Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
Results
Showing 1 to 11 of 11 for “"Consumption Risk"”.
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Cyclical dynamics in idiosyncratic consumption risk
… examines cyclical dynamics of idiosyncratic consumption risk using consumption data from the Nielsen Consumer Panel and the Panel Study of Dynamic Income. With GMM estimates and supplemental graphical analysis, I show that the idiosyncratic risk in consumption is i) highly persistent, with an …
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Essays On Consumption Risk-Sharing In Emerging Economies
… finance on capital market integration and consumption risk sharing in emerging economies. I identify threshold effects in terms of financial market integration to demarcate regimes with varying extent of international risk sharing in emerging economies. In Chapter 2, I study a model of a …
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Essays on international finance and economics
… a motive for holding dollar assets when the risk of recession is the main source of volatility in consumption. The model predicts persistence in the degree of "dollarization" in economies with low inflationary risk. The second essay looks at how the government's lack of commitment technology …
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Mercury Bioaccumulation and Adverse Reproductive Effects in Snapping Turtles Inhabiting a Historically Contaminated River
… Hg bioaccumulation, maternal transfer, and consumption risks in a long-lived aquatic omnivore, the common snapping turtle (Chelydra serpentina). I collected blood, nail, muscle, and egg tissues from turtles inhabiting an Hg contaminated gradient at a historically contaminated river, the …
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Essays in International and Monetary Economics
… particular focus on the role of uncertainty and risk in driving the strategies of economic agents. They explore the interplay between individual behaviors and macroeconomic trends by leveraging micro data to answer macroeconomic questions. The first chapter explores the drivers of inflation …
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Essays on Asset Pricing
… to stock returns. The second chapter takes a consumption-based approach and investigates how the interaction between limited enforcement and preference heterogeneity affects individual consumption, risk sharing and asset prices. In Chapter One “Capital heterogeneity, time-to-build, and return …
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Essays on Macroeconomic Shocks and the Business Cycle
… a novel approach to estimating the macroeconomic risks priced in equity markets, suggests an explanation for the business cycle patterns in the cross section of firm outcomes, and sheds new light on the empirical effects of monetary shocks. The first chapter revisits a classic question in …
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Essays on social networks in development economics
… to play an important role in smoothing consumption risk, particularly in developing countries where formal contracts are limited and financial development is low. Yet understanding why social networks matter is confounded by endogeneity of risk-sharing partners. This chapter, first, …
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Essays in financial economics
… macroeconomic dynamics depends on the degree of risk sharing in the economy and the origin of uncertainty. I develop a general equilibrium model with imperfect risk sharing and two sources of uncertainty shocks: (i) cash-flow uncertainty shocks, which affect the idiosyncratic volatility of firms' …
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Three essays on asset pricing
… is titled “How Do Oil Shocks Affect Stock Market Risk” and aims to explain some documented comovements between crude oil market and stock market and the predictability of oil prices on stock returns. Firstly, I illustrate a mechanism for oil shocks to translate into stock market risk under a …
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Stochastic Control, Optimal Saving, and Job Search in Continuous Time
… in presence of different kinds of economic risk. The present dissertation focuses therefore on the impact of the uncertainty in capital and labor income on the individual saving behavior. The underlying uncertain variables are here modeled as stochastic processes that each obey a specific …