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Dissertations / Theses on the topic 'Dynamics of financial market cycles'

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Published: 3 June 2025
Last updated: 31 July 2025

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1

Jin, Binping. "Dynamics of price cycles in agent-based models of financial markets /." View abstract or full-text, 2009. http://library.ust.hk/cgi/db/thesis.pl?PHYS%202009%20JIN.

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2

Mendicino, Caterina. "Financial market imperfections, business cycle fluctuations and economic growth." Doctoral thesis, Stockholm : Economic Research Institute (EFI), Stockholm School of Economics, 2006. http://www2.hhs.se/EFI/summary/705.htm.

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3

Ryou, Hyunjoo. "Exchane Rate Dynamics under Financial Market Frictions- Exchange rate regime, capital market openness and monetary policy -Electoral cycle of exchange rate in Korea : The Trilemma in Korea." Phd thesis, Université de Cergy Pontoise, 2012. http://tel.archives-ouvertes.fr/tel-00838836.

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-Exchange Rate Dynamics under Financial Market FrictionsThis paper extends Dornbusch's overshooting model by proposing "generalized interest parity condition", which assumes sluggish adjustment on the asset market. The exchange rate model under the generalized interest parity condition is able to reproduce the delayed overshooting of nominal exchange rates and the hump-shaped response to monetary shocks of both nominal and real exchange rates.-Electoral Cycle of Exchange Rate in KoreaThis paper empirically investigates the real exchange rate behavior around elections in Korea. We find that the
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4

Sun, Qi. "Four essays in dynamic macroeconomics." Thesis, St Andrews, 2010. http://hdl.handle.net/10023/941.

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5

Hirata, Wataru. "Financial Market Imperfections and Aggregate Fluctuations." Thesis, Boston College, 2010. http://hdl.handle.net/2345/1325.

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Thesis advisor: Susanto Basu<br>This dissertation examines the fluctuations of the aggregate economy when frictions in financial markets are present. I focus on the the asymmetric information problems between creditors and debtors on the quality of debtor's projects and I analyze how these frictions cause the fluctuations in aggregate economy which is potentially inefficient. The first chapter examines the interaction between the perverse incentives and the general equilibrium effects of misallocated bank credit. This essay is intended to elucidate the mechanism of zombie lending in Japan. By
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6

Hinch, Martin P. "Financial and macroeconomic drivers within housing market cycles : an international perspective." Thesis, University of Ulster, 2012. http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.558813.

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The global financial crisis of 2007/2008 has given rise to an unprecedented worldwide liquidity shortage, and as a consequence interaction between financial, housing and macroeconomic factors has been given ever increasing attention. This thesis focuses on the influence and effects of financial and macroeconomic market drivers upon the function of housing market cycles. The research assesses the operation of residential property markets within the overall concept of market theory and appraises the impact of various macroeconomic and financial variables upon the performance of these residential
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7

Ben, Mohamed Imen. "Credit market imperfections and business cycles." Thesis, Paris 1, 2015. http://www.theses.fr/2015PA010002/document.

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La crise financière de 2009 a ravivé le débat entre les classiques et les keynésiens concernant le rôle de la finance dans le cycle d’affaire. Cette thèse étudie les conséquences macroéconomiques des imperfections du marché de crédit ainsi que quantifie leur impact sur le marché de travail. L’interaction entre chômage et frictions financière passe par l’hypothèse que les postes vacants sont financés par des fonds externes qui sont plus couteux qu’un financement interne, de par de l’impact de l’asymétrie d’information sur le marché du crédit. Il est alors montré, à l’aide de simulation d’un mod
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OTTAVIANI, Matteo. "Financial market dynamics: essay in agent-based exploration." Doctoral thesis, Scuola Normale Superiore, 2022. http://hdl.handle.net/11384/110568.

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9

Rastouil, Jeremy. "Three essays on labor market frictions under firm entry and financial business cycles." Thesis, Bordeaux, 2019. http://www.theses.fr/2019BORD0228.

