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Essays in Asset Pricing
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| 자료유형 | 학위논문 |
|---|---|
| 서명/저자사항 | Essays in Asset Pricing. |
| 개인저자 | Wang, Xue. |
| 단체저자명 | New York University. Economics. |
| 발행사항 | [S.l.]: New York University., 2018. |
| 발행사항 | Ann Arbor: ProQuest Dissertations & Theses, 2018. |
| 형태사항 | 133 p. |
| 기본자료 저록 | Dissertation Abstracts International 79-12A(E). Dissertation Abstract International |
| ISBN | 9780438171053 |
| 학위논문주기 | Thesis (Ph.D.)--New York University, 2018. |
| 일반주기 |
Source: Dissertation Abstracts International, Volume: 79-12(E), Section: A.
Adviser: Jaroslav Borovicka. |
| 요약 | This dissertation consists of two chapters. The first chapter empirically investigates how investors' subjective beliefs drive the cross-section of stock returns. Using a data set of real-time professional survey forecasts, I first estimate beli |
| 요약 | The second chapter investigates whether consumption growth risk is responsible for accounting observed variations in the foreign currency markets? To address this question, I set up and estimate a regime-switching Markov process for consumption |
| 일반주제명 | Economics. Finance. |
| 언어 | 영어 |
| 바로가기 | 
: 이 자료의 원문은 한국교육학술정보원에서 제공합니다. |
