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Showing 1 to 7 of 7 for “"dot com bubble"”.

  1. Essays on monetary policy and financial markets in heterogeneous economies

    … three major macroeconomic events, the Dot-com Bubble (late 1990s-2000), the Great Financial Crisis (2007-2008), and the COVID-19 Pandemic (2019-2020), through novel analytical channels, with a particular emphasis on heterogeneity at the household, firm, and sector levels. Across three …

    bu Repository record for Essays on monetary policy and financial markets in heterogeneous economies (opens in a new tab)

  2. Three essays on the time series of returns

    … among the hardest-hit industries such as Telecommunications during the Dot-com Bubble, Financials during the Great Recession, and Healthcare during the Covid-19 pandemic. Conversely, discount rates explain more price variations during expansionary periods. Finally, inflation expectations, …

    missouri Repository record for Three essays on the time series of returns (opens in a new tab)

  3. Volatility risk and stock return predictability on global financial crises

    … specified on two global financial crises: the dot-com bubble and recent financial crisis. Using a broad sample of stock options traded at the American Stock Exchange and the Chicago Board Options Exchange (CBOE) from January 2001 to December 2010, three essays are simultaneously researched. The …

    greenwich Repository record for Volatility risk and stock return predictability on global financial crises (opens in a new tab)

  4. Six degrees of early-stage ventures

    … volume and valuations exceed the level of the dot-com bubble (PwC and CBInsights, 2019). The available amount of capital surges as investors announce new multi-billion dollar funds (Kruppa, 2019). Even large, institutional funds in the Silicon Valley, who are used to investing in later stages, …

    cambridge Repository record for Six degrees of early-stage ventures (opens in a new tab)

  5. Essays on multivariate GARCH models and financial interactions

    … frameworks for analysing the dynamics of comovements of returns and volatility of returns in multivariate financial systems are proposed. The models considered belong to the class of multivariate conditional correlation GARCH models. The conditional volatilities are modelled as univariate …

    minho-thes Repository record for Essays on multivariate GARCH models and financial interactions (opens in a new tab)

  6. Society Must Be Defragmented: Data Shadows and Computational Life

    … on the web is the domain of professionals and committed enthusiasts. As people who make use of the internet, we are distanced from a technology that supposedly democratized truth while we are simultaneously permeated by its fantastic lies. If parsing and arbitrating truth must take place prior …

    duke Repository record for Society Must Be Defragmented: Data Shadows and Computational Life (opens in a new tab)

  7. The revolution will be commercialized: finance, public policy, and the construction of internet advertising

    … and clarifies its role in the reconfiguration of commercial media. The conceptual framework is that of critical political economy. Archival sources, government documents, and trade press accounts provide a foundation for an assessment of how online advertising evolved in relation to a changing …

    uiuc Repository record for The revolution will be commercialized: finance, public policy, and the construction of internet advertising (opens in a new tab)