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Durant la grande récession, les interactions entre fluctuations du prix de l’immobilier, du travail et de l’entrée des firmes sur le marché des biens, ont mis en avant l’existence de relations étroites entre ces marchés. Le but de cette thèse est de mettre en lumière les interactions entre le marché du travail et le marché des biens ainsi que des cycles financiers, en utilisant les récents progrès des modèles DSGE. Dans le premier chapitre, nous avons trouvé un fort rôle joué par la création de firmes dans l’amplification des dynamiques de l’emploi. En introduisant le mécanisme du modèle de Di
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10

Chaudhuri, Shomesh Ernesto. "Financial signal processing : applications to asset-market dynamics and healthcare finance." Thesis, Massachusetts Institute of Technology, 2018. http://hdl.handle.net/1721.1/117839.

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Thesis: Ph. D., Massachusetts Institute of Technology, Department of Electrical Engineering and Computer Science, 2018.<br>This electronic version was submitted by the student author. The certified thesis is available in the Institute Archives and Special Collections.<br>Cataloged from student-submitted PDF version of thesis.<br>Includes bibliographical references (pages 139-144).<br>The seemingly random fluctuations of price and value produced by information flow and complex interactions across a diverse population of stakeholders has motivated the extensive use of stochastic processes to an
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11

Reusch, Christian. "On the non-linear dynamics of financial market risk and liquidity." Thesis, London School of Economics and Political Science (University of London), 2008. http://etheses.lse.ac.uk/2728/.

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This thesis provides a novel empirical treatment of the dynamics of financial market risk and liquidity, two very important areas both for financial research as well as to practitioners in the financial markets: We devise empirical non-linear time series models of the two concepts that specifically take into account 'explosive', self-reinforcing dynamic patterns. While 'conventional' empirical models are often 'linear' and tend to neglect these effects, real-life evidence such as e.g. the 1987 crash, the large stock market drops on February 27th, 2007 or the huge losses posted by investment ba
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12

Wang, Tongya. "Behavioural biases and evolutionary dynamics in an agent-based financial market." Thesis, University of Leeds, 2014. http://etheses.whiterose.ac.uk/7911/.

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This research is devoted to the study of financial market dynamics in a framework which combines agent-based modelling and concepts from behavioural finance. The thesis explores, in an agent-based financial market model, the interlinkage between investor heterogeneity, bounded rationality, behavioural biases and the aggregate market dynamics. We develop a dynamic equilibrium model of a financial market in the presence of heterogeneous, boundedly rational investors. The model combines a performance-driven strategy-switching mechanism of an adaptive belief system (Brock and Hommes, 1998) and an
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13

Aubrun, Cécilia. "Unraveling Financial Market Quakes : Exploring Endogenous Volatility Dynamics in Interconnected Markets." Electronic Thesis or Diss., Institut polytechnique de Paris, 2024. http://www.theses.fr/2024IPPAX066.

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Le rôle des mécanismes de rétroaction dans la création d’instabilités sur des marchés financiers a largement été étudié dans la littérature. L’endogénéité de la volatilité et de l'activité des marchés a effectivement conduit à plusieurs krachs notoires. Le plus connu, le flash crash du 6 mai 2010, illustre comment les instabilités du marché découlent de ses caractéristiques intrinsèques. En effet, c’est une exécution excessivement rapide d’ordres de vente qui a déclenché la chute rapide suivie d’une remontée du S&amp;Pmini en moins d'une heure. De plus, les instabilités des marchés sont accent
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14

Thomson, Warren David. "The Influence of Market States on Security Returns." Thesis, Griffith University, 2016. http://hdl.handle.net/10072/366035.

