자료유형 | 학위논문 |
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서명/저자사항 | Essays on Banking and Asset-pricing. |
개인저자 | Davydiuk, Tetiana. |
단체저자명 | University of Pennsylvania. Finance. |
발행사항 | [S.l.]: University of Pennsylvania., 2018. |
발행사항 | Ann Arbor: ProQuest Dissertations & Theses, 2018. |
형태사항 | 157 p. |
기본자료 저록 | Dissertation Abstracts International 79-10A(E). Dissertation Abstract International |
ISBN | 9780438036871 |
학위논문주기 | Thesis (Ph.D.)--University of Pennsylvania, 2018. |
일반주기 |
Source: Dissertation Abstracts International, Volume: 79-10(E), Section: A.
Advisers: Joao Gomes |
요약 | This dissertation consists of two chapters. In the first chapter, I study both theoretical and quantitative implications of the counter-cyclical capital buffers introduced with the Basel Accord III. The proposed adjustment effectively translates |
요약 | In the second chapter, I, jointly with Scott Richard, Ivan Shaliastovich and Amir Yaron, investigate the channels of asset price variation when a representative agent owns the entire corporate sector. Utilizing novel market data on corporate bon |
일반주제명 | Banking. Finance. |
언어 | 영어 |
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: 이 자료의 원문은 한국교육학술정보원에서 제공합니다. |