Author: Qu Zhan
Publisher:
ISBN:
Category :
Languages : en
Pages : 0
Book Description
Three Essays on the Role of Intermediaries
Author: Qu Zhan
Publisher:
ISBN:
Category :
Languages : en
Pages : 0
Book Description
Publisher:
ISBN:
Category :
Languages : en
Pages : 0
Book Description
Three Essays on Intermediaries in Corporate Coruption
Author: Raphaela Seubert
Publisher:
ISBN:
Category :
Languages : en
Pages : 124
Book Description
Publisher:
ISBN:
Category :
Languages : en
Pages : 124
Book Description
Three Essays on Misintermediation
Author: Guo Feng
Publisher:
ISBN:
Category :
Languages : en
Pages : 98
Book Description
Abstract: This dissertation investigates the role of misintermediation in macroeconomic fluctuations. A perennial problem of financial markets is that of maturity mismatching, or misintermediation, a situation in which financial intermediaries fund long-term, illiquid loans with short-term liabilities. McCulloch (1981) concludes that misintermediation can be responsible for business cycles and predicts pro-cyclic behavior of surprises in real interest rates over business cycles. In my dissertation, I study the issue from both theoretical and empirical perspectives. An interpolation method for yield curve fitting is also specified to enable the empirical study of misintermediation.
Publisher:
ISBN:
Category :
Languages : en
Pages : 98
Book Description
Abstract: This dissertation investigates the role of misintermediation in macroeconomic fluctuations. A perennial problem of financial markets is that of maturity mismatching, or misintermediation, a situation in which financial intermediaries fund long-term, illiquid loans with short-term liabilities. McCulloch (1981) concludes that misintermediation can be responsible for business cycles and predicts pro-cyclic behavior of surprises in real interest rates over business cycles. In my dissertation, I study the issue from both theoretical and empirical perspectives. An interpolation method for yield curve fitting is also specified to enable the empirical study of misintermediation.
Three Essays on Time Series Macroeconomics
Author: Pedro H. Albuquerque
Publisher:
ISBN:
Category :
Languages : en
Pages : 160
Book Description
Publisher:
ISBN:
Category :
Languages : en
Pages : 160
Book Description
Three Essays on Financial Market Innovation
Author: Mondschean Thomas Herbert
Publisher:
ISBN:
Category :
Languages : en
Pages : 422
Book Description
Publisher:
ISBN:
Category :
Languages : en
Pages : 422
Book Description
Three Essays on the Distribution of Information Goods
Author: Jong-Woon Kim
Publisher:
ISBN:
Category :
Languages : en
Pages : 316
Book Description
Publisher:
ISBN:
Category :
Languages : en
Pages : 316
Book Description
Three Essays on Bank Risks
Author: Jian Hu
Publisher:
ISBN:
Category :
Languages : en
Pages : 324
Book Description
Publisher:
ISBN:
Category :
Languages : en
Pages : 324
Book Description
Three Essays on Internal and External Credit Markets in Post-Soviet and Tsarist Russia
Author: Lisa DeNell Cook
Publisher:
ISBN:
Category :
Languages : en
Pages : 294
Book Description
Publisher:
ISBN:
Category :
Languages : en
Pages : 294
Book Description
Three Essays on B2B E-market Firms
Author: Qizhi Dai
Publisher:
ISBN:
Category :
Languages : en
Pages : 278
Book Description
Publisher:
ISBN:
Category :
Languages : en
Pages : 278
Book Description
Three Essays on the Microstructure of the Turkish Stock Market
Author: Sadettin Aydin Yuksel
Publisher:
ISBN:
Category : Stock exchanges
Languages : en
Pages : 446
Book Description
Publisher:
ISBN:
Category : Stock exchanges
Languages : en
Pages : 446
Book Description