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Business and economic cycles have played a major factor in economies and people lives for centuries; indeed, it could be argued that the economic crises and economic good times affect all people’s wellbeing. As financial markets have developed in modern economies, researchers have observed that market cycles tend to be leading indicators of business cycles. While there is a long history of academic research into business cycles, academic research into how market states differentially influence security returns is a more recent phenomenon. The aim of this thesis is to explore not only new metho
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15

Zivanovic, Jelena. "Essays on Credit Markets and Business Cycles." Doctoral thesis, Humboldt-Universität zu Berlin, 2018. http://dx.doi.org/10.18452/19356.

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Diese Arbeit befasst sich mit der Rolle der Unternehmenskreditfinanzierung für die Realwirtschaft. Im ersten Teil untersuche ich die Entwicklung der externen Finanzierungsprämien in den USA in Folge von ökonomischen Schocks und finde, dass die Prämie antizyklisch auf Angebots- und monetäre Schocks reagiert. Im zweiten Teil analysiere ich mit Hilfe eines DSGE-Modells, wie die Zusammenfassung aus Bankkreditfinanzierung und Anleihefinanzierung die Transmission von ökonomischen Schocks beeinflusst. Angenommen, dass große Unternehmen größtenteils Anleihenmärkte verwenden und kleine Unternehmen auf
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Singh, Vikkram. "Financial Integration: Pervasiveness, Effect of Culture and Impact on Policy Effectiveness." Thesis, Griffith University, 2017. http://hdl.handle.net/10072/373044.

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The studies in this thesis examine financial integration: its extent across regions and market cycles, how culture affects it and how the levels of market linkages impact the effectiveness of policy decisions during periods of market crisis. This investigation is undertaken in four separate but interrelated studies. The first study (Chapter 3) uses a novel approach, partial correlations within a complex network framework, to examine the degree of globalization and regionalization of stock market linkages and how these linkages vary across different economic or market cycles. The results show t
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17

Jusselin, Paul. "Some aspects of the central role of financial market microstructure : Volatility dynamics, optimal trading and market design." Thesis, Institut polytechnique de Paris, 2020. http://www.theses.fr/2020IPPAX025.

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Cette thèse est organisée en trois parties. Dans la première on examine les relations entre la dynamique microscopique et macroscopique du marché en se concentrant sur les propriétés de la volatilité. Dans la deuxième partie on s'intéresse au contrôle optimal stochastique de processus ponctuels. Finalement dans la troisième partie on étudie deux problématiques de market design.On commence cette thèse par l'étude des liens entre le principe d'absence d'opportunité d'arbitrage et l'irrégularité de la volatilité. A l'aide d'une méthode de changement d'échelle on montre que l'on peut effectivement
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18

Mönch, Emanuel. "Essays on financial markets and the macroeconomy." Doctoral thesis, Humboldt-Universität zu Berlin, Wirtschaftswissenschaftliche Fakultät, 2006. http://dx.doi.org/10.18452/15564.

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Diese Arbeit besteht aus vier Essays, die empirische und methodische Beiträge zu den Gebieten der Finanzmarktökonomik und der Makroökonomik liefern. Der erste Essay beschäftigt sich mit der Spezifikation der Investoren verfügbaren Informationsmenge in Tests bedingter Kapitalmarktmodelle. Im Speziellen schlägt es die Verwendung dynamischer Faktoren als Instrumente vor. Diese fassen per Konstruktion die Information in einer Vielzahl von Variablen zusammen und stellen daher intuitive Maße für die Investoren zur Verfügung stehenden Informationen dar. Es wird gezeigt, dass so die Schätzfehler bedin
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19

Sserwanja, Isaac. "Empirical studies of equilibrium-correction dynamics and financial market linkages in the macroeconomy." Thesis, University of Kent, 2015. https://kar.kent.ac.uk/54767/.

