E-Dissertationen: Browsing E-Dissertationen by Issue Date
Now showing items 1-20 of 290
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Lévy Processes in Finance: The Change of Measure and Non-Linear Dependence
(2005)This thesis deals with applications of Lévy processes in the field of mathematical finance. The class of Lévy processes generalizes the widely used Brownian motion in the sense that the distribution of their increments can ... -
Three Essays on Political Institutions, Inequality, and Economic Growth
(2006)Why are some countries much richer than others? Why do some economies grow faster than others? Economists have asked these trite yet crucial questions for more than one century. In recent years, more and more economists ... -
Deregulation and Bank Performance: An Empirical Study for the US
(2006)Recent deregulation tide has greatly changed the landscape of global banking industry. The idea of “universal banking” or “financial supermarket” is gaining appeal in many countries in the world. US, the world’s biggest ... -
Essays in Equilibrium Search Theory
(2006)Equilibrium search models have provided many insights in the analysis of labor markets and consumer product markets. While much research has been conducted on the basis of random matching, the essays in this thesis put ... -
Essays on Macroeconomic Consequences of Financial Frictions
(2006)Considerable empirical evidence has demonstrated strong linkages between the financial sector and the real production sector of an economy. A huge theoretical literature has emerged since 1970s for the understanding of ... -
Essays on International Policy Coordination in Interdependent Economies
(2007)Throughout the last couple of decades the world has experienced a strong and steady increase in the economic interdependence among national economies. Accordingly, national monetary and fiscal policies are also subject to ... -
Information and Incentives in Organizations
(2007)This thesis asks about the value of information for providing incentives in principal agent models with hidden action and limited liability. The classical literature deals with information in the form of signals that the ... -
Dynamic Matching and Bargaining Games: Towards a General Perspective
(2007)"<i>Nature</i> makes no jumps," according to a famous saying - but what about economies? Is <i>economic</i> welfare continuous in the size of the frictions of trading and do the welfare theorems hold approximately when ... -
Die Treuhand über den Tod hinaus
(2007)Das Thema dieser Arbeit sind Treuhandverträge, die vom Erblasser zu Lebzeiten mit dem Ziel abgeschlossen werden, seine Erben für einen möglichst langen Zeitraum nach seinem Tod an einen von ihm geäußerten Willen zu binden. ... -
Risk Management of Life Insurance Contracts with Interest Rate and Return Guarantees and an Analysis of Chapter 11 Bankruptcy Procedure
(2007)Equity-linked life insurance contracts are an example of theinterplay between insurance and finance. By considering some specific equity-linked life insurance contracts, this thesis mainly studies risk management methods, ... -
Essays on the Effects of Information on Incentives and on People’s Awareness and Assessment of Biases
(2007)The first two essays deal with the interaction between intermediate information and incentives when information asymmetries are present. While in the first essay, individuals’ types can be private information, in the second ... -
Market Behavior and Market Interaction under Incomplete Information: Theory and Empirical Implications
(2007)Chapter 1 deals with the question of how buyers behave in the presence of uncertainty about the distribution of prices. To this end, we consider a model of a big, decentralized auction market in which two types of agents ... -
Modeling the Dynamics of Stock Prices Using Realized Variation Measures
(2007)Recently, the availability of high-frequency financial data has opened new research directions for modeling the volatility of asset returns. In particular, building on the theory of quadratic variation, the high-frequency ... -
Four Contributions to Experimental Economics
(2008)<p>In the following four chapters, distinct but related experimental research analyzing strategic and non-strategic economic behavior is presented.<br /> Chapter 2, entitled "Cooperation in Symmetric and Asymmetric Prisoner's ... -
Essays on Monetary Policy Interactions with Fiscal Policy and Financial Markets
(2008)This dissertation aims at contributing to the literature investigating the positive and normative framework for monetary policy. It provides an assessment of macroeconomic (i.e. monetary and to some extent also fiscal) ... -
Essays on Moral Norms, Legal Unbundling and Franchise Systems
(2008)<p>This dissertation studies three, rather unrelated, topics, which are investigated in 4 independent chapters. <br /> Chapter 1 analyses a model of incomplete information with selfish rational types and types who comply ... -
Heterogeneity in Economics and Aggregation
(2008)Heterogeneity is all around us. People differ substantially with respect to their tastes, expectations, and available resources, and firms are heterogeneous in technologies and the quantity or nature of input factors. Since ... -
The Price of CO2 Allowances in the European Greenhouse Gas Emissions Trading Scheme: An Empirical, Experimental, and Theoretical Study
(2008)According to the common position of the European Council, large installations from the energy industry and other carbon-intensive industries are part of an EU-wide greenhouse gas (GHG) emissions trading scheme (EU ETS) ... -
Essays in Behavioral Economics
(2008)<p>This dissertation aims at continuing and expanding three lines of research prominent in behavioral economics today. The first chapter deals with the role of reciprocity in labor contracts and explores which factors ... -
Evolution in Structured Populations
(2008)<p>How does social and economic interaction of agents within large populations depend on their perception of the matching-structure?<br /> When do evolutionary dynamics with limited information processing lead to stable ...
