자료유형 | 학위논문 |
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서명/저자사항 | Essays in Financial Economics. |
개인저자 | Fazilet, Fatih. |
단체저자명 | University of Minnesota. Economics. |
발행사항 | [S.l.]: University of Minnesota., 2018. |
발행사항 | Ann Arbor: ProQuest Dissertations & Theses, 2018. |
형태사항 | 89 p. |
기본자료 저록 | Dissertation Abstracts International 80-01A(E). Dissertation Abstract International |
ISBN | 9780438351127 |
학위논문주기 | Thesis (Ph.D.)--University of Minnesota, 2018. |
일반주기 |
Source: Dissertation Abstracts International, Volume: 80-01(E), Section: A.
Adviser: Ellen McGrattan. |
요약 | This dissertation is comprised of three essays. In the first chapter, I quantify the effect of government intervention in the U.S. housing market to determine whether it can explain the nonexistence of mortgage contracts that are contingent on h |
요약 | In the second chapter, Luis Miguel Diez Catalan, Simone Civale and I show the limitations of normal mixtures. We document that normal mixtures are flexible enough to capture the empirical patterns documented in the literature. |
요약 | In the third chapter, we develop and test a discretization method to calibrate a Markov chain that features non-zero skewness and high kurtosis. The proposed method applies the logic of Tauchen (1986) to a first-order autoregressive process with |
일반주제명 | Economics. |
언어 | 영어 |
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: 이 자료의 원문은 한국교육학술정보원에서 제공합니다. |