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We apply a general-to-specific modelling approach to estimate a six-dimensional parsimonious structural vector error-correction model of the US economy. We use graph theory methods to determine the instantaneous causal structure of the system from the data thus, overcoming the common problem of making ad-hoc assumptions about the order of causality. Model reduction procedures allow us to control for the curse-of-dimensionality inhibiting such high-dimensional vector autoregressive systems. The corporate-government bond yield risk premium is identified as one of five cointegration relations cha
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20

Shabi, Sarosh. "Stock market volatility, business cycles and the recent financial crisis : evidence from linear and non-linear causality tests." Thesis, University of Southampton, 2014. https://eprints.soton.ac.uk/373080/.

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The relationship between stock market volatility and the business cycle is macrofinancial as it links the fields of financial markets and macro-economics. This relationship links to theories of rational expectations/efficient market hypotheses and asset pricing theory. This thesis investigates the long run relationship between stock market volatility and business cycles by means of linear and non linear bivariate and multivariate causality tests. Moreover, it investigates the impact of the recent global financial crisis on the stock market volatility (SMV) and business cycles (BC) relationship
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21

Zhang, Lini. "Essays on Financial Frictions and Macroeconomic Dynamics with Heterogeneous Agents." The Ohio State University, 2014. http://rave.ohiolink.edu/etdc/view?acc_num=osu1403622765.

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22

BUONAGUIDI, DAMIANO. "Choice of Exogenous Variables, Stock Market Dynamics, Financial Sector: Three Essays on Macroeconomic Theory." Doctoral thesis, Università di Siena, 2018. http://hdl.handle.net/11365/1061353.

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The choice of exogenous variables is a fundamental element for the logical structure of economic models, leading to different positive and normative implications about growth, distribution and economic policies. In this dissertation a comparative approach is used both to study different models from a theoretical point of view and to analyze the link between the financial and the real sector of the economy. In the first chapter we present a comparison between the neoclassical model and the alternative approach, drawn from the classical and post-keynesian literature, within a common mathematica
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23

Fujita, Shigeru. "Essays on macroeconomic dynamics of job vacancies, job flows, and entreprenerial activities /." Diss., Connect to a 24 p. preview or request complete full text in PDF format. Access restricted to UC campuses, 2004. http://wwwlib.umi.com/cr/ucsd/fullcit?p3138821.

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24

Lembcke, Antje. "Optimized market introduction of large capital products (LCP) with long development and learning cycles." Doctoral diss., University of Central Florida, 2010. http://digital.library.ucf.edu/cdm/ref/collection/ETD/id/4624.

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Any product sold is expected to be reliable and available when the customer wants to operate it. Companies that produce large capital products (LCP), such as rockets, satellites, or large gas turbines to generate electrical energy, tend to shy away from extending their testing and validation method above the requirements by law, mainly due to the very high costs of each additional test and the uncertain return on investment. This research shows that today's state of the art validation methods for LCP, required by law, or suggested in literature, and adapted by these industries, are not capable
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25

Abdulai, Abubakar-Sadiq Bouda. "Predicting Intraday Financial Market Dynamics Using Takens' Vectors; Incorporating Causality Testing and Machine Learning Techniques." Digital Commons @ East Tennessee State University, 2015. https://dc.etsu.edu/etd/2582.

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Traditional approaches to predicting financial market dynamics tend to be linear and stationary, whereas financial time series data is increasingly nonlinear and non-stationary. Lately, advances in dynamical systems theory have enabled the extraction of complex dynamics from time series data. These developments include theory of time delay embedding and phase space reconstruction of dynamical systems from a scalar time series. In this thesis, a time delay embedding approach for predicting intraday stock or stock index movement is developed. The approach combines methods of nonlinear time serie
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26

Nissen, Franciscus Gertruda Josephus Anna. "International financial market dynamics an empirical investigation of exchange rates, interest rates and stock returns /." Maastricht : Maastricht : Universiteit Maastricht ; University Library, Maastricht University [Host], 1997. http://arno.unimaas.nl/show.cgi?fid=6818.

