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.
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Showing 1 to 20 of 20 for “"Economics, Finance & Accounting"”.
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Essays on the Political Economy of Elections
Elected politicians work as agents on behalf of the citizens of an economy. Once elected they are responsible for shaping the future socioeconomic path of a country. Therefore understanding the determinants of electoral outcomes and the incentives faced by political candidates during the election …
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Empirical Analysis of Time-Varying Cross-Border Correlation and Spillover Risk.
This thesis consists of three papers analysing time-varying cross-border correlation and spillover risk. Existing literature has devoted significant resources to quantify these two types of risk within a variety of markets and asset classes. The implications of these studies have great importance …
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Determinants of GDP: A VECM Forecasting and Granger Causality Analysis for Eight European Countries
This paper investigates the short-run and long-run causal relationships that may exist between a set of variables that are selected to proxy for components of expenditure based GDP for eight European countries, namely Cyprus, France, Germany, Greece, Ireland, Italy, Portugal, and Spain. Due to the …
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The effects of International Equity Cross-Listing on Investor Protection and Firm Value
In this thesis, I examine issues pertaining to equity cross-listing in the United States and the United Kingdom. Specifically, I examine two issues, namely the effects of an international equity cross-listing on domestic investor protection, and firm value. First, in Chapter 3, I examine the …
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Advertising in Markets with Consumption Externalities
This paper extends the entry deterrence literature by examining coordinating advertising in markets with consumption externalities using a stochastic success function. Optimal advertising and pricing strategies are analysed when an incumbent firm faces a challenger with a product of equal quality. …
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The IT Capability Maturity Framework: A Theory for Continuously Improving the Value Delivered from IT Capability.
Organizations and their Chief Information Officers (CIOs) face significant challenges in meeting increasing demand for IT services in the face of numerous challenges such as cost pressures, complexity, demand for innovation and increasingly the requirement to demonstrate value from IT investments. …
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An Econometric Analysis of Disability and Labour Force Participation in Ireland The Impact of Unobserved Heterogeneity and Measurement Error
This thesis provides benchmark estimates of the impact of disability on labour force participation in Ireland. Given the current focus on disability policy, this research is both necessary and timely for policymakers. In estimating the effect of disability on labour force participation, we are …
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Modelling football match results and testing the efficiency of the betting market
The research models football results using an ordered probit regression. The football market differs from that of horse racing in that it is typically fixed odds in nature. The betting prices generally remain unchanged in relation to bettor demand. Created by the bookmakers, this added risk …
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Individual, Family, School and Regional Characteristics and their influence on the expected points and University Applications of Irish School Leavers.
Participation in higher education is a matter of intense debate as it is a strong determinant of life chances and has an important role in the development of a nation’s society and economy. Entry into higher education is competitive and selective, with established research indicating that students …
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Competing for Foreign Direct Investment Through Investment in Public Infrastructure
In the first essay we examine optimal investment in public infrastructure when used to attract foreign direct investment (FDI). We model a monopolistic multinational firm that wants to establish its production plant in one of two prospective host countries with segmented markets, hence there is no …
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Three essays on identifying safe havens for equity investors
Chapter 2 examines conditional mean and volatility spillover between equity and gold to ascertain if gold is a safe haven for investors. This is achieved using a VAR-GARCH model allowing for simultaneous transmission of shocks between series. This also provides the time-varying inputs for portfolio …
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Four Essays Investigating the U.S. Subprime Mortgage-Backed Securities Market
The U.S. subprime mortgage-backed securities market has attracted intense attention during and after the widespread financial turmoil of 2007-2009. Most commentators have reached a consensus that an underestimation of the risks associated with these products led to problems for the entire financial …
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Range-based Risk Estimation in Euro Area Countries
This dissertation considers a range of topics on the use of range-based risk estimators for financial markets (with the exception of Chapter 5 discussed below). Chapter 1 provides an introduction to the existing literature and the research objectives of the dissertation. Chapter 2 uses time series …
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Modeling a Two-currency Affine Arbitrage-free Nelson-Siegel Term Structure Model
This thesis contains two papers. In the first paper, we provide a general overview of the most popular term structure of interest rate models. In order to understand different features of each model, we classify by means of general characteristics, from single-factor to multi-factor and forward …
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Quantifying the effects of new derivative introduction on exchange volatility, efficiency and liquidity
This thesis investigates the effects of the introduction of new financial derivative products on exchange volatility, efficiency and liquidity. The derivatives under primary investigation are Exchange Traded Funds (ETFs) and Contracts for Difference (CFDs). These products offer a cheap, …
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Real Exchange Rate Dynamics in the New Member States of the EU – Run-up to the Euro
This dissertation contributes to the literature addressing the euro adoption by the New Member States (NMSs) of the European Union by proposing a definition of real convergence based on real exchange rate (RER) dynamics. As fluctuations in RER represent deviations from purchasing power parity …
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Studies of inflation and forecasting.
This dissertation contains five research papers in the area of applied econometrics. The two broad themes of the research are inflation and forecasting. The first two papers examine the topic of core inflation. In these papers, I construct core inflation measures and rank them according to various …
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Factor substitution in the Irish manufacturing sector.
In this paper I use a flexible specification of a cost function to estimate the elasticities of demand for skilled labour, unskilled labour and capital in the Irish manufacturing sector for the years 1979 to 2005. An understanding of the magnitude of these elasticites can play an important role in …
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Job Mobility and Measurement Error
This thesis consists of essays investigating job mobility and measurement error. Job mobility, captured here as a change of employer, is a striking feature of the labour market. In empirical work on job mobility, researchers often depend on self-reported tenure data to identify job changes. There …
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Three Essays on International Financial Market Linkages
… three cutting edge issues in empirical finance. The first, examined in Chapter 2, is an investigation of the hypothesis that macroeconomic uncertainty is a significant risk factor in explaining deviations from the uncovered interest parity (UIP) condition (or time-varying risk premium) …