics
-
Description
-
This paper analyzes the Ethereum blockchain and the applicability of models for network valuation in explaining the value of Ether. After examining the fundamentals of the Ethereum blockchain and its associated cryptocurrency, Ether, it is argued ...
-
-
Title
-
Determinants of Yankee Bond Pricing
-
Author
-
Lyon, Jeffrey
-
Date Created
-
2018
-
Subjects--Topical
-
Finance, Economics
-
Description
-
Yankee bonds provide a unique arena to analyze corporate debt issuance due to the fact issuers from a variety of countries are selling bonds within the same market. Previous studies use Yankee bonds to analyze the impact of differing levels of inv...
-
-
Title
-
Durability, Indirect Bankruptcy Costs, and Capital Structure
-
Author
-
Shah, Dhara
-
Date Created
-
2021
-
Subjects--Topical
-
Finance, Economics
-
Description
-
I contribute to the literature by formally modeling the indirect bankruptcy costs for a firm that sells durable goods. Consumers concerned about warranties or future product services penalize the distressed firm by putting off purchases or leaving...
-
-
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...
-
-
Title
-
Introducing Non-Linearities and Interaction Terms in a Conditional Asset Pricing Model
-
Author
-
Rask, Kristoffer
-
Date Created
-
2016
-
Subjects--Topical
-
Finance, Economics
-
Description
-
Throughout history of the conditional asset pricing literature the goal has been to find the best possible model to explain what determines a firm’s expected stock return. In Dickson (2015) the variables that prove to be best at explaining a firm’...
-
-
Title
-
NONPARAMETRIC PREDICTIVE REGRESSION
-
Author
-
Yu, Xintian
-
Date Created
-
2016
-
Subjects--Topical
-
Statistics, Finance, Economics
-
Description
-
In financial time series nonlinear effects and time-varying effects are observed. In this dissertation we propose a predictive regression model with time varying coefficients and functional coefficients. It allows for nonstationary predictors. We establi...
-
-
Title
-
OPERATIONAL LOSSES: LESSONS FROM SEVEN OF THE LARGEST ROGUE TRADING EVENTS IN HISTORY
-
Author
-
Morat, Patricio
-
Date Created
-
2017
-
Subjects--Topical
-
Finance, Economics, Industrial management
-
Description
-
Operational losses: Lessons from seven of the largest rogue trading events in history. (Under the direction of DR. ROB ROY MCGREGOR)Operational risk is the risk of losses arising from the failure of people, processes, and systems, and from externa...
-
-
Title
-
Price and Prejudice: An Empirical Look at the Value Formation of Bitcoin
-
Author
-
Doster, David
-
Date Created
-
2018
-
Subjects--Topical
-
Finance, Economics
-
Description
-
Bitcoin price formation has been the topic of many studies due to the recent rise in popularity of cryptocurrencies around the globe. The problem not only lies with attempting to find how the value of this currency is established, but finding a fr...