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27

Yu, Yin. "Essays on the Use of Earnings Dynamics as an Earnings Benchmark by Financial Market Participants." University of Cincinnati / OhioLINK, 2010. http://rave.ohiolink.edu/etdc/view?acc_num=ucin1282062083.

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28

Fausch, Jürg. "Essays on Financial Markets and the Macroeconomy." Doctoral thesis, Stockholms universitet, Nationalekonomiska institutionen, 2017. http://urn.kb.se/resolve?urn=urn:nbn:se:su:diva-140151.

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Asset pricing implications of a DSGE model with recursive preferences and nominal rigidities. I study jointly macroeconomic dynamics and asset prices implied by a production economy featuring nominal price rigidities and Epstein-Zin (1989) preferences. Using a reasonable calibration, the macroeconomic DSGE model is consistent with a number of stylized facts observed in financial markets like the equity premium, a negative real term spread, a positive nominal term spread and the predictability of stock returns, without compromising the model's ability to fit key macroeconomic variables. The int
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Compaore, Ravigsida Dorcas. "Impact of financial market development on holdings of US assets and Equity carve-outs and macroeconomic activity." ScholarWorks@UNO, 2013. http://scholarworks.uno.edu/td/1717.

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The first part of this dissertation examines the impact of financial development on different countries holdings of U.S securities. The difference between the US weight in the global market capitalization and the US weight in developed and developing countries is tested through a panel data analysis. We find that most countries tend to overweight their US debt portfolio which is strongly related to their financial market development. When holdings of US debts and equity are low, financial market development is high; in developing countries, holding less US equity in their portfolio causes coun
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30

von, Heijne Gustav, and Mattias Mogard. "Conceptual dynamics on the trade surveillance market : A study of changes in the Swedish trade surveillance market in conjunction with MiFID2/MiFIR and MAD2/MAR." Thesis, KTH, Industriell marknadsföring, 2016. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-189636.

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Financial markets have been subjected to numerous regulations during the last two decades. MiFID2/MiFIR and MAD2/MAR are two extensive regulations that will apply on European level during 2016 - 2018. Both these regulations stress areas that are of relevance to trade surveillance. Trade surveillance systems are IT systems applied to the market for financial instruments to identify market abuse or other harmful patterns in participants’ trading activity. The purpose of this report is to map the market of trade surveillance technology in Stockholm, Sweden, and examine the impact on these actors
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Marques, João Francisco Magro. "Dynamics of financial markets : study of an agent-based model." Master's thesis, Instituto Superior de Economia e Gestão, 2015. http://hdl.handle.net/10400.5/9328.

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Mestrado em Matemática Financeira<br>Nas últimas décadas, o mercado financeiro mundial tem enfrentado vários problemas e colapsos que motivaram anos conturbados para a economia real e para as famílias. Os sistemas dinâmicos apareceram na literatura de matemática financeira para ajudar a compreender melhor as características únicas destes mercados financeiros e a dinâmica do preço ao longo do tempo. Este trabalho consiste principalmente numa aproximação estatística ao sistema dinâmico de modelo de mercado com um ponto de descontinuidade introduzido por Tramontana, Westerhoff e Gardini (2010). U
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Yeung, Chi-Ho. "The application of statistical mechanics on the study of glassy behaviors in transportation networks and dynamics in models of financial markets /." View abstract or full-text, 2009. http://library.ust.hk/cgi/db/thesis.pl?PHYS%202009%20YEUNG.

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33

Seerattan, Dave Arnold. "The effectiveness of central bank interventions in the foreign exchange market." Thesis, Brunel University, 2012. http://bura.brunel.ac.uk/handle/2438/7361.

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The global foreign exchange market is the largest financial market with turnover in this market often outstripping the GDP of countries in which they are located. The dynamics in the foreign exchange market, especially price dynamics, have huge implications for financial asset values, financial returns and volatility in the international financial system. It is therefore an important area of study. Exchange rates have often departed significantly from the level implied by fundamentals and exhibit excessive volatility. This reality creates a role for central bank intervention in this market to
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Oliveira, Iris. "Impacto das regulamentações no sistema financeiro: uma análise sobre Basiléia e seus custos implícitos no Brasil." reponame:Repositório Institucional do FGV, 2014. http://hdl.handle.net/10438/12007.

