1.
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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 dimension[...]
2014 | doctoral dissertations |
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2.
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Competing risk analysis is commonly applied to time-to-event data with finitely many causes of failure. It alters the probability of the occurrence of an event of interes[...]
2020 | doctoral dissertations |
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3.
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The forward premium puzzle in currency markets is the standard empirical finding that the expected changes in currency exchange rates and interest rate differential are n[...]
2015 | doctoral dissertations |
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4.
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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[...]
2016 | doctoral dissertations |
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5.
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In this thesis, we introduce a methodology for the simulation and parameter estimation of multivariate tempered stable distributions. Using the fact that tempered stable [...]
2022 | doctoral dissertations |
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6.
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In Chapter 1, we use a large sample of new debt to examine the determinants of corporate debt mix and to test the substitute/complement effects among debt sources. We fin[...]
2013 | doctoral dissertations |
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7.
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Predictive regression is an important research topic in financial econometrics. Various estimation methods have been proposed for it, but they suffer from complicated asy[...]
2018 | doctoral dissertations |
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8.
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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 all[...]
2016 | doctoral dissertations |
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9.
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Real estate developments make great applications for real option theory. However, current real option models for real estate development do not pick up the important feat[...]
2013 | doctoral dissertations |
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10.
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In this dissertation, we aim to improve efficiency of estimation in longitudinal data under generalized semi-parametric varying-coefficient models.First, we investigate a[...]
2018 | doctoral dissertations |
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