E-Dissertationen: Search
Now showing items 11-20 of 248
Essays on Fiscal Policy in a Monetary Union
(2012-08-01)
This thesis consists of three separate, but interlinked chapters on national fiscal policy in a monetary union. Throughout, I employ new Keynesian models that are augmented by the introduction of overlapping generations ...
Econometric Analysis of Financial Risk and Correlation
(2012-10-10)
The contribution of this dissertation is threefold. First, econometric procedures to test for the occurence of asset price bubbles ex post and in real time are proposed. Real time monitoring procedures represent an additional ...
Essays in Monetary Theory
(2012-05-24)
This dissertation consists of three essays in monetary theory. Each period, agents trade in a day and in a night market. The night market is a standard Walrasian market. In the day market agents are anonymous which prevents ...
Overconfidence and Loss Aversion in Economic Decision Making
(2012-12-21)
In chapter one, we ask if reports of private information about skills, abilities or achievements are affected by image concerns. We develop a simple model that illustrates how image utility can lead to misreporting of ...
Essays on Basket Options Hedging and Irreversible Investment Valuation
(2008)
Basket options are one of well-known newly-generated exotic options. As its name implies, it is an option on a portfolio of several assets. As the underlying basket offers more diversification, basket options gain ...
Four Essays on Investment
(2008)
Investment decisions lie at the heart of many economic activities. Each day, individual investors, banks, and fund management firms try to optimize their portfolio investments at international financial markets around the ...
A contribution to the determinants of total factor productivity growth
(2008)
Why do some countries grow and others stagnate? The Science magazine considers this question as one of the 125 "most compelling puzzles and questions facing scientists today'' (Science magazine (2005)). Indeed, the successful ...
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 Organization and Incentives in R&D and on Compatibility in Two-Sided Markets
(2008)
This dissertation covers two distinct topics. Chapter 1 and Chapter 2 investigate a model with a principal and two agents, where the hidden action of agents is a source of moral hazard problem. It is shown that competition ...
Economic Behavior in Real Effort Experiments
(2008)
Laboratory experiments have gained more and more importance in economics in the last twenty years. Their superior control possibilities are not called in doubt. However, it is often complained that laboratory experiments ...