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Submitted by Iris Oliveira (oliveira.iris@gmail.com) on 2014-09-05T15:22:44Z No. of bitstreams: 1 Dissertacao - ISOFGV_FINAL.pdf: 1568476 bytes, checksum: 334971df0bf65d68e1f07c93ca76b413 (MD5)<br>Approved for entry into archive by JOANA MARTORINI (joana.martorini@fgv.br) on 2014-09-05T19:25:48Z (GMT) No. of bitstreams: 1 Dissertacao - ISOFGV_FINAL.pdf: 1568476 bytes, checksum: 334971df0bf65d68e1f07c93ca76b413 (MD5)<br>Made available in DSpace on 2014-09-05T19:26:10Z (GMT). No. of bitstreams: 1 Dissertacao - ISOFGV_FINAL.pdf: 1568476 bytes, checksum: 334971df0bf65d68e1f07c93ca76b413 (MD5)
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Coulon, Michael. "Modelling price dynamics through fundamental relationships in electricity and other energy markets." Thesis, University of Oxford, 2009. http://ora.ox.ac.uk/objects/uuid:ddc11641-920f-461f-85cd-a9e6351d9104.

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Energy markets feature a wide range of unusual price behaviour along with a complicated dependence structure between electricity, natural gas, coal and carbon, as well as other variables. We approach this broad modelling challenge by firstly developing a structural framework to modelling spot electricity prices, through an analysis of the underlying supply and demand factors which drive power prices, and the relationship between them. We propose a stochastic model for fuel prices, power demand and generation capacity availability, as well as a parametric form for the bid stack function which m
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Луняков, О. В. "Ендогенна природа циклічності кредитного ринку". Thesis, Українська академія банківської справи Національного банку України, 2012. http://essuir.sumdu.edu.ua/handle/123456789/63637.

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Світова фінансово-економічна криза 2008-2009 рр. свідчить про те, що стійкість розвитку національної економіки все більшою мірою стає залежною від кон'юнктури, яка складається на світових фінансових ринках. Самі фінансові ринки вже давно перестали виконувати суто обслуговуючу функцію економіки, у даний час вони стали альтернативним по відношенню до реального виробництва джерелом створення нової вартості (added value).
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Hýža, David. "Stock market panics, safe havens and implications for the portfolio management." Master's thesis, Vysoká škola ekonomická v Praze, 2012. http://www.nusl.cz/ntk/nusl-199200.

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The thesis addresses the instabilities in stock markets in the USA. There are many factors that may increase the price volatility, or even cause a panic. During these turbulent times investors can seek shelter in investment safe havens that allow protecting their portfolio against significant financial losses. The focus is put on identifying the situations where it is appropriate to use the safe havens and how to properly time all transactions. Historical insight, events study and investigating economic cycles are the integral part of the work.
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Plourde, Lise. "La dynamique sociale et économique de la réingénierie des processus chez Desjardins : le cas de la caisse populaire de Mistassini /." Thèse, Chicoutimi : Université du Québec à Chicoutimi, 1999. http://theses.uqac.ca.

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Zhutova, Anastasia. "Essays in quantitative macroeconomics : assessment of structural models with financial and labor market frictions and policy implications." Thesis, Paris 1, 2016. http://www.theses.fr/2016PA01E044.

