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 64 for “"International Finance"”.
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Essays in International Finance
… decision making in the global environment. Finance literature has established that investors do not allocate their investments in mean variance efficient portfolios. Instead, variables such as economic development and familiarity impact the portfolio allocation at home and abroad. In my …
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Essays in International Finance
During the last two decades, Europe has gone through an extraordinary period of economic, monetary, and financial integration, culminating in the introduction of the single currency in January 1999. These changes impacted on both the structure and functioning of the financial system. Recent …
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Essays in international finance
This thesis investigates three issues related to foreign exchange market. The fist issue is whether commodity prices can beat random walk benchmark by generating more accurate out-of-sample forecasts. The empirical results show that contemporaneous prices outperform the random walk at the daily …
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Essays in international finance
This thesis contributes to the extant research on international finance by presenting a collection of three separate essays. The first essay tests the validity of long-run Purchasing Power Parity (PPP) in two panels of real exchange rates for 13 OECD countries (1989:07-2012:11, 1989:07-2006:12). …
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Essays in International Finance
… dissertation addresses three key issues in international finance and economics: the uncovered interest rate parity puzzle in exchange rates, the home bias puzzle in portfolio allocations, and the surprising lack of correlation between terms of trade shocks and output in small open economies. …
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Essays on international finance
This thesis consists of three essays on international finance. In the first study, we examine the properties of carry trade and momentum returns in the interwar period currency markets. We find that these active currency trading strategies earn an annualized average excess return of about 7%, …
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Essays in international finance
The present thesis comprises three essays in international finance, with a focus on the foreign exchange market. The first chapter assesses the predictive ability of a comprehensive set of empirical models of exchange rates, in addition to a standard technical trading strategy, on monthly …
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Essays on international finance
This thesis comprises three essays on international finance, focusing on international capital flows, foreign exchange market and official foreign exchange intervention. The first chapter assesses the relative contribution of common (push) and country specific (pull) factors to the variation of …
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Essays in International Finance
… and new equity issues for a large sample of international firms and evaluates how their stock prices respond to analysts' recommendations. The first chapter investigates the relationship between ownership structures and the mode of acquisition. I find that targets with controlling …
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Essays in International Finance
… this economy suffer higher wealth losses if they finance the government with longer maturity nominal bond. This happens due to surprise inflation and because of the foregone returns not earned in a longer position. This result may explain the difficulty faced by several Treasuries of emerging …
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Essays on International Finance
The third essay analyzes empirically the issues of GARCH effects in six stock market index return series, namely the DJIA, IBOVESPA, IPC, KOSPI200, SBF 120, and TSE300. Our results show that trading volume has a limited role in explaining GARCH effects in all six series. This is because volume does …
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Essays on international finance
Thesis (Ph. D.)--Massachusetts Institute of Technology, Dept. of Economics, 1997.
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Essays in international finance
… is a collection of three empirical essays in international finance. The first chapter studies the transmission of monetary policy through the lending channel in a partially dollarized banking system. Taking advantage of the cross-sectional and time-series variation in the individual Mexican …
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Essays in international finance
… of three essays on exchange rate policies and international capital flows in emerging markets. The first chapter examines the theoretical foundations of the "fear of floating" that has been observed to characterize many emerging market exchange rate regimes. Building on a model that derives …
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Essays on Macroeconomics and International Finance
… addresses three topics in Macroeconomics and International Finance. Chapter 1 studies welfare implications of international financial integration in the presence of bank funding risks. Unregulated issuance of safe short-term liabilities by financial intermediaries leads to excessive reliance …
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Essays in International Finance and Macroeconomics
… The first two chapters explore current topics in international finance and macroeconomics, while the final chapter contributes to recent policy debates. The first chapter, which is written in collaboration with Simon Lloyd and Daniel Ostry, employs novel econometric techniques to tackle a …
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Commodity price shocks and international finance
Thesis (Ph. D.)--Massachusetts Institute of Technology, Dept. of Economics, 1989.
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Essays on international finance and economics
The first essay explains why credit contracts in developing countries are often denominated in foreign currencies, even after many of these economies succeeded in controlling inflation. I propose a new interpretation based on the demand for insurance against real aggregate shocks. The fact that …
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Essays on International Finance and Currency Economics
… of three chapters which address questions in international finance and currency economics. Chapter 1 studies the persistence of covered interest rate parity (CIP) deviations. Since global financial crisis (GFC), the CIP deviations have implied a persistent dollar financing premium for banks …
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Essays in Monetary Economics and International Finance
The rapid rise of U.S. interest rates over the past year has important implications for firms' borrowing costs and investment decisions, for global financial stability and the U.S. dollar exchange rate, and for investors' pricing of the U.S. safety premium across asset classes. These three themes …
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