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 12 of 12 for “"macroeconomic volatility"”.
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Essays on macroeconomic volatility
… three empirical essays on different aspects of macroeconomic volatility. The first essay provides evidence of a causal and economically important relation between financial development and macroeconomic volatility by looking at the effect of financial development in the volatility of sectors …
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Financial distortions and the distribution of global volatility
… various aspects of the financial system and macroeconomic volatility in a globally integrated environment. In Chapter 1, I illustrate that an efficient allocation of liquidity across projects mitigates the economy's responsiveness to global liquidity supply shocks. Emerging economies in which …
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Designing an Investment Research System for Asset Management Based on Natural Language Processing
… processed and analyzed. However, in the face of macroeconomic volatility, fierce competition, and a deluge of fragmented information, this traditional approach to investment research increasingly struggles to manage the sheer volume of financial market data and information. Natural Language …
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Monetary policy and the stock market in South Africa: how do South African equity prices respond to expected and unexpected changes in the repo rate?
… the stock market is an independent source of macroeconomic volatility to which policy makers may wish to consider. This paper applies an event study approach to examine the stock market reaction to monetary policy. Furthermore, to understand the economic sources underpinning that reaction a …
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Essays in macroeconomics
… the empirical relationship between aggregate macroeconomic volatility and idiosyncratic firm-level volatility. This relationship is a testable implication of a rich set of theoretical models available in the literature. I propose a consistent estimator of the variance of firms' real sales …
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Essays on Fiscal Policy in Developing Countries
… borrowing constraints and differences in macroeconomic volatility cannot account for the differences in fiscal policy across countries in this setting. The second chapter addresses potential endogeneity problems in the measurement of the fiscal stance. We build a novel quarterly dataset …
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Essays on economic crises and institutions
Countries that have pursued distortionary macroeconomic policies, including high inflation, large budget deficits and misaligned exchange rates, appear to have suffered bigger exchange rate crises, more macroeconomic volatility and also grown more slowly during the postwar period. Does this reflect …
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Three Essays on International Financial Market Linkages
… 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) using data from the G7 countries. To analyze the relationship between the risk premium …
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Essays in Empirical Macroeconomics
… is a collection of five essays in empirical macroeconomics. The first paper evaluates the effectiveness of fiscal policy in different economic environments. The results show that, contrary to conventional wisdom, fiscal multipliers are not necessarily smaller in countries relatively open to …
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Essays in Empirical Macroeconomics
… is a collection of five essays in empirical macroeconomics. The first paper evaluates the effectiveness of fiscal policy in different economic environments. The results show that, contrary to conventional wisdom, fiscal multipliers are not necessarily smaller in countries relatively open to …
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Essays in Monetary and Macroprudential Policies
… nominal exchange rate targeting rule measured in volatility and welfare as compared with a standard and augmented interest rate rules. We build a small open economy dynamic general equilibrium model with tradable and nontradable sectors and a sector-specific investment. We find the impulse …
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Essays on the Macroeconomic Effects of Imperfect Banking Competition and Other Financial Frictions
… imperfect banking competition, on different macroeconomic aspects. The thesis consists of a short introductory chapter and three papers. The first paper investigates the impact of imperfect banking competition on aggregate fluctuations in a dynamic stochastic general equilibrium (DSGE) …