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Dans cette thèse, je fournis une évaluation empirique des relations entre les principales variables macroéconomiques qui animent le cycle économique. Nous traitons dans chacun des trois chapitres une question empirique en utilisant une approche économétrique bayésienne. Dans le premier chapitre nous étudions la contribution conditionnelle des taux de transition du marché du travail (le taux de retour en emploi et le taux de séparation). La littérature n'est pas parvenue à un consensus sur lequel des taux dominent la dynamique du marché du travail. Alors que Blanchard et Diamond (1990) ont conc
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Borsi, Mihály Tamás. "Essays on Empirical Macroeconomics." Doctoral thesis, Universidad de Alicante, 2015. http://hdl.handle.net/10045/51005.

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41

Dias, Ingrid Parahyba. "CASSH: serà mais um bloco econÃmico?" Universidade Federal do CearÃ, 2013. http://www.teses.ufc.br/tde_busca/arquivo.php?codArquivo=10213.

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nÃo hÃ<br>This working paper analyzes the financial integration level of the recent CASSH acronym formed by the countries Australia, Canada, Hong Kong, Singapore and Switzerland, which have strong economies and homogeneous profiles in a social, demographic and financial context, being classified by UN as countries with very high human development. By analyzing the presence of common trends and cycles associated to the market indices most representative of CASSH stock exchanges, during the period between January 1998 and November 2010, using the methodological technique developed by Vahid and E
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Nogueira, Regis Oquendo. "BRIC: an integrated group financially?" Universidade Federal do CearÃ, 2012. http://www.teses.ufc.br/tde_busca/arquivo.php?codArquivo=10013.

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nÃo hÃ<br>This work analyzes the level of financial integration of an economic bloc entitled, on an ad hoc way, BRIC, composed by emerging economies with common and growth patterns, where more than 40% of the population live in one quarter of the worldâs territory. Following methodologically Vahid and Engle (1993), the results suggest that financial markets are determined by domestic economic fundamentals in periods of global economic stability, while in crisis periods, the cycles have greater importance in the composition of the returns of the indices analyzed, indicating a higher influence o
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CESA, BIANCHI AMBROGIO. "SAGGI SUI MERCATI IMMOBILIARI E IL CICLO MACROECONOMICO." Doctoral thesis, Università Cattolica del Sacro Cuore, 2013. http://hdl.handle.net/10280/1971.

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La recente crisi finanziaria e la recessione che ne e' seguita hanno spinto molti a guardare al mercato immobiliare come ad una possibile fonte di fluttuazioni macroeconomiche. Inoltre, esse hanno evidenziato il ruolo cruciale dei paesi emergenti per la crescita globale e rianimato il dibattito sulla relazione tra politica monetaria e il prezzo degli asset. Questa tesi di dottorato, composta di tre saggi, si incentra sui mercati immobiliari dei paesi industrializzati e emergenti nonché sulla relazione tra i prezzi delle case e il ciclo macroeconomico. Il primo saggio descrive un data set origi
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44

CESA, BIANCHI AMBROGIO. "SAGGI SUI MERCATI IMMOBILIARI E IL CICLO MACROECONOMICO." Doctoral thesis, Università Cattolica del Sacro Cuore, 2013. http://hdl.handle.net/10280/1971.

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La recente crisi finanziaria e la recessione che ne e' seguita hanno spinto molti a guardare al mercato immobiliare come ad una possibile fonte di fluttuazioni macroeconomiche. Inoltre, esse hanno evidenziato il ruolo cruciale dei paesi emergenti per la crescita globale e rianimato il dibattito sulla relazione tra politica monetaria e il prezzo degli asset. Questa tesi di dottorato, composta di tre saggi, si incentra sui mercati immobiliari dei paesi industrializzati e emergenti nonché sulla relazione tra i prezzi delle case e il ciclo macroeconomico. Il primo saggio descrive un data set origi
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45

Trönnberg, Filip. "Empirical evaluation of a Markovian model in a limit order market." Thesis, Uppsala universitet, Matematiska institutionen, 2012. http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-176726.

