Sökning: "Asymmetric shocks"
Visar resultat 11 - 13 av 13 avhandlingar innehållade orden Asymmetric shocks.
11. Essays on Prospect Theory and the Statistical Modeling of Financial Returns
Sammanfattning : This thesis consists of three self-contained essaysEssay 1 presents an empirical study of volatility spillover from oil prices to stock markets within an asymmetric BEKK model. Using weekly data on the aggregate stock markets of Japan, Norway, Sweden, the U.K., and the U. LÄS MER
12. Asymmetry and multiscale dynamics in macroeconomic time series analysis
Sammanfattning : This thesis consists of three independent articles preceded by an introductory chapter. The first two articles focus on exchange rate dynamics in emerging market and developing economies, taking into account nonlinearities and asymmetries which are relevant for these countries and are potentially due to (i) transaction costs and other market frictions, and (ii) official intervention in the foreign exchange market. LÄS MER
13. Essays on household demand and agricultural policy implications in developing countries
Sammanfattning : This thesis comprises four papers that contribute to the economic literature in the area of food demand and agricultural policy related issues. Paper I examines the main forces driving farmers’ decision to adopt modern agricultural inputs (MAI) in farming, and the effects on farm household welfare in Rwanda. LÄS MER