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A stochastic model for the dynamics of a limit order book is evaluated and tested on empirical data. Arrival of limit, market and cancellation orders are described in terms of a Markovian queuing system with exponentially distributed occurrences. In this model, several key quantities can be analytically calculated, such as the distribution of times between price moves, price volatility and the probability of an upward price move, all conditional on the state of the order book. We show that the exponential distribution poorly fits the occurrences of order book events and further show that littl
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46

Chauvel, Thierry. "Essays on Open Economy Macroeconomics." Thesis, Université de Lorraine, 2018. http://www.theses.fr/2018LORR0119.

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L'objectif de cette thèse est d'évaluer l'interdépendance macroéconomique entre pays développés sur les récentes décennies et, en particulier, à la suite de la crise financière de 2007-09 aux États-Unis. Pour cela, on utilise différentes hypothèses de modélisation dans les trois chapitres principaux que constituent la thèse permettant de capturer la dimension internationale des cycles économiques : modèle VAR en panel permettant de modéliser l'interdépendance entre les pays directement, modèle VAR simple en utilisant des variables domestiques et étrangères, et modèle DSGE à 2 pays permettant d
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47

Бойкова, А. Е. "Управління збутовою діяльністю підприємства на ринку ювелірної продукції". Thesis, Одеський національний економічний університет, 2021. http://local.lib/diploma/Boikova.pdf.

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Доступ до роботи тільки на території бібліотеки ОНЕУ, для переходу натисніть на посилання нижче<br>У роботі розглядаються теоретичні аспекти. Дослідження основ та методів збутової діяльності підприємств. Проаналізовано Фінансово-господарську діяльність ТОВ «Амадео», конкурентне середовище функціонування підприємства, аналіз збуту продукції та ключові показники ефективності, напрямки удосконалення збутової діяльності через пошук нових каналів збуту та економічну ефективність від запропонованих заходів. Запропоновано Залучення соціальної мережі Instagram, як нового каналу по просуванню та з
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48

Osina, Nataliia. "Essays on international capital flows and macroprudential oversight." Thesis, University of Manchester, 2018. https://www.research.manchester.ac.uk/portal/en/theses/essays-on-international-capital-flows-and-macroprudential-oversight(368eba1b-cd9a-44c2-8708-ed61a0383147).html.

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This thesis presents three essays on the main determinants and regulations of international capital flows. The essays contribute to an ongoing significant debate among scholars and practitioners on what determines international capital flows by examining the following issues: Global liquidity, market sentiment and financial stability indices; Global liquidity and capital flow regulations; and Global governance and gross capital flows dynamics. In the first essay, we explore the main determinants of global liquidity, measured using cross-border claims of banks, and establish the link between a
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49

Roháč, Michal. "Vplyv americkej hypotekárnej krízy na ekonomiku Českej republiky." Master's thesis, Vysoká škola ekonomická v Praze, 2010. http://www.nusl.cz/ntk/nusl-76451.

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The diploma thesis clarifies main causes of the mortgage market meltdown in the USA as a starter to the global financial problems. The objective of the thesis is to analyze the American mortgage and housing market price bubble according to the views of the Austrian school of economics, which claims that problems were caused by inappropriate intervention of the U.S. Federal Government, Federal Reserve System and other government institutions in the markets. Furthermore, the thesis criticize the actions and measures taken by the U.S. government to stabilize the economy, which only seeks to allev
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Cherfouh, Souad. "Essais sur l’économie et la finance de l’immobilier commercial." Thesis, Paris 1, 2015. http://www.theses.fr/2015PA010008.

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Cette thèse qui porte sur les marchés de bureaux se présente sous la forme de trois articles. Le premier a pour objectif d'identifier les déterminants persistants et transitoires de l'évolution des loyers de bureaux franciliens, à partir d'analyses de propriétés de co-intégration et de ruptures structurelles. Le second article porte sur l'étude des interactions entre les dynamiques des cinq sous-marchés qui composent le marché des bureaux de Central Paris. Plus précisément, la méthodologie adoptée permet de définir la nature des interactions en termes de substituabilité, complémentarité